Research classified by Journal of Economic Literature (JEL) codes

---

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

---

This topic is covered by the following reading lists:

1. SOEP based publications

2022

• 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 D. & Simar, Léopold & Zelenyuk, Valentin, 2022. "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Discussion Papers ISBA 2022005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Hafner, C. M., 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," Janeway Institute Working Papers 2206, Faculty of Economics, University of Cambridge.
  • Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers ISBA 2022009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers LFIN 2022002, Université catholique de Louvain, Louvain Finance (LFIN).
  • Hafner, C. M., 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," Cambridge Working Papers in Economics 2214, Faculty of Economics, University of Cambridge.
• Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2022. "Proportional Incremental Cost Probability Functions and their Frontiers," LIDAM Discussion Papers ISBA 2022016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• 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).
• Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2019. "Time-Varying Mixture Copula Models with Copula Selection," Working Papers 2019-07-05, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  • Yang, Bingduo & Cai, Zongwu & Hafner, Christian M. & Liu, Guannan, 2022. "Time-Varying Mixture Copula Models with Copula Selection," LIDAM Reprints ISBA 2022008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2021. "Time-Varying Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202105, University of Kansas, Department of Economics, revised Jan 2021.
• Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2021. "Semiparametric estimation and variable selection for single‐index copula models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 962-988, November.
  • Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei, 2018. "Semiparametric Estimation and Variable Selection for Single-index Copula Models," IRTG 1792 Discussion Papers 2018-064, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei, 2022. "Semiparametric estimation and variable selection for single-index copula models," LIDAM Reprints ISBA 2022011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2019. "Semiparametric Estimation and Variable Selection for Single-index Copula Models," Working Papers 2019-07-05, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• HAFNER Christian M., & WANG Linqi,, 2019. "A dynamic conditional score model for the log correlation matrix," LIDAM Discussion Papers CORE 2019031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, Christian M. & Wang, Linqi, 2022. "A dynamic conditional score model for the log correlation matrix," LIDAM Reprints ISBA 2022012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Hafner, Christian M. & Wang, Linqi, 2022. "A dynamic conditional score model for the log correlation matrix," LIDAM Reprints LFIN 2022006, Université catholique de Louvain, Louvain Finance (LFIN).
• Hafner, Christian & Wang, Linqi, 2020. "Dynamic portfolio selection with sector-specific regularization," LIDAM Discussion Papers ISBA 2020032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Hafner, Christian M. & Wang, Linqi, 2022. "Dynamic portfolio selection with sector-specific regularization," LIDAM Reprints ISBA 2022013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Hafner, Christian M. & Wang, Linqi, 2022. "Dynamic portfolio selection with sector-specific regularization," LIDAM Reprints LFIN 2022007, Université catholique de Louvain, Louvain Finance (LFIN).
• 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).
• Julian Martinez-Iriarte & YiXiao Sun, 2022. "Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: an Unconditional MTE Approach," Working Papers 131, Red Nacional de Investigadores en Economía (RedNIE).
• 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'Haultf{oe}uille & Christophe Gaillac & Arnaud Maurel, 2022. "Partially Linear Models under Data Combination," Papers 2204.05175, arXiv.org.
  • Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2022. "Partially Linear Models under Data Combination," NBER Working Papers 29953, National Bureau of Economic Research, Inc.
• Steven T. Berry & Philip A. Haile, 2020. "Nonparametric Identification of Differentiated Products Demand Using Micro Data," NBER Working Papers 27704, National Bureau of Economic Research, Inc.
  • Steven T. Berry & Philip A. Haile, 2022. "Nonparametric Identification of Differentiated Products Demand Using Micro Data," Papers 2204.06637, arXiv.org, revised Apr 2022.
• Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J. Hyndman, 2022. "Seasonal functional autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(2), pages 197-218, March.
  • Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019. "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers 16/19, Monash University, Department of Econometrics and Business Statistics.
• Iryna Kyzyma & Alessio Fusco & Philippe Van Kerm, 2022. "Distributional Change: Assessing the Contribution of Household Income Sources," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 158-184, February.
  • KYZYMA Iryna & FUSCO Alessio & VAN KERM Philippe, 2019. "Distributional change: Assessing the contribution of household income sources," LISER Working Paper Series 2019-13, Luxembourg Institute of Socio-Economic Research (LISER).
• Tübbicke Stefan, 2022. "Entropy Balancing for Continuous Treatments," Journal of Econometric Methods, De Gruyter, vol. 11(1), pages 71-89, January.
  • Stefan Tubbicke, 2020. "Entropy Balancing for Continuous Treatments," Papers 2001.06281, arXiv.org, revised May 2020.
  • Stefan Tübbicke, 2020. "Entropy Balancing for Continuous Treatments," CEPA Discussion Papers 21, Center for Economic Policy Analysis.
• Kim Kyoo il & Petrin Amil, 2022. "A Generalized Non-Parametric Instrumental Variable-Control Function Approach to Estimation in Nonlinear Settings," Journal of Econometric Methods, De Gruyter, vol. 11(1), pages 91-125, January.
• 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.
  • Senay Sokullu & Irene Botosaru & Chris Muris, 2022. "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.
• Hafner, C. M., 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," Janeway Institute Working Papers 2206, Faculty of Economics, University of Cambridge.
  • 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 LFIN 2022002, Université catholique de Louvain, Louvain Finance (LFIN).
  • 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).
• Bu, R. & Li, D. & Linton, O. & Wang, H., 2022. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Janeway Institute Working Papers 2208, Faculty of Economics, University of Cambridge.
  • Bu, R. & Li, D. & Linton, O. & Wang, H., 2022. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Cambridge Working Papers in Economics 2218, 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, C. M., 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," Janeway Institute Working Papers 2206, Faculty of Economics, University of Cambridge.
  • 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 LFIN 2022002, Université catholique de Louvain, Louvain Finance (LFIN).
• Bu, R. & Li, D. & Linton, O. & Wang, H., 2022. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Cambridge Working Papers in Economics 2218, Faculty of Economics, University of Cambridge.
  • Bu, R. & Li, D. & Linton, O. & Wang, H., 2022. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Janeway Institute Working Papers 2208, Faculty of Economics, University of Cambridge.
• W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021. "Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting," Cardiff Economics Working Papers E2021/8, Cardiff University, Cardiff Business School, Economics Section.
• Yukitoshi Matsushita & Taisuke Otsu & Keisuke Takahata, 2022. "Estimating density ratio of marginals to joint: Applications to causal inference," STICERD - Econometrics Paper Series 619, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• 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.
  • 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.
• António Afonso & Ana Venâncio, 2022. "Local property tax reform and municipality spending efficiency," Working Papers REM 2022/0210, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • António Afonso & Ana Venâncio, 2022. "Local Property Tax Reform and Municipality Spending Efficiency," CESifo Working Paper Series 9538, CESifo.
• Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2020. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Department of Economics Working Papers wuwp308, Vienna University of Economics and Business, Department of Economics.
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl & Marco Fongoni, 2022. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Discussion Papers of DIW Berlin 1999, DIW Berlin, German Institute for Economic Research.
  • Hahn, Anja M. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2020. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Department of Economics Working Paper Series 308, WU Vienna University of Economics and Business.
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2021. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," LISER Working Paper Series 2021-03, Luxembourg Institute of Socio-Economic Research (LISER).
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2021. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Discussion Papers of DIW Berlin 1928, DIW Berlin, German Institute for Economic Research.
• Abdoulaye Kané, 2022. "Measurement of total factor productivity: Evidence from French construction firms," EconomiX Working Papers 2022-9, University of Paris Nanterre, EconomiX.
• Benini, Giacomo & Cattani, Gilles, 2022. "Measuring the long run technical efficiency of offshore wind farms," Applied Energy, Elsevier, vol. 308(C).
• Insana, Alessandra, 2022. "Does systematic risk change when markets close? An analysis using stocks’ beta," Economic Modelling, Elsevier, vol. 109(C).
• Jang, Hyuna & Kim, Jong-Min & Noh, Hohsuk, 2022. "Vine copula Granger causality in mean," Economic Modelling, Elsevier, vol. 109(C).
• Kamada, Koichiro & Kurosaki, Tetsuo & Miura, Ko & Yamada, Tetsuya, 2022. "Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
  • Koichiro Kamada & Tetsuo Kurosaki & Ko Miura & Tetsuya Yamada, 2018. "Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data," IMES Discussion Paper Series 18-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
• Chen, Qitong & Zhu, Huiming & Yu, Dongwei & Hau, Liya, 2022. "How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2022. "Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Mühlbauer, Sabrina & Weber, Enzo, 2022. "Machine Learning for Labour Market Matching," IAB-Discussion Paper 202203, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• António Afonso & Ana Venâncio, 2022. "Local Property Tax Reform and Municipality Spending Efficiency," CESifo Working Paper Series 9538, CESifo.
  • António Afonso & Ana Venâncio, 2022. "Local property tax reform and municipality spending efficiency," Working Papers REM 2022/0210, 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.
  • Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis & Peracchi, Franco, 2022. "Selection and the Distribution of Female Hourly Wages in the U.S," IZA Discussion Papers 15028, Institute of Labor Economics (IZA).
• Xavier D'Haultf{oe}uille & Christophe Gaillac & Arnaud Maurel, 2022. "Partially Linear Models under Data Combination," Papers 2204.05175, arXiv.org.
  • 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.
• 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.
• 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.
• 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.
• 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.
• 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.
  • 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.
• Jeong, Minsoo, 2022. "Consistent estimation of drift parameter in diffusion model with misspecified volatility function," Economics Letters, Elsevier, vol. 211(C).
• Wang, Taining & Henderson, Daniel J., 2022. "Estimation of a varying coefficient, fixed-effects Cobb–Douglas production function in levels," Economics Letters, Elsevier, vol. 213(C).
• Graham, Bryan S. & Pinto, Cristine Campos de Xavier, 2022. "Semiparametrically efficient estimation of the average linear regression function," Journal of Econometrics, Elsevier, vol. 226(1), pages 115-138.
  • Bryan S. Graham & Cristine Campos de Xavier Pinto, 2018. "Semiparametrically efficient estimation of the average linear regression function," Papers 1810.12511, arXiv.org.
  • Bryan S. Graham & Cristine Campos de Xavier Pinto, 2018. "Semiparametrically Efficient Estimation of the Average Linear Regression Function," NBER Working Papers 25234, National Bureau of Economic Research, Inc.
  • Bryan S. Graham & Cristine Campos de Xavier Pinto, 2018. "Semiparametrically efficient estimation of the average linear regression function," CeMMAP working papers CWP62/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
• Liu, Ruixuan & Yu, Zhengfei, 2022. "Sample selection models with monotone control functions," Journal of Econometrics, Elsevier, vol. 226(2), pages 321-342.
• Luo, Yao & Xiao, Ping & Xiao, Ruli, 2022. "Identification of dynamic games with unobserved heterogeneity and multiple equilibria," Journal of Econometrics, Elsevier, vol. 226(2), pages 343-367.
• Lu, Zhentong, 2022. "Estimating multinomial choice models with unobserved choice sets," Journal of Econometrics, Elsevier, vol. 226(2), pages 368-398.
• Bada, O. & Kneip, A. & Liebl, D. & Mensinger, T. & Gualtieri, J. & Sickles, R.C., 2022. "A wavelet method for panel models with jump discontinuities in the parameters," Journal of Econometrics, Elsevier, vol. 226(2), pages 399-422.
• Khalil, Umair & Yıldız, Neşe, 2022. "A test of the selection on observables assumption using a discontinuously distributed covariate," Journal of Econometrics, Elsevier, vol. 226(2), pages 423-450.
• Cai, Zongwu & Fang, Ying & Xu, Qiuhua, 2022. "Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 227(1), pages 114-133.
• Zhang, Congshan & Li, Jia & Bollerslev, Tim, 2022. "Occupation density estimation for noisy high-frequency data," Journal of Econometrics, Elsevier, vol. 227(1), pages 189-211.
• Werker, Bas J.M. & Zhou, Bo, 2022. "Semiparametric testing with highly persistent predictors," Journal of Econometrics, Elsevier, vol. 227(2), pages 347-370.
• Phillips, Peter C.B. & Wang, Ying, 2022. "Functional coefficient panel modeling with communal smoothing covariates," Journal of Econometrics, Elsevier, vol. 227(2), pages 371-407.
• Chen, Xiaohong & Xiao, Zhijie & Wang, Bo, 2022. "Copula-based time series with filtered nonstationarity," Journal of Econometrics, Elsevier, vol. 228(1), pages 127-155.
• Gallant, A. Ronald, 2022. "Nonparametric Bayes subject to overidentified moment conditions," Journal of Econometrics, Elsevier, vol. 228(1), pages 27-38.
• Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2022. "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Journal of Econometrics, Elsevier, vol. 228(2), pages 342-358.
• Hu, Yingyao & Yao, Jiaxiong, 2022. "Illuminating economic growth," Journal of Econometrics, Elsevier, vol. 228(2), pages 359-378.
• Saart, Patrick W. & Xia, Yingcun, 2022. "Functional time series approach to analyzing asset returns co-movements," Journal of Econometrics, Elsevier, vol. 229(1), pages 127-151.
• Lewbel, Arthur, 2022. "Kotlarski with a factor loading," Journal of Econometrics, Elsevier, vol. 229(1), pages 176-179.
• Dette, Holger & Golosnoy, Vasyl & Kellermann, Janosch, 2022. "Correcting Intraday Periodicity Bias in Realized Volatility Measures," Econometrics and Statistics, Elsevier, vol. 23(C), pages 36-52.
• Curato, Imma Valentina & Sanfelici, Simona, 2022. "Stochastic leverage effect in high-frequency data: a Fourier based analysis," Econometrics and Statistics, Elsevier, vol. 23(C), pages 53-82.
• Nazemi, Abdolreza & Baumann, Friedrich & Fabozzi, Frank J., 2022. "Intertemporal defaulted bond recoveries prediction via machine learning," European Journal of Operational Research, Elsevier, vol. 297(3), pages 1162-1177.
• Bastos, João A. & Matos, Sara M., 2022. "Explainable models of credit losses," European Journal of Operational Research, Elsevier, vol. 301(1), pages 386-394.
  • João A. Bastos & Sara M. Matos, 2021. "Explainable models of credit losses," Working Papers REM 2021/0161, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Stenvall, David & Hedström, Axel & Yoshino, Naoyuki & Uddin, Gazi Salah & Taghizadeh-Hesary, Farhad, 2022. "Nonlinear tail dependence between the housing and energy markets," Energy Economics, Elsevier, vol. 106(C).
• Ignatieva, Katja & Wong, Patrick, 2022. "Modelling high frequency crude oil dynamics using affine and non-affine jump–diffusion models," Energy Economics, Elsevier, vol. 108(C).
• 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.
• 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.
  • 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," Center for Policy Research Working Papers 247, Center for Policy Research, Maxwell School, Syracuse University.
• 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.
• Senay Sokullu & Irene Botosaru & Chris Muris, 2022. "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.
• Jiti Gao & Bin Peng & Yayi Yan, 2022. "Nonparametric Estimation and Testing for Time-Varying VAR Models," Monash Econometrics and Business Statistics Working Papers 4/22, Monash University, Department of Econometrics and Business Statistics.
• Zi Yang Kang & Shoshana Vasserman, 2022. "Robust Bounds for Welfare Analysis," NBER Working Papers 29656, National Bureau of Economic Research, Inc.
• 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.
  • Xavier D'Haultf{oe}uille & Christophe Gaillac & Arnaud Maurel, 2022. "Partially Linear Models under Data Combination," Papers 2204.05175, arXiv.org.
• 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.
  • 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.
• Li, Chenxing, 2022. "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper 112792, University Library of Munich, Germany.
• Damir Filipović & Markus Pelger & Ye Ye, 2022. "Stripping the Discount Curve - a Robust Machine Learning Approach," Swiss Finance Institute Research Paper Series 22-24, Swiss Finance Institute.
• Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2022. "Copula-based estimation of health concentration curves with an application to COVID-19," CIRANO Working Papers 2022s-07, CIRANO.
• Martin Mugnier, 2022. "Make the Difference! computationally Trivial Estimators for Grouped Fixed Effects Models," Working Papers 2022-07, Center for Research in Economics and Statistics.
• Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Lee, Ming-Chih, 2022. "The determinants of positive feedback trading behaviors in Bitcoin markets," Finance Research Letters, Elsevier, vol. 45(C).
• Hřebačka, Viktor, 2022. "The impact of provider-specific factors on the profitability of contract for difference traders," Finance Research Letters, Elsevier, vol. 45(C).
• An, Duong Hoai, 2022. "Performance of universities in Vietnam," International Journal of Educational Development, Elsevier, vol. 91(C).
• Afonso, António & Tovar Jalles, João & Venâncio, Ana, 2022. "Do financial markets reward government spending efficiency?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  • Antonio Afonso & Joao Tovar Jalles & Ana Venancio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers 2021.01, International Network for Economic Research - INFER.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper 62, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers REM 2021/0166, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Bonsu, Christiana Osei & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022. "The effects of public sentiments and feelings on stock market behavior: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 443-472.
• Almeida, Caio & Freire, Gustavo, 2022. "Pricing of index options in incomplete markets," Journal of Financial Economics, Elsevier, vol. 144(1), pages 174-205.
• Brož, Václav & Kočenda, Evžen, 2022. "Mortgage-related bank penalties and systemic risk among U.S. banks," Journal of International Money and Finance, Elsevier, vol. 122(C).
  • Vaclav Broz & Evzen Kocenda, 2019. "Mortgage-Related Bank Penalties and Systemic Risk Among U.S. Banks," Working Papers IES 2019/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2019.
  • Václav Brož & Evžen Kocenda, 2021. "Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks," CESifo Working Paper Series 9463, CESifo.
  • Vaclav Broz & Evzen Kocenda, 2020. "Mortgage-related bank penalties and systemic risk among U.S. banks," KIER Working Papers 1024, Kyoto University, Institute of Economic Research.
• Alqaralleh, Huthaifa & Canepa, Alessandra, 2022. "The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach," Resources Policy, Elsevier, vol. 75(C).
• Cerqua, Augusto & Pellegrini, Guido, 2022. "Decomposing the employment effects of investment subsidies," Journal of Urban Economics, Elsevier, vol. 128(C).
• Bui, Quynh & Ślepaczuk, Robert, 2022. "Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 592(C).
• Wen, Fenghua & Shui, Aojie & Cheng, Yuxiang & Gong, Xu, 2022. "Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 457-482.
• Wang, Qingxia & Faff, Robert & Zhu, Min, 2022. "Realized moments and the cross-sectional stock returns around earnings announcements," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 408-427.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022. "Semi-nonparametric risk assessment with cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 59(C).
• Lafuente, Esteban & Araya, Manuel & Leiva, Juan Carlos, 2022. "Assessment of local competitiveness: A composite indicator analysis of Costa Rican counties using the ‘Benefit of the Doubt’ model," Socio-Economic Planning Sciences, Elsevier, vol. 81(C).
• Cordero, Jose Manuel & Polo, Cristina & Simancas, Rosa, 2022. "Assessing the efficiency of secondary schools: Evidence from OECD countries participating in PISA 2015," Socio-Economic Planning Sciences, Elsevier, vol. 81(C).
• López-Torres, Laura & Prior, Diego, 2022. "Long-term efficiency of public service provision in a context of budget restrictions. An application to the education sector," Socio-Economic Planning Sciences, Elsevier, vol. 81(C).
• Alemayehu, Fikru K. & Kumbhakar, Subal C. & Landazuri Tveteraas, Sigbjørn, 2022. "Estimation of staff use efficiency: Evidence from the hospitality industry," Technological Forecasting and Social Change, Elsevier, vol. 178(C).
• Henderson, Heath & Follett, Lendie, 2022. "Targeting social safety net programs on human capabilities," World Development, Elsevier, vol. 151(C).
• Liu Yang & Kajal Lahiri & Adrian Pagan, 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.
• Qiu, Chen & Otsu, Taisuke, 2022. "Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect," LSE Research Online Documents on Economics 110494, London School of Economics and Political Science, LSE Library.
• Eleftherios Kourtis & Michael Kourtis & Panayiotis Curtis & Michael Hanias, 2022. "Sustainable Business Growth, Value Creation and Dynamic Competitive Advantage: The Greek Pharmaceutical Industry," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 46-79.
• Gregory N. Price & Chris W. Surprenant, 2022. "The Treatment Effect of Business Education on the Supply of High School Entrepreneurs in Atlanta and New Orleans," The American Economist, Sage Publications, vol. 67(1), pages 85-98, March.
• Enrique Garcia Tejeda, 2022. "La concentracion espacial de los reportes de disparos al 911 en la Ciudad de Mexico: ¿Comportamiento racional en el uso de armas durante la pandemia Covid-19?," Sobre México. Revista de Economía, Sobre México. Temas en economía, vol. 3(5), pages 69-93.
• Hideyuki Mizobuchi, 2022. "Measuring the shift in the short-run production frontier," Evolutionary and Institutional Economics Review, Springer, vol. 19(1), pages 271-300, April.
• Dieter Saelens, 2022. "Unitary or collective households? A nonparametric rationality and separability test using detailed data on consumption expenditures and time use," Empirical Economics, Springer, vol. 62(2), pages 637-677, February.
• Hiroyuki Kawakatsu, 2022. "Local projection variance impulse response," Empirical Economics, Springer, vol. 62(3), pages 1219-1244, March.
• Dan Lupu & Ramona Tiganasu, 2022. "COVID-19 and the efficiency of health systems in Europe," Health Economics Review, Springer, vol. 12(1), pages 1-15, December.
• Avishek Bhandari & Ata Assaf & Rajendra N. Paramanik, 2022. "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," India Studies in Business and Economics, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar (ed.), Studies in International Economics and Finance, pages 599-616, Springer.
• Flaviana Palmisano & Federico Biagi & Vito Peragine, 2022. "Inequality of Opportunity in Tertiary Education: Evidence from Europe," Research in Higher Education, Springer;Association for Institutional Research, vol. 63(3), pages 514-565, May.
• Jéfferson Colombo & Peter Wanke & Jorge Antunes & Abul Kalam Azad, 2022. "Unveiling endogeneity between competition and efficiency in European banks: a robust econometric-neural network approach," SN Business & Economics, Springer, vol. 2(3), pages 1-46, March.
• Nadine McCloud & Michael S. Delgado, 2022. "Domestic interest rate, foreign direct investment, and corruption," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(2), pages 467-491, May.
• Antoine Djogbenou & Christian Gouriéroux & Joann Jasiak & Paul Rilstone, 2022. "An Econometric Panel Data Model of the COVID-19 Pandemic," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 11(1), pages 1-3.
• Paul W. Wilson, 2022. "Turbulent Years for U.S. Banks: 2000-20," Review, Federal Reserve Bank of St. Louis, vol. 104, pages 1-21.
• Emil Heesche & Mette Asmild, 2022. "Implications of Aggregation Uncertainty in DEA," IFRO Working Paper 2022/02, University of Copenhagen, Department of Food and Resource Economics.
• Giulia Livieri & Maria Elvira Mancino & Stefano Marmi & Giacomo Toscano, 2021. "Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts," Papers 2112.14529, arXiv.org, revised Jan 2022.
  • Giulia Livieri & Maria Elvira Mancino & Stefano Marmi & Giacomo Toscano, 2022. "Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts," Working Papers - Quantitative Methods for Social Sciences wp2022_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Abou Moussa DIENG & Amadé NACANABO, 2022. "Perception des agriculteurs sur les chocs climatiques et efficience de la production agricole au Burkina Faso," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 55, pages 55-73.
• Lapenta, Elia & Lavergne, Pascal, 2022. "Encompassing Tests for Nonparametric Regressions," TSE Working Papers 22-1332, Toulouse School of Economics (TSE).
• Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202201, University of California at Riverside, Department of Economics.
• Aman Ullah & Tao Wang & Weixin Yao, 2022. "Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19," Working Papers 202207, University of California at Riverside, Department of Economics.
• Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani, 2022. "On the persistence of UK inflation: A long‐range dependence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 439-454, January.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018. "On the Persistence of UK Inflation: A Long-Range Dependence Approach," Discussion Papers of DIW Berlin 1731, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018. "On the Persistence of UK Inflation: A Long-Range Dependence Approach," CESifo Working Paper Series 6968, CESifo.
• Jo Reynaerts & Jakob Vanschoonbeek, 2022. "The economics of state fragmentation: Assessing the economic impact of secession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 82-115, January.
  • Reynaerts, Jo & Vanschoonbeek, Jakob, 2016. "The Economics of State Fragmentation - Assessing the Economic Impact of Secession," MPRA Paper 69681, University Library of Munich, Germany.

2021

• Anderson, Gordon & Leo, Teng Wah, 2021. "Sufficient conditions for jth order stochastic dominance for discrete cardinal variables, and their formulae," Economics Letters, Elsevier, vol. 209(C).
  • Gordon John Anderson & Teng Wah Leo, 2021. "Sufficient Conditions for j'th Order Stochastic Dominance for Discrete Cardinal Variables, and Their Formulae," Working Papers tecipa-704, University of Toronto, Department of Economics.
• Gordon John Anderson & Teng Wah Leo, 2021. "On Extending Stochastic Dominance Comparisons to Ordinal Variables and Generalising Hammond Dominance," Working Papers tecipa-705, University of Toronto, Department of Economics.
• Higgins, Ayden & Jochmans, Koen, 2021. "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers 21-1272, Toulouse School of Economics (TSE).
• Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
  • Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
  • Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Jochmans, K. & Weidner, M., 2019. "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics 1946, Faculty of Economics, University of Cambridge.
  • Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Natalia Aldaz Ibáñez & José S. Millán Gómez & Margarita Moltó Aribau & Blanca Escardíbul Ferrá & Pilar Cos Sánchez, 2021. "Análisis de eficiencia no paramétrica de las cooperativas agroalimentarias españolas [Non-parametric efficiency analysis in the Spanish agri-food co-operatives]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 139, pages 77446-77446.
• David S. Lee & Pauline Leung & Christopher J. O’Leary & Zhuan Pei & Simon Quach, 2021. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," Journal of Labor Economics, University of Chicago Press, vol. 39(S2), pages 455-506.
  • David S. Lee & Pauline Leung & Christopher J. O'Leary & Zhuan Pei & Simon Quach, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," Working Papers 2019-3, Princeton University. Economics Department..
  • Lee, David S. & Leung, Pauline & O'Leary, Christopher J. & Pei, Zhuan & Quach, Simon, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," IZA Discussion Papers 12154, Institute of Labor Economics (IZA).
  • David S. Lee & Pauline Leung & Christopher J. O'Leary & Zhuan Pei & Simon Quach, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," NBER Working Papers 25574, National Bureau of Economic Research, Inc.
• Sören Blomquist & Whitney K. Newey & Anil Kumar & Che-Yuan Liang, 2021. "On Bunching and Identification of the Taxable Income Elasticity," Journal of Political Economy, University of Chicago Press, vol. 129(8), pages 2320-2343.
  • Sören Blomquist & Whitney Newey & Anil Kumar & Che-Yuan Liang, 2017. "On Bunching and Identification of the Taxable Income Elasticity," NBER Working Papers 24136, National Bureau of Economic Research, Inc.
  • Soren Blomquist & Anil Kumar & Che-Yuan Liang, 2019. "On Bunching and Identi?cation of the Taxable Income Elasticity," CeMMAP working papers CWP53/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
• Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021. "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers 202107, University of California at Riverside, Department of Economics.
• Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021. "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers 202202, University of California at Riverside, Department of Economics.
• Justin Dang & Aman Ullah, 2021. "Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting," Working Papers 202204, University of California at Riverside, Department of Economics, revised Jan 2022.
• Ana Inés Balsa & Patricia Triunfo, 2021. "Pandemia de COVID-19 y salud perinatal en 2020: el caso de Uruguay," Documentos de Trabajo (working papers) 1521, Department of Economics - dECON.
• 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.
• Greisson Almeida Pereira & Emilson Caputo Delfino Silva, 2021. "Desarrollo socioeconómico de los municipios brasileños: El papel de los bancos públicos y privados [Desarrollo socioeconomico de os municipios brasileños: el papel de los bancos pùblicos y privados," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 38(77), pages 147-170, july-dece.
• Adam Lee & Geert Mesters, 2021. "Robust Non-Gaussian Inference for Linear Simultaneous Equations Models," Working Papers 1278, Barcelona Graduate School of Economics.
  • Adam Lee & Geert Mesters, 2021. "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers 1792, Department of Economics and Business, Universitat Pompeu Fabra.
• Régis Barnichon & Geert Mesters, 2021. "Fiscal Targeting," Working Papers 1277, Barcelona Graduate School of Economics.
  • Régis Barnichon & Geert Mesters, 2021. "Fiscal targeting," Economics Working Papers 1793, Department of Economics and Business, Universitat Pompeu Fabra.
• Atanu Ghoshray, 2021. "Are Trends Stochastic or Deterministic? A Reappraisal of Persistence in Natural Resource Prices," Land Economics, University of Wisconsin Press, vol. 97(3), pages 704-721.
• Mario Niklitschek & Rodrigo Labbé & Rosa María Alzamora & Felipe Vásquez, 2021. "Effective Targeting and Additionality: Evaluating the D.L. 701 Reforms for Afforesting Erodible Land in Southern Chile," Land Economics, University of Wisconsin Press, vol. 97(4), pages 745-767.
• Macchioni Giaquinto, Annarita & Jones, Andrew M. & Rice, Nigel & Zantomio, Francesca, 2021. "Labour supply and informal care responses to health shocks within couples: evidence from the UKHLS," GLO Discussion Paper Series 806, Global Labor Organization (GLO).
  • Annarita Macchioni Giaquinto & Andrew M. Jones & Nigel Rice & Francesca Zantomio, 2021. "Labour supply and informal care responses to health shocks within couples: evidence from the UKHL," Working Papers 2021:11, Department of Economics, University of Venice "Ca' Foscari".
• Fatai Abiola Sowunmi & Oluwasogo Dammy Abegunrin, 2021. "Profit Efficiency of the Rice Milling Industry and Sustainability of the Rice Value Chain in Nigeria," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 129(3), pages 319-338.
• Akkal Fatima & Kadiri Nadia & Rabhi Abbes, 2021. "Asymptotic Normality of Conditional Density and Conditional Mode in the Functional Single Index Model," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(1), pages 1-24, March.
• Pilch Bartłomiej, 2021. "An analysis of the effectiveness of bankruptcy prediction models – an industry approach," Folia Oeconomica Stetinensia, Sciendo, vol. 21(2), pages 76-96, December.
• Debopam Bhattacharya, 2021. "The Empirical Content of Binary Choice Models," Econometrica, Econometric Society, vol. 89(1), pages 457-474, January.
  • Bhattacharya, D., 2018. "The Empirical Content of Binary Choice Models," Cambridge Working Papers in Economics 1883, Faculty of Economics, University of Cambridge.
  • Debopam Bhattacharya, 2019. "The Empirical Content of Binary Choice Models," Papers 1902.11012, arXiv.org, revised Oct 2020.
• Patrick Kline & Christopher Walters, 2021. "Reasonable Doubt: Experimental Detection of Job‐Level Employment Discrimination," Econometrica, Econometric Society, vol. 89(2), pages 765-792, March.
  • Patrick M. Kline & Christopher R. Walters, 2020. "Reasonable Doubt: Experimental Detection of Job-Level Employment Discrimination," NBER Working Papers 26861, National Bureau of Economic Research, Inc.
• Timothy B. Armstrong & Michal Kolesár, 2021. "Finite‐Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Econometrica, Econometric Society, vol. 89(3), pages 1141-1177, May.
  • Timothy B. Armstrong & Michal Koles'r, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Cowles Foundation Discussion Papers 2115R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2018.
  • Timothy B. Armstrong & Michal Koles'r, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Cowles Foundation Discussion Papers 2115, Cowles Foundation for Research in Economics, Yale University.
  • Timothy B. Armstrong & Michal Koles'ar, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Papers 1712.04594, arXiv.org, revised Jan 2021.
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021. "Multimodality In Macrofinancial Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
  • Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
  • Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
• Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie, 2021. "Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 328-345, April.
  • Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie, 2019. "Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone," Monash Econometrics and Business Statistics Working Papers 28/19, Monash University, Department of Econometrics and Business Statistics.
• Daniel Kuehnle & Michael Oberfichtner & Kerstin Ostermann, 2021. "Revisiting gender identity and relative income within households: A cautionary tale on the potential pitfalls of density estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 1065-1073, November.
  • Kühnle, Daniel & Oberfichtner, Michael & Ostermann, Kerstin, 2021. "Revisiting Gender Identity and Relative Income within Households: A Cautionary Tale on the Potential Pitfalls of Density Estimators," IZA Discussion Papers 14293, Institute of Labor Economics (IZA).
• Federico A. Bugni & Joel L. Horowitz, 2021. "Permutation tests for equality of distributions of functional data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 861-877, November.
  • Federico A. Bugni & Joel L. Horowitz, 2017. "Permutation tests for equality of distributions of functional data," CeMMAP working papers CWP17/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Federico A. Bugni & Joel L. Horowitz, 2018. "Permutation tests for equality of distributions of functional data," CeMMAP working papers CWP18/18, 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.
• 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.
• 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," Econometrics Working Papers Archive 2018_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Gabriele Fiorentini & Enrique Sentana, 2018. "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers wp2018_1804, CEMFI.
  • Fiorentini, Gabriele & Sentana, Enrique, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
• Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," Working Papers of Department of Economics, Leuven 679647, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," CEBI working paper series 21-13, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • 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).
  • Browning, Martin & Cherchye, Laurens & De Rock, Bram & 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, 2021. "Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth," KIER Working Papers 1053, Kyoto University, Institute of Economic Research.
• 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.
• Jiti Gao & Bin Peng & Yayi Yan, 2021. "Parameter Stability Testing for Multivariate Dynamic Time-Varying Models," Monash Econometrics and Business Statistics Working Papers 11/21, Monash University, Department of Econometrics and Business Statistics.
• Armin Pourkhanali & Jonathan Keith & Xibin Zhang, 2021. "Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics," Monash Econometrics and Business Statistics Working Papers 15/21, Monash University, Department of Econometrics and Business Statistics.
• Yayi Yan & Jiti Gao & Bin Peng, 2021. "On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis," Monash Econometrics and Business Statistics Working Papers 17/21, Monash University, Department of Econometrics and Business Statistics.
• Lina Zhang & David T. Frazier & D. S. Poskitt & Xueyan Zhao, 2020. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Papers 2009.02642, arXiv.org, revised Nov 2021.
  • Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao, 2021. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers 21/21, Monash University, Department of Econometrics and Business Statistics.
  • Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao, 2020. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers 34/20, Monash University, Department of Econometrics and Business Statistics.
• Yayi Yan & Jiti Gao & Bin Peng, 2021. "Asymptotics for Time-Varying Vector MA(∞) Processes," Monash Econometrics and Business Statistics Working Papers 22/21, Monash University, Department of Econometrics and Business Statistics.
• Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Papers 2111.11506, arXiv.org.
  • Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Monash Econometrics and Business Statistics Working Papers 23/21, Monash University, Department of Econometrics and Business Statistics.
• 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.
• Bryan S. Graham & Fengshi Niu & James L. Powell, 2020. "Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression," Papers 2012.08444, arXiv.org, revised Mar 2021.
  • Bryan S. Graham & Fengshi Niu & James L. Powell, 2021. "Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression," NBER Working Papers 28548, National Bureau of Economic Research, Inc.
• Alvarez, Fernando & Borovicková, Katarína & Shimer, Robert, 2021. "Consistent Evidence on Duration Dependence of Price Changes," CEPR Discussion Papers 16404, C.E.P.R. Discussion Papers.
  • Fernando E. Alvarez & Katarína Borovičková & Robert Shimer, 2021. "Consistent Evidence on Duration Dependence of Price Changes," NBER Working Papers 29112, National Bureau of Economic Research, Inc.
• Susan Athey & Peter J. Bickel & Aiyou Chen & Guido W. Imbens & Michael Pollmann, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," Papers 2109.02603, arXiv.org.
  • Susan Athey & Peter J. Bickel & Aiyou Chen & Guido Imbens & Michael Pollmann, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," NBER Working Papers 29242, National Bureau of Economic Research, Inc.
  • Athey, Susan & Bickel, Peter J. & Chen, Aiyou & Imbens, Guido W. & Pollmann, Michael, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," Research Papers 3986, Stanford University, Graduate School of Business.
• Daniel Wilhelm & Magne Mogstad & Azeem Shaikh, 2021. "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," CReAM Discussion Paper Series 2132, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London.
  • 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 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.
• Biewen, Martin & Sturm, Miriam, 2021. "Why a Labour Market Boom Does Not Necessarily Bring Down Inequality: Putting Together Germany's Inequality Puzzle," IZA Discussion Papers 14357, Institute of Labor Economics (IZA).
  • Martin Biewen & Miriam Sturm, 2021. "Why a Labour Market Boom Does Not Necessarily Bring Down Inequality: Putting Together Germany’s Inequality Puzzle," SOEPpapers on Multidisciplinary Panel Data Research 1139, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2020. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Department of Economics Working Papers wuwp308, Vienna University of Economics and Business, Department of Economics.
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2021. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Discussion Papers of DIW Berlin 1928, DIW Berlin, German Institute for Economic Research.
  • Hahn, Anja M. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2020. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Department of Economics Working Paper Series 308, WU Vienna University of Economics and Business.
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2021. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," LISER Working Paper Series 2021-03, Luxembourg Institute of Socio-Economic Research (LISER).
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl & Marco Fongoni, 2022. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Discussion Papers of DIW Berlin 1999, DIW Berlin, German Institute for Economic Research.
• 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.
• Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," Working Papers of Department of Economics, Leuven 679647, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • 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).
  • Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," CEBI working paper series 21-13, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • Browning, Martin & Cherchye, Laurens & De Rock, Bram & 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.
• Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the children," IFS Working Papers W21/32, Institute for Fiscal Studies.
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the Children," Working Papers ECARES 2021-16, ULB -- Universite Libre de Bruxelles.
  • Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the Children," IZA Discussion Papers 14687, Institute of Labor Economics (IZA).
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the children," Working Papers of Department of Economics, Leuven 679644, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the children," CEPR Discussion Papers 16482, C.E.P.R. Discussion Papers.
• Susan Athey & Peter J. Bickel & Aiyou Chen & Guido W. Imbens & Michael Pollmann, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," Papers 2109.02603, arXiv.org.
  • Athey, Susan & Bickel, Peter J. & Chen, Aiyou & Imbens, Guido W. & Pollmann, Michael, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," Research Papers 3986, Stanford University, Graduate School of Business.
  • Susan Athey & Peter J. Bickel & Aiyou Chen & Guido Imbens & Michael Pollmann, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," NBER Working Papers 29242, National Bureau of Economic Research, Inc.
• Kang, Zi Yang & Vasserman, Shoshana, 2021. "Robust Bounds for Welfare Analysis," Research Papers 4002, Stanford University, Graduate School of Business.
• Abdus Samad, 2021. "Bootstrap DEA Efficiencies of the GCC Islamic Banks: Sources and Comparison During 2014-2016," International Journal of Economics and Financial Issues, Econjournals, vol. 11(1), pages 157-166.
• Merike Kukk & Natalia Levenko, 2021. "Alternative financing and the non-performing loans of the corporate sector in Estonia," Bank of Estonia Working Papers wp2020-6, Bank of Estonia, revised 08 Apr 2021.
• See, Kok Fong & Ng, Ying Chu, 2021. "Do hospital reform and ownership matter to Shenzhen hospitals in China? A productivity analysis," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 145-155.
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021. "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, vol. 102(C).
• Ferrara, Gerardo & Kim, Jun Sung & Koo, Bonsoo & Liu, Zijun, 2021. "Counterparty choice in the UK credit default swap market: An empirical matching approach," Economic Modelling, Elsevier, vol. 94(C), pages 58-74.
• Camacho, Maximo & Romeu, Andres & Ruiz-Marin, Manuel, 2021. "Symbolic transfer entropy test for causality in longitudinal data," Economic Modelling, Elsevier, vol. 94(C), pages 649-661.
• Chen, Feng & Mei, Chang-Lin, 2021. "Scale-adaptive estimation of mixed geographically weighted regression models," Economic Modelling, Elsevier, vol. 94(C), pages 737-747.
• Cartone, Alfredo & Postiglione, Paolo & Hewings, Geoffrey J.D., 2021. "Does economic convergence hold? A spatial quantile analysis on European regions," Economic Modelling, Elsevier, vol. 95(C), pages 408-417.
• López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021. "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, vol. 96(C), pages 40-53.
• Aslanidis, Nektarios & Martinez, Oscar, 2021. "Correlation regimes in international equity and bond returns," Economic Modelling, Elsevier, vol. 97(C), pages 397-410.
• Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2021. "Bayesian estimation for a semiparametric nonlinear volatility model," Economic Modelling, Elsevier, vol. 98(C), pages 361-370.
• Behrendt, Simon & Schmidt, Alexander, 2021. "Nonlinearity matters: The stock price – trading volume relation revisited," Economic Modelling, Elsevier, vol. 98(C), pages 371-385.
• Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021. "Quality as a latent heterogeneity factor in the efficiency of universities," Economic Modelling, Elsevier, vol. 99(C).
  • Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021. "Quality as a Latent Heterogeneity Factor in the Efficiency of Universities," LIDAM Reprints ISBA 2021011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Borgards, Oliver, 2021. "Dynamic time series momentum of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
• Freire, Gustavo, 2021. "Tail risk and investors’ concerns: Evidence from Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
• Matei Demetrescu & Robinson Kruse-Becher, 2021. "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers 2021-07, Department of Economics and Business Economics, Aarhus University.
• Ofori, Isaac Kwesi, 2021. "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints 235482, ZBW - Leibniz Information Centre for Economics.
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
  • Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
• Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
• Jeremy T. Fox, 2021. "A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models," Annals of Economics and Statistics, GENES, issue 142, pages 305-310.
• Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
  • Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Post-Print hal-03504692, HAL.
  • Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
• Paul Heidhues & Philipp Strack, 2021. "Identifying Present Bias from the Timing of Choices," American Economic Review, American Economic Association, vol. 111(8), pages 2594-2622, August.
  • Paul Heidhues & Philipp Strack, 2019. "Identifying Present-Bias from the Timing of Choices," Papers 1905.03959, arXiv.org.
• 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.
  • 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).
• Ofori, Isaac Kwesi, 2021. "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints 235482, ZBW - Leibniz Information Centre for Economics.
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
  • Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
• Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
• Alberto Arcagni & Laura Cavalli & Marco Fattore, 2021. "Partial Order Algorithms for the Assessment of Italian Cities Sustainability," Working Papers 2021.01, Fondazione Eni Enrico Mattei.
  • Arcagni, Alberto & Cavalli, Laura & Fattore, Marco, 2021. "Partial Order Algorithms for the Assessment of Italian Cities Sustainability," 2030 Agenda 309036, Fondazione Eni Enrico Mattei (FEEM).
• 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).
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2021. "Predicting recessions with a frontier measure of output gap: an application to Italian economy," Empirical Economics, Springer, vol. 60(6), pages 2701-2740, June.
  • Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2020. "Predicting Recessions with a Frontier Measure of Output Gap: An Application to Italian Economy," CEPA Working Papers Series WP102020, School of Economics, University of Queensland, Australia.
  • Mastromarco, Camilla & Simar, Léopold & Zelenyuk, Valentin, 2021. "Predicting recessions with a frontier measure of output gap: an application to Italian economy," LIDAM Reprints ISBA 2021010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021. "Quality as a latent heterogeneity factor in the efficiency of universities," Economic Modelling, Elsevier, vol. 99(C).
  • Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021. "Quality as a Latent Heterogeneity Factor in the Efficiency of Universities," LIDAM Reprints ISBA 2021011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021. "Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks," LIDAM Reprints LFIN 2021016, Université catholique de Louvain, Louvain Finance (LFIN).
• Lachlan O'Neill & Simon D Angus & Satya Borgohain & Nader Chmait & David Dowe, 2021. "Creating Powerful and Interpretable Models with Regression Networks," SoDa Laboratories Working Paper Series 2021-09, Monash University, SoDa Laboratories.
• Petar Soric & Oscar Claveria, 2021. ""Employment uncertainty a year after the irruption of the covid-19 pandemic"," IREA Working Papers 202112, University of Barcelona, Research Institute of Applied Economics, revised May 2021.
  • Petar Soric & Oscar Claveria, 2021. "“Employment uncertainty a year after the irruption of the covid-19 pandemic”," AQR Working Papers 202104, University of Barcelona, Regional Quantitative Analysis Group, revised May 2021.
• 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.
• Bertanha, Marinho, 2020. "Regression discontinuity design with many thresholds," Journal of Econometrics, Elsevier, vol. 218(1), pages 216-241.
  • BERTANHA, Marinho, 2016. "Regression Discontinuity Design with Many Thresholds," LIDAM Discussion Papers CORE 2016026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Marinho Bertanha, 2021. "Regression Discontinuity Design with Many Thresholds," Papers 2101.01245, arXiv.org.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 355-374, February.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print hal-03417660, HAL.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2021. "Optimal transportation and the falsifiability of incompletely specified economic models," Papers 2102.04162, arXiv.org, revised Feb 2021.
• Jozef Barunik & Josef Kurka, 2021. "Frequency-Dependent Higher Moment Risks," Working Papers IES 2021/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2021.
  • Jozef Barunik & Josef Kurka, 2021. "Frequency-Dependent Higher Moment Risks," Papers 2104.04264, arXiv.org.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2021. "Valid Heteroskedasticity Robust Testing," MPRA Paper 107420, University Library of Munich, Germany.
  • Benedikt M. Potscher & David Preinerstorfer, 2021. "Valid Heteroskedasticity Robust Testing," Papers 2104.12597, arXiv.org.
• Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Cowles Foundation Discussion Papers 2288, Cowles Foundation for Research in Economics, Yale University.
  • Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers 2105.14752, arXiv.org, revised Apr 2022.
• Athey, Susan & Bickel, Peter J. & Chen, Aiyou & Imbens, Guido W. & Pollmann, Michael, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," Research Papers 3986, Stanford University, Graduate School of Business.
  • Susan Athey & Peter J. Bickel & Aiyou Chen & Guido W. Imbens & Michael Pollmann, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," Papers 2109.02603, arXiv.org.
  • Susan Athey & Peter J. Bickel & Aiyou Chen & Guido Imbens & Michael Pollmann, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," NBER Working Papers 29242, National Bureau of Economic Research, Inc.
• Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
  • Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Post-Print hal-03504692, HAL.
  • Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2019. "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers 19-51, Federal Reserve Bank of Philadelphia.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Papers 2110.13531, arXiv.org.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print hal-03504122, HAL.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
• Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Monash Econometrics and Business Statistics Working Papers 23/21, Monash University, Department of Econometrics and Business Statistics.
  • Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Papers 2111.11506, arXiv.org.
• Bartalotti, Otávio & Kedagni, Desire & Possebom, Vitor, 2019. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," ISU General Staff Papers 201909150700001080, Iowa State University, Department of Economics.
  • Ot'avio Bartalotti & D'esir'e K'edagni & Vitor Possebom, 2021. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," Papers 2112.07014, arXiv.org.
  • 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).
• Giulia Livieri & Maria Elvira Mancino & Stefano Marmi & Giacomo Toscano, 2021. "Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts," Papers 2112.14529, arXiv.org, revised Jan 2022.
  • Giulia Livieri & Maria Elvira Mancino & Stefano Marmi & Giacomo Toscano, 2022. "Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts," Working Papers - Quantitative Methods for Social Sciences wp2022_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Sabyasachi Kar & Amaani Bashir & Mayank Jain, 2021. "New Approaches to Forecasting Growth and Inflation: Big Data and Machine Learning," IEG Working Papers 446, Institute of Economic Growth.
• Milian Bachem & Lerby Ergun & Casper de Vries, 2021. "Covariates Hiding in the Tails," Staff Working Papers 21-45, Bank of Canada.
• Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021. "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, vol. 102(C).
  • Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021. "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series 544, Central Bank of Brazil, Research Department.
• Mustafa Tevfik KARTAL & Özer DEPREN & Serpil KILIC DEPREN, 2021. "Do Monetary Policy Measures Affect Foreign Exchange Rates during the COVID-19 Pandemic? Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 15(2), pages 175-202.
• Unal ERYILMAZ, 2021. "Bifurcation Analysis on a Macroeconometric Model for Turkey’s Economy," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 15(2), pages 289-310.
• Luz A. Florez & Ligia Alba Melo-Becerra & Carlos Esteban Posada, 2021. "Estimating the reservation wage across city groups in Colombia: A stochastic frontier approach," Borradores de Economia 1163, Banco de la Republica de Colombia.
• Régis Barnichon & Geert Mesters, 2021. "Fiscal targeting," Economics Working Papers 1793, Department of Economics and Business, Universitat Pompeu Fabra.
  • Régis Barnichon & Geert Mesters, 2021. "Fiscal Targeting," Working Papers 1277, Barcelona Graduate School of Economics.
• Adam Lee & Geert Mesters, 2021. "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers 1792, Department of Economics and Business, Universitat Pompeu Fabra.
  • Adam Lee & Geert Mesters, 2021. "Robust Non-Gaussian Inference for Linear Simultaneous Equations Models," Working Papers 1278, Barcelona Graduate School of Economics.
• Denis Shibitov & Mariam Mamedli, 2021. "Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques," Bank of Russia Working Paper Series wps70, Bank of Russia.
• Paulo M. D. C. Parente & Richard J. Smith, 2021. "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
  • Paulo M.D.C. Parente & Richard J. Smith, 2018. "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM 2018/59, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Arthur Lewbel & Jin Yan & Yu Zhou, 2021. "Semiparametric Identification and Estimation of Multinomial Discrete Choice Models using Error Symmetry," Boston College Working Papers in Economics 1028, Boston College Department of Economics, revised 15 Dec 2021.
• Elveren Adem Yavuz & Taşıran Ali Cevat, 2021. "Soft Modeling of Military Expenditure, Income Inequality, and Profit Rate, 1988–2008," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 27(3), pages 405-430, September.
• Lahiri Kajal & Yang Liu, 2021. "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(4), pages 193-212, September.
• Chung, D. & Linton, O. & Whang Y-J., 2021. "Consistent Testing for an Implication of Supermodular Dominance," Cambridge Working Papers in Economics 2134, Faculty of Economics, University of Cambridge.
• Dong, C. & Li, S., 2021. "Specification Lasso and an Application in Financial Markets," Cambridge Working Papers in Economics 2139, Faculty of Economics, University of Cambridge.
• Li, Y-N. & Chen, J. & Linton, O., 2021. "Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model," Cambridge Working Papers in Economics 2150, Faculty of Economics, University of Cambridge.
• Václav Brož & Lukáš Pfeifer, 2021. "Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 113-139.
  • Vaclav Broz & Lukas Pfeifer & Dominika Kolcunova, 2017. "Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis," Working Papers 2017/15, Czech National Bank.
• Kim, Namhyun & W. Saart, Patrick, 2021. "Estimation in partially linear semiparametric models with parametric and/or nonparametric endogeneity," Cardiff Economics Working Papers E2021/9, Cardiff University, Cardiff Business School, Economics Section.
• Daisuke Kurisu & Taisuke Otsu, 2021. "On linearization of nonparametric deconvolution estimators for repeated measurements model," STICERD - Econometrics Paper Series 615, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Daisuke Kurisu & Taisuke Otsu, 2021. "Nonparametric inference for extremal conditional quantiles," STICERD - Econometrics Paper Series 616, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2021. "Multiway empirical likelihood," STICERD - Econometrics Paper Series 617, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• 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.
• Brož, Václav & Kočenda, Evžen, 2022. "Mortgage-related bank penalties and systemic risk among U.S. banks," Journal of International Money and Finance, Elsevier, vol. 122(C).
  • Vaclav Broz & Evzen Kocenda, 2019. "Mortgage-Related Bank Penalties and Systemic Risk Among U.S. Banks," Working Papers IES 2019/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2019.
  • Václav Brož & Evžen Kocenda, 2021. "Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks," CESifo Working Paper Series 9463, CESifo.
  • Vaclav Broz & Evzen Kocenda, 2020. "Mortgage-related bank penalties and systemic risk among U.S. banks," KIER Working Papers 1024, Kyoto University, Institute of Economic Research.
• Afonso, António & Tovar Jalles, João & Venâncio, Ana, 2022. "Do financial markets reward government spending efficiency?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  • Antonio Afonso & Joao Tovar Jalles & Ana Venancio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers 2021.01, International Network for Economic Research - INFER.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper 62, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers REM 2021/0166, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Florian Dorn, 2021. "Elections and Government Efficiency," ifo Working Paper Series 363, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Onishi, Rikuto & Otsu, Taisuke, 2021. "Sample sensitivity for two-step and continuous updating GMM estimators," Economics Letters, Elsevier, vol. 198(C).
• Kumbhakar, Subal C. & Li, Mingyang & Zhao, Shunan, 2021. "Estimation of technical change: Direct semi/nonparametric approaches," Economics Letters, Elsevier, vol. 199(C).
• Blank, Sven & Egger, Peter H., 2021. "Melting constants in trade gravity’s rainbow," Economics Letters, Elsevier, vol. 201(C).
• Polemis, Michael L. & Stengos, Thanasis & Tzeremes, Panayiotis & Tzeremes, Nickolaos G., 2021. "Quantile eco-efficiency estimation and convergence: A nonparametric frontier approach," Economics Letters, Elsevier, vol. 202(C).
• Han, Xiaoyi & Peng, Bin & Yang, Yanrong & Zhu, Huanjun, 2021. "Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates," Economics Letters, Elsevier, vol. 202(C).
• Ziegenbein, Alexander, 2021. "Macroeconomic shocks and Okun’s Law," Economics Letters, Elsevier, vol. 202(C).
• Biewen, Martin & Kugler, Philipp, 2021. "Two-stage least squares random forests with an application to Angrist and Evans (1998)," Economics Letters, Elsevier, vol. 204(C).
  • Biewen, Martin & Kugler, Philipp, 2020. "Two-Stage Least Squares Random Forests with an Application to Angrist and Evans (1998)," IZA Discussion Papers 13613, Institute of Labor Economics (IZA).
• Hu, Yushan & Zhang, Penglong, 2021. "Semiparametric estimation of varying trade elasticities in gravity," Economics Letters, Elsevier, vol. 209(C).
• Anderson, Gordon & Leo, Teng Wah, 2021. "Sufficient conditions for jth order stochastic dominance for discrete cardinal variables, and their formulae," Economics Letters, Elsevier, vol. 209(C).
  • Gordon John Anderson & Teng Wah Leo, 2021. "Sufficient Conditions for j'th Order Stochastic Dominance for Discrete Cardinal Variables, and Their Formulae," Working Papers tecipa-704, University of Toronto, Department of Economics.
• Manski, Charles F. & Molinari, Francesca, 2021. "Estimating the COVID-19 infection rate: Anatomy of an inference problem," Journal of Econometrics, Elsevier, vol. 220(1), pages 181-192.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," Papers 2004.06178, arXiv.org.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," NBER Working Papers 27023, National Bureau of Economic Research, Inc.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," CeMMAP working papers CWP20/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Toulis, Panos, 2021. "Estimation of Covid-19 prevalence from serology tests: A partial identification approach," Journal of Econometrics, Elsevier, vol. 220(1), pages 193-213.
• Koo, Bonsoo & La Vecchia, Davide & Linton, Oliver, 2021. "Estimation of a nonparametric model for bond prices from cross-section and time series information," Journal of Econometrics, Elsevier, vol. 220(2), pages 562-588.
  • Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020. "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers 4/20, Monash University, Department of Econometrics and Business Statistics.
• Bugni, Federico A. & Canay, Ivan A., 2021. "Testing continuity of a density via g-order statistics in the regression discontinuity design," Journal of Econometrics, Elsevier, vol. 221(1), pages 138-159.
  • Federico A. Bugni & Ivan A. Canay, 2018. "Testing continuity of a density via g -order statistics in the regression discontinuity design," CeMMAP working papers CWP20/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Federico A. Bugni & Ivan A. Canay, 2018. "Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design," Papers 1803.07951, arXiv.org, revised Feb 2020.
• Escanciano, Juan Carlos & Li, Wei, 2021. "Optimal Linear Instrumental Variables Approximations," Journal of Econometrics, Elsevier, vol. 221(1), pages 223-246.
  • Juan Carlos Escanciano & Wei Li, 2018. "Optimal Linear Instrumental Variables Approximations," Papers 1805.03275, arXiv.org, revised Feb 2020.
• Aradillas-López, Andrés, 2021. "Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations," Journal of Econometrics, Elsevier, vol. 221(1), pages 25-42.
• van den Berg, Gerard. J. & Janys, Lena & Mammen, Enno & Nielsen, Jens Perch, 2021. "A general semiparametric approach to inference with marker-dependent hazard rate models," Journal of Econometrics, Elsevier, vol. 221(1), pages 43-67.
• Chen, Ruxin & Tabri, Rami V., 2021. "Jackknife empirical likelihood for inequality constraints on regular functionals," Journal of Econometrics, Elsevier, vol. 221(1), pages 68-77.
• Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2021. "ExpectHill estimation, extreme risk and heavy tails," Journal of Econometrics, Elsevier, vol. 221(1), pages 97-117.
  • Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2018. "ExpectHill estimation, extreme risk and heavy tails," TSE Working Papers 18-953, Toulouse School of Economics (TSE).
• Chen, Qihui, 2021. "Robust and optimal estimation for partially linear instrumental variables models with partial identification," Journal of Econometrics, Elsevier, vol. 221(2), pages 368-380.
• Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.
• Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021. "Diffusion copulas: Identification and estimation," Journal of Econometrics, Elsevier, vol. 221(2), pages 616-643.
  • Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," CREATES Research Papers 2018-20, Department of Economics and Business Economics, Aarhus University.
  • Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," Working Papers 20184, University of Liverpool, Department of Economics.
  • Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2020. "Diffusion Copulas: Identification and Estimation," Papers 2005.03513, arXiv.org.
• Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021. "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, vol. 222(1), pages 295-323.
  • Shujie Ma & Oliver Linton & Jiti Gao, 2017. "Estimation and inference in semiparametric quantile factor models," Monash Econometrics and Business Statistics Working Papers 8/17, Monash University, Department of Econometrics and Business Statistics.
• Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2021. "Time-varying general dynamic factor models and the measurement of financial connectedness," Journal of Econometrics, Elsevier, vol. 222(1), pages 324-343.
  • Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R., 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," LIDAM Discussion Papers ISBA 2019024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers ECARES 2019-09, ULB -- Universite Libre de Bruxelles.
  • Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2020. "Time-varying general dynamic factor models and the measurement of financial connectedness," LIDAM Reprints ISBA 2020015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Chen, Xiaohong & Huang, Zhuo & Yi, Yanping, 2021. "Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models," Journal of Econometrics, Elsevier, vol. 222(1), pages 484-501.
• Delgado, Miguel A. & Arteaga-Molina, Luis A., 2021. "Testing constancy in varying coefficient models," Journal of Econometrics, Elsevier, vol. 222(1), pages 625-644.
• An, Yonghong & Hu, Yingyao & Xiao, Ruli, 2021. "Dynamic decisions under subjective expectations: A structural analysis," Journal of Econometrics, Elsevier, vol. 222(1), pages 645-675.
  • Yonghong An & Yingyao Hu & Ruli Xiao, 2018. "Dynamic Decisions under Subjective Expectations: A Structural Analysis," CAEPR Working Papers 2018-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Yonghong An & Yingyao Hu & Ruli Xiao, 2018. "Dynamic decisions under subjective expectations: a structural analysis," CeMMAP working papers CWP11/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Jentsch, Carsten & Meyer, Marco, 2021. "On the validity of Akaike’s identity for random fields," Journal of Econometrics, Elsevier, vol. 222(1), pages 676-687.
• Park, Joon Y. & Wang, Bin, 2021. "Nonparametric estimation of jump diffusion models," Journal of Econometrics, Elsevier, vol. 222(1), pages 688-715.
• Newey, Whitney & Stouli, Sami, 2021. "Control variables, discrete instruments, and identification of structural functions," Journal of Econometrics, Elsevier, vol. 222(1), pages 73-88.
  • Whitney Newey & Sami Stouli, 2018. "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers 18/702, School of Economics, University of Bristol, UK.
  • Whitney Newey & Sami Stouli, 2018. "Control Variables, Discrete Instruments, and Identification of Structural Functions," Papers 1809.05706, arXiv.org, revised Dec 2019.
  • Whitney K. Newey & Sami Stouli, 2018. "Control variables, discrete instruments, and identification of structural functions," CeMMAP working papers CWP55/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Callaway, Brantly, 2021. "Bounds on distributional treatment effect parameters using panel data with an application on job displacement," Journal of Econometrics, Elsevier, vol. 222(2), pages 861-881.
  • Brantly Callaway, 2020. "Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement," Papers 2008.08117, arXiv.org.
• Frazier, David T. & Koo, Bonsoo, 2021. "Indirect inference for locally stationary models," Journal of Econometrics, Elsevier, vol. 223(1), pages 1-27.
• Breunig, Christoph & Haan, Peter, 2021. "Nonparametric regression with selectively missing covariates," Journal of Econometrics, Elsevier, vol. 223(1), pages 28-52.
• Su, Jiun-Hua, 2021. "Model selection in utility-maximizing binary prediction," Journal of Econometrics, Elsevier, vol. 223(1), pages 96-124.
• Buchholz, Nicholas & Shum, Matthew & Xu, Haiqing, 2021. "Semiparametric estimation of dynamic discrete choice models," Journal of Econometrics, Elsevier, vol. 223(2), pages 312-327.
• Abbring, Jaap H. & Salimans, Tim, 2021. "The likelihood of mixed hitting times," Journal of Econometrics, Elsevier, vol. 223(2), pages 361-375.
• Andersen, Torben G. & Varneskov, Rasmus T., 2021. "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, vol. 224(1), pages 215-244.
  • Torben G. Andersen & Rasmus T. Varneskov, 2021. "Consistent Inference for Predictive Regressions in Persistent Economic Systems," NBER Working Papers 28568, National Bureau of Economic Research, Inc.
• Lu, Junwen & Qu, Zhongjun, 2021. "Sieve estimation of option-implied state price density," Journal of Econometrics, Elsevier, vol. 224(1), pages 88-112.
• Jiang, Feiyu & Li, Dong & Zhu, Ke, 2021. "Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model," Journal of Econometrics, Elsevier, vol. 224(2), pages 306-329.
• Antoine, Bertille & Dovonon, Prosper, 2021. "Robust estimation with exponentially tilted Hellinger distance," Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
  • Bertille Antoine & Prosper Dovonon, 2017. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp17-15, Department of Economics, Simon Fraser University.
  • Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation with Exponentially Tilted Hellinger Distance," CIRANO Working Papers 2018s-38, CIRANO.
  • Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
  • Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp18-06, Department of Economics, Simon Fraser University.
• Lok, Thomas M. & Tabri, Rami V., 2021. "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 224(2), pages 371-393.
• Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2021. "Time-varying instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 224(2), pages 394-415.
  • Giraitis, Liudas & kapetanios, george & Marcellino, Massimiliano, 2020. "Time-Varying Instrumental Variable Estimation," CEPR Discussion Papers 15210, C.E.P.R. Discussion Papers.
  • Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020. "Time-Varying Instrumental Variable Estimation," Working Papers 911, Queen Mary University of London, School of Economics and Finance.
• Han, Sukjin, 2021. "Identification in nonparametric models for dynamic treatment effects," Journal of Econometrics, Elsevier, vol. 225(2), pages 132-147.
• Chung, EunYi & Olivares, Mauricio, 2021. "Permutation test for heterogeneous treatment effects with a nuisance parameter," Journal of Econometrics, Elsevier, vol. 225(2), pages 148-174.
• Callaway, Brantly & Sant’Anna, Pedro H.C., 2021. "Difference-in-Differences with multiple time periods," Journal of Econometrics, Elsevier, vol. 225(2), pages 200-230.
  • Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods," Papers 1803.09015, arXiv.org, revised Dec 2020.
• Kitagawa, Toru, 2021. "The identification region of the potential outcome distributions under instrument independence," Journal of Econometrics, Elsevier, vol. 225(2), pages 231-253.
• Čížek, Pavel & Koo, Chao Hui, 2021. "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, vol. 19(C), pages 58-96.
• Funke, Benedikt & Hirukawa, Masayuki, 2021. "Bias correction for local linear regression estimation using asymmetric kernels via the skewing method," Econometrics and Statistics, Elsevier, vol. 20(C), pages 109-130.
• Morales-Oñate, Víctor & Crudu, Federico & Bevilacqua, Moreno, 2021. "Blockwise Euclidean likelihood for spatio-temporal covariance models," Econometrics and Statistics, Elsevier, vol. 20(C), pages 176-201.
  • Víctor Morales-Oñate & Federico Crudu & Moreno Bevilacqua, 2020. "Blockwise Euclidean likelihood for spatio-temporal covariance models," Department of Economics University of Siena 822, Department of Economics, University of Siena.
• Fernholz, Ricardo T. & Koch, Christoffer, 2021. "The rise of big U.S. banks and the fall of big European banks: A statistical decomposition," European Economic Review, Elsevier, vol. 135(C).
• Caselli, Francesca & Wingender, Philippe, 2021. "Heterogeneous effects of fiscal rules: The Maastricht fiscal criterion and the counterfactual distribution of government deficits✰," European Economic Review, Elsevier, vol. 136(C).
• Miller, Joshua B. & Sanjurjo, Adam, 2021. "Is it a fallacy to believe in the hot hand in the NBA three-point contest?," European Economic Review, Elsevier, vol. 138(C).
• Frio, Gustavo Saraiva & França, Marco Tulio Aniceto, 2021. "Human papillomavirus vaccine and risky sexual behavior: Regression discontinuity design evidence from Brazil," Economics & Human Biology, Elsevier, vol. 40(C).
• Rogge, Nicky & Archer, Geoffrey, 2021. "Measuring and analyzing country change in establishing ease of doing business using a revised version of World Bank's ease of doing business index," European Journal of Operational Research, Elsevier, vol. 290(1), pages 373-385.
• Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2021. "Trading activity and price discovery in Bitcoin futures markets," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 107-120.
• Jayetileke, Harshanie L. & Wang, You-Gan & Zhu, Min, 2021. "Predictive regression with p-lags and order-q autoregressive predictors," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 282-293.
• Olson, Luke M. & Qi, Min & Zhang, Xiaofei & Zhao, Xinlei, 2021. "Machine learning loss given default for corporate debt," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 144-159.
• Feng, Guohua & McLaren, Keith R. & Yang, Ou & Zhang, Xiaohui & Zhao, Xueyan, 2021. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Energy Economics, Elsevier, vol. 100(C).
• Wang, Banban & Wei, Jie & Tan, Xiujie & Su, Bin, 2021. "The sectorally heterogeneous and time-varying price elasticities of energy demand in China," Energy Economics, Elsevier, vol. 102(C).
• Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021. "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, vol. 102(C).
  • Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021. "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series 544, Central Bank of Brazil, Research Department.
• Lingohr, Daniel & Müller, Gernot, 2021. "Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation," Energy Economics, Elsevier, vol. 103(C).
• 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.
  • 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.
  • 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.
• Dimitris KALLIORAS & Nickolaos TZEREMES & Panayiotis TZEREMES & Maria ADAMAKOU, 2021. "Technological Change, Technological Catch-Up And Market Potential: Evidence From The Eu Regions," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(1), pages 135-151, June.
• E. ERNAWATI & Raja MASBAR & M. Shabri Abd. MAJID & Abd. JAMAL, 2021. "Production And Marketing Efficiency Of Patchouli Oil Industry In Indonesia," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(2), pages 135-148, June.
• Matthias Draheim & Peter Schanbacher & Ruben Seiberlich, 2021. "On the effectiveness of case management for people with disabilities," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 55(1), pages 1-16, December.
  • Draheim, Matthias & Schanbacher, Peter & Seiberlich, Ruben, 2021. "On the effectiveness of case management for people with disabilities," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 55(55), pages 1-.15.
• Chatri, Abdellatif & Hadef, Khadija & Samoudi, Naima, 2021. "Micro-econometric evaluation of subsidized employment in morocco: the case of the "Idmaj" program," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 55(55), pages 1-.17.
• Matthias Draheim & Peter Schanbacher & Ruben Seiberlich, 2021. "On the effectiveness of case management for people with disabilities," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 55(1), pages 1-16, December.
  • Draheim, Matthias & Schanbacher, Peter & Seiberlich, Ruben, 2021. "On the effectiveness of case management for people with disabilities," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 55, pages 1-15.
• Chatri, Abdellatif & Hadef, Khadija & Samoudi, Naima, 2021. "Micro-econometric evaluation of subsidized employment in morocco: the case of the "Idmaj" program," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 55, pages 1-17.
• Ignacio G. Girela & José M. Vargas, 2021. "Consideraciones metodológicas acerca del Análisis Estocástico de Frontera en modelos de datos de panel: evidencias del modelo ECF orientado a costos en el Sector Bancario Argentino," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 0(1), pages 37-60, January.
• 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, 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 & 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 & Daniel Wilhelm & Azeem M. Shaikh, 2020. "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers CWP10/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2020. "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," CReAM Discussion Paper Series 2008, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London.
• Daniel Wilhelm & Magne Mogstad & Azeem Shaikh, 2021. "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," CReAM Discussion Paper Series 2132, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London.
  • 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.
  • 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.
• Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
  • Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Jochmans, K. & Weidner, M., 2019. "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics 1946, Faculty of Economics, University of Cambridge.
  • Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
• Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," Working Papers of Department of Economics, Leuven 679647, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • 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.
  • 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).
  • Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," CEBI working paper series 21-13, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • Browning, Martin & Cherchye, Laurens & De Rock, Bram & Demuynck, Thomas & Vermeulen, Frederic, 2021. "Stable marriage, household consumption and unobserved match quality," CEPR Discussion Papers 16483, C.E.P.R. Discussion Papers.
• Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the children," CEPR Discussion Papers 16482, C.E.P.R. Discussion Papers.
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the children," IFS Working Papers W21/32, Institute for Fiscal Studies.
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the Children," Working Papers ECARES 2021-16, ULB -- Universite Libre de Bruxelles.
  • Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the Children," IZA Discussion Papers 14687, Institute of Labor Economics (IZA).
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the children," Working Papers of Department of Economics, Leuven 679644, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Domagoj Selebaj & Matej Bule, 2021. "Effects of grants from EU funds on business performance of non-financial corporations in Croatia," Public Sector Economics, Institute of Public Finance, vol. 45(2), pages 177-207.
• Petar Soric & Oscar Claveria, 2021. "“Employment uncertainty a year after the irruption of the covid-19 pandemic”," AQR Working Papers 202104, University of Barcelona, Regional Quantitative Analysis Group, revised May 2021.
  • Petar Soric & Oscar Claveria, 2021. ""Employment uncertainty a year after the irruption of the covid-19 pandemic"," IREA Working Papers 202112, University of Barcelona, Research Institute of Applied Economics, revised May 2021.
• Bastos, João A. & Matos, Sara M., 2022. "Explainable models of credit losses," European Journal of Operational Research, Elsevier, vol. 301(1), pages 386-394.
  • João A. Bastos & Sara M. Matos, 2021. "Explainable models of credit losses," Working Papers REM 2021/0161, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Afonso, António & Tovar Jalles, João & Venâncio, Ana, 2022. "Do financial markets reward government spending efficiency?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  • Antonio Afonso & Joao Tovar Jalles & Ana Venancio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers 2021.01, International Network for Economic Research - INFER.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers REM 2021/0166, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper 62, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2020. "Empirical Monte Carlo evidence on estimation of Timing-of-Events models," Working Paper Series 2020:26, IFAU - Institute for Evaluation of Labour Market and Education Policy, revised 05 Jan 2021.
  • Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2021. "Empirical Monte Carlo Evidence on Estimation of Timing-of-Events Models," IZA Discussion Papers 14015, Institute of Labor Economics (IZA).
• 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).
• Martin Biewen & Miriam Sturm, 2021. "Why a Labour Market Boom Does Not Necessarily Bring Down Inequality: Putting Together Germany’s Inequality Puzzle," SOEPpapers on Multidisciplinary Panel Data Research 1139, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Biewen, Martin & Sturm, Miriam, 2021. "Why a Labour Market Boom Does Not Necessarily Bring Down Inequality: Putting Together Germany's Inequality Puzzle," IZA Discussion Papers 14357, Institute of Labor Economics (IZA).
• Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021. "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers 14364, Institute of Labor Economics (IZA).
• Bartalotti, Otávio & Kedagni, Desire & Possebom, Vitor, 2019. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," ISU General Staff Papers 201909150700001080, Iowa State University, Department of Economics.
  • 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).
  • Ot'avio Bartalotti & D'esir'e K'edagni & Vitor Possebom, 2021. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," Papers 2112.07014, arXiv.org.
• Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the children," IFS Working Papers W21/32, Institute for Fiscal Studies.
  • Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the Children," IZA Discussion Papers 14687, Institute of Labor Economics (IZA).
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the Children," Working Papers ECARES 2021-16, ULB -- Universite Libre de Bruxelles.
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the children," Working Papers of Department of Economics, Leuven 679644, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the children," CEPR Discussion Papers 16482, C.E.P.R. Discussion Papers.
• Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," Working Papers of Department of Economics, Leuven 679647, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Browning, Martin J. & Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Vermeulen, Frederic, 2021. "Stable Marriage, Household Consumption and Unobserved Match Quality," IZA Discussion Papers 14688, Institute of Labor Economics (IZA).
  • Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable Marriage, Household Consumption and Unobserved Match Quality," Working Papers ECARES 2021-15, ULB -- Universite Libre de Bruxelles.
  • Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," CEBI working paper series 21-13, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • Browning, Martin & Cherchye, Laurens & De Rock, Bram & 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.
• Biewen, Martin & Glaisner, Stefan & Kleimann, Rolf, 2021. "A Convenient Representation of the Wealth Distribution and More Evidence on Homeownership and Wealth Inequality in Euro Area Countries," IZA Discussion Papers 14842, Institute of Labor Economics (IZA).
• Hu, Yingyao, 2021. "Identification of Causal Models with Unobservables: A Self-Report Approach," Economics Working Paper Archive 64330, The Johns Hopkins University,Department of Economics.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "Estimating Partially Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202103, University of Kansas, Department of Economics, revised Jan 2021.
• Guannan Liu & Wei Long & Bingduo Yang & Zongwu Cai, 2021. "Semiparametric Estimation and Model Selection for Conditional Mixture Copula Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202104, University of Kansas, Department of Economics, revised Jan 2021.
• Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2019. "Time-Varying Mixture Copula Models with Copula Selection," Working Papers 2019-07-05, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  • Yang, Bingduo & Cai, Zongwu & Hafner, Christian M. & Liu, Guannan, 2022. "Time-Varying Mixture Copula Models with Copula Selection," LIDAM Reprints ISBA 2022008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2021. "Time-Varying Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202105, University of Kansas, Department of Economics, revised Jan 2021.
• Zongwu Cai & Xiyuan Liu, 2021. "Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202106, University of Kansas, Department of Economics, revised Jan 2021.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202117, University of Kansas, Department of Economics, revised Aug 2021.
• Ying Fang & Ming Lin & Shengfang Tang & Zongwu Cai, 2021. "Testing Conditional Independence in Macroeconomic Policy Evaluation for Time Series Data," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202118, University of Kansas, Department of Economics, revised Sep 2021.
• Aida Karmous & Heni Boubaker & Lotfi Belkacem, 2021. "Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 461-482, August.
• Giovanni Bernardo & Irene Brunetti & Mehmet Pinar & Thanasis Stengos, 2021. "Measuring the presence of organized crime across Italian provinces: a sensitivity analysis," European Journal of Law and Economics, Springer, vol. 51(1), pages 31-95, February.
• Stefano Mainardi, 2021. "Parametric and Semiparametric Efficiency Frontiers in Fishery Analysis: Overview and Case Study on the Falkland Islands," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 79(2), pages 169-210, June.
• Adalgiso Amendola & Cristian Barra & Marinella Boccia & Anna Papaccio, 2021. "Market Structure and Financial Stability: the Interaction between Profit-Oriented and Mutual Cooperative Banks in Italy," Journal of Financial Services Research, Springer;Western Finance Association, vol. 60(2), pages 235-259, December.
• Finn R. Førsund, 2021. "Performance measurement and joint production of intended and unintended outputs," Journal of Productivity Analysis, Springer, vol. 55(3), pages 157-175, June.
• Victor V. Podinovski & Tatiana Bouzdine-Chameeva, 2021. "Optimal solutions of multiplier DEA models," Journal of Productivity Analysis, Springer, vol. 56(1), pages 45-68, August.
• Jun Cai & William C. Horrace & Christopher F. Parmeter, 2021. "Density deconvolution with Laplace errors and unknown variance," Journal of Productivity Analysis, Springer, vol. 56(2), pages 103-113, December.
  • Jun Cai & William C. Horrace & Christopher F. Parmeter, 2020. "Density Deconvolution with Laplace Errors and Unknown Variance," Center for Policy Research Working Papers 225, Center for Policy Research, Maxwell School, Syracuse University.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Structural Tax Reforms and Public Spending Efficiency," Open Economies Review, Springer, vol. 32(5), pages 1017-1061, November.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "Structural Tax Reforms and Public Spending Efficiency," Working Papers REM 2020/0146, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "Structural Tax Reforms and Public Spending Efficiency," EconPol Working Paper 51, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Kai Du & Allan O’Connor, 2021. "Examining economic complexity as a holistic innovation system effect," Small Business Economics, Springer, vol. 56(1), pages 237-257, January.
• Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the Children," IZA Discussion Papers 14687, Institute of Labor Economics (IZA).
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the children," Working Papers of Department of Economics, Leuven 679644, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the Children," Working Papers ECARES 2021-16, ULB -- Universite Libre de Bruxelles.
  • Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the children," CEPR Discussion Papers 16482, C.E.P.R. Discussion Papers.
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the children," IFS Working Papers W21/32, Institute for Fiscal Studies.
• 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.
  • Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," Working Papers of Department of Economics, Leuven 679647, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • 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).
  • Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," CEBI working paper series 21-13, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • Browning, Martin & Cherchye, Laurens & De Rock, Bram & Demuynck, Thomas & Vermeulen, Frederic, 2021. "Stable marriage, household consumption and unobserved match quality," CEPR Discussion Papers 16483, C.E.P.R. Discussion Papers.
• Antonio López Velarde Loera & José Antonio Núñez Mora & M. Beatriz Mota Aragón, 2021. "Modelling Crude Oil and Refined Petroleum Product Spreads: An Alternative Tool for Risk Quantification," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 54(1), pages 109-136, Enero-Jun.
• Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
• Dejan Živkov & Slavica Manic & Jasmina Duraskovic & Dejan Viduka, 2021. "Measuring Downside Risk in Portfolios with Bitcoin," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(2), pages 178-200, October.
• Jozef Barunik & Josef Kurka, 2021. "Frequency-Dependent Higher Moment Risks," Papers 2104.04264, arXiv.org.
  • Jozef Barunik & Josef Kurka, 2021. "Frequency-Dependent Higher Moment Risks," Working Papers IES 2021/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2021.
• Alberto Arcagni & Laura Cavalli & Marco Fattore, 2021. "Partial Order Algorithms for the Assessment of Italian Cities Sustainability," Working Papers 2021.01, Fondazione Eni Enrico Mattei.
• Marinho Bertanha & Andrew H. McCallum & Nathan Seegert, 2021. "Better Bunching, Nicer Notching," Papers 2101.01170, arXiv.org.
  • 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 & Alexis Payne & Nathan Seegert, 2021. "Bunching Estimation of Elasticities Using Stata," Finance and Economics Discussion Series 2021-006, Board of Governors of the Federal Reserve System (U.S.).
• Dong Hwan Oh & Andrew J. Patton, 2021. "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series 2021-071, Board of Governors of the Federal Reserve System (U.S.).
• Thomas R. Cook & Greg Gupton & Zach Modig & Nathan M. Palmer, 2021. "Explaining Machine Learning by Bootstrapping Partial Dependence Functions and Shapley Values," Research Working Paper RWP 21-12, Federal Reserve Bank of Kansas City.
• Valentina Tocchioni & Marcantonio Caltabiano & Silvia Meggiolaro, 2021. "Diverse pathways in young Italians’ entrance into sexual life: The association with gender and birth cohort," Econometrics Working Papers Archive 2021_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Emil Heesche & Peter Bogetoft, 2021. "Incentives in regulatory DEA models with discretionary outputs: The case of Danish water regulation," IFRO Working Paper 2021/04, University of Copenhagen, Department of Food and Resource Economics.
• Giacomo Toscano, 2021. "The price-leverage covariation as a measure of the response of the leverage e ect to price and volatility changes," Working Papers - Quantitative Methods for Social Sciences wp2021_03.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021. "Integration and Disintegration of EMU Government Bond Markets," Econometrics, MDPI, vol. 9(1), pages 1-17, March.
  • Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2018. "Integration and Disintegration of EMU Government Bond Markets," Hannover Economic Papers (HEP) dp-625, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• J. Eduardo Vera-Valdés, 2021. "Temperature Anomalies, Long Memory, and Aggregation," Econometrics, MDPI, vol. 9(1), pages 1-22, March.
  • J. Eduardo Vera-Valdés, 2020. "Temperature Anomalies, Long Memory, and Aggregation," CREATES Research Papers 2020-16, Department of Economics and Business Economics, Aarhus University.
• Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta & Darwin Ugarte Ontiveros, 2021. "Outliers in Semi-Parametric Estimation of Treatment Effects," Econometrics, MDPI, vol. 9(2), pages 1-32, April.
  • Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017. "Outliers in semi-parametric Estimation of Treatment Effects," Development Research Working Paper Series 06/2017, Institute for Advanced Development Studies.
  • Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017. "Outliers in semi-parametric Estimation of Treatment Effects," Documentos de Trabajo CIEF 015810, Universidad EAFIT.
• Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2021. "Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts," Energies, MDPI, vol. 14(11), pages 1-26, June.
  • Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2020. "Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts," Documentos de Trabajo CIEF 018186, Universidad EAFIT.
• Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021. "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, vol. 14(7), pages 1-14, June.
  • Bago, Jean-Louis & Akakpo, Koffi & Rherrad, Imad & Ouédraogo, Ernest, 2020. "Volatility Spillover and International Contagion of Housing Bubbles," MPRA Paper 100098, University Library of Munich, Germany.
• Paul Carrillo & Jonathan Rothbaum, 2021. "Counterfactual Dissimilarity: Can Changes in Demographics and Income Explain Increased Racial Integration in U.S. Cities?," Working Papers 2021-10, The George Washington University, Institute for International Economic Policy.
• Ajay Chhibber, 2021. "India's Demographic Dividend or Disaster? Mismanaged Factors of Production - Land, Labor, Infrastructure, Cities," Working Papers 2021-11, The George Washington University, Institute for International Economic Policy.
• Mar, M. & Massard, N., 2019. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impact of the French cluster policy," Working Papers 2019-03, Grenoble Applied Economics Laboratory (GAEL).
  • Modou Mar & Nadine Massard, 2021. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impacts of the French cluster policy," Post-Print hal-03222070, HAL.
  • Modou Mar & Nadine Massard, 2019. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impact of the French cluster policy," Working Papers hal-02282971, HAL.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2019. "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers 19-51, Federal Reserve Bank of Philadelphia.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print hal-03504122, HAL.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Papers 2110.13531, arXiv.org.
• Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
  • Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
  • Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Post-Print hal-03504692, HAL.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021. "Bayesian Local Projections," The Warwick Economics Research Paper Series (TWERPS) 1348, University of Warwick, Department of Economics.
  • Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," Working Papers hal-03373574, HAL.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020. "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers 202040, University of Pretoria, Department of Economics.
  • Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021. "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers 2-2021, Copenhagen Business School, Department of Economics.
• Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2021. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Energy Economics, Elsevier, vol. 95(C).
  • Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2019. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Center for Mathematical Economics Working Papers 625, Center for Mathematical Economics, Bielefeld University.
  • Marco Piccirilli & Maren Diane Schmeck & Tiziano Vargiolu, 2019. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Papers 1910.01044, arXiv.org.
• Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2021. "Forecasting regional long-run energy demand: A functional coefficient panel approach," Energy Economics, Elsevier, vol. 96(C).
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2019. "Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach," Working Papers 1915, Department of Economics, University of Missouri.
• Nam, Kyungsik, 2021. "Investigating the effect of climate uncertainty on global commodity markets," Energy Economics, Elsevier, vol. 96(C).
• Tajudeen, Ibrahim A., 2021. "The underlying drivers of economy-wide energy efficiency and asymmetric energy price responses," Energy Economics, Elsevier, vol. 98(C).
• Aldieri, Luigi & Gatto, Andrea & Vinci, Concetto Paolo, 2021. "Evaluation of energy resilience and adaptation policies: An energy efficiency analysis," Energy Policy, Elsevier, vol. 157(C).
• Kholodilin, Konstantin A. & Limonov, Leonid E. & Waltl, Sofie R., 2021. "Housing rent dynamics and rent regulation in St. Petersburg (1880–1917)," Explorations in Economic History, Elsevier, vol. 81(C).
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Papers wuwp279, Vienna University of Economics and Business, Department of Economics.
  • Konstantin A. Kholodilin & Leonid Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Discussion Papers of DIW Berlin 1780, DIW Berlin, German Institute for Economic Research.
  • Limonov, Leonid E. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Paper Series 279, WU Vienna University of Economics and Business.
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," HSE Working papers WP BRP 213/EC/2019, National Research University Higher School of Economics.
  • KHOLODILIN Konstantin A. & LIMONOV Leonid E. & WALTL Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," LISER Working Paper Series 2019-03, Luxembourg Institute of Socio-Economic Research (LISER).
• Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Tsionas, Mike G., 2021. "Trading off accuracy for speed: Hedge funds' decision-making under uncertainty," International Review of Financial Analysis, Elsevier, vol. 75(C).
• Behrendt, Simon & Prange, Philipp, 2021. "What are you searching for? On the equivalence of proxies for online investor attention," Finance Research Letters, Elsevier, vol. 38(C).
• Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric, 2021. "Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach," Finance Research Letters, Elsevier, vol. 38(C).
  • Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020. "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers 202008, University of Pretoria, Department of Economics.
• Palazzi, Rafael Baptista & Júnior, Gerson de Souza Raimundo & Klotzle, Marcelo Cabus, 2021. "The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies," Finance Research Letters, Elsevier, vol. 42(C).
• Baruník, Jozef & Čech, František, 2021. "Measurement of common risks in tails: A panel quantile regression model for financial returns," Journal of Financial Markets, Elsevier, vol. 52(C).
• Mammen, Enno & Martínez-Miranda, María Dolores & Nielsen, Jens Perch & Vogt, Michael, 2021. "Calendar effect and in-sample forecasting," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 31-52.
• Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021. "Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
  • Suleyman Serdengeçti & Ahmet Sensoy & Duc Khuong Nguyen, 2020. "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," Working Papers 2020-006, Department of Research, Ipag Business School.
  • Serdengecti, Suleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2020. "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," MPRA Paper 105162, University Library of Munich, Germany, revised Jan 2021.
• Pontines, Victor & Luvsannyam, Davaajargal & Atarbaatar, Enkhjin & Munkhtsetseg, Ulziikhutag, 2021. "The effectiveness of currency intervention: Evidence from Mongolia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
• Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre, 2021. "Local logit regression for loan recovery rate," Journal of Banking & Finance, Elsevier, vol. 126(C).
• Qin, Xiao & Zhou, Chen, 2021. "Systemic risk allocation using the asymptotic marginal expected shortfall," Journal of Banking & Finance, Elsevier, vol. 126(C).
• Spelta, A. & Flori, A. & Pecora, N. & Pammolli, F., 2021. "Financial crises: Uncovering self-organized patterns and predicting stock markets instability," Journal of Business Research, Elsevier, vol. 129(C), pages 736-756.
• Bargain, Olivier & Etienne, Audrey & Melly, Blaise, 2021. "Informal pay gaps in good and bad times: Evidence from Russia," Journal of Comparative Economics, Elsevier, vol. 49(3), pages 693-714.
• Hjertstrand, Per, 2021. "Power against random expenditure allocation for revealed preference tests," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 36-45.
• Barra, Cristian & Ruggiero, Nazzareno, 2021. "Do microeconomic and macroeconomic factors influence Italian bank credit risk in different local markets? Evidence from cooperative and non-cooperative banks," Journal of Economics and Business, Elsevier, vol. 114(C).
• Neuhierl, Andreas & Varneskov, Rasmus T., 2021. "Frequency dependent risk," Journal of Financial Economics, Elsevier, vol. 140(2), pages 644-675.
• Rouen, Ethan & So, Eric C. & Wang, Charles C.Y., 2021. "Core earnings: New data and evidence," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1068-1091.
• Liu, Yan & Wu, Jing Cynthia, 2021. "Reconstructing the yield curve," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1395-1425.
• Nishi, Hayato & Asami, Yasushi & Shimizu, Chihiro, 2021. "The illusion of a hedonic price function: Nonparametric interpretable segmentation for hedonic inference," Journal of Housing Economics, Elsevier, vol. 52(C).
• Doko Tchatoka, Firmin & Varvaris, Vanessa, 2021. "Neighbourhood, school zoning and the housing market: Evidence from New South Wales," Journal of Housing Economics, Elsevier, vol. 54(C).
  • Firmin Doko Tchatoka & Vanessa Varvaris, 2020. "Neighbourhood, school zoning and the housing market: Evidence from New South Wales," School of Economics Working Papers 2020-07, University of Adelaide, School of Economics.
• Zorgati, Imen & Garfatta, Riadh, 2021. "Spatial financial contagion during the COVID-19 outbreak: Local correlation approach," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
• Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2021. "How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques," Resources Policy, Elsevier, vol. 70(C).
• Borgards, Oliver & Czudaj, Robert L. & Hoang, Thi Hong Van, 2021. "Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact," Resources Policy, Elsevier, vol. 71(C).
• Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021. "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, vol. 74(C).
• de Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2021. "Delineating urban areas using building density," Journal of Urban Economics, Elsevier, vol. 125(C).
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers halshs-02368040, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers 1931, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," Post-Print halshs-02492519, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating Urban Areas Using Building Density," NBER Working Papers 26482, National Bureau of Economic Research, Inc.
  • Combes, Pierre-Philippe & De Bellefon, Marie-Pierre & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2019. "Delineating urban areas using building density," CEPR Discussion Papers 14129, C.E.P.R. Discussion Papers.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," PSE-Ecole d'économie de Paris (Postprint) halshs-02492519, HAL.
• Vesterberg, Mattias & Zhou, Wenchao & Lundgren, Tommy, 2021. "Wind of change: Small-scale electricity production and distribution-grid efficiency in Sweden," Utilities Policy, Elsevier, vol. 69(C).
• Barnichon, Regis & Mesters, Geert, 2021. "The Phillips multiplier," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
  • Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
  • Régis Barnichon & Geert Mesters, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona Graduate School of Economics.
  • Barnichon, Régis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
• Aloui, Chaker & Shahzad, Syed Jawad Hussain & Hkiri, Besma & Hela, Ben Hamida & Khan, Muhammad Asif, 2021. "On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
• Dridi, Ichrak & Boughrara, Adel, 2021. "On the effect of full-fledged IT adoption on stock returns and their conditional volatility: Evidence from propensity score matching," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 179-194.
• Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2021. "Tail dependence risk and spillovers between oil and food prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 195-209.
• Mutascu, Mihai & Sokic, Alexandre, 2021. "Okun's law in the US: New insights in time and frequency," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 207-222.
• Fang, Lu & Munneke, Henry J., 2021. "A spatial analysis of borrowers’ mortgage termination decision – A nonparametric approach," Regional Science and Urban Economics, Elsevier, vol. 86(C).
• Huang, Yi, 2021. "Salience of hazard disclosure and house prices: Evidence from Christchurch, New Zealand," Regional Science and Urban Economics, Elsevier, vol. 88(C).
• Magalhães, David José Ahouagi Vaz de, 2021. "Analysis of critical factors affecting the final decision-making for online grocery shopping," Research in Transportation Economics, Elsevier, vol. 87(C).
• Ferrarese, Moreno & Loner, Enzo & Pulina, Manuela, 2021. "Demand, business profitability and competitiveness in the cableway system: A multidimensional framework," Research in Transportation Economics, Elsevier, vol. 90(C).
• Zhou, Xinmiao & Zhang, Junru & Zhang, Zhaoyong, 2021. "How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 196-213.
• Schettino, Francesco & Gabriele, Alberto & Khan, Haider A., 2021. "Polarization and the middle class in China: A non-parametric evaluation using CHNS and CHIP data," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 251-264.
  • Khan, Haider Ali & Schettino, Francesco & Gabriele, Alberto, 2017. "Polarization and the Middle Class in China: a Non-Parametric Evaluation Using CHNS and CHIP Data," MPRA Paper 86133, University Library of Munich, Germany.
  • Khan, Haider & Schettino, Francesco & Gabriele, Alberto, 2017. "Polarization and the Middle Class in China: a Non-Parametric Evaluation Using CHNS and CHIP Data," MPRA Paper 85555, University Library of Munich, Germany.
• Louhichi, Waël & Ftiti, Zied & Ameur, Hachmi Ben, 2021. "Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
• Elisha Mavodyo, 2021. "A Revival of Budget Deficit and Economic Growth," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 64(1), pages 1-22.
• Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2020. "Oil and Fiscal Policy Regimes," Working Papers No 11/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2021. "Oil and fiscal policy regimes," CAMA Working Papers 2021-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Michael Kourtis & Panayiotis Curtis & Michael Hanias & Eleftherios Kourtis, 2021. "A Strategic Financial Management Evaluation of Private Hospitals’ Effectiveness and Efficiency for Sustainable Financing: A Research Study," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1025-1054.
• Justyna Kujawska, 2021. "Health System Efficiency in European Countries: Network Data Envelopment Analysis Approach," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 1095-1117.
• Mariusz Pyra & Mieczyslaw Adamowicz, 2021. "Assessment of the Sector of Public Vocational Universities in Poland from the Point of View of their Efficiency," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 21-43.
• Beata Bieszk-Stolorz & Iwona Markowicz, 2021. "Risk of Decline in Share Prices of Energy and Fuel Sector on the Warsaw Stock Exchange During the Two Waves of the COVID-19 Pandemic," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 977-996.
• Trakakis Anastasios & Nektarios Miltiadis & Tziaferi Styliani & Prezerakos Panagiotis, 2021. "Measuring Technical Efficiency of Health Centers in Greece: A Data Envelopment Analysis Application for the Primary Health System of Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1333-1353.
• Atsushi Inoue & Lu Jin & Denis Pelletier, 2021. "Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures [Modelling Volatility by Variance Decomposition]," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(1), pages 202-234.
• Fred Liu & Lars Stentoft, 2021. "Regulatory Capital and Incentives for Risk Model Choice under Basel 3 [Procyclical Leverage and Value-at-Risk]," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(1), pages 53-96.
• Francesco Audrino & Robert Huitema & Markus Ludwig, 2021. "An Empirical Implementation of the Ross Recovery Theorem as a Prediction Device [Nonparametric Option Pricing under Shape Restrictions]," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(2), pages 291-312.
• Apaar Sadhwani & Kay Giesecke & Justin Sirignano, 2021. "Deep Learning for Mortgage Risk [The Subprime Virus]," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(2), pages 313-368.
• Alessio Sancetta, 2021. "Intraday End-of-Day Volume Prediction," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(3), pages 472-495.
• John M Maheu & Azam Shamsi Zamenjani, 2021. "Nonparametric Dynamic Conditional Beta," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(4), pages 583-613.
  • Maheu, John M & Shamsi, Azam, 2016. "Nonparametric Dynamic Conditional Beta," MPRA Paper 73764, University Library of Munich, Germany.
• Isabel Casas & Eva Ferreira & Susan Orbe, 2021. "Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(4), pages 707-745.
  • Isabel Casas & Eva Ferreira & Susan Orbe, 2017. "Time-varying coefficient estimation in SURE models. Application to portfolio management," CREATES Research Papers 2017-33, Department of Economics and Business Economics, Aarhus University.
• Sermin Gungor & Richard Luger, 2021. "Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(4), pages 746-788.
• Fabio ClementiBy & Michele Fabiani & Vasco Molini, 2021. "How polarized is sub-Saharan Africa? A look at the regional distribution of consumption expenditure in the 2000s [Polarization, foreign military intervention, and civil conflict]," Oxford Economic Papers, Oxford University Press, vol. 73(2), pages 796-819.
• Lu Han & Chandler Lutz & Benjamin Sand & Derek Stacey & Stijn Van Nieuwerburgh, 2021. "The Effects of a Targeted Financial Constraint on the Housing Market [Lending implications of U.S. bank stress tests: Costs or benefits?]," Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3742-3788.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Taxation and Public Spending Efficiency: An International Comparison," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(3), pages 356-383, September.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2019. "Taxation and Public Spending Efficiency: An International Comparison," Working Papers REM 2019/80, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2019. "Taxation and Public Spending Efficiency: An International Comparison," EconPol Working Paper 25, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Hamidou Jawara & Rainer Thiele, 2021. "The Nutrient-Income Elasticity in Ultra-Poor Households: Evidence from Kenya," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 33(6), pages 1795-1819, December.
  • Jawara, Hamidou & Thiele, Rainer, 2018. "The nutrient-income elasticity in ultra-poor households: Evidence from Kenya," Kiel Working Papers 2114, Kiel Institute for the World Economy (IfW Kiel).
• Yan Zheng & Tomislav Vukina & Xiaoyong Zheng, 2021. "Risk aversion, moral hazard, and gender differences in health care utilization," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(1), pages 35-60, March.
• Juan Palomino & Thyara Sánchez, 2021. "Where Are the Poor Located? A Spatial Heterogeneity Analysisof Monetary Poverty in Peru," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 89-114.
• Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021. "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE 141, Paderborn University, CIE Center for International Economics.
• Yuanhua Feng & Wolfgang Karl Härdle, 2021. "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE 142, Paderborn University, CIE Center for International Economics.
• Bastian Schäfer & Yuanhua Feng, 2021. "Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series," Working Papers CIE 143, Paderborn University, CIE Center for International Economics.
• Yuanhua Feng & Bastian Schäfer, 2021. "Boundary modification in local polynomial regression," Working Papers CIE 144, Paderborn University, CIE Center for International Economics.
• Yuanhua Feng & Jan Beran & Sebastian Letmathe, 2021. "An extended exponential SEMIFAR model with application in R," Working Papers CIE 145, Paderborn University, CIE Center for International Economics.
• Lina M Cortés & Juan M Lozada & Javier Perote, 2021. "Firm size and economic concentration: An analysis from a lognormal expansion," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-21, July.
  • Lina Cortés & Juan M. Lozada & Javier Perote, 2020. "Firm size and economic concentration: An analysis from lognormal expansion," Documentos de Trabajo CIEF 018185, Universidad EAFIT.
• Benedikt M. Potscher & David Preinerstorfer, 2021. "Valid Heteroskedasticity Robust Testing," Papers 2104.12597, arXiv.org.
  • Pötscher, Benedikt M. & Preinerstorfer, David, 2021. "Valid Heteroskedasticity Robust Testing," MPRA Paper 107420, University Library of Munich, Germany.
• VINTU, Denis, 2021. "GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation," MPRA Paper 107603, University Library of Munich, Germany, revised 11 Feb 2021.
• Xuan Liang & Jiti Gao & Xiaodong Gong, 2021. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," Monash Econometrics and Business Statistics Working Papers 5/21, Monash University, Department of Econometrics and Business Statistics.
  • Xuan, Liang & Jiti, Gao & xiaodong, Gong, 2021. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," MPRA Paper 108497, University Library of Munich, Germany, revised 30 May 2021.
• Pihnastyi, Oleh & Sytnikova, Anastasiya, 2021. "Construction of Control Systems of Flow Parameters of the Smart Conveyor using a Neural Network," MPRA Paper 109770, University Library of Munich, Germany, revised 03 Sep 2021.
• Lucchetti, Riccardo & Valentini, Francesco, 2021. "Kernel-based Time-Varying IV estimation: handle with care," MPRA Paper 110033, University Library of Munich, Germany.
• Mestiri, Sami, 2021. "Modelling the volatility of Bitcoin returns using Nonparametric GARCH models," MPRA Paper 111116, University Library of Munich, Germany.
• ferrara, giancarlo & campagna, arianna & bucci, valeria & atella, vincenzo, 2021. "Presumptive taxation and firms’ efficiency: an integrated approach for tax compliance analysis," MPRA Paper 111516, University Library of Munich, Germany.
• Oliveira, Carlos, 2021. "How is the Minimum Wage Shaping the Wage Distribution: Minimum Wage, Spillovers, and Wage Inequality in Portugal," MPRA Paper 112534, University Library of Munich, Germany.
• Francesco Aiello & Graziella Bonanno & Francesco Foglia, 2021. "On The Heterogeneity In The Judicial Efficiency Literature: A Meta-Regression Analysis," Working Papers 202102, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
• Ricardo Crisóstomo, 2021. "Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
• Javier Ojea-Ferreiro, 2021. "Deconstrucción del riesgo sistémico: Un método de prueba de resistencia inversa," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
• 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.
• Javier Ojea-Ferreiro, 2021. "Deconstructing systemic risk: A reverse stress testing approach," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Lina M Cortés & Juan F. Rendón & Javier Perote, 2021. "Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions," Documentos de Trabajo CIEF 019593, Universidad EAFIT.
• Héctor Darío Balseiro Barrios & Jorge Armando Luna Amador & Francisco Javier Maza Ávila, 2021. "Análisis de eficiencia financiera de las empresas cotizantes en el mercado accionario colombiano para el periodo 2012- 2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 13(1), pages 19-41, March.
• Fernando E. Alvarez & Katarína Borovičková & Robert Shimer, 2021. "Consistent Evidence on Duration Dependence of Price Changes," NBER Working Papers 29112, National Bureau of Economic Research, Inc.
  • Alvarez, Fernando & Borovicková, Katarína & Shimer, Robert, 2021. "Consistent Evidence on Duration Dependence of Price Changes," CEPR Discussion Papers 16404, C.E.P.R. Discussion Papers.
• Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the Children," IZA Discussion Papers 14687, Institute of Labor Economics (IZA).
  • Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the children," CEPR Discussion Papers 16482, C.E.P.R. Discussion Papers.
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the Children," Working Papers ECARES 2021-16, ULB -- Universite Libre de Bruxelles.
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the children," Working Papers of Department of Economics, Leuven 679644, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021. "Feed the children," IFS Working Papers W21/32, Institute for Fiscal Studies.
• Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," Working Papers of Department of Economics, Leuven 679647, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Browning, Martin & Cherchye, Laurens & De Rock, Bram & 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," 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).
  • Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," CEBI working paper series 21-13, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • 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.
• Moraga-González, José L. & Sándor, Zsolt & R. Wildenbeest, Matthijs, 2015. "Consumer Search and Prices in the Automobile Market," IESE Research Papers D/1123, IESE Business School.
  • Moraga-González, José-Luis & Sándor, Zsolt & Wildenbeest, Matthijs, 2021. "Consumer Search and Prices in the Automobile Market," CEPR Discussion Papers 16574, C.E.P.R. Discussion Papers.
  • Moraga-González, José-Luis & Sándor, Zsolt & Wildenbeest, Matthijs, 2015. "Consumer Search and Prices in the Automobile Market," CEPR Discussion Papers 10487, C.E.P.R. Discussion Papers.
  • José Luis Moraga-González & Zsolt Sándor & Matthijs R. Wildenbeest, 2015. "Consumer Search and Prices in the Automobile Market," Tinbergen Institute Discussion Papers 15-033/VII, Tinbergen Institute.
• 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," CReAM Discussion Paper Series 2132, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London.
  • 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.
• Escanciano, Juan Carlos & Hoderlein, Stefan & Lewbel, Arthur & Linton, Oliver & Srisuma, Sorawoot, 2021. "Nonparametric Euler Equation Identification And Estimation," Econometric Theory, Cambridge University Press, vol. 37(5), pages 851-891, October.
  • Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2010. "Nonparametric Euler Equation Identification and Estimation," Boston College Working Papers in Economics 757, Boston College Department of Economics, revised 15 Mar 2020.
  • Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2015. "Nonparametric Euler equation identification and estimation," CeMMAP working papers CWP61/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton, 2015. "Nonparametric Euler Equation Identification andEstimation," Cambridge Working Papers in Economics 1560, Faculty of Economics, University of Cambridge.
  • Escanciano, J C. & Hoderlein, S. & Lewbel, A. & Linton, O. & Srisuma, S., 2020. "Nonparametric Euler Equation Identi?cation and Estimation," Cambridge Working Papers in Economics 2064, Faculty of Economics, University of Cambridge.
• Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers 2105.14752, arXiv.org, revised Apr 2022.
  • Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Cowles Foundation Discussion Papers 2288, Cowles Foundation for Research in Economics, Yale University.
• Xiaohong Chen & Timothy M. Christensen & Sid Kankanala, 2021. "Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV," Cowles Foundation Discussion Papers 2292, Cowles Foundation for Research in Economics, Yale University.
• Peter C.B. Phillips & Ying Wang, 2021. "Limit Theory for Locally Flat Functional Coefficient Regression," Cowles Foundation Discussion Papers 2307, Cowles Foundation for Research in Economics, Yale University.
• Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators," Cowles Foundation Discussion Papers 2319, Cowles Foundation for Research in Economics, Yale University.
• Aman Ullah & Tao Wang & Weixin Yao, 2021. "Modal regression for fixed effects panel data," Empirical Economics, Springer, vol. 60(1), pages 261-308, January.
• Christian Dudel & Jan Marvin Garbuszus & Julian Schmied, 2021. "Assessing differences in household needs: a comparison of approaches for the estimation of equivalence scales using German expenditure data," Empirical Economics, Springer, vol. 60(4), pages 1629-1659, April.
  • Dudel, Christian & Garbuszus, Jan Marvin & Schmied, Julian, 2017. "Assessing differences in household needs: A comparison of approaches for the estimation of equivalence scales using German expenditure data," Ruhr Economic Papers 723, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Donald Lien & Ziling Wang & Xiaojian Yu, 2021. "Optimal quantile hedging under Markov regime switching," Empirical Economics, Springer, vol. 60(5), pages 2177-2201, May.
• Artem Prokhorov & Kien C. Tran & Mike G. Tsionas, 2021. "Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors," Empirical Economics, Springer, vol. 60(6), pages 3043-3068, June.
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2021. "Predicting recessions with a frontier measure of output gap: an application to Italian economy," Empirical Economics, Springer, vol. 60(6), pages 2701-2740, June.
  • Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2020. "Predicting Recessions with a Frontier Measure of Output Gap: An Application to Italian Economy," CEPA Working Papers Series WP102020, School of Economics, University of Queensland, Australia.
  • Mastromarco, Camilla & Simar, Léopold & Zelenyuk, Valentin, 2021. "Predicting recessions with a frontier measure of output gap: an application to Italian economy," LIDAM Reprints ISBA 2021010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Christian Schluter, 2021. "On Zipf’s law and the bias of Zipf regressions," Empirical Economics, Springer, vol. 61(2), pages 529-548, August.
• Taining Wang & Jinjing Tian & Feng Yao, 2021. "Does high debt ratio influence Chinese firms’ performance? A semiparametric stochastic frontier approach with zero inefficiency," Empirical Economics, Springer, vol. 61(2), pages 587-636, August.
• Jens J. Krüger, 2021. "Nonparametric portfolio efficiency measurement with higher moments," Empirical Economics, Springer, vol. 61(3), pages 1435-1459, September.
• Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2021. "Real estate listings and their usefulness for hedonic regressions," Empirical Economics, Springer, vol. 61(6), pages 3239-3269, December.
• Xavier Cirera & Daniel Lederman & Juan A. Máñez Castillejo & María E. Rochina Barrachina & Juan A. Sanchis-Llopis, 2021. "Firm productivity gains in a period of slow trade liberalization: evidence from Brazil," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(1), pages 57-87, April.
  • Xavier Cirera & Daniel Lederman & Juan A. Máñez Castillejo & María E. Rochina Barrachina & Juan A. Sanchis-Llopis, 2020. "Firm Productivity Gains In A Period Of Slow Trade Liberalization: Evidence From Brazil," Working Papers 2001, Department of Applied Economics II, Universidad de Valencia.
• Chiara Assunta Ricci & Sergio Scicchitano, 2021. "Decomposing changes in income polarization by population group: what happened during the crisis?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(1), pages 235-259, April.
• Beata Bieszk-Stolorz & Krzysztof Dmytrów, 2021. "A survival analysis in the assessment of the influence of the SARS-CoV-2 pandemic on the probability and intensity of decline in the value of stock indices," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(2), pages 363-379, June.
• Mohamed Mehdi Jelassi & Ezzeddine Delhoumi, 2021. "What explains the technical efficiency of banks in Tunisia? Evidence from a two-stage data envelopment analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-26, December.
• Agnieszka Gehringer & Thomas Mayer, 2021. "Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 71-89, April.
• Draheim, Matthias & Schanbacher, Peter & Seiberlich, Ruben, 2021. "On the effectiveness of case management for people with disabilities," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 55, pages 1-15.
  • Matthias Draheim & Peter Schanbacher & Ruben Seiberlich, 2021. "On the effectiveness of case management for people with disabilities," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 55(1), pages 1-16, December.
• Abdellatif Chatri & Khadija Hadef & Naima Samoudi, 2021. "Micro-econometric evaluation of subsidized employment in morocco: the case of the "Idmaj" program," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 55(1), pages 1-13, December.
• Avishek Bhandari & Bandi Kamaiah, 2021. "Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 23-37, March.
• Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2021. "Rates of Expansions for Functional Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 121-139, December.
• Ather Hassan Dar & Somesh Kumar Mathur & Sila Mishra, 2021. "The Efficiency of Indian Banks: A DEA, Malmquist and SFA Analysis with Bad Output," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(4), pages 653-701, December.
• Juan Antonio Dip, 2021. "What does U-multirank tell us about knowledge transfer and research?," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(4), pages 3011-3039, April.
• Shuo Xu & Mengjia An & Xin An, 2021. "Do scientific publications by editorial board members have shorter publication delays and then higher influence?," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(8), pages 6697-6713, August.
• Dimitrios Panagiotou, 2021. "Re-examining the leverage effect and gold’s safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach," SN Business & Economics, Springer, vol. 1(7), pages 1-18, July.
• Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021. "A comparison of semiparametric tests for fractional cointegration," Statistical Papers, Springer, vol. 62(4), pages 1997-2030, August.
  • Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2019. "A Comparison of Semiparametric Tests for Fractional Cointegration," Hannover Economic Papers (HEP) dp-651, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Ladislav Mura & Zuzana Hajduová, 2021. "Measuring efficiency by using selected determinants in regional SMEs," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 8(3), pages 487-503, March.
• Ladislav Mura & Zuzana Hajduová, 2021. "Small and medium enterprises in regions - empirical and quantitative approach," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 3(2), pages 252-266, June.
• Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2021. "Nonparametric homogeneity pursuit in functional-coefficient models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 33(3-4), pages 387-416, October.
  • Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2019. "Nonparametric Homogeneity Pursuit in Functional-Coefficient Models," Discussion Papers 19/03, Department of Economics, University of York.
• Isabel Busom & Jorge-Andrés Vélez-Ospina, 2021. "Subsidising innovation over the business cycle," Industry and Innovation, Taylor & Francis Journals, vol. 28(6), pages 773-803, July.
  • Jorge Andrés Vélez-Ospina & Isabel Busom Piquer, 2020. "Subsidizing Innovation Over the Business Cycle," Working Papers wpdea2001, Department of Applied Economics at Universitat Autonoma of Barcelona.
  • Isabel Busom & Jorge Vélez-Ospina, 2020. "Subsidising Innovation over the Business Cycle," SPRU Working Paper Series 2020-09, SPRU - Science Policy Research Unit, University of Sussex Business School.
• Pierre Perron & Yohei Yamamoto, 2021. "Testing for Changes in Forecasting Performance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 148-165, January.
  • Pierre Perron & Yohei Yamamoto, 2018. "Testing for Changes in Forecasting Performance," Boston University - Department of Economics - Working Papers Series WP2019-03, Boston University - Department of Economics, revised Dec 2018.
  • PERRON, Pierre & YAMAMOTO, Yohei & 山本, 庸平, 2018. "Testing for Changes in Forecasting Performance," Discussion Papers 2018-03, Graduate School of Economics, Hitotsubashi University.
  • Pierre Perron & Yohei Yamamoto, 2018. "Testing for Changes in Forecasting Performance," Boston University - Department of Economics - Working Papers Series WP2019-13, Boston University - Department of Economics, revised Jun 2019.
• Gaurab Aryal & Maria F. Gabrielli & Quang Vuong, 2021. "Semiparametric Estimation of First-Price Auction Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 373-385, March.
  • Gaurab Aryal & Maria Florencia Gabrielli & Quang Vuong, 2014. "Semiparametric Estimation of First-Price Auction Models," Papers 1407.7140, arXiv.org, revised Jun 2015.
  • Aryal, Gaurab & Gabrielli, Maria F. & Vuong, Quang, 2014. "Semiparametric Estimation of First-Price Auction Models," MPRA Paper 57340, University Library of Munich, Germany.
• Juan Carlos Escanciano & Javier Hualde, 2021. "Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 453-465, March.
  • Juan Carlos Escanciano & Javier Hualde, 2017. "Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk," CAEPR Working Papers 2017-017, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Jean-Pierre Florens & Anna Simoni, 2021. "Gaussian Processes and Bayesian Moment Estimation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 482-492, March.
  • Jean-Pierre Florens & Anna Simoni, 2015. "Gaussian processes and Bayesian moment estimation," Working Papers 2015-09, Center for Research in Economics and Statistics.
  • Jean-Pierre Florens & Anna Simoni, 2019. "Gaussian Processes and Bayesian Moment Estimation," Post-Print hal-02903252, HAL.
• Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle, 2021. "Fitting Vast Dimensional Time-Varying Covariance Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 652-668, July.
  • Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics.
  • Robert Engle & Neil Shephard & Kevin Shepphard, 2008. "Fitting vast dimensional time-varying covariance models," OFRC Working Papers Series 2008fe30, Oxford Financial Research Centre.
• Otávio Bartalotti & Quentin Brummet & Steven Dieterle, 2021. "A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 833-848, July.
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven G., 2019. "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," IZA Discussion Papers 12366, Institute of Labor Economics (IZA).
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven, 2019. "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," ISU General Staff Papers 201905170700001045, Iowa State University, Department of Economics.
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven, 2020. "A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable," ISU General Staff Papers 202004020700001701, Iowa State University, Department of Economics.
• Isabel Narbón-Perpiñá & Maria Teresa Balaguer-Coll & Diego Prior & Emili Tortosa-Ausina, 2021. "Searching for the optimal territorial structure: the case of Spanish provincial councils," Regional Studies, Taylor & Francis Journals, vol. 55(4), pages 645-664, April.
  • Isabel Narbón-Perpiñá & Diego Prior & Mª Teresa Balaguer-Coll & Emili Tortosa-Ausina, 2019. "Searching for the optimal territorial structure: The case of Spanish provincial councils," Working Papers 2019/03, Economics Department, Universitat Jaume I, Castellón (Spain).
• Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2021. "Bayes estimates of multimodal density features using DNA and Economic Data," Tinbergen Institute Discussion Papers 21-017/III, Tinbergen Institute.
• Timothy B. Armstrong & Michal Koles'ar & Mikkel Plagborg-M{o}ller, 2020. "Robust Empirical Bayes Confidence Intervals," Papers 2004.03448, arXiv.org, revised Sep 2021.
  • Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg-Møller, 2021. "Robust Empirical Bayes Confidence Intervals," Working Papers 2021-19, Princeton University. Economics Department..
• Caio Almeida & Gustavo Freire & Rafael Azevedo & Kym Ardison, 2021. "Nonparametric Option Pricing with Generalized Entropic Estimators," Working Papers 2021-92, Princeton University. Economics Department..
• Zhichao Wang & Valentin Zelenyuk, 2021. "Performance Analysis of Hospitals in Australia and its Peers: A Systematic Review," CEPA Working Papers Series WP012021, School of Economics, University of Queensland, Australia.
• Natalya Zelenyuk & Valentin Zelenyuk, 2021. "Bank Performance Analysis," CEPA Working Papers Series WP022021, School of Economics, University of Queensland, Australia.
• Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2021. "Inference in the Nonparametric Stochastic Frontier Model," LIDAM Discussion Papers ISBA 2021029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • 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.
• ERİLLİ, Necati Alp, 2021. "Use of Trimean in Theil-Sen Regression Analysis," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 6(1), pages 15-26, June.
• Lee, Hojin, 2021. "A Study on Dynamic Asset Allocation Strategy for Optimal Portfolio Selection," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 25(3), pages 310-336, September.
• Daehyeon PARK & Doojin RYU, 2021. "Forecasting Stock Market Dynamics using Bidirectional Long Short-Term Memory," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 22-34, June.
• Ifigeneia-Dimitra Pougkakioti, 2021. "Measuring The Efficiency And Productivity Change Of Municipalities With An Output Oriented Model:Empirical Evidence Across Greek Municipalities Over The Time Period 2012-2016," Romanian Journal of Regional Science, Romanian Regional Science Association, vol. 15(1), pages 98-125, JUNE.
• Rafael González-Val, 2021. "The Spanish spatial city size distribution," Environment and Planning B, , vol. 48(6), pages 1609-1631, July.
  • González-Val, Rafael, 2020. "The Spanish spatial city size distribution," MPRA Paper 101195, University Library of Munich, Germany.
• Karan Singh Khati & Deep Mukherjee, 2021. "Productive Efficiency and Non-performing Assets of Indian Banks in the Post-global Financial Crisis Period," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 22(2), pages 186-204, September.
• Yusuf Ersoy, 2021. "Performance Evaluation of Airports During the COVID-19 Pandemic," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 23-53.
• 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.
  • 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.
• Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2020. "What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC," Papers 2006.06274, arXiv.org, revised Feb 2022.
  • Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2021. "What drives inflation and how? Evidence from additive mixed models selected by cAIC," Working Papers 2021-12, Swiss National Bank.
• Stylianos Gr. Margaritis, 2021. "Evaluation of Upper Secondary Schools on Efficiency and Productivity Change in 2016-2019: Empirical evidence from schools in the region in Central Greece," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 71(3-4), pages 101-121, July-Dece.
• Emilios Galariotis & Iordanis Kalaitzoglou & Jacek Niklewski & Constantin Zopounidis, 2021. "Optimal level of state ownership in banks: prevention measure versus emergency action—evidence from the new millennia," Annals of Operations Research, Springer, vol. 304(1), pages 165-197, September.
• Hirofumi Fukuyama & Yong Tan, 2021. "Corporate social behaviour: Is it good for efficiency in the Chinese banking industry?," Annals of Operations Research, Springer, vol. 306(1), pages 383-413, November.
• Chang-Lin Mei & Feng Chen & Wen-Tao Wang & Peng-Cheng Yang & Si-Lian Shen, 2021. "Efficient estimation of heteroscedastic mixed geographically weighted regression models," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(1), pages 185-206, February.
• 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.
• Taining Wang & Feng Yao, 2021. "A Varying Coefficient Model with Two-way Fixed Effects and Different Smoothing Variables," Working Papers 21-01, Department of Economics, West Virginia University.
• Ollech, Daniel, 2021. "Economic analysis using higher frequency time series: Challenges for seasonal adjustment," Discussion Papers 53/2021, Deutsche Bundesbank.
• Dorn, Franziska & Maxand, Simone & Kneib, Thomas, 2021. "The dependence between income inequality and carbon emissions: A distributional copula analysis," University of Göttingen Working Papers in Economics 413, University of Goettingen, Department of Economics.
• Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics.
• Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
  • Ofori, Isaac Kwesi, 2021. "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints 235482, ZBW - Leibniz Information Centre for Economics.
  • Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
• Vannutelli, Silvia & Scicchitano, Sergio & Biagetti, Marco, 2021. "Routine biased technological change and wage inequality: do workers' perceptions matter?," GLO Discussion Paper Series 763, Global Labor Organization (GLO).
• Ricci, Chiara Assunta & Scicchitano, Sergio, 2021. "The role of Great Recession on income polarization by population groups," GLO Discussion Paper Series 766, Global Labor Organization (GLO).
• Annarita Macchioni Giaquinto & Andrew M. Jones & Nigel Rice & Francesca Zantomio, 2021. "Labour supply and informal care responses to health shocks within couples: evidence from the UKHL," Working Papers 2021:11, Department of Economics, University of Venice "Ca' Foscari".
  • Macchioni Giaquinto, Annarita & Jones, Andrew M. & Rice, Nigel & Zantomio, Francesca, 2021. "Labour supply and informal care responses to health shocks within couples: evidence from the UKHLS," GLO Discussion Paper Series 806, Global Labor Organization (GLO).
• Kremer, Manfred & Chavleishvili, Sulkhan, 2021. "Measuring Systemic Financial Stress and its Impact on the Macroeconomy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242346, Verein für Socialpolitik / German Economic Association.

2020

• Chen, J.; & Gu, Y.; & Jones, A.M.; & Peng, B.;, 2020. "Modelling healthcare costs: a semiparametric extension of generalised linear models," Health, Econometrics and Data Group (HEDG) Working Papers 20/03, HEDG, c/o Department of Economics, University of York.
• Sriubaite, I. & Harris, A. & Jones, A.M. & Gabbe, B., 2020. "Economic Consequences of Road Traffic Injuries. Application of the Super Learner algorithm," Health, Econometrics and Data Group (HEDG) Working Papers 20/20, HEDG, c/o Department of Economics, University of York.
• Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020. "Survival and the ergodicity of corporate profitability," BERG Working Paper Series 162, Bamberg University, Bamberg Economic Research Group.
• Henn, Karola & Islam, Chris-Gabriel & Schwind, Patrick & Wieland, Elisabeth, 2020. "Measuring price dynamics of package holidays with transaction data," Discussion Papers 24/2020, Deutsche Bundesbank.
• Ollech, Daniel & Webel, Karsten, 2020. "A random forest-based approach to identifying the most informative seasonality tests," Discussion Papers 55/2020, Deutsche Bundesbank.
• Ahmed, Osama & Abdel-Salam, Sameh & Rungsuriyawiboon, Supawat, 2020. "Measuring the economic performance of mixed crop-livestock farming systems in Egypt: A non-parametric DEA approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 133-145.
• Nimoh, Nana C. & Ali, Abdilahi & Syme, Tony, 2020. "Earnings gaps, Segmentation and Competitiveness in the Ghanaian Labour Market," EconStor Preprints 214817, ZBW - Leibniz Information Centre for Economics.
• Bade, Franz-Josef & Alm, Bastian & Weins, Sebastian, 2020. "Employment effects of investment subsidies by German Regional Policy," EconStor Preprints 218843, ZBW - Leibniz Information Centre for Economics.
• Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2020. "How useful is listings data for research?," FORLand Working Papers 19 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
• Hinrichs, Nils & Kolbe, Jens & Werwatz, Axel, 2020. "AVM and high dimensional data: Do ridge, the lasso or the elastic net provide an "automated" solution?," FORLand Working Papers 22 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
• Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, 2020. "Climate Shocks and Teenage Fertility," GLO Discussion Paper Series 490, Global Labor Organization (GLO).
• Dasgupta, Utteeyo & Mani, Subha & Sharma, Smriti & Singhal, Saurabh, 2020. "Effects of Peers and Rank on Cognition, Preferences, and Personality," GLO Discussion Paper Series 591, Global Labor Organization (GLO).
• Alexander Jakob Dautel & Wolfgang Karl Härdle & Stefan Lessmann & Hsin-Vonn Seow, 2020. "Forex exchange rate forecasting using deep recurrent neural networks," Digital Finance, Springer, vol. 2(1), pages 69-96, September.
  • Dautel, Alexander J. & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2019. "Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks," IRTG 1792 Discussion Papers 2019-008, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Dautel, Alexander Jakob & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2020. "Forex exchange rate forecasting using deep recurrent neural networks," IRTG 1792 Discussion Papers 2020-006, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020. "Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function," IRTG 1792 Discussion Papers 2020-008, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Jacob, Daniel, 2020. "Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment Effects," IRTG 1792 Discussion Papers 2020-014, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Feng, Yuanhua & Härdle, Wolfgang Karl, 2020. "A data-driven P-spline smoother and the P-Spline-GARCH models," IRTG 1792 Discussion Papers 2020-016, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020. "Predicting the global minimum variance portfolio," Working Paper Series in Economics 141, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Kaeding, Matthias, 2020. "Efficient Bayesian nonparametric hazard regression," Ruhr Economic Papers 850, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Kugler, Philipp & Biewen, Martin, 2020. "Two-Stage Least Squares Random Forests with a Replication of Angrist and Evans (1998)," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224538, Verein für Socialpolitik / German Economic Association.
• Shuo Liu & Nick Netzer, 2020. "Happy times: identification from ordered response data," ECON - Working Papers 371, Department of Economics - University of Zurich, revised Jun 2021.
• Lafférs, Lukáš & Mellace, Giovanni, 2020. "Identification of the average treatment effect when SUTVA is violated," Discussion Papers on Economics 3/2020, University of Southern Denmark, Department of Economics.
• Vesterberg, Mattias & Zhou, Wenchao & Lundgren, Tommy, 2020. "Wind of change: Small-scale electricity production and distribution grid efficiency in Sweden," CERE Working Papers 2020:4, CERE - the Center for Environmental and Resource Economics.
• Lange, Fabian & Papageorgiou, Theodore, 2020. "Beyond Cobb-Douglas: Flexibly Estimating Matching Functions with Unobserved Matching Efficiency," IZA Discussion Papers 13177, Institute of Labor Economics (IZA).
  • Fabian Lange & Theodore Papageorgiou, 2020. "Beyond Cobb-Douglas: Flexibly Estimating Matching Functions with Unobserved Matching Efficiency," Working Papers 2020-025, Human Capital and Economic Opportunity Working Group.
  • Fabian Lange & Theodore Papageorgiou, 2020. "Beyond Cobb-Douglas: Flexibly Estimating Matching Functions with Unobserved Matching Efficiency," Cahiers de recherche 10-2020, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Fabian Lange & Theodore Papageorgiou, 2020. "Beyond Cobb-Douglas: Flexibly Estimating Matching Functions with Unobserved Matching Efficiency," Boston College Working Papers in Economics 1006, Boston College Department of Economics.
  • Fabian Lange & Theodore Papageorgiou, 2020. "Beyond Cobb-Douglas: Flexibly Estimating Matching Functions with Unobserved Matching Efficiency," NBER Working Papers 26972, National Bureau of Economic Research, Inc.
• Ifigeneia-Dimitra POUGKAKIOTI & Constantinos TSAMADIAS, 2020. "Measuring The Efficiency And Productivity Change Of Municipalities:Empirical Evidence From Greek Municipalities Over The Time Period 2013-2016," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(1), pages 55-74, June.
• Brüggmann, Daniel, 2020. "Women’s employment, income and divorce in West Germany: a causal approach," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 54(1), pages 1-5.
• 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 & 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, 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 & 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, 2020. "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," CReAM Discussion Paper Series 2008, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London.
• Manuel Arellano & Stéphane Bonhomme, 2019. "Recovering Latent Variables by Matching," Working Papers wp2019_1914, CEMFI.
  • Manuel Arellano & Stéphane Bonhomme, 2020. "Recovering Latent Variables by Matching," CeMMAP working papers CWP2/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Manuel Arellano & Stephane Bonhomme, 2019. "Recovering Latent Variables by Matching," Papers 1912.13081, arXiv.org.
• Manski, Charles F. & Molinari, Francesca, 2021. "Estimating the COVID-19 infection rate: Anatomy of an inference problem," Journal of Econometrics, Elsevier, vol. 220(1), pages 181-192.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," Papers 2004.06178, arXiv.org.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," CeMMAP working papers CWP20/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," NBER Working Papers 27023, National Bureau of Economic Research, Inc.
• Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
  • Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," CeMMAP working papers CWP26/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Bryan S. Graham & Geert Ridder & Petra M. Thiemann & Gema Zamarro, 2020. "Teacher-to-Classroom Assignment and Student Achievement," NBER Working Papers 27543, National Bureau of Economic Research, Inc.
  • Bryan S. Graham & Geert Ridder & Petra Thiemann & Gema Zamarro, 2020. "Teacher-to-classroom assignment and student achievement," CeMMAP working papers CWP36/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • 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.
• Carmen Borrego-Salcido & Raymundo Juárez-Del-Toro & Salvador Cruz.Aké, 2020. "Linear and nonlinear causality between marriages, births, and economic growth," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 15(1), pages 37-55, Enero - M.
• Nora Lustig, 2020. "The ``missing rich'' in household surveys: causes and correction approaches," Working Papers 520, ECINEQ, Society for the Study of Economic Inequality.
• Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178, arXiv.org, revised Oct 2021.
  • Laura Liu, 2020. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers 2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu, 2018. "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series 2018-036, Board of Governors of the Federal Reserve System (U.S.).
• Joern Block & Alexander S. Kritikos & Maximilian Priem & Caroline Stiel, 2020. "Emergency Aid for Self-Employed in the COVID-19 Pandemic: A Flash in the Pan?," Discussion Papers of DIW Berlin 1924, DIW Berlin, German Institute for Economic Research.
• Thomas Demuynck & Clément Staner, 2020. "An Efficient Revealed Preference Test for the Maxmin Expected Utility Model," Working Papers ECARES 2020-31, ULB -- Universite Libre de Bruxelles.
• Xavier Cirera & Daniel Lederman & Juan A. Máñez Castillejo & María E. Rochina Barrachina & Juan A. Sanchis-Llopis, 2021. "Firm productivity gains in a period of slow trade liberalization: evidence from Brazil," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(1), pages 57-87, April.
  • Xavier Cirera & Daniel Lederman & Juan A. Máñez Castillejo & María E. Rochina Barrachina & Juan A. Sanchis-Llopis, 2020. "Firm Productivity Gains In A Period Of Slow Trade Liberalization: Evidence From Brazil," Working Papers 2001, Department of Applied Economics II, Universidad de Valencia.
• Tzouvanas, Panagiotis & Kizys, Renatas & Chatziantoniou, Ioannis & Sagitova, Roza, 2020. "Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency," The British Accounting Review, Elsevier, vol. 52(6).
• Ma, Chaoqun & Mi, Xianhua & Cai, Zongwu, 2020. "Nonlinear and time-varying risk premia," China Economic Review, Elsevier, vol. 62(C).
• Oto-Peralías, Daniel, 2020. "Frontiers, warfare and economic geography: The case of Spain," Journal of Development Economics, Elsevier, vol. 146(C).
• Doojav, Gan-Ochir & Kalirajan, Kaliappa, 2020. "Sources of energy productivity change in Australian sub-industries," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 1-10.
• Moradi-Motlagh, Amir & Jubb, Christine, 2020. "Examining irresponsible lending using non-radial inefficiency measures: Evidence from Australian banks," Economic Analysis and Policy, Elsevier, vol. 66(C), pages 96-108.
• Polemis, Michael L. & Stengos, Thanasis, 2020. "The impact of regulatory quality on business venturing: A semi-parametric approach," Economic Analysis and Policy, Elsevier, vol. 67(C), pages 29-36.
• Bonasia, Mariangela & Kounetas, Konstantinos & Oreste, Napolitano, 2020. "Assessment of regional productive performance of European health systems under a metatechnology framework," Economic Modelling, Elsevier, vol. 84(C), pages 234-248.
• Walheer, Barnabé & Zhang, Linjia & Luo, Yingchan, 2020. "Bidirectional technological spillover in the Chinese star-rated hotel sector: An empirical investigation," Economic Modelling, Elsevier, vol. 86(C), pages 210-226.
• Wang, Jiazhen & Jiang, Yuexiang & Zhu, Yanjian & Yu, Jing, 2020. "Prediction of volatility based on realized-GARCH-kernel-type models: Evidence from China and the U.S," Economic Modelling, Elsevier, vol. 91(C), pages 428-444.
• Zorgati, Imen & Lakhal, Faten, 2020. "Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches," Economic Modelling, Elsevier, vol. 92(C), pages 162-169.
• Chen, Zhihong & Xia, Huizhu, 2020. "Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve," Economic Modelling, Elsevier, vol. 93(C), pages 595-604.
• Gevrek, Z. Eylem & Gevrek, Deniz & Neumeier, Christian, 2020. "Explaining the gender gaps in mathematics achievement and attitudes: The role of societal gender equality," Economics of Education Review, Elsevier, vol. 76(C).
• Fong, Tom Pak Wing & Wu, Shui Tang, 2020. "Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  • Tom Fong & Gabriel Wu, 2019. "Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
• Yang, Yan-Hong & Shao, Ying-Hui, 2020. "Time-dependent lead-lag relationships between the VIX and VIX futures markets," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
• Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier, 2020. "Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
• Liao, Wen Ju & Sung, Hao-Chang, 2020. "Implied risk aversion and pricing kernel in the FTSE 100 index," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
• Gordon John Anderson & Rui Fu, 2020. "Multilateral and Multidimensional Wellness Measurement in the Absence of Cardinal Measure: Health, Loneliness, Ageing and Gender in 21st Century China," Working Papers tecipa-667, University of Toronto, Department of Economics.
• Gordon John Anderson, 2020. "Robust Ordering of Canadian Provincial Human Resource Stocks: Measurement in the Absence of Cardinal Measure," Working Papers tecipa-669, University of Toronto, Department of Economics.
• Daniel Ackerberg & Garth Frazer & Kyoo il Kim & Yao Luo & Yingjun Su, 2020. "Under-Identification of Structural Models Based on Timing and Information Set Assumptions," Working Papers tecipa-679, University of Toronto, Department of Economics.
• Juergen Jung, 2020. "Estimating Transition Probabilities Between Health States Using U.S. Longitudinal Survey Data," Working Papers 2020-06, Towson University, Department of Economics, revised Jun 2021.
• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij, 2020. "Consumption Uncertainty and Precautionary Saving," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 148-161, March.
  • Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij, 2015. "Consumption Uncertainty and Precautionary Saving," CSEF Working Papers 421, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij, 2016. "Consumption uncertainty and precautionary saving," DNB Working Papers 496, Netherlands Central Bank, Research Department.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2020. "Characteristic-Sorted Portfolios: Estimation and Inference," The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 531-551, July.
  • Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016. "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports 788, Federal Reserve Bank of New York.
  • Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2018. "Characteristic-Sorted Portfolios: Estimation and Inference," Papers 1809.03584, arXiv.org, revised Oct 2019.
• Andrii Babii & Jean-Pierre Florens, 2017. "Is completeness necessary? Estimation in nonidentified linear models," Papers 1709.03473, arXiv.org, revised Nov 2021.
  • Babii, Andrii & Florens, Jean-Pierre, 2020. "Is completeness necessary? Estimation in nonidentified linear models," TSE Working Papers 20-1091, Toulouse School of Economics (TSE).
• Kim, Jihyun & Park, Joon & Wang, Bin, 2020. "Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments," TSE Working Papers 20-1096, Toulouse School of Economics (TSE).
• Enache, Andreea & Florens, Jean-Pierre, 2020. "Quantile Analysis of "Hazard-Rate" Game Models," TSE Working Papers 20-1117, Toulouse School of Economics (TSE).
• Isabel Busom & Jorge-Andrés Vélez-Ospina, 2021. "Subsidising innovation over the business cycle," Industry and Innovation, Taylor & Francis Journals, vol. 28(6), pages 773-803, July.
  • Isabel Busom & Jorge Vélez-Ospina, 2020. "Subsidising Innovation over the Business Cycle," SPRU Working Paper Series 2020-09, SPRU - Science Policy Research Unit, University of Sussex Business School.
  • Jorge Andrés Vélez-Ospina & Isabel Busom Piquer, 2020. "Subsidizing Innovation Over the Business Cycle," Working Papers wpdea2001, Department of Applied Economics at Universitat Autonoma of Barcelona.
• Jonas Meier, 2020. "Multivariate Distribution Regression," Diskussionsschriften dp2023, Universitaet Bern, Departement Volkswirtschaft.
• Fiona Burlig & Christopher Knittel & David Rapson & Mar Reguant & Catherine Wolfram, 2020. "Machine Learning from Schools about Energy Efficiency," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 7(6), pages 1181-1217.
  • Fiona Burlig & Christopher Knittel & David Rapson & Mar Reguant & Catherine Wolfram, 2017. "Machine Learning from Schools about Energy Efficiency," NBER Working Papers 23908, National Bureau of Economic Research, Inc.
• Aman Ullah & Tao Wang & Weixin Yao, 2020. "Modal Regression for Fixed Effects Panel Data," Working Papers 202102, University of California at Riverside, Department of Economics, revised Nov 2020.
• Jose Martinez & Cesar Salazar & Luis Amestica-Rivas, 2020. "¿Son los Gobiernos locales mas eficientes cuando su coalicion politica esta en el Gobierno central? Un estudio para el caso de las municipalidades en Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 47(1 Year 20), pages 49-78, June.
• Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2020. "Group Consumption with Caring Individuals," Economic Journal, Royal Economic Society, vol. 130(627), pages 587-622.
  • Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2017. "Group consumption with caring individuals," Working Papers of Department of Economics, Leuven 598911, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2020. "Group Consumption with Caring Individuals," ULB Institutional Repository 2013/297188, ULB -- Universite Libre de Bruxelles.
  • Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2017. "Group Consumption with Caring Individuals," Working Papers ECARES ECARES 2017-45, ULB -- Universite Libre de Bruxelles.
• Enrico De Monte, 2020. "Entry, Exit and Productivity: Evidence from French Manufacturing Firms," Working Papers of BETA 2020-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Guy Dabi GAB-LEYBA & Claire MAINGUY, 2020. "Efficiency of public spending on primary education in developing countries: the case of resource-rich countries," Working Papers of BETA 2020-40, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series 2020-08, Federal Reserve Bank of San Francisco.
  • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
  • Hoesch, Lukas & Rossi, Barbara & Sekhposyan, Tatevik, 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 Graduate School of Economics.
• Régis Barnichon & Geert Mesters, 2020. "Optimal policy perturbations," Economics Working Papers 1716, Department of Economics and Business, Universitat Pompeu Fabra.
• Ekaterina V. Orlova, 2020. "Labour productivity management using health factors: Technique and models," Upravlenets, Ural State University of Economics, vol. 11(6), pages 57-69, December.
• Zimmert, Franziska & Zimmert, Michael, 2020. "Paid parental leave and maternal reemployment: Do part-time subsidies help or harm?," Economics Working Paper Series 2002, University of St. Gallen, School of Economics and Political Science.
• Bonev, Petyo, 2020. "Nonparametric identification in nonseparable duration models with unobserved heterogeneity," Economics Working Paper Series 2005, University of St. Gallen, School of Economics and Political Science.
• Daniel Goller, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Papers 2008.07165, arXiv.org.
  • Goller, Daniel, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Economics Working Paper Series 2013, University of St. Gallen, School of Economics and Political Science.
• Morales-Oñate, Víctor & Crudu, Federico & Bevilacqua, Moreno, 2021. "Blockwise Euclidean likelihood for spatio-temporal covariance models," Econometrics and Statistics, Elsevier, vol. 20(C), pages 176-201.
  • Víctor Morales-Oñate & Federico Crudu & Moreno Bevilacqua, 2020. "Blockwise Euclidean likelihood for spatio-temporal covariance models," Department of Economics University of Siena 822, Department of Economics, University of Siena.
• Christian Brauweiler & Nurbek Madmarov, 2020. "Risk Managementattitudeof Banks: Comparative Analysesof National And Foreign Banks In Germanyand Kyrgyzstan," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 123-137.
• Arnerić Josip, 2020. "Realized density estimation using intraday prices," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 6(1), pages 1-9, May.
• Pyra Mariusz, 2020. "The Operational Efficiency of Public Higher Vocational Schools in the Lubelskie Voivodeship," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 13(1), pages 115-125, March.
• Brzezicki Łukasz & Pietrzak Piotr & Cieciora Małgorzata, 2020. "The Total Efficiency of Teaching Activity of Polish Higher Education Institutions," Foundations of Management, Sciendo, vol. 12(1), pages 19-30, January.
• Hisatoshi Tanaka, 2020. "Differentiability of the Conditional Expectation," Working Papers 1920, Waseda University, Faculty of Political Science and Economics.
• Maciej Wysocki & Robert Ślepaczuk, 2020. "Artificial Neural Networks Performance in WIG20 Index Options Pricing," Working Papers 2020-19, Faculty of Economic Sciences, University of Warsaw.
• Mateusz Kijewski & Robert Ślepaczuk, 2020. "Predicting prices of S&P500 index using classical methods and recurrent neural networks," Working Papers 2020-27, Faculty of Economic Sciences, University of Warsaw.
• Karol Kielak & Robert Ślepaczuk, 2020. "Value-at-risk — the comparison of state-of-the-art models on various assets," Working Papers 2020-28, Faculty of Economic Sciences, University of Warsaw.
• Bartłomiej Bollin & Robert Ślepaczuk, 2020. "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers 2020-31, Faculty of Economic Sciences, University of Warsaw.
• Ewelina Osowska & Piotr Wójcik, 2020. "The impact of the content of Federal Open Market Committee post-meeting statements on financial markets – text mining approach," Working Papers 2020-33, Faculty of Economic Sciences, University of Warsaw.
• Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2020. "What factors determine unequal suburbanisation? New evidence from Warsaw, Poland," Working Papers 2020-34, Faculty of Economic Sciences, University of Warsaw.
• Robert Ślepaczuk & Igor Wabik, 2020. "The impact of the results of football matches on the stock prices of soccer clubs," Working Papers 2020-35, Faculty of Economic Sciences, University of Warsaw.
• Krystian Andruszek & Piotr Wójcik, 2020. "Predicting well-being based on features visible from space – the case of Warsaw," Working Papers 2020-37, Faculty of Economic Sciences, University of Warsaw.
• Piotr Wójcik & Bartłomiej Wieczorek, 2020. "We have just explained real convergence factors using machine learning," Working Papers 2020-38, Faculty of Economic Sciences, University of Warsaw.
• Quynh Bui & Robert Ślepaczuk, 2020. "Applying Hurst Exponent in Pair Trading Strategies," Working Papers 2020-39, Faculty of Economic Sciences, University of Warsaw.
• Hahn, Anja M. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2020. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Department of Economics Working Paper Series 308, WU Vienna University of Economics and Business.
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2021. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Discussion Papers of DIW Berlin 1928, DIW Berlin, German Institute for Economic Research.
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl & Marco Fongoni, 2022. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Discussion Papers of DIW Berlin 1999, DIW Berlin, German Institute for Economic Research.
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2020. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Department of Economics Working Papers wuwp308, Vienna University of Economics and Business, Department of Economics.
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2021. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," LISER Working Paper Series 2021-03, Luxembourg Institute of Socio-Economic Research (LISER).
• Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2020. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Department of Economics Working Papers wuwp308, Vienna University of Economics and Business, Department of Economics.
  • Hahn, Anja M. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2020. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Department of Economics Working Paper Series 308, WU Vienna University of Economics and Business.
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2021. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Discussion Papers of DIW Berlin 1928, DIW Berlin, German Institute for Economic Research.
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl & Marco Fongoni, 2022. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Discussion Papers of DIW Berlin 1999, DIW Berlin, German Institute for Economic Research.
  • Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2021. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," LISER Working Paper Series 2021-03, Luxembourg Institute of Socio-Economic Research (LISER).
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, vol. 88(1), pages 171-201, January.
  • Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016. "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive 16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Forecasting with Dynamic Panel Data Models," Papers 1709.10193, arXiv.org.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Forecasting with Dynamic Panel Data Models," NBER Working Papers 25102, National Bureau of Economic Research, Inc.
• Bo E. Honoré & Luojia Hu, 2020. "Selection Without Exclusion," Econometrica, Econometric Society, vol. 88(3), pages 1007-1029, May.
  • Bo E. Honore & Luojia Hu, 2018. "Selection Without Exclusion," Working Paper Series WP-2018-10, Federal Reserve Bank of Chicago.
• Hans Fricke & Markus Frölich & Martin Huber & Michael Lechner, 2020. "Endogeneity and non‐response bias in treatment evaluation – nonparametric identification of causal effects by instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 481-504, August.
  • Fricke, Hans & Frölich, Markus & Huber, Martin & Lechner, Michael, 2015. "Endogeneity and non-response bias in treatment evaluation - nonparametric identification of causal effects by instruments," FSES Working Papers 459, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  • Fricke, Hans & Frölich, Markus & Huber, Martin & Lechner, Michael, 2015. "Endogeneity and Non-Response Bias in Treatment Evaluation: Nonparametric Identification of Causal Effects by Instruments," IZA Discussion Papers 9428, Institute of Labor Economics (IZA).
• Timothy B. Armstrong & Michal Kolesár, 2020. "Simple and honest confidence intervals in nonparametric regression," Quantitative Economics, Econometric Society, vol. 11(1), pages 1-39, January.
  • Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044, Cowles Foundation for Research in Economics, Yale University.
  • Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R3, Cowles Foundation for Research in Economics, Yale University, revised Aug 2018.
  • Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R2, Cowles Foundation for Research in Economics, Yale University, revised Mar 2018.
  • Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
• Sukjin Han, 2020. "Nonparametric estimation of triangular simultaneous equations models under weak identification," Quantitative Economics, Econometric Society, vol. 11(1), pages 161-202, January.
  • Sukjin Han, 2012. "Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification," Department of Economics Working Papers 140414, The University of Texas at Austin, Department of Economics, revised Apr 2014.
• Xavier D'Haultfœuille & Philippe Février, 2020. "The provision of wage incentives: A structural estimation using contracts variation," Quantitative Economics, Econometric Society, vol. 11(1), pages 349-397, January.
  • Xavier d'Haultfoeuille & Philippe Février, 2011. "The Provision of Wage Incentives : A Structural Estimation Using Contracts Variation," Working Papers 2011-29, Center for Research in Economics and Statistics.
• Matthew A. Masten & Alexandre Poirier, 2020. "Inference on breakdown frontiers," Quantitative Economics, Econometric Society, vol. 11(1), pages 41-111, January.
  • Matthew Masten & Alexandre Poirier, 2017. "Inference on breakdown frontiers," CeMMAP working papers CWP20/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Matthew A. Masten & Alexandre Poirier, 2017. "Inference on Breakdown Frontiers," Papers 1705.04765, arXiv.org, revised Feb 2019.
• François Gerard & Miikka Rokkanen & Christoph Rothe, 2020. "Bounds on treatment effects in regression discontinuity designs with a manipulated running variable," Quantitative Economics, Econometric Society, vol. 11(3), pages 839-870, July.
  • François Gerard & Miikka Rokkanen & Christoph Rothe, 2016. "Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable," NBER Working Papers 22892, National Bureau of Economic Research, Inc.
• Gerard J. van den Berg & Antoine Bozio & Mónica Costa Dias, 2020. "Policy discontinuity and duration outcomes," Quantitative Economics, Econometric Society, vol. 11(3), pages 871-916, July.
  • Gerard Van Den Berg & Antoine Bozio & Monica Costa Dias, 2013. "Policy discontinuity and duration outcomes," IFS Working Papers W13/27, Institute for Fiscal Studies.
  • Gerard Berg & Antoine Bozio & Mónica Costa Dias, 2020. "Policy discontinuity and duration outcomes," Post-Print halshs-02973655, HAL.
  • Gerard Berg & Antoine Bozio & Mónica Costa Dias, 2020. "Policy discontinuity and duration outcomes," PSE-Ecole d'économie de Paris (Postprint) halshs-02973655, HAL.
  • van den Berg, Gerard J. & Bozio, Antoine & Costa Dias, Mónica, 2015. "Policy discontinuity and duration outcomes," Working Paper Series 2015:10, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • van den Berg, Gerard J. & Bozio, Antoine & Costa Dias, Monica, 2014. "Policy Discontinuity and Duration Outcomes," IZA Discussion Papers 8450, Institute of Labor Economics (IZA).
  • Gerard Van Den Berg & Antoine Bozio & Monica Costa Dias, 2018. "Policy discontinuity and duration outcomes," IFS Working Papers W18/10, Institute for Fiscal Studies.
• Garam Ahn & Frederick Dongchuhl Oh & Junghum Park, 2020. "The Efficiency of Financial Holding Companies in Korea," Korean Economic Review, Korean Economic Association, vol. 36, pages 29-58.
• Yongok Choi, 2020. "Impact of Longevity Risks on the Korean Government: Proposing a New Mortality Forecasting Model," Korean Economic Review, Korean Economic Association, vol. 36, pages 201-225.
• Katrine Marie Jakobsen & Jakob Egholt Søgaard, 2020. "Identifying Behavioral Responses to Tax Reforms: New Insights and a New Approach," CEBI working paper series 20-23, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Jesper R.-V. Soerensen, 2020. "Testing a Class of Semi- or Nonparametric Conditional Moment Restriction Models using Series Methods," Discussion Papers 20-04, University of Copenhagen. Department of Economics.
• 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.
  • Evzen Kocenda & Ichiro Iwasaki, 2020. "Bank Survival in Central and Eastern Europe," KIER Working Papers 1022, Kyoto University, Institute of Economic Research.
  • 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).
• Brož, Václav & Kočenda, Evžen, 2022. "Mortgage-related bank penalties and systemic risk among U.S. banks," Journal of International Money and Finance, Elsevier, vol. 122(C).
  • Vaclav Broz & Evzen Kocenda, 2019. "Mortgage-Related Bank Penalties and Systemic Risk Among U.S. Banks," Working Papers IES 2019/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2019.
  • Václav Brož & Evžen Kocenda, 2021. "Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks," CESifo Working Paper Series 9463, CESifo.
  • Vaclav Broz & Evzen Kocenda, 2020. "Mortgage-related bank penalties and systemic risk among U.S. banks," KIER Working Papers 1024, Kyoto University, Institute of Economic Research.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2020. "Optimal Minimax Rates against Non-smooth Alternatives," KIER Working Papers 1051, Kyoto University, Institute of Economic Research.
• Erica Aloe, 2020. "Quality of Statistical Match Used in the Estimation of the Levy Institute Measure of Time and Income Poverty (LIMTIP) for Italy 2008 and 2014 and Preliminary Results," Economics Working Paper Archive wp_967, Levy Economics Institute.
• Fernando Rios-Avila, 2020. "Quality of Match for Statistical Matches Used in the Development of the Levy Institute Measure of Time and Consumption Poverty (LIMTCP) for Ethiopia and South Africa," Economics Working Paper Archive wp_970, Levy Economics Institute.
• Ruijun Bu & Jihyun Kim & Bin Wang, 2020. "Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models," Working Papers 202021, University of Liverpool, Department of Economics.
• Schlicht, Ekkehart, 2017. "Season. Mathematica Packages for Seasonal Adjustment," Discussion Papers in Economics 32331, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2020. "Season. A Mathematica Package for Seasonal Adjustment," Discussion Papers in Economics 74306, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2020. "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics 74306, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2017. "Season. Mathematica Packages for Seasonal Adjustment," Software in Economics 32331, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2005. "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics 712, University of Munich, Department of Economics.
• Schlicht, Ekkehart, 2017. "Season. Mathematica Packages for Seasonal Adjustment," Discussion Papers in Economics 32331, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2020. "Season. A Mathematica Package for Seasonal Adjustment," Discussion Papers in Economics 74306, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2020. "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics 74306, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2017. "Season. Mathematica Packages for Seasonal Adjustment," Software in Economics 32331, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2005. "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics 712, University of Munich, Department of Economics.
• Yoonseok Lee & Yulong Wang, 2020. "Nonparametric Sample Splitting," Center for Policy Research Working Papers 222, Center for Policy Research, Maxwell School, Syracuse University.
• Jun Cai & William C. Horrace & Christopher F. Parmeter, 2021. "Density deconvolution with Laplace errors and unknown variance," Journal of Productivity Analysis, Springer, vol. 56(2), pages 103-113, December.
  • Jun Cai & William C. Horrace & Christopher F. Parmeter, 2020. "Density Deconvolution with Laplace Errors and Unknown Variance," Center for Policy Research Working Papers 225, Center for Policy Research, Maxwell School, Syracuse University.
• 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: Tong Li & M. Hashem Pesaran & Dek Terrell (ed.), Essays in Honor of Cheng Hsiao, volume 41, pages 217-253, Emerald Publishing Ltd.
  • 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.
• S. Broda & Juan Carlos Arismendi-Zambrano, 2020. "On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗," Economics Department Working Paper Series n302-20.pdf, Department of Economics, National University of Ireland - Maynooth.
• J. Arismendi-Zambrano & R. Azevedo, 2020. "Implicit Entropic Market Risk-Premium from Interest Rate Derivatives," Economics Department Working Paper Series n303-20.pdf, Department of Economics, National University of Ireland - Maynooth.
• Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," CeMMAP working papers CWP26/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
• Tommasi, Denni & Zhang, Lina, 2020. "Bounding Program Benefits When Participation Is Misreported," IZA Discussion Papers 13430, Institute of Labor Economics (IZA).
  • Denni Tommasi & Lina Zhang, 2020. "Bounding Program Benefits When Participation is Misreported," Monash Econometrics and Business Statistics Working Papers 24/20, Monash University, Department of Econometrics and Business Statistics.
• David T. Frazier & Bonsoo Koo, 2020. "Indirect Inference for Locally Stationary Models," Monash Econometrics and Business Statistics Working Papers 30/20, Monash University, Department of Econometrics and Business Statistics.
• Lina Zhang & David T. Frazier & D. S. Poskitt & Xueyan Zhao, 2020. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Papers 2009.02642, arXiv.org, revised Nov 2021.
  • Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao, 2021. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers 21/21, Monash University, Department of Econometrics and Business Statistics.
  • Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao, 2020. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers 34/20, Monash University, Department of Econometrics and Business Statistics.
• Koo, Bonsoo & La Vecchia, Davide & Linton, Oliver, 2021. "Estimation of a nonparametric model for bond prices from cross-section and time series information," Journal of Econometrics, Elsevier, vol. 220(2), pages 562-588.
  • Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020. "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers 4/20, Monash University, Department of Econometrics and Business Statistics.
• 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.
• Fei Liu & Jiti Gao & Yanrong Yang, 2020. "Time-Varying Panel Data Models with an Additive Factor Structure," Monash Econometrics and Business Statistics Working Papers 42/20, Monash University, Department of Econometrics and Business Statistics.
• Nicholas John Tierney & Dianne Cook & Tania Prvan, 2020. "brolgar: An R package to BRowse Over Longitudinal Data Graphically and Analytically in R," Monash Econometrics and Business Statistics Working Papers 43/20, Monash University, Department of Econometrics and Business Statistics.
• Mariusz & Mirosław Błażej, 2020. "A control function approach to measuring the total factor productivity of enterprises in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 51(3), pages 293-316.
• Patrick Kline & Christopher Walters, 2021. "Reasonable Doubt: Experimental Detection of Job‐Level Employment Discrimination," Econometrica, Econometric Society, vol. 89(2), pages 765-792, March.
  • Patrick M. Kline & Christopher R. Walters, 2020. "Reasonable Doubt: Experimental Detection of Job-Level Employment Discrimination," NBER Working Papers 26861, National Bureau of Economic Research, Inc.
• Michael Gilraine & Jiaying Gu & Robert McMillan, 2020. "A New Method for Estimating Teacher Value-Added," NBER Working Papers 27094, National Bureau of Economic Research, Inc.
• Karl M. Aspelund & Michael C. Droste & James H. Stock & Christopher D. Walker, 2020. "Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland," NBER Working Papers 27528, National Bureau of Economic Research, Inc.
• 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.
  • Bryan S. Graham & Geert Ridder & Petra M. Thiemann & Gema Zamarro, 2020. "Teacher-to-Classroom Assignment and Student Achievement," NBER Working Papers 27543, National Bureau of Economic Research, Inc.
  • Bryan S. Graham & Geert Ridder & Petra Thiemann & Gema Zamarro, 2020. "Teacher-to-classroom assignment and student achievement," CeMMAP working papers CWP36/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Steven T. Berry & Philip A. Haile, 2020. "Nonparametric Identification of Differentiated Products Demand Using Micro Data," NBER Working Papers 27704, National Bureau of Economic Research, Inc.
  • Steven T. Berry & Philip A. Haile, 2022. "Nonparametric Identification of Differentiated Products Demand Using Micro Data," Papers 2204.06637, arXiv.org, revised Apr 2022.
• Rodrigo Adao & Costas Arkolakis & Sharat Ganapati, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," Cowles Foundation Discussion Papers 2265, Cowles Foundation for Research in Economics, Yale University.
  • Rodrigo Adão & Costas Arkolakis & Sharat Ganapati, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," NBER Working Papers 28081, National Bureau of Economic Research, Inc.
  • Rodrigo Adão & Costas Arkolakis & Sharat Ganapati, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," Working Papers 2020-161, Becker Friedman Institute for Research In Economics.
• Dennis Guignet & Christoper Moore & Haoluan Wang, 2020. "Hot Spots, Cold Feet, and Warm Glow: Identifying Spatial Heterogeneity in Willingness to Pay," NCEE Working Paper Series 202001, National Center for Environmental Economics, U.S. Environmental Protection Agency.
• Ghoshal, S. & Bengtzen, M. & Roberts, S., 2020. "Short Memories? The Impact of SEC Enforcement on Insider Leakage," Journal of Law, Finance, and Accounting, now publishers, vol. 5(2), pages 273-305, September.
• Crudu, Federico & Osorio, Felipe, 2020. "Bilinear form test statistics for extremum estimation," Economics Letters, Elsevier, vol. 187(C).
  • Federico Crudu & Felipe Osorio, 2019. "Bilinear form test statistics for extremum estimation," Papers 1912.01410, arXiv.org.
  • Federico Crudu & Felipe Osorio, 2019. "Bilinear form test statistics for extremum estimation," Department of Economics University of Siena 804, Department of Economics, University of Siena.
• Lin, Yingqian & Tu, Yundong, 2020. "Sieve extremum estimation of a semiparametric transformation model," Economics Letters, Elsevier, vol. 189(C).
• Wang, Shaoping & Li, Ang & Wen, Kuangyu & Wu, Ximing, 2020. "Robust kernels for kernel density estimation," Economics Letters, Elsevier, vol. 191(C).
• Polemis, Michael L. & Stengos, Thanasis & Tzeremes, Nickolaos G., 2020. "Advertising expenses and operational performance: Evidence from the global hotel industry," Economics Letters, Elsevier, vol. 192(C).
• Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon, 2020. "Time-varying cointegration with an application to the UK Great Ratios," Economics Letters, Elsevier, vol. 193(C).
• Ouyang, Fu & Yang, Thomas Tao & Zhang, Hanghui, 2020. "Semiparametric identification and estimation of discrete choice models for bundles," Economics Letters, Elsevier, vol. 193(C).
• Mayer, Alexander, 2020. "(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models," Economics Letters, Elsevier, vol. 193(C).
• Fang, Ying & Tang, Shengfang & Cai, Zongwu & Lin, Ming, 2020. "An alternative test for conditional unconfoundedness using auxiliary variables," Economics Letters, Elsevier, vol. 194(C).
• Zhang, Feipeng & Yang, Jiejing & Ye, Min, 2020. "A nonparametric maximum likelihood estimation for biased-sampling data with zero-inflated truncation," Economics Letters, Elsevier, vol. 194(C).
• Dal Bianco, Chiara & Maura, Francesco, 2020. "Education and persistence of earnings shocks," Economics Letters, Elsevier, vol. 196(C).
• Zhang, Erhua & Wu, Jilin, 2020. "Adaptive estimation of AR∞ models with time-varying variances," Economics Letters, Elsevier, vol. 197(C).
• Chang, Yoosoon & Kaufmann, Robert K. & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2020. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Journal of Econometrics, Elsevier, vol. 214(1), pages 274-294.
  • Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2016. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Working Papers 1622, Department of Economics, University of Missouri, revised 17 Sep 2018.
• Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2020. "Autoregressive wild bootstrap inference for nonparametric trends," Journal of Econometrics, Elsevier, vol. 214(1), pages 81-109.
  • Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2017. "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Marina Friedrich & Stephan Smeekes & Jean-Pierre Urbain, 2018. "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Papers 1807.02357, arXiv.org, revised Nov 2019.
• Dalderop, Jeroen, 2020. "Nonparametric filtering of conditional state-price densities," Journal of Econometrics, Elsevier, vol. 214(2), pages 295-325.
• 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).
  • Caio Almeida & Kim Ardison & René Garcia, 2020. "Nonparametric Assessment of Hedge Fund Performance," Post-Print hal-02550789, HAL.
• Fan, Yanqin & Han, Fang & Li, Wei & Zhou, Xiao-Hua, 2020. "On rank estimators in increasing dimensions," Journal of Econometrics, Elsevier, vol. 214(2), pages 379-412.
• Hounyo, Ulrich & Varneskov, Rasmus T., 2020. "Inference for local distributions at high sampling frequencies: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 215(1), pages 1-34.
• Adusumilli, Karun & Kurisu, Daisuke & Otsu, Taisuke & Whang, Yoon-Jae, 2020. "Inference on distribution functions under measurement error," Journal of Econometrics, Elsevier, vol. 215(1), pages 131-164.
  • Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang, "undated". "Inference On Distribution Functions Under Measurement Error," Working Paper Series no108, Institute of Economic Research, Seoul National University.
  • Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang, 2017. "Inference on distribution functions under measurement error," STICERD - Econometrics Paper Series 594, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Chen, Songnian & Wang, Qian, 2020. "Semiparametric estimation of a censored regression model with endogeneity," Journal of Econometrics, Elsevier, vol. 215(1), pages 239-256.
• Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
• Lu, Xiaohui & Zheng, Xu, 2020. "A goodness-of-fit test for copulas based on martingale transformation," Journal of Econometrics, Elsevier, vol. 215(1), pages 84-117.
• Chen, Songnian & Zhang, Hanghui, 2020. "n-prediction of generalized heteroscedastic transformation regression models," Journal of Econometrics, Elsevier, vol. 215(2), pages 305-340.
• Hu, Yingyao & Huang, Guofang & Sasaki, Yuya, 2020. "Estimating production functions with robustness against errors in the proxy variables," Journal of Econometrics, Elsevier, vol. 215(2), pages 375-398.
  • Guofang Huang & Yingyao Hu, 2011. "Estimating production functions with robustness against errors in the proxy variables," CeMMAP working papers CWP35/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Guofang Huang & Yingyao Hu, 2011. "Estimating Production Functions with Robustness Against Errors in the Proxy Variables," Economics Working Paper Archive 583, The Johns Hopkins University,Department of Economics.
• Gao, Wayne Yuan, 2020. "Nonparametric identification in index models of link formation," Journal of Econometrics, Elsevier, vol. 215(2), pages 399-413.
• Li, Z. Merrick & Laeven, Roger J.A. & Vellekoop, Michel H., 2020. "Dependent microstructure noise and integrated volatility estimation from high-frequency data," Journal of Econometrics, Elsevier, vol. 215(2), pages 536-558.
  • Li, Z. M. & Laeven, R. J. A. & Vellekoop, M. H., 2019. "Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data," Cambridge Working Papers in Economics 1952, Faculty of Economics, University of Cambridge.
• Lin, Yingqian & Tu, Yundong & Yao, Qiwei, 2020. "Estimation for double-nonlinear cointegration," Journal of Econometrics, Elsevier, vol. 216(1), pages 175-191.
• Yang, Jui-Chung & Chuang, Hui-Ching & Kuan, Chung-Ming, 2020. "Double machine learning with gradient boosting and its application to the Big N audit quality effect," Journal of Econometrics, Elsevier, vol. 216(1), pages 268-283.
• Vogt, Michael & Linton, Oliver, 2020. "Multiscale clustering of nonparametric regression curves," Journal of Econometrics, Elsevier, vol. 216(1), pages 305-325.
  • Michael Vogt & Oliver Linton, 2018. "Multiscale clustering of nonparametric regression curves," CeMMAP working papers CWP08/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Aït-Sahalia, Yacine & Kalnina, Ilze & Xiu, Dacheng, 2020. "High-frequency factor models and regressions," Journal of Econometrics, Elsevier, vol. 216(1), pages 86-105.
• Luo, Yao, 2020. "Unobserved heterogeneity in auctions under restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 216(2), pages 354-374.
• Lee, Jungyoon & Robinson, Peter M., 2020. "Adaptive inference on pure spatial models," Journal of Econometrics, Elsevier, vol. 216(2), pages 375-393.
• Botosaru, Irene, 2020. "Nonparametric analysis of a duration model with stochastic unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 217(1), pages 112-139.
• Gold, David & Lederer, Johannes & Tao, Jing, 2020. "Inference for high-dimensional instrumental variables regression," Journal of Econometrics, Elsevier, vol. 217(1), pages 79-111.
• Laurent, Sébastien & Shi, Shuping, 2020. "Volatility estimation and jump detection for drift–diffusion processes," Journal of Econometrics, Elsevier, vol. 217(2), pages 259-290.
  • Sébastien Laurent & Shuping Shi, 2018. "Volatility Estimation and Jump Detection for drift-diffusion Processes," AMSE Working Papers 1843, Aix-Marseille School of Economics, France.
  • Sébastien Laurent & Shuping Shi, 2020. "Volatility estimation and jump detection for drift–diffusion processes," Post-Print hal-02909690, HAL.
  • Sébastien Laurent & Shuping Shi, 2018. "Volatility Estimation and Jump Detection for drift-diffusion Processes," Working Papers halshs-01944449, HAL.
• Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020. "Spanning tests for Markowitz stochastic dominance," Journal of Econometrics, Elsevier, vol. 217(2), pages 291-311.
  • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018. "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series 18-08, Swiss Finance Institute.
  • Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018. "Spanning Tests for Markowitz Stochastic Dominance," Papers 1810.10800, arXiv.org.
• Lettau, Martin & Pelger, Markus, 2020. "Estimating latent asset-pricing factors," Journal of Econometrics, Elsevier, vol. 218(1), pages 1-31.
  • Lettau, Martin & Pelger, Markus, 2018. "Estimating Latent Asset-Pricing Factors," CEPR Discussion Papers 12926, C.E.P.R. Discussion Papers.
  • Martin Lettau & Markus Pelger, 2018. "Estimating Latent Asset-Pricing Factors," NBER Working Papers 24618, National Bureau of Economic Research, Inc.
• Fan, Jianqing & Feng, Yang & Xia, Lucy, 2020. "A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models," Journal of Econometrics, Elsevier, vol. 218(1), pages 119-139.
• Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020. "Asymptotic F tests under possibly weak identification," Journal of Econometrics, Elsevier, vol. 218(1), pages 140-177.
  • Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019. "Asymptotic F Tests under Possibly Weak Identification," Working Papers 2019-03-12, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  • Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2019. "Asymptotic F Tests under Possibly Weak Identification," University of California at San Diego, Economics Working Paper Series qt6qk200q8, Department of Economics, UC San Diego.
• Bertanha, Marinho, 2020. "Regression discontinuity design with many thresholds," Journal of Econometrics, Elsevier, vol. 218(1), pages 216-241.
  • BERTANHA, Marinho, 2016. "Regression Discontinuity Design with Many Thresholds," LIDAM Discussion Papers CORE 2016026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Marinho Bertanha, 2021. "Regression Discontinuity Design with Many Thresholds," Papers 2101.01245, arXiv.org.
• Bertanha, Marinho & Moreira, Marcelo J., 2020. "Impossible inference in econometrics: Theory and applications," Journal of Econometrics, Elsevier, vol. 218(2), pages 247-270.
  • Marinho Bertanha & Marcelo J. Moreira, 2016. "Impossible Inference in Econometrics: Theory and Applications," Papers 1612.02024, arXiv.org, revised Feb 2020.
  • Marinho Bertanha & Marcelo Moreira, 2019. "Impossible inference in econometrics: theory and applications," CeMMAP working papers CWP02/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Bertanha, Marinho Angelo & Moreira, Marcelo J., 2017. "Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 787, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Xu, Ke-Li, 2020. "Inference of local regression in the presence of nuisance parameters," Journal of Econometrics, Elsevier, vol. 218(2), pages 532-560.
• Tuvaandorj, Purevdorj, 2020. "Regression discontinuity designs, white noise models, and minimax," Journal of Econometrics, Elsevier, vol. 218(2), pages 587-608.
• Hallin, Marc & La Vecchia, Davide, 2020. "A Simple R-estimation method for semiparametric duration models," Journal of Econometrics, Elsevier, vol. 218(2), pages 736-749.
  • Marc Hallin & Davide La Vecchia, 2017. "A Simple R-Estimation Method for Semiparametric Duration Models," Working Papers ECARES ECARES 2017-01, ULB -- Universite Libre de Bruxelles.
• Gimenes, Nathalie & Guerre, Emmanuel, 2020. "Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids," Journal of Econometrics, Elsevier, vol. 219(1), pages 1-18.
• Sun, Yixiao & Yang, Jingjing, 2020. "Testing-optimal kernel choice in HAR inference," Journal of Econometrics, Elsevier, vol. 219(1), pages 123-136.
• Li, Jia & Liao, Zhipeng, 2020. "Uniform nonparametric inference for time series," Journal of Econometrics, Elsevier, vol. 219(1), pages 38-51.
• Lin, Yingqian & Tu, Yundong, 2020. "Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root," Journal of Econometrics, Elsevier, vol. 219(1), pages 52-65.
• Dalla, Violetta & Giraitis, Liudas & Robinson, Peter M., 2020. "Asymptotic theory for time series with changing mean and variance," Journal of Econometrics, Elsevier, vol. 219(2), pages 281-313.
• Gao, Jiti & Xia, Kai & Zhu, Huanjun, 2020. "Heterogeneous panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 219(2), pages 329-353.
• King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020. "Hypothesis testing based on a vector of statistics," Journal of Econometrics, Elsevier, vol. 219(2), pages 425-455.
  • Maxwell King & Xibin Zhang & Muhammad Akram, 2019. "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers 30/19, Monash University, Department of Econometrics and Business Statistics.
• Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold, 2020. "Robust frontier estimation from noisy data: A Tikhonov regularization approach," Econometrics and Statistics, Elsevier, vol. 14(C), pages 1-23.
  • Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold, 2016. "Robust frontier estimation from noisy data: a Tikhonov regularization approach," TSE Working Papers 16-665, Toulouse School of Economics (TSE), revised Jul 2018.
  • Abdelaati Daouia & Jean-Pierre Florens & Léopold Simar, 2020. "Robust frontier estimation from noisy data: a Tikhonov regularization approach," Post-Print hal-02573853, HAL.
  • Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Leopold, 2016. "Robust frontier estimation from noisy data: a Tikhonov regularization approach," LIDAM Discussion Papers ISBA 2016028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Kourtellos, Andros & Marr, Christa & Tan, Chih Ming, 2020. "Local Intergenerational Mobility," European Economic Review, Elsevier, vol. 126(C).
• Cherchye, Laurens & De Rock, Bram & Griffith, Rachel & O’Connell, Martin & Smith, Kate & Vermeulen, Frederic, 2020. "A new year, a new you? Within-individual variation in food purchases," European Economic Review, Elsevier, vol. 127(C).
• Jones, Andrew M. & Rice, Nigel & Zantomio, Francesca, 2020. "Acute health shocks and labour market outcomes: Evidence from the post crash era," Economics & Human Biology, Elsevier, vol. 36(C).
• Nicolaj N. Mühlbach, 2020. "Tree-based Synthetic Control Methods: Consequences of moving the US Embassy," CREATES Research Papers 2020-04, Department of Economics and Business Economics, Aarhus University.
• J. Eduardo Vera-Valdés, 2021. "Temperature Anomalies, Long Memory, and Aggregation," Econometrics, MDPI, vol. 9(1), pages 1-22, March.
  • J. Eduardo Vera-Valdés, 2020. "Temperature Anomalies, Long Memory, and Aggregation," CREATES Research Papers 2020-16, Department of Economics and Business Economics, Aarhus University.
• Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," ANU Working Papers in Economics and Econometrics 2020-671, Australian National University, College of Business and Economics, School of Economics.
• Fu Ouyang & Thomas Tao Yang & Hanghui Zhang, 2020. "Semiparametric Identification and Estimation of Discrete Choice Models for Bundles," ANU Working Papers in Economics and Econometrics 2020-672, Australian National University, College of Business and Economics, School of Economics.
• Doko Tchatoka, Firmin & Varvaris, Vanessa, 2021. "Neighbourhood, school zoning and the housing market: Evidence from New South Wales," Journal of Housing Economics, Elsevier, vol. 54(C).
  • Firmin Doko Tchatoka & Vanessa Varvaris, 2020. "Neighbourhood, school zoning and the housing market: Evidence from New South Wales," School of Economics Working Papers 2020-07, University of Adelaide, School of Economics.
• Jan Johannes & Anna Simoni & Rudolf Schenk, 2020. "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Annals of Economics and Statistics, GENES, issue 137, pages 83-116.
  • Johannes, Jan & Simoni, Anna & Schenk, Rudolf, 2015. "Adaptive Bayesian estimation in indirect Gaussian sequence space models," LIDAM Discussion Papers ISBA 2015003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Dr. Prof. Johannes & Dr. Simoni & Dr. Schenk, 2020. "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Post-Print hal-02903256, HAL.
• Matthew Polisson & John K.-H. Quah & Ludovic Renou, 2020. "Revealed Preferences over Risk and Uncertainty," American Economic Review, American Economic Association, vol. 110(6), pages 1782-1820, June.
  • Matthew Polisson & John Quah & Ludovic Renou, 2015. "Revealed preferences over risk and uncertainty," IFS Working Papers W15/25, Institute for Fiscal Studies.
  • Matthew Polisson & John K.-H. Quah & Ludovic Renou, 2017. "Revealed preferences over risk and uncertainty," Working Papers 822, Queen Mary University of London, School of Economics and Finance.
• Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
• Lena Malesevic Perovic & Maja Mihaljevic Kosor, 2020. "The Efficiency of Universities in Achieving Sustainable Development Goals," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 22(54), pages 516-516, April.
• Adem Babacan & Sahin Bulut & Neslihan Koc, 2020. "Efficiency Analysis of the Banks Operating in Turkey with AHP based on DEA Method," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 22(55), pages 882-882, August.
• Łukasz Brzezicki, 2020. "The Efficiency of Public and Private Higher Education Institutions in Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 33-51.
  • Brzezicki, Łukasz, 2020. "The Efficiency of Public and Private Higher Education Institutions in Poland," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2020(4), December.
• Roberto Basile & Francesca Licari, 2020. "The spatial extent of network externalities in international migration," Discussion Paper series in Regional Science & Economic Geography 2020-02, Gran Sasso Science Institute, Social Sciences, revised May 2020.
• Becker, Annette & Hottenrott, Hanna & Mukherjee, Anwesha, 2022. "Division of labor in R&D? Firm size and specialization in corporate research," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 1-23.
  • Annette Becker & Hanna Hottenrott & Anwesha Mukherjee, 2020. "Division of Labor in R&D? Firm Size and Specialization in Corporate Research," Munich Papers in Political Economy 03, TUM School of Governance at the Technical University of Munich.
• 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).
• Léopold Simar & Valentin Zelenyuk, 2018. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," CEPA Working Papers Series WP072018, School of Economics, University of Queensland, Australia.
  • Simar, Leopold & Zelenyuk, Valentin, 2020. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Reprints ISBA 2020002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, Leopold & Zelenyuk, Valentin, 2018. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Discussion Papers ISBA 2018020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2021. "Time-varying general dynamic factor models and the measurement of financial connectedness," Journal of Econometrics, Elsevier, vol. 222(1), pages 324-343.
  • Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R., 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," LIDAM Discussion Papers ISBA 2019024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2020. "Time-varying general dynamic factor models and the measurement of financial connectedness," LIDAM Reprints ISBA 2020015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers ECARES 2019-09, ULB -- Universite Libre de Bruxelles.
• 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).
• Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Dispersion estimation; Earnings risk; Censoring; Quantile regression; Occupational choice; Sorting; Risk preferences; SOEP; IABS," ECONtribute Discussion Papers Series 028, University of Bonn and University of Cologne, Germany.
• Kelly P. Murillo & Eugenio M. Rocha, 2020. "Factors Influencing the Economic Behavior of the Food, Beverages and Tobacco Industry: A Case Study for Portuguese Enterprises," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(2), pages 99-121, December.
• 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.
• Oscar Claveria, 2020. "Evolution of business and consumer uncertainty in the midst of the COVID-19 pandemic. A sector analysis in 32 European countries," IREA Working Papers 202012, University of Barcelona, Research Institute of Applied Economics, revised Sep 2020.
  • Oscar Claveria, 2020. "“Evolution of business and consumer uncertainty in the midst of the COVID-19 pandemic. A sector analysis in 32 European countries”," AQR Working Papers 2012004, University of Barcelona, Regional Quantitative Analysis Group, revised Sep 2020.
• Tübbicke Stefan, 2022. "Entropy Balancing for Continuous Treatments," Journal of Econometric Methods, De Gruyter, vol. 11(1), pages 71-89, January.
  • Stefan Tübbicke, 2020. "Entropy Balancing for Continuous Treatments," CEPA Discussion Papers 21, Center for Economic Policy Analysis.
  • Stefan Tubbicke, 2020. "Entropy Balancing for Continuous Treatments," Papers 2001.06281, arXiv.org, revised May 2020.
• Iv'an Fern'andez-Val & Franco Peracchi & Aico van Vuuren & Francis Vella, 2020. "Hours Worked and the U.S. Distribution of Real Annual Earnings 1976-2019," Papers 2002.11211, arXiv.org, revised Nov 2021.
• Richard S.J. Tol, 2020. "Kernel density decomposition with an application to the social cost of carbon," Working Paper Series 0720, Department of Economics, University of Sussex Business School.
  • Richard S. J. Tol, 2020. "Kernel density decomposition with an application to the social cost of carbon," Papers 2003.09276, arXiv.org.
• 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.
  • Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020. "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers 2004.02670, arXiv.org.
• Timothy B. Armstrong & Michal Koles'ar & Mikkel Plagborg-M{o}ller, 2020. "Robust Empirical Bayes Confidence Intervals," Papers 2004.03448, arXiv.org, revised May 2022.
  • Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg-Møller, 2021. "Robust Empirical Bayes Confidence Intervals," Working Papers 2021-19, Princeton University. Economics Department..
• Manski, Charles F. & Molinari, Francesca, 2021. "Estimating the COVID-19 infection rate: Anatomy of an inference problem," Journal of Econometrics, Elsevier, vol. 220(1), pages 181-192.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," CeMMAP working papers CWP20/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," Papers 2004.06178, arXiv.org.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," NBER Working Papers 27023, National Bureau of Economic Research, Inc.
• Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro, 2020. "Loss Aversion and the Welfare Ranking of Policy Interventions," IZA Discussion Papers 13176, Institute of Labor Economics (IZA).
  • Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020. "Loss aversion and the welfare ranking of policy interventions," Papers 2004.08468, arXiv.org, revised Aug 2021.
• Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021. "Diffusion copulas: Identification and estimation," Journal of Econometrics, Elsevier, vol. 221(2), pages 616-643.
  • Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," CREATES Research Papers 2018-20, Department of Economics and Business Economics, Aarhus University.
  • Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2020. "Diffusion Copulas: Identification and Estimation," Papers 2005.03513, arXiv.org.
  • Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," Working Papers 20184, University of Liverpool, Department of Economics.
• 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.
• Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2020. "What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC," Papers 2006.06274, arXiv.org, revised Feb 2022.
  • Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2021. "What drives inflation and how? Evidence from additive mixed models selected by cAIC," Working Papers 2021-12, Swiss National Bank.
• Bryan S. Graham & Geert Ridder & Petra M. Thiemann & Gema Zamarro, 2020. "Teacher-to-Classroom Assignment and Student Achievement," NBER Working Papers 27543, National Bureau of Economic Research, Inc.
  • 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.
  • Bryan S. Graham & Geert Ridder & Petra Thiemann & Gema Zamarro, 2020. "Teacher-to-classroom assignment and student achievement," CeMMAP working papers CWP36/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares," Papers 2008.05507, arXiv.org, revised Apr 2021.
• Goller, Daniel, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Economics Working Paper Series 2013, University of St. Gallen, School of Economics and Political Science.
  • Daniel Goller, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Papers 2008.07165, arXiv.org.
• Callaway, Brantly, 2021. "Bounds on distributional treatment effect parameters using panel data with an application on job displacement," Journal of Econometrics, Elsevier, vol. 222(2), pages 861-881.
  • Brantly Callaway, 2020. "Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement," Papers 2008.08117, arXiv.org.
• Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao, 2020. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers 34/20, Monash University, Department of Econometrics and Business Statistics.
  • Lina Zhang & David T. Frazier & D. S. Poskitt & Xueyan Zhao, 2020. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Papers 2009.02642, arXiv.org, revised Nov 2021.
  • Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao, 2021. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers 21/21, Monash University, Department of Econometrics and Business Statistics.
• 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.
• Hiroyuki Kasahara & Yoichi Sugita, 2020. "Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data," CESifo Working Paper Series 8667, CESifo.
  • Hiroyuki Kasahara & Yoichi Sugita, 2020. "Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data," Papers 2011.00143, arXiv.org.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," PIER Working Paper Archive 20-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," Papers 2011.03153, arXiv.org, revised Dec 2020.
• Bryan S. Graham & Fengshi Niu & James L. Powell, 2020. "Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression," Papers 2012.08444, arXiv.org, revised Mar 2021.
  • Bryan S. Graham & Fengshi Niu & James L. Powell, 2021. "Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression," NBER Working Papers 28548, National Bureau of Economic Research, Inc.
• 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.
• Christian Peitz & Yuanhua Feng & Bernard M. Gilroy & Nico Stoeckmann, 2020. "The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(4), pages 427-438, April.
• Luchezar D. Borisov, 2020. "The impact of mergers and acquisitions on the efficiency of banks in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 66-85.
• Jason Allen & Jakub Kastl & Milena Wittwer, 2020. "Primary Dealers and the Demand for Government Debt," Working Papers 2020-27, Princeton University. Economics Department..
  • Jason Allen & Jakub Kastl & Milena Wittwer, 2020. "Primary Dealers and the Demand for Government Debt," Staff Working Papers 20-29, Bank of Canada.
• Ryan Martin, 2020. "Identifying Consumer-Welfare Changes when Online Search Platforms Change Their List of Search Results," Staff Working Papers 20-5, Bank of Canada.
• Villamizar-Villegas, Mauricio & Pinzón-Puerto, Freddy A. & Ruiz-Sánchez, María Alejandra, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Working papers 38, Red Investigadores de Economía.
  • Mauricio Villamizar-Villegas & Freddy A. Pinzón-Puerto & María Alejandra Ruiz-Sánchez, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Borradores de Economia 1112, Banco de la Republica de Colombia.
• 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," Working Papers 2020-16, Becker Friedman Institute for Research In Economics.
  • Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2020. "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," CReAM Discussion Paper Series 2008, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London.
  • 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, 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.
• Rodrigo Adão & Costas Arkolakis & Sharat Ganapati, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," NBER Working Papers 28081, National Bureau of Economic Research, Inc.
  • Rodrigo Adão & Costas Arkolakis & Sharat Ganapati, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," Working Papers 2020-161, Becker Friedman Institute for Research In Economics.
  • Rodrigo Adao & Costas Arkolakis & Sharat Ganapati, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," Cowles Foundation Discussion Papers 2265, Cowles Foundation for Research in Economics, Yale University.
• Panos Toulis, 2020. "Estimation of COVID-19 Prevalence from Serology Tests: A Partial Identification Approach," Working Papers 2020-54_Revised, Becker Friedman Institute for Research In Economics.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series 2020-08, Federal Reserve Bank of San Francisco.
  • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers 1158, Barcelona Graduate School of Economics.
  • Hoesch, Lukas & Rossi, Barbara & Sekhposyan, Tatevik, 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," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
• Régis Barnichon & Geert Mesters, 2020. "Testing Macroeconomic Policies with Sufficient Statistics," Working Papers 1171, Barcelona Graduate School of Economics.
• Brent Kreider & John V. Pepper & Manan Roy, 2020. "Does The Women, Infants, And Children Program Improve Infant Health Outcomes?," Economic Inquiry, Western Economic Association International, vol. 58(4), pages 1731-1756, October.
• Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2020. "Oil and Fiscal Policy Regimes," Working Papers No 11/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2021. "Oil and fiscal policy regimes," CAMA Working Papers 2021-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• 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 Nov 2021.
• Songnian Chen & Shakeeb Khan & Xun Tang, 2020. "Dummy Endogenous Variables in Weakly Separable Multiple Index Models without Monotonicity," Boston College Working Papers in Economics 996, Boston College Department of Economics.
• Kyoo il Kim & Jin Ho Park, 2020. "Aggregate Productivity Growth and Firm Dynamics in Korean Manufacturing 2007-2017," Working Papers 2020-9, Economic Research Institute, Bank of Korea.
• Igor Fedotenkov, 2020. "A Review of More than One Hundred Pareto-Tail Index Estimators," Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.
  • Fedotenkov, Igor, 2018. "A review of more than one hundred Pareto-tail index estimators," MPRA Paper 90072, University Library of Munich, Germany.
• Barnett William A. & Jawadi Fredj & Ftiti Zied, 2020. "Causal relationships between inflation and inflation uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-26, December.
  • William Barnett & Zied Ftiti & Fredj Jawadi, 2018. "The Causal Relationships between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201803, University of Kansas, Department of Economics, revised Mar 2018.
  • William Barnett & Fredj Jawadi & Zied Ftiti, 2020. "Causal Relationships Between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202010, University of Kansas, Department of Economics, revised Jul 2020.
  • Barnett, William A. & Jawadi, Fredj & Ftiti, Zied, 2020. "Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper 101682, University Library of Munich, Germany.
  • Barnett, William & Ftiti, Zied & Jawadi, Fredj, 2018. "The Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper 86478, University Library of Munich, Germany.
• Connor, G. & Li, S. & Linton, O., 2020. "A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection," Cambridge Working Papers in Economics 20103, Faculty of Economics, University of Cambridge.
• Lee, K. & Linton, O. & Whang, Y-J., 2020. "Testing for Time Stochastic Dominance," Cambridge Working Papers in Economics 20121, Faculty of Economics, University of Cambridge.
• Ge, S. & Li, S. & Linton, O., 2020. "A Dynamic Network of Arbitrage Characteristics," Cambridge Working Papers in Economics 2060, Faculty of Economics, University of Cambridge.
• Escanciano, Juan Carlos & Hoderlein, Stefan & Lewbel, Arthur & Linton, Oliver & Srisuma, Sorawoot, 2021. "Nonparametric Euler Equation Identification And Estimation," Econometric Theory, Cambridge University Press, vol. 37(5), pages 851-891, October.
  • Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2010. "Nonparametric Euler Equation Identification and Estimation," Boston College Working Papers in Economics 757, Boston College Department of Economics, revised 15 Mar 2020.
  • Escanciano, J C. & Hoderlein, S. & Lewbel, A. & Linton, O. & Srisuma, S., 2020. "Nonparametric Euler Equation Identi?cation and Estimation," Cambridge Working Papers in Economics 2064, Faculty of Economics, University of Cambridge.
  • Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2015. "Nonparametric Euler equation identification and estimation," CeMMAP working papers CWP61/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton, 2015. "Nonparametric Euler Equation Identification andEstimation," Cambridge Working Papers in Economics 1560, Faculty of Economics, University of Cambridge.
• Kaspar Wüthrich, 2020. "A Comparison of Two Quantile Models With Endogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 443-456, April.
  • Kaspar Wüthrich, 2014. "A Comparison of two Quantile Models with Endogeneity," Diskussionsschriften dp1408, Universitaet Bern, Departement Volkswirtschaft.
  • Wuthrich, Kaspar, 2020. "A Comparison of Two Quantile Models With Endogeneity," University of California at San Diego, Economics Working Paper Series qt0q43931f, Department of Economics, UC San Diego.
• Karun Adusumilli & Taisuke Otsu & Chen Qiu, 2020. "Reweighted nonparametric likelihood inference for linear functionals," STICERD - Econometrics Paper Series 614, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Nadia Fiorino & Nicola Pontarollo & Roberto Ricciuti, 2020. "A Note on Detecting Dividing Lines in Turnout: Spatial Dependence and Heterogeneity in the 2012 US Presidential Election," CESifo Working Paper Series 8167, CESifo.
• 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.
  • 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.
• Hiroyuki Kasahara & Yoichi Sugita, 2020. "Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data," Papers 2011.00143, arXiv.org.
  • Hiroyuki Kasahara & Yoichi Sugita, 2020. "Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data," CESifo Working Paper Series 8667, CESifo.
• Katrine Marie Jakobsen & Jakob Egholt Søgaard, 2020. "Identifying Behavioral Responses to Tax Reforms: New Insights and a New Approach," CESifo Working Paper Series 8686, CESifo.
• 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.
  • 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, 2021. "Structural Tax Reforms and Public Spending Efficiency," Open Economies Review, Springer, vol. 32(5), pages 1017-1061, November.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "Structural Tax Reforms and Public Spending Efficiency," Working Papers REM 2020/0146, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "Structural Tax Reforms and Public Spending Efficiency," EconPol Working Paper 51, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• 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.
• Bhandari, Avishek, 2020. "Long memory and fractality among global equity markets: A multivariate wavelet approach," MPRA Paper 99653, University Library of Munich, Germany.
• Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric, 2021. "Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach," Finance Research Letters, Elsevier, vol. 38(C).
  • Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020. "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers 202008, University of Pretoria, Department of Economics.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020. "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers 202040, University of Pretoria, Department of Economics.
  • Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021. "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers 2-2021, Copenhagen Business School, Department of Economics.
• 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.
• Jason Allen & Jakub Kastl & Milena Wittwer, 2020. "Primary Dealers and the Demand for Government Debt," Staff Working Papers 20-29, Bank of Canada.
  • Jason Allen & Jakub Kastl & Milena Wittwer, 2020. "Primary Dealers and the Demand for Government Debt," Working Papers 2020-27, Princeton University. Economics Department..
• Elisangela Luzia Araujo, & Eliane Cristina de Araujo & Mateus Ramalho da Fonseca & Pedro Perfeito da Silva, 2020. "Inflation Targets Regime and global financial cycle: An assessment for the Brazilian economy," PSL Quarterly Review, Economia civile, vol. 73(292), pages 27-49.
• Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Discrete Choice Models for Bundles," Discussion Papers Series 625, School of Economics, University of Queensland, Australia.
• Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Discussion Papers Series 626, School of Economics, University of Queensland, Australia.
• Hideyuki Mizobuchi & Valentin Zelenyuk, 2021. "Quadratic-mean-of-order-r indexes of output, input and productivity," Journal of Productivity Analysis, Springer, vol. 56(2), pages 133-138, December.
  • Hideyuki Mizobuchi & Valentin Zelenyuk, 2020. "Quadratic-mean-of-order-r Indexes of Output, Input and Productivity," CEPA Working Papers Series WP032020, School of Economics, University of Queensland, Australia.
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2021. "Predicting recessions with a frontier measure of output gap: an application to Italian economy," Empirical Economics, Springer, vol. 60(6), pages 2701-2740, June.
  • Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2020. "Predicting Recessions with a Frontier Measure of Output Gap: An Application to Italian Economy," CEPA Working Papers Series WP102020, School of Economics, University of Queensland, Australia.
  • Mastromarco, Camilla & Simar, Léopold & Zelenyuk, Valentin, 2021. "Predicting recessions with a frontier measure of output gap: an application to Italian economy," LIDAM Reprints ISBA 2021010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2021. "Time-varying instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 224(2), pages 394-415.
  • Giraitis, Liudas & kapetanios, george & Marcellino, Massimiliano, 2020. "Time-Varying Instrumental Variable Estimation," CEPR Discussion Papers 15210, C.E.P.R. Discussion Papers.
  • Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020. "Time-Varying Instrumental Variable Estimation," Working Papers 911, Queen Mary University of London, School of Economics and Finance.
• Egger, Peter H. & Ehrlich, Maximilian v. & Nelson, Douglas R., 2020. "The trade effects of skilled versus unskilled migration," Journal of Comparative Economics, Elsevier, vol. 48(2), pages 448-464.
  • Egger, Peter & Nelson, Doug R & von Ehrlich, Maximilian, 2012. "The Trade Effects of Skilled versus Unskilled Migration," CEPR Discussion Papers 9053, C.E.P.R. Discussion Papers.
  • Peter H. Egger, Maximilian v. Ehrlich, Douglas R. Nelson, 2020. "The trade effects of skilled versus unskilled migration," Diskussionsschriften credresearchpaper31, Universitaet Bern, Departement Volkswirtschaft - CRED.
• Mauricio Villamizar-Villegas & Freddy A. Pinzón-Puerto & María Alejandra Ruiz-Sánchez, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Borradores de Economia 1112, Banco de la Republica de Colombia.
  • Villamizar-Villegas, Mauricio & Pinzón-Puerto, Freddy A. & Ruiz-Sánchez, María Alejandra, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Working papers 38, Red Investigadores de Economía.
• Taheri, Abouzar & Nessabian, Shahriyar & Moghaddasi, Reza & Arbabi, Farzin & Damankeshideh, Marjan, 2020. "Business Cycles in Some Selected Oil Producing Countries: Iran versus Three OECD Members," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 27(1), pages 52-74, June.
• Almeida, Alexandre Nunes & Amorim, Domingos Isaias Maia & Azzoni, Carlos Roberto & Tabosa, Francisco José Silva & Chagas, André Luiz Squarize, 2020. "Gastos Domiciliares nas Regiões Metropolitanas: Uma Análise não Paramétrica Kernel usando Dados de Pseudo-Painel," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 14(4), pages 574-600.
• Calle Rivera, Denise Andrea & Delgadillo Chavarría, Carlos Bruno, 2020. "Análisis sobre la suscripción de la unión aduanera de la Comunidad Andina: creación y desviación comercial (1967-2017)," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC-UCB), Universidad Católica Boliviana, issue 34, pages 131-173, November.
• Su, Liangjun & Wang, Xia, 2020. "Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101]," Economics and Statistics Working Papers 8-2020, Singapore Management University, School of Economics.
• Jiang, Liang & Liu, Xiaobin & Zhang, Yichong, 2020. "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Economics and Statistics Working Papers 15-2020, Singapore Management University, School of Economics.
• Panayiotis Tzeremes, 2020. "Productivity, efficiency and firm’s market value: Microeconomic evidence from multinational corporations," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 95-105.
• Abdulai Adams & Bedru Balana & Nicole Lefore, 2020. "Efficiency of Small-scale Irrigation Farmers in Northern Ghana: A Data Envelopment Analysis Approach," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 14(3), pages 332-352, August.
• Augusto Cerqua & Guido Pellegrini, 2020. "Labor mobility effects of a firm-level shock," Working Papers 1/20, Sapienza University of Rome, DISS.
• Araujo, Julia P. & Rodrigues, Mauro, 2020. "Evidence on search costs under hyperinflation in Brazil: The effect of Plano Real," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 40(1), August.
  • Julia P Araujo & Mauro Rodrigues, 2020. "Evidence on search costs under hyperinflation in Brazil: the effect of Plano Real," Working Papers, Department of Economics 2020_09, University of São Paulo (FEA-USP).
• Kristina Stefanova & Nikolay Velichkov, 2020. "Analysis of the Efficiency of Tertiary Education Expenditure in European Union Member States from Central and Eastern Europe: An Efficiency Frontier Approach," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 18(1), pages 115-128.
• Ichraf Ouechtati, 2020. "Institutions and foreign direct investment: A Panel VAR approach," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 9(2), pages 55-70, December.
• Antoine, Bertille & Dovonon, Prosper, 2021. "Robust estimation with exponentially tilted Hellinger distance," Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
  • Bertille Antoine & Prosper Dovonon, 2017. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp17-15, Department of Economics, Simon Fraser University.
  • Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
  • Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp18-06, Department of Economics, Simon Fraser University.
  • Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation with Exponentially Tilted Hellinger Distance," CIRANO Working Papers 2018s-38, CIRANO.
• Jan Hagemejer & Joanna Tyrowicz, 2020. "A New Instrument for Measuring the Local Causal Effect of Privatisation on Firm Performance," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 35-52.
  • Jan Hagemejer & Joanna Tyrowicz, 2019. "A new instrument for measuring the local causal effect of privatization on firm performance," GRAPE Working Papers 38, GRAPE Group for Research in Applied Economics.
• Brzezicki, Łukasz, 2020. "The Efficiency of Public and Private Higher Education Institutions in Poland," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2020(4), December.
  • Łukasz Brzezicki, 2020. "The Efficiency of Public and Private Higher Education Institutions in Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 33-51.
• Sungwon Lee, 2020. "Nonparametric Identication and Estimation of Panel Quantile Models with Sample Selection," Working Papers 2012, Research Institute for Market Economy, Sogang University.
• Sungwon Lee & Joon H. Ro, 2020. "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers 2013, Research Institute for Market Economy, Sogang University.
• Hao Dong & Luke Taylor, 2020. "Nonparametric Significance Testing in Measurement Error Models," Departmental Working Papers 2003, Southern Methodist University, Department of Economics.
• Gökçe MANAVGAT & Ayhan DEMİRCİ, 2020. "Decentralization Matter of Healthcare and Effect on Regional Healthcare Efficiency: Evidence from Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(44).
• Araujo, Julia P. & Rodrigues, Mauro, 2020. "Evidence on search costs under hyperinflation in Brazil: The effect of Plano Real," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 40(1), August.
  • Julia P Araujo & Mauro Rodrigues, 2020. "Evidence on search costs under hyperinflation in Brazil: the effect of Plano Real," Working Papers, Department of Economics 2020_09, University of São Paulo (FEA-USP).
• Michele Fioretti, 2020. "Social Responsibility and Firm's Objectives," Sciences Po publications 2020-01, Sciences Po.
  • Michele Fioretti, 2020. "Social Responsibility and Firm's Objectives," Sciences Po Economics Discussion Papers 2020-01, Sciences Po Departement of Economics.
• Michele Fioretti, 2020. "Social Responsibility and Firm's Objectives," Sciences Po Economics Discussion Papers 2020-01, Sciences Po Departement of Economics.
  • Michele Fioretti, 2020. "Social Responsibility and Firm's Objectives," Sciences Po publications 2020-01, Sciences Po.
• Andrés Vallone & Coro Chasco, 2020. "Spatiotemporal methods for analysis of urban system dynamics: an application to Chile," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 421-454, April.
• Yuheng Ling, 2020. "Time, space and hedonic prediction accuracy: evidence from Corsican apartment markets," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 367-388, April.
• Joanna Bruzda, 2020. "Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(1), pages 309-336, March.
• Henryk Gurgul & Milena Suliga, 2020. "Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(3), pages 869-904, September.
• Alexander Jakob Dautel & Wolfgang Karl Härdle & Stefan Lessmann & Hsin-Vonn Seow, 2020. "Forex exchange rate forecasting using deep recurrent neural networks," Digital Finance, Springer, vol. 2(1), pages 69-96, September.
  • Dautel, Alexander J. & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2019. "Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks," IRTG 1792 Discussion Papers 2019-008, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Dautel, Alexander Jakob & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2020. "Forex exchange rate forecasting using deep recurrent neural networks," IRTG 1792 Discussion Papers 2020-006, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• 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 CIEF 017304, 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.
  • Egger, Peter & Nelson, Doug R & von Ehrlich, Maximilian, 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," 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, 2020. "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: Tong Li & M. Hashem Pesaran & Dek Terrell (ed.), Essays in Honor of Cheng Hsiao, volume 41, pages 217-253, Emerald Publishing Ltd.
  • 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: Simon Grima & Engin Boztepe & Peter J. Baldacchino (ed.), Contemporary Issues in Audit Management and Forensic Accounting, volume 102, pages 1-10, Emerald Publishing Ltd.
• Vipin Valiyattoor & Anup Kumar Bhandari, 2020. "Conventional procedurevis-à-vis bootstrap-based corrections of efficiency analyses," Indian Growth and Development Review, Emerald Group Publishing, vol. 13(3), pages 505-536, January.
• 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 Brazil?," Journal of Economic Studies, Emerald Group Publishing, vol. 47(1), pages 64-90, March.
• Francesco Andreoli & Arnaud Lefranc & Vincenzo Prete, 2020. "Rising Educational Attainment and Opportunity Equalization: Evidence from France," Research on Economic Inequality, in: Juan Gabriel Rodríguez & John A. Bishop (ed.), Inequality, Redistribution and Mobility, volume 28, pages 123-149, Emerald Publishing Ltd.
• 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.
• Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021. "Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
  • Serdengecti, Suleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2020. "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," MPRA Paper 105162, University Library of Munich, Germany, revised Jan 2021.
  • Suleyman Serdengeçti & Ahmet Sensoy & Duc Khuong Nguyen, 2020. "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," Working Papers 2020-006, Department of Research, Ipag Business School.
• Calogero Guccio & Marco Ferdinando Martorana & Isidoro Mazza & Giacomo Pignataro & Ilde Rizzo, 2020. "Is innovation in ICT valuable for the efficiency of Italian museums?," ACEI Working Paper Series AWP-01-2020, Association for Cultural Economics International, revised Dec 2020.
  • Calogero Guccio & Marco Ferdinando Martorana & Isidoro Mazza & Giacomo Pignataro & Ilde Rizzo, 2020. "Is innovation in ICT valuable for the efficiency of Italian museums?," Working papers 95, Società Italiana di Economia Pubblica.
• Oscar Claveria, 2020. "“Evolution of business and consumer uncertainty in the midst of the COVID-19 pandemic. A sector analysis in 32 European countries”," AQR Working Papers 2012004, University of Barcelona, Regional Quantitative Analysis Group, revised Sep 2020.
  • Oscar Claveria, 2020. "Evolution of business and consumer uncertainty in the midst of the COVID-19 pandemic. A sector analysis in 32 European countries," IREA Working Papers 202012, University of Barcelona, Research Institute of Applied Economics, revised Sep 2020.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Structural Tax Reforms and Public Spending Efficiency," Open Economies Review, Springer, vol. 32(5), pages 1017-1061, November.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "Structural Tax Reforms and Public Spending Efficiency," EconPol Working Paper 51, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "Structural Tax Reforms and Public Spending Efficiency," Working Papers REM 2020/0146, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• 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.
• Otávio Bartalotti & Quentin Brummet & Steven Dieterle, 2021. "A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 833-848, July.
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven, 2019. "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," ISU General Staff Papers 201905170700001045, Iowa State University, Department of Economics.
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven, 2020. "A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable," ISU General Staff Papers 202004020700001701, Iowa State University, Department of Economics.
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven G., 2019. "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," IZA Discussion Papers 12366, Institute of Labor Economics (IZA).
• He, Yang & Bartalotti, Otávio, 2019. "Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals," IZA Discussion Papers 12801, Institute of Labor Economics (IZA).
  • He, Yang & Bartalotti, Otávio, 2020. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 202005010700001071, Iowa State University, Department of Economics.
  • He, Yang & Bartalotti, Otávio, 2019. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 201903010800001071, Iowa State University, Department of Economics.
• Fernández-Val, Iván & Peracchi, Franco & van Vuuren, Aico & Vella, Francis, 2020. "Hours Worked and the U.S. Distribution of Real Annual Earnings 1976–2016," IZA Discussion Papers 13016, Institute of Labor Economics (IZA).
• Liu, Ding & Millimet, Daniel L., 2020. "Bounding the Joint Distribution of Disability and Employment with Contaminated Data," IZA Discussion Papers 13020, Institute of Labor Economics (IZA).
• Marc Beltempo & Georges Bresson & Jean-Michel Etienne & Guy Lacroix, 2020. "Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model," CIRANO Working Papers 2020s-15, CIRANO.
  • Beltempo, Marc & Bresson, Georges & Etienne, Jean-Michel & Lacroix, Guy, 2020. "Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model," IZA Discussion Papers 13046, Institute of Labor Economics (IZA).
• Marc Beltempo & Georges Bresson & Guy Lacroix, 2020. "Using Machine Learning to Predict Nosocomial Infections and Medical Accidents in a NICU," CIRANO Working Papers 2020s-21, CIRANO.
  • Beltempo, Marc & Bresson, Georges & Lacroix, Guy, 2020. "Using Machine Learning to Predict Nosocomial Infections and Medical Accidents in a NICU," IZA Discussion Papers 13099, Institute of Labor Economics (IZA).
• Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020. "Loss aversion and the welfare ranking of policy interventions," Papers 2004.08468, arXiv.org, revised Aug 2021.
  • Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro, 2020. "Loss Aversion and the Welfare Ranking of Policy Interventions," IZA Discussion Papers 13176, Institute of Labor Economics (IZA).
• Denni Tommasi & Lina Zhang, 2020. "Bounding Program Benefits When Participation is Misreported," Monash Econometrics and Business Statistics Working Papers 24/20, Monash University, Department of Econometrics and Business Statistics.
  • Tommasi, Denni & Zhang, Lina, 2020. "Bounding Program Benefits When Participation Is Misreported," IZA Discussion Papers 13430, Institute of Labor Economics (IZA).
• Biewen, Martin & Kugler, Philipp, 2021. "Two-stage least squares random forests with an application to Angrist and Evans (1998)," Economics Letters, Elsevier, vol. 204(C).
  • Biewen, Martin & Kugler, Philipp, 2020. "Two-Stage Least Squares Random Forests with an Application to Angrist and Evans (1998)," IZA Discussion Papers 13613, Institute of Labor Economics (IZA).
• 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.
  • 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, 2021. "Informational Content of Factor Structures in Simultaneous Binary Response Models," NBER Working Papers 28327, National Bureau of Economic Research, Inc.
  • 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.
• Minzhi Wu & Emili Tortosa-Ausina, 2020. "Bank Diversification and Focus in Disruptive Times: China, 2007–2018," Working Papers 2020/21, Economics Department, Universitat Jaume I, Castellón (Spain).
• Shengfang Tang & Zongwu Cai & Ying Fang & Ming Lin, 2020. "A New Quantile Treatment Effect Model for Studying Smoking Effect on Birth Weight During Mother's Pregnancy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202003, University of Kansas, Department of Economics, revised Feb 2020.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2020. "Testing Unconfoundedness Assumption Using Auxiliary Variables," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202004, University of Kansas, Department of Economics, revised Feb 2020.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2020. "Inferences for Partially Conditional Quantile Treatment Effect Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202005, University of Kansas, Department of Economics, revised Feb 2020.
• Zongwu Cai & Ying Fang & Qiuhua Xu, 2020. "Testing Capital Asset Pricing Models using Functional-Coefficient Panel Data Models with Cross-Sectional Dependence," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202009, University of Kansas, Department of Economics, revised Jul 2020.
• Barnett William A. & Jawadi Fredj & Ftiti Zied, 2020. "Causal relationships between inflation and inflation uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-26, December.
  • William Barnett & Zied Ftiti & Fredj Jawadi, 2018. "The Causal Relationships between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201803, University of Kansas, Department of Economics, revised Mar 2018.
  • William Barnett & Fredj Jawadi & Zied Ftiti, 2020. "Causal Relationships Between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202010, University of Kansas, Department of Economics, revised Jul 2020.
  • Barnett, William A. & Jawadi, Fredj & Ftiti, Zied, 2020. "Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper 101682, University Library of Munich, Germany.
  • Barnett, William & Ftiti, Zied & Jawadi, Fredj, 2018. "The Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper 86478, University Library of Munich, Germany.
• Zongwu Cai & Ted Juhl, 2020. "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202013, University of Kansas, Department of Economics, revised Aug 2020.
• Zongwu Cai & Chaoqun Ma & Xianhua Mi, 2020. "Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202016, University of Kansas, Department of Economics, revised Sep 2020.
• Zongwu Cai & Xiyuan Liu, 2020. "A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202017, University of Kansas, Department of Economics, revised Oct 2020.
• Zongwu Cai & Xiyuan Liu, 2020. "A Nonparametric Dynamic Network via Multivariate Quantile Autoregressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202209, University of Kansas, Department of Economics, revised Mar 2022.
• Masahiro Tanaka, 2020. "Bayesian Inference of Local Projections with Roughness Penalty Priors," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 629-651, February.
• Philip Hans Franses & Thomas Wiemann, 2020. "Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 59-75, June.
• Sushanta Mallick & Aarti Rughoo & Nickolaos G. Tzeremes & Wei Xu, 2020. "Technological Change and Catching-Up in the Indian Banking Sector: A Time-Dependent Nonparametric Frontier Approach," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 217-237, June.
• Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," De Economist, Springer, vol. 168(4), pages 519-540, December.
  • Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C., 2012. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," IZA Discussion Papers 6447, Institute of Labor Economics (IZA).
  • Daniel Pollmann & Thomas Dohmen & Franz Palm, 2013. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," SOEPpapers on Multidisciplinary Panel Data Research 572, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Indrani Chakraborty, 2020. "Debt financing and market concentration in an emerging economy: firm-level evidence from India," Economic Change and Restructuring, Springer, vol. 53(3), pages 451-474, August.
• Diogo Cunha Ferreira & Alexandre Morais Nunes & Rui Cunha Marques, 2020. "Operational efficiency vs clinical safety, care appropriateness, timeliness, and access to health care," Journal of Productivity Analysis, Springer, vol. 53(3), pages 355-375, June.
• Richard Gearhart & Nyakundi Michieka, 2020. "A non-parametric investigation of supply side factors and healthcare efficiency in the U.S," Journal of Productivity Analysis, Springer, vol. 54(1), pages 59-74, August.
• Jeffrey P. Cohen & Cletus C. Coughlin & Jeffrey Zabel, 2020. "Time-Geographically Weighted Regressions and Residential Property Value Assessment," The Journal of Real Estate Finance and Economics, Springer, vol. 60(1), pages 134-154, February.
  • Jeffrey P. Cohen & Cletus C. Coughlin & Jeffrey Zabel, 2019. "Time-Geographically Weighted Regressions and Residential Property Value Assessment," Working Papers 2019-5, Federal Reserve Bank of St. Louis.
• Maxim Ulrich & Simon Walther, 2020. "Option-implied information: What’s the vol surface got to do with it?," Review of Derivatives Research, Springer, vol. 23(3), pages 323-355, October.
• Marcela Parada-Contzen, 2020. "Crowding-out in savings decisions, portfolio default adoption and home ownership: evidence from the Chilean retirement system," Review of Economics of the Household, Springer, vol. 18(2), pages 543-569, June.
• Dimitrios Koutmos & Bochen Wu & Qi Zhang, 2020. "In search of winning mutual funds in the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 589-616, February.
• 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 2015 - 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.
  • 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, IAR, Shanghai University of Finance and Economics, 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, IAR, Shanghai University of Finance and Economics, vol. 15(2), pages 179-210, June.
• 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.
  • Hoesch, Lukas & Rossi, Barbara & Sekhposyan, Tatevik, 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 Graduate School of Economics.
• 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.
• 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).
  • Caio Almeida & Kim Ardison & René Garcia, 2020. "Nonparametric Assessment of Hedge Fund Performance," Post-Print hal-02550789, HAL.
• Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold, 2020. "Robust frontier estimation from noisy data: A Tikhonov regularization approach," Econometrics and Statistics, Elsevier, vol. 14(C), pages 1-23.
  • Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold, 2016. "Robust frontier estimation from noisy data: a Tikhonov regularization approach," TSE Working Papers 16-665, Toulouse School of Economics (TSE), revised Jul 2018.
  • Abdelaati Daouia & Jean-Pierre Florens & Léopold Simar, 2020. "Robust frontier estimation from noisy data: a Tikhonov regularization approach," Post-Print hal-02573853, HAL.
  • Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Leopold, 2016. "Robust frontier estimation from noisy data: a Tikhonov regularization approach," LIDAM Discussion Papers ISBA 2016028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Jan Johannes & Anna Simoni & Rudolf Schenk, 2020. "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Annals of Economics and Statistics, GENES, issue 137, pages 83-116.
  • Johannes, Jan & Simoni, Anna & Schenk, Rudolf, 2015. "Adaptive Bayesian estimation in indirect Gaussian sequence space models," LIDAM Discussion Papers ISBA 2015003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Dr. Prof. Johannes & Dr. Simoni & Dr. Schenk, 2020. "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Post-Print hal-02903256, HAL.
• Laurent, Sébastien & Shi, Shuping, 2020. "Volatility estimation and jump detection for drift–diffusion processes," Journal of Econometrics, Elsevier, vol. 217(2), pages 259-290.
  • Sébastien Laurent & Shuping Shi, 2018. "Volatility Estimation and Jump Detection for drift-diffusion Processes," AMSE Working Papers 1843, Aix-Marseille School of Economics, France.
  • Sébastien Laurent & Shuping Shi, 2020. "Volatility estimation and jump detection for drift–diffusion processes," Post-Print hal-02909690, HAL.
  • Sébastien Laurent & Shuping Shi, 2018. "Volatility Estimation and Jump Detection for drift-diffusion Processes," Working Papers halshs-01944449, HAL.
• Gerard J. van den Berg & Antoine Bozio & Mónica Costa Dias, 2020. "Policy discontinuity and duration outcomes," Quantitative Economics, Econometric Society, vol. 11(3), pages 871-916, July.
  • Gerard Van Den Berg & Antoine Bozio & Monica Costa Dias, 2013. "Policy discontinuity and duration outcomes," IFS Working Papers W13/27, Institute for Fiscal Studies.
  • Gerard Berg & Antoine Bozio & Mónica Costa Dias, 2020. "Policy discontinuity and duration outcomes," Post-Print halshs-02973655, HAL.
  • Gerard Berg & Antoine Bozio & Mónica Costa Dias, 2020. "Policy discontinuity and duration outcomes," PSE-Ecole d'économie de Paris (Postprint) halshs-02973655, HAL.
  • van den Berg, Gerard J. & Bozio, Antoine & Costa Dias, Mónica, 2015. "Policy discontinuity and duration outcomes," Working Paper Series 2015:10, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • van den Berg, Gerard J. & Bozio, Antoine & Costa Dias, Monica, 2014. "Policy Discontinuity and Duration Outcomes," IZA Discussion Papers 8450, Institute of Labor Economics (IZA).
  • Gerard Van Den Berg & Antoine Bozio & Monica Costa Dias, 2018. "Policy discontinuity and duration outcomes," IFS Working Papers W18/10, Institute for Fiscal Studies.
• Gerard J. van den Berg & Antoine Bozio & Mónica Costa Dias, 2020. "Policy discontinuity and duration outcomes," Quantitative Economics, Econometric Society, vol. 11(3), pages 871-916, July.
  • Gerard Van Den Berg & Antoine Bozio & Monica Costa Dias, 2013. "Policy discontinuity and duration outcomes," IFS Working Papers W13/27, Institute for Fiscal Studies.
  • Gerard Berg & Antoine Bozio & Mónica Costa Dias, 2020. "Policy discontinuity and duration outcomes," PSE-Ecole d'économie de Paris (Postprint) halshs-02973655, HAL.
  • van den Berg, Gerard J. & Bozio, Antoine & Costa Dias, Mónica, 2015. "Policy discontinuity and duration outcomes," Working Paper Series 2015:10, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • van den Berg, Gerard J. & Bozio, Antoine & Costa Dias, Monica, 2014. "Policy Discontinuity and Duration Outcomes," IZA Discussion Papers 8450, Institute of Labor Economics (IZA).
  • Gerard Berg & Antoine Bozio & Mónica Costa Dias, 2020. "Policy discontinuity and duration outcomes," Post-Print halshs-02973655, HAL.
  • Gerard Van Den Berg & Antoine Bozio & Monica Costa Dias, 2018. "Policy discontinuity and duration outcomes," IFS Working Papers W18/10, Institute for Fiscal Studies.
• Andrii Babii & Jean-Pierre Florens, 2017. "Are Unobservables Separable?," Papers 1705.01654, arXiv.org, revised Mar 2021.
  • Andrii Babii & Jean-Pierre Florens, 2020. "Are unobservables separable?," Working Papers hal-02532383, HAL.
  • Babii, Andrii & Florens, Jean-Pierre, 2017. "Are unobservables separable?," TSE Working Papers 17-802, Toulouse School of Economics (TSE).
• Stöver, Britta & Sibbertsen, Philipp, 2020. "The similarities in efficiency of universities and universities of applied sciences in Lower Saxony," Hannover Economic Papers (HEP) dp-673, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Stöver, Britta, 2020. "Gleich oder nicht gleich - Unterschiede und Gemeinsamkeiten von Fachhochschulen und Universitäten," Hannover Economic Papers (HEP) dp_674, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Olga Takács & János Vincze, 2020. "The gender-dependent structure of wages in Hungary: results using machine learning techniques," CERS-IE WORKING PAPERS 2044, Institute of Economics, Centre for Economic and Regional Studies.
• Zetterqvist, Johan & Waernbaum, Ingeborg, 2020. "Semi-parametric estimation of multi-valued treatment effects for the treated:estimating equations and sandwich estimators," Working Paper Series 2020:4, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2020. "Empirical Monte Carlo evidence on estimation of Timing-of-Events models," Working Paper Series 2020:26, IFAU - Institute for Evaluation of Labour Market and Education Policy, revised 05 Jan 2021.
  • Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2021. "Empirical Monte Carlo Evidence on Estimation of Timing-of-Events Models," IZA Discussion Papers 14015, Institute of Labor Economics (IZA).
• Hjertstrand, Per & Swofford, James L. & Whitney, Gerald A., 2020. "General Revealed Preference Tests of Weak Separability and Utility Maximization with Incomplete Adjustment," Working Paper Series 1327, Research Institute of Industrial Economics.
• M. Chudý & S. Karmakar & W. B. Wu, 2020. "Long-term prediction intervals of economic time series," Empirical Economics, Springer, vol. 58(1), pages 191-222, January.
• Byeong U. Park & Léopold Simar & Valentin Zelenyuk, 2020. "Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)," Empirical Economics, Springer, vol. 58(1), pages 379-392, January.
  • Byeong U. Park & Lèopold Simar & Valentin Zelenyuk, 2018. "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," CEPA Working Papers Series WP092018, School of Economics, University of Queensland, Australia.
  • Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2018. "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," LIDAM Discussion Papers ISBA 2018004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2019. "Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)," LIDAM Reprints ISBA 2019014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Aitor Ciarreta & Peru Muniain & Ainhoa Zarraga, 2020. "Realized volatility and jump testing in the Japanese electricity spot market," Empirical Economics, Springer, vol. 58(3), pages 1143-1166, March.
• Taining Wang & Jinjing Tian, 2020. "Recasting the trade impact on labor share: a fixed-effect semiparametric estimation study," Empirical Economics, Springer, vol. 58(5), pages 2465-2511, May.
• Xuejun Jiang & Yunxian Li & Aijun Yang & Ruowei Zhou, 2020. "Bayesian semiparametric quantile regression modeling for estimating earthquake fatality risk," Empirical Economics, Springer, vol. 58(5), pages 2085-2103, May.
• Kien C. Tran & Mike G. Tsionas & Emmanuel Mamatzakis, 2020. "Why fully efficient banks matter? A nonparametric stochastic frontier approach in the presence of fully efficient banks," Empirical Economics, Springer, vol. 58(6), pages 2733-2760, June.
• Domenico Depalo & Santiago Pereda-Fernández, 2020. "Consistent estimates of the public/private wage gap," Empirical Economics, Springer, vol. 58(6), pages 2937-2947, June.
• Obbey Elamin & Len Gill & Martyn Andrews, 2020. "Insights from kernel conditional-probability estimates into female labour force participation decision in the UK," Empirical Economics, Springer, vol. 58(6), pages 2981-3006, June.
• Chiara Mussida & Luca Zanin, 2020. "I found a better job opportunity! Voluntary job mobility of employees and temporary contracts before and after the great recession in France, Italy and Spain," Empirical Economics, Springer, vol. 59(1), pages 47-98, July.
• Marcos Álvarez-Díaz, 2020. "Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods," Empirical Economics, Springer, vol. 59(3), pages 1285-1305, September.
• d’Artis Kancs & Boriss Siliverstovs, 2020. "Employment effect of innovation," Empirical Economics, Springer, vol. 59(3), pages 1373-1391, September.
  • D'Artis Kancs & Boriss Siliverstovs, 2015. "Employment Effect of Innovation," JRC Working Papers on Corporate R&D and Innovation 2015-07, Joint Research Centre (Seville site).
  • Kancs, d'Artis & Siliverstovs, Boriss, 2019. "Employment Effect of Innovation," Working Papers 2019-02, Joint Research Centre, European Commission.
  • d'Artis Kancs & Boriss Siliverstovs, 2017. "Employment Effect of Innovation," KOF Working papers 17-428, KOF Swiss Economic Institute, ETH Zurich.
• Marco Caliendo & Stefan Tübbicke, 2020. "New evidence on long-term effects of start-up subsidies: matching estimates and their robustness," Empirical Economics, Springer, vol. 59(4), pages 1605-1631, October.
  • Marco Caliendo & Stefan Tübbicke, 2019. "New Evidence on Long-Term Effects of Start-Up Subsidies: Matching Estimates and their Robustness," CEPA Discussion Papers 06, Center for Economic Policy Analysis.
  • Caliendo, Marco & Tübbicke, Stefan, 2019. "New Evidence on Long-Term Effects of Start-Up Subsidies: Matching Estimates and Their Robustness," IZA Discussion Papers 12261, Institute of Labor Economics (IZA).
• Maria Basílio & Clara Pires & Carlos Borralho & José Pires Reis, 2020. "Local government efficiency: is there anything new after Troika’s intervention in Portugal?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(2), pages 309-332, June.
• K. Hafsal & Anandarao Suvvari & S. Raja Sethu Durai, 2020. "Efficiency of Indian banks with non-performing assets: evidence from two-stage network DEA," Future Business Journal, Springer, vol. 6(1), pages 1-9, December.
• Fabio Antonio Sartori Piran & Alaércio De Paris & Daniel Pacheco Lacerda & Luis Felipe Riehs Camargo & Rosiane Serrano & Ricardo Augusto Cassel, 2020. "Overall Equipment Effectiveness: Required but not Enough—An Analysis Integrating Overall Equipment Effect and Data Envelopment Analysis," Global Journal of Flexible Systems Management, Springer;Global Institute of Flexible Systems Management, vol. 21(2), pages 191-206, June.
• Deepak Kumar Behera & Ranjan Kumar Mohanty & Umakant Dash, 2020. "Cyclicality of public health expenditure in India: role of fiscal transfer and domestic revenue mobilization," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 67(1), pages 87-110, March.
• Marina Cavalieri & Calogero Guccio & Domenico Lisi & Ilde Rizzo, 2020. "Does Institutional Quality Matter for Infrastructure Provision? A Non-parametric Analysis for Italian Municipalities," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 521-562, November.
• Hamid Baghestani & Jorg Bley, 2020. "Do directional predictions of US gasoline prices reveal asymmetries?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(2), pages 348-360, April.
• Dong Jin Lee, 2020. "Optimal tests for parameter breaking process in conditional quantile models," The Japanese Economic Review, Springer, vol. 71(3), pages 479-510, July.
• Gustavo Canavire-Bacarreza & Luis C. Carvajal-Osorio, 2020. "Two Stories of Wage Dynamics in Latin America: Different Policies, Different Outcomes," Journal of Labor Research, Springer, vol. 41(1), pages 128-168, June.
  • Canavire Bacarreza, Gustavo J & Carvajal-Osorio, Luis C., 2018. "Two Stories of Wage Dynamics in Latin America: Different Policies, Different Outcomes," IZA Discussion Papers 11584, Institute of Labor Economics (IZA).
• Martin Huber & Anna Solovyeva, 2020. "On the Sensitivity of Wage Gap Decompositions," Journal of Labor Research, Springer, vol. 41(1), pages 1-33, June.
  • Huber, Martin & Solovyeva, Anna, 2018. "On the sensitivity of wage gap decompositions," FSES Working Papers 497, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Daniel Brüggmann, 2020. "Women’s employment, income and divorce in West Germany: a causal approach," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 54(1), pages 1-22, December.
• Pedro H. Albuquerque, 2020. "Optimal Time Interval Selection in Long-Run Correlation Estimation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 53-79, March.
  • Pedro H. Albuquerque, 2005. "Optimal Time Interval Selection in Long-Run Correlation Estimation," Econometrics 0511017, University Library of Munich, Germany, revised 27 Nov 2005.
  • Pedro Albuquerque, 2020. "Optimal Time Interval Selection in Long-Run Correlation Estimation," Post-Print hal-02482675, HAL.
• Santosh Pathak & Hari Krishna Panta & Thaneshwar Bhandari & Krishna P. Paudel, 2020. "Flood vulnerability and its influencing factors," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 104(3), pages 2175-2196, December.
• E. Cheynel & M. Liu-Watts, 2020. "A simple structural estimator of disclosure costs," Review of Accounting Studies, Springer, vol. 25(1), pages 201-245, March.
• Isabel Narbón-Perpiñá & Maria Teresa Balaguer-Coll & Marko Petrović & Emili Tortosa-Ausina, 2020. "Which estimator to measure local governments’ cost efficiency? The case of Spanish municipalities," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 11(1), pages 51-82, March.
• Petar Sorić & Mirjana Čižmešija & Marina Matošec, 2020. "EU Consumer Confidence and the New Modesty Hypothesis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 152(3), pages 899-921, December.
• Román Mínguez & Roberto Basile & María Durbán, 2020. "An alternative semiparametric model for spatial panel data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(4), pages 669-708, December.
• Erhard Reschenhofer & Thomas Stark & Manveer K. Mangat, 2020. "Robust Estimation of the Memory Parameter," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-5.
• Massimiliano Mazzanti & Antonio Musolesi, 2020. "Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models," SEEDS Working Papers 1420, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2020.
• Isabel Busom & Jorge-Andrés Vélez-Ospina, 2021. "Subsidising innovation over the business cycle," Industry and Innovation, Taylor & Francis Journals, vol. 28(6), pages 773-803, July.
  • Jorge Andrés Vélez-Ospina & Isabel Busom Piquer, 2020. "Subsidizing Innovation Over the Business Cycle," Working Papers wpdea2001, Department of Applied Economics at Universitat Autonoma of Barcelona.
  • Isabel Busom & Jorge Vélez-Ospina, 2020. "Subsidising Innovation over the Business Cycle," SPRU Working Paper Series 2020-09, SPRU - Science Policy Research Unit, University of Sussex Business School.
• Richard S.J. Tol, 2020. "Kernel decomposition," Economics Software Archive 0220, Department of Economics, University of Sussex Business School.
• Richard S. J. Tol, 2020. "Kernel density decomposition with an application to the social cost of carbon," Papers 2003.09276, arXiv.org.
  • Richard S.J. Tol, 2020. "Kernel density decomposition with an application to the social cost of carbon," Working Paper Series 0720, Department of Economics, University of Sussex Business School.
• Sergio Scicchitano & Marco Biagetti & Antonio Chirumbolo, 2020. "More insecure and less paid? The effect of perceived job insecurity on wage distribution," Applied Economics, Taylor & Francis Journals, vol. 52(18), pages 1998-2013, April.
  • Scicchitano, Sergio & Biagetti, Marco & Chirumbolo, Antonio, 2018. "More insecure and less paid? The effect of perceived job insecurity on wage distribution," GLO Discussion Paper Series 293, Global Labor Organization (GLO).
  • Sergio Scicchitano & Marco Biagetti & Antonio Chirumbolo, 2019. "More insecure and less paid? The effect of perceived job insecurity on wage distribution," Working Papers 0041, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro.
• Jiti Gao & Namhyun Kim & Patrick W. Saart, 2020. "On endogeneity and shape invariance in extended partially linear single index models," Econometric Reviews, Taylor & Francis Journals, vol. 39(4), pages 415-435, April.
  • Jiti Gao & Namhyun Kim & Patrick W. Saart, 2018. "On endogeneity and shape invariance in extended partially linear single index models," Monash Econometrics and Business Statistics Working Papers 8/18, Monash University, Department of Econometrics and Business Statistics.
• Jeremiah Richey & Alicia Rosburg, 2020. "Decomposing joint distributions via reweighting functions: an application to intergenerational economic mobility," Econometric Reviews, Taylor & Francis Journals, vol. 39(6), pages 541-558, July.
  • Richey, Jeremiah & Rosburg, Alicia, 2016. "Decomposing Joint Distributions via Reweighting Functions: An Application to Intergenerational Economic Mobility," MPRA Paper 74744, University Library of Munich, Germany.
• Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2020. "Nonparametric estimation of marginal effects in regression-spline random effects models," Econometric Reviews, Taylor & Francis Journals, vol. 39(8), pages 792-825, September.
  • Aman Ullah & Shujie Ma & Jeffrey Racine, 2019. "Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models," Working Papers 201920, University of California at Riverside, Department of Economics.
• António Afonso & Ana Venâncio, 2020. "Local territorial reform and regional spending efficiency," Local Government Studies, Taylor & Francis Journals, vol. 46(6), pages 888-910, November.
  • António Afonso & Ana Venâncio, 2019. "Local territorial reform and regional spending efficiency," Working Papers REM 2019/71, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2020. "Identification and Efficiency Bounds for the Average Match Function Under Conditionally Exogenous Matching," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 303-316, April.
  • Bryan S. Graham & Guido Imbens & Geert Ridder, 2016. "Identification and efficiency bounds for the average match function under conditionally exogenous matching," CeMMAP working papers CWP10/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2016. "Identification and Efficiency Bounds for the Average Match Function under Conditionally Exogenous Matching," NBER Working Papers 22098, National Bureau of Economic Research, Inc.
• Marco Barassi & Lajos Horváth & Yuqian Zhao, 2020. "Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 340-349, April.
  • Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018. "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper 87837, University Library of Munich, Germany.
• Jérôme Lahaye & Christopher Neely, 2020. "The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 410-427, April.
  • Jerome Lahaye & Christopher J. Neely, 2014. "The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited," Working Papers 2014-034, Federal Reserve Bank of St. Louis.
• Kaspar Wüthrich, 2020. "A Comparison of Two Quantile Models With Endogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 443-456, April.
  • Kaspar Wüthrich, 2014. "A Comparison of two Quantile Models with Endogeneity," Diskussionsschriften dp1408, Universitaet Bern, Departement Volkswirtschaft.
  • Wuthrich, Kaspar, 2020. "A Comparison of Two Quantile Models With Endogeneity," University of California at San Diego, Economics Working Paper Series qt0q43931f, Department of Economics, UC San Diego.
• Marinho Bertanha & Guido W. Imbens, 2020. "External Validity in Fuzzy Regression Discontinuity Designs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 593-612, July.
  • Marinho Bertanha & Guido W. Imbens, 2014. "External Validity in Fuzzy Regression Discontinuity Designs," NBER Working Papers 20773, National Bureau of Economic Research, Inc.
  • BERTANHA, Marinho & IMBENS, Guido W., 2016. "External Validity in Fuzzy Regression Discontinuity Designs," LIDAM Discussion Papers CORE 2016025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Jeffrey S. Racine & Ingrid Van Keilegom, 2020. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 784-795, October.
  • Jeffrey Racine & Ingrid Van Keilegom, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," Department of Economics Working Papers 2017-13, McMaster University.
  • Racine, Jeffrey S. & Van Keilegom, Ingrid, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Discussion Papers ISBA 2017024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Racine, Jeffrey S. & Van Keilegom, Ingrid, 2019. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Reprints ISBA 2019063, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Jeffrey S Racine & Ingrid Van Keilegom, 2019. "A smooth nonparametric, multivariate, mixed-data location-scale test," Working Papers of Department of Decision Sciences and Information Management, Leuven 632082, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Jacopo Mazza & Hans van Ophem, 2020. "Educational Choice, Initial Wage and Wage Growth," Tinbergen Institute Discussion Papers 20-030/III, Tinbergen Institute.
• Berthet, Philippe & Einmahl, John, 2020. "Cube Root Weak Convergence of Empirical Estimators of a Density Level Set," Other publications TiSEM 69103be2-c944-4ca1-b9e1-2, Tilburg University, School of Economics and Management.
  • Berthet, Philippe & Einmahl, John, 2020. "Cube Root Weak Convergence of Empirical Estimators of a Density Level Set," Discussion Paper 2020-015, Tilburg University, Center for Economic Research.
• Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020. "Spatial Dependence and Space-Time Trend in Extreme Events," Other publications TiSEM ae5818cd-f071-4275-9577-d, Tilburg University, School of Economics and Management.
  • Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020. "Spatial Dependence and Space-Time Trend in Extreme Events," Discussion Paper 2020-009, Tilburg University, Center for Economic Research.
• Einmahl, John & Segers, Johan, 2020. "Empirical Tail Copulas for Functional Data," Other publications TiSEM edc722e6-cc70-4221-87a2-8, Tilburg University, School of Economics and Management.
  • Einmahl, John & Segers, Johan, 2020. "Empirical Tail Copulas for Functional Data," Discussion Paper 2020-004, Tilburg University, Center for Economic Research.
  • Einmahl, John & Segers, Johan, 2020. "Empirical tail copulas for functional data," LIDAM Discussion Papers ISBA 2020004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Tamara A. Horobets, 2020. "Measuring Performance of the SMEs: A Case of Ukraine," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 9(4), pages 162-168, December.
• Helmut Elsinger, 2020. "Serial Correlation in Contingency Tables," Working Papers 228, Oesterreichische Nationalbank (Austrian Central Bank).
• Nora Lustig, 2019. "The “Missing Rich” in Household Surveys: Causes and Correction Approaches," Commitment to Equity (CEQ) Working Paper Series 75, Tulane University, Department of Economics.
  • , Stone Center & Lustig, Nora, 2020. "The “Missing Rich” in Household Surveys: Causes and Correction Approaches," SocArXiv j23pn, Center for Open Science.
• Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2020. "Group Consumption with Caring Individuals," Economic Journal, Royal Economic Society, vol. 130(627), pages 587-622.
  • Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2017. "Group consumption with caring individuals," Working Papers of Department of Economics, Leuven 598911, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2020. "Group Consumption with Caring Individuals," ULB Institutional Repository 2013/297188, ULB -- Universite Libre de Bruxelles.
  • Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2017. "Group Consumption with Caring Individuals," Working Papers ECARES ECARES 2017-45, ULB -- Universite Libre de Bruxelles.
• Patrick Gagliardini & Diego Ronchetti, 2020. "Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(2), pages 333-394.
• Haitao Huang & Xuan Leng & Xiaohui Liu & Liang Peng, 2020. "Unified Inference for an AR Process Regardless of Finite or Infinite Variance GARCH Errors," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(2), pages 425-470.
• Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, Oxford University Press, vol. 135(4), pages 2255-2298.
  • Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona Graduate School of Economics.
  • Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barnichon, Régis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
• Martin Lettau & Markus Pelger, 2020. "Factors That Fit the Time Series and Cross-Section of Stock Returns," Review of Finance, European Finance Association, vol. 33(5), pages 2274-2325.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber & Andrew KarolyiEditor, 2020. "Dissecting Characteristics Nonparametrically," Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2326-2377.
  • Joachim Freyberger & Andreas Neuhierl & Michael Weber & Andrew KarolyiEditor, 2020. "Dissecting Characteristics Nonparametrically," Review of Finance, European Finance Association, vol. 33(5), pages 2326-2377.
  • Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," NBER Working Papers 23227, National Bureau of Economic Research, Inc.
  • Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 7187, CESifo.
  • Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 6391, CESifo.
• Martin Lettau & Markus Pelger & Stijn Van Nieuwerburgh, 2020. "Factors That Fit the Time Series and Cross-Section of Stock Returns," Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2274-2325.
  • Lettau, Martin & Pelger, Markus, 2018. "Factors that Fit the Time Series and Cross-Section of Stock Returns," CEPR Discussion Papers 13049, C.E.P.R. Discussion Papers.
  • Martin Lettau & Markus Pelger, 2018. "Factors that Fit the Time Series and Cross-Section of Stock Returns," NBER Working Papers 24858, National Bureau of Economic Research, Inc.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2020. "Dissecting Characteristics Nonparametrically," Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2326-2377.
  • Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," NBER Working Papers 23227, National Bureau of Economic Research, Inc.
  • Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 7187, CESifo.
  • Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 6391, CESifo.
• Zapata Quimbayo, Carlos Andrés, 2020. "Probabilidad de incumplimiento en inversiones de infraestructura: análisis a partir de modelos estructurales de riesgo de crédito || Probability of default in infrastructure projects: analysis from st," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 30(1), pages 327-345, December.
• Andrés Berenguer & Luis Gandarias & Álvaro Arévalo, 2020. "Singular spectrum analysis for modelling the hard-to-model risk factors," Risk Management, Palgrave Macmillan, vol. 22(3), pages 178-191, September.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," Papers 2011.03153, arXiv.org, revised Dec 2020.
  • Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," PIER Working Paper Archive 20-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Tübbicke Stefan, 2022. "Entropy Balancing for Continuous Treatments," Journal of Econometric Methods, De Gruyter, vol. 11(1), pages 71-89, January.
  • Stefan Tubbicke, 2020. "Entropy Balancing for Continuous Treatments," Papers 2001.06281, arXiv.org, revised May 2020.
  • Stefan Tübbicke, 2020. "Entropy Balancing for Continuous Treatments," CEPA Discussion Papers 21, Center for Economic Policy Analysis.
• Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021. "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, vol. 14(7), pages 1-14, June.
  • Bago, Jean-Louis & Akakpo, Koffi & Rherrad, Imad & Ouédraogo, Ernest, 2020. "Volatility Spillover and International Contagion of Housing Bubbles," MPRA Paper 100098, University Library of Munich, Germany.
• Kanaya, Shin & Taylor, Luke, 2020. "Type I and Type II Error Probabilities in the Courtroom," MPRA Paper 100217, University Library of Munich, Germany.
• Rafael González-Val, 2021. "The Spanish spatial city size distribution," Environment and Planning B, , vol. 48(6), pages 1609-1631, July.
  • González-Val, Rafael, 2020. "The Spanish spatial city size distribution," MPRA Paper 101195, University Library of Munich, Germany.
• Barnett William A. & Jawadi Fredj & Ftiti Zied, 2020. "Causal relationships between inflation and inflation uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-26, December.
  • William Barnett & Zied Ftiti & Fredj Jawadi, 2018. "The Causal Relationships between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201803, University of Kansas, Department of Economics, revised Mar 2018.
  • Barnett, William A. & Jawadi, Fredj & Ftiti, Zied, 2020. "Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper 101682, University Library of Munich, Germany.
  • William Barnett & Fredj Jawadi & Zied Ftiti, 2020. "Causal Relationships Between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202010, University of Kansas, Department of Economics, revised Jul 2020.
  • Barnett, William & Ftiti, Zied & Jawadi, Fredj, 2018. "The Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper 86478, University Library of Munich, Germany.
• Bhandari, Avishek, 2020. "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," MPRA Paper 101946, University Library of Munich, Germany.
• Gomez-Ruano, Gerardo, 2020. "Data Science: A Primer for Economists," MPRA Paper 102928, University Library of Munich, Germany.
• Lopez, Claude & Contreras, Oscar & Bendix, Joseph, 2020. "Disagreement among ESG rating agencies: shall we be worried?," MPRA Paper 103027, University Library of Munich, Germany.
• Benos, Nikos & Stavrakoudis, Athanassios, 2020. "Okun's Law: Copula-based Evidence from G7 Countries," MPRA Paper 103318, University Library of Munich, Germany.
• Nartikoev, Alan & Peresetsky, Anatoly, 2020. "Эндогенная Классификация Домохозяйств В Регионах России [Endogenous household classification: Russian regions]," MPRA Paper 104351, University Library of Munich, Germany.
• Fajar, Muhammad & Magdhalena, Stephanie & Hartini, Sri & Nurfalah, Zelani, 2020. "Modeling determinant of COVID-19 mortality in Indonesia," MPRA Paper 105043, University Library of Munich, Germany, revised 30 Sep 2020.
• Fajar, Muhammad, 2020. "Estimasi angka reproduksi Novel Coronavirus (COVID-19), Kasus Indonesia (Estimation of COVID-19 reproductive number, case of Indonesia [Estimation Of Covid-19 Reproductive Number (Case Of Indonesia," MPRA Paper 105099, University Library of Munich, Germany, revised 28 Mar 2020.
• Benini, Giacomo & Brandt, Adam & Dotti, Valerio & El-Houjeiri, Hassan, 2020. "The Marginal Oil Field," MPRA Paper 105312, University Library of Munich, Germany.
• Vîntu, Denis, 2020. "Relegating - The GDP Structural Modelling Strategy, The Dynamics in Time-Series Data: Short-Run Shocks, Disequilibrium Shocks and Innovative Shocks to Nuisance," MPRA Paper 112857, University Library of Munich, Germany, revised 30 Sep 2020.
• Oksana Bashchenko & Alexis Marchal, 2020. "Deep Learning, Jumps, and Volatility Bursts," Swiss Finance Institute Research Paper Series 20-10, Swiss Finance Institute.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020. "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers 2004.02670, arXiv.org.
  • 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.
• David Ardia & Laurent Barras & Patrick Gagliardini & O. Scaillet, 2020. "Hedge Fund Performance under Misspecified Models," Swiss Finance Institute Research Paper Series 20-82, Swiss Finance Institute.
• Beltempo, Marc & Bresson, Georges & Etienne, Jean-Michel & Lacroix, Guy, 2020. "Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model," IZA Discussion Papers 13046, Institute of Labor Economics (IZA).
  • Marc Beltempo & Georges Bresson & Jean-Michel Etienne & Guy Lacroix, 2020. "Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model," CIRANO Working Papers 2020s-15, CIRANO.
• Beltempo, Marc & Bresson, Georges & Lacroix, Guy, 2020. "Using Machine Learning to Predict Nosocomial Infections and Medical Accidents in a NICU," IZA Discussion Papers 13099, Institute of Labor Economics (IZA).
  • Marc Beltempo & Georges Bresson & Guy Lacroix, 2020. "Using Machine Learning to Predict Nosocomial Infections and Medical Accidents in a NICU," CIRANO Working Papers 2020s-21, CIRANO.
• Mateo Andrés Rivera Arbeláez & Alejandro Torres, 2020. "An estimate of Total Factorial Productivity in Colombia at the level of departments and industrial divisions," Documentos de Trabajo CIEF 018003, Universidad EAFIT.
• Lina M Cortés & Juan M Lozada & Javier Perote, 2021. "Firm size and economic concentration: An analysis from a lognormal expansion," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-21, July.
  • Lina Cortés & Juan M. Lozada & Javier Perote, 2020. "Firm size and economic concentration: An analysis from lognormal expansion," Documentos de Trabajo CIEF 018185, Universidad EAFIT.
• Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2021. "Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts," Energies, MDPI, vol. 14(11), pages 1-26, June.
  • Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2020. "Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts," Documentos de Trabajo CIEF 018186, Universidad EAFIT.
• Bartholomew, Luke & Diggle, Paul, 2020. "'Stall Speed' and 'Escape Velocity': Empty Metaphors or Empirical Realities?," CEPR Discussion Papers 14290, 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 Paper Series 2020-08, Federal Reserve Bank of San Francisco.
  • Hoesch, Lukas & Rossi, Barbara & Sekhposyan, Tatevik, 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 Graduate School of Economics.
  • 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.
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021. "Multimodality In Macrofinancial Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
  • Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
  • Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
• Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2021. "Time-varying instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 224(2), pages 394-415.
  • Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020. "Time-Varying Instrumental Variable Estimation," Working Papers 911, Queen Mary University of London, School of Economics and Finance.
  • Giraitis, Liudas & kapetanios, george & Marcellino, Massimiliano, 2020. "Time-Varying Instrumental Variable Estimation," CEPR Discussion Papers 15210, C.E.P.R. Discussion Papers.
• 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, 2020. "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," CReAM Discussion Paper Series 2008, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London.
  • 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.
• Calogero Guccio & Marco Ferdinando Martorana & Isidoro Mazza & Giacomo Pignataro & Ilde Rizzo, 2020. "Is innovation in ICT valuable for the efficiency of Italian museums?," Working papers 95, Società Italiana di Economia Pubblica.
  • Calogero Guccio & Marco Ferdinando Martorana & Isidoro Mazza & Giacomo Pignataro & Ilde Rizzo, 2020. "Is innovation in ICT valuable for the efficiency of Italian museums?," ACEI Working Paper Series AWP-01-2020, Association for Cultural Economics International, revised Dec 2020.
• Calogero Guccio & Marco Martorana & Isidoro Mazza & Giacomo Pignataro & Ilde Rizzo, 2020. "An analysis of the efficiency of Italian museums using a generalised conditional efficiency model," ACEI Working Paper Series AWP-06-2020, Association for Cultural Economics International, revised Feb 2020.
• Gao, Jiti & Linton, Oliver & Peng, Bin, 2020. "Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends," Econometric Theory, Cambridge University Press, vol. 36(2), pages 223-249, April.
  • Jiti Gao & Oliver Linton & Bin Peng, 2017. "Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends," Monash Econometrics and Business Statistics Working Papers 10/17, Monash University, Department of Econometrics and Business Statistics.
  • Jiti Gao & Oliver Linton & Bin Peng, 2018. "Inference on a semiparametric model with global power law and local nonparametric trends," CeMMAP working papers CWP05/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Babii, Andrii, 2020. "Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models," Econometric Theory, Cambridge University Press, vol. 36(4), pages 658-706, August.
  • Andrii Babii, 2016. "Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models," Papers 1611.03015, arXiv.org, revised Dec 2020.
  • Babii, Andrii, 2017. "Honest confidence sets in nonparametric IV regression and other ill-posed models," TSE Working Papers 17-803, Toulouse School of Economics (TSE).
• Marks, Denton, 2020. "Erring Experts? A Critique of Wine Ratings as Hedonic Scaling," Journal of Wine Economics, Cambridge University Press, vol. 15(4), pages 386-393, November.
• Xiaohong Chen & Zhijie Xiao & Bo Wang, 2020. "Copula-Based Time Series With Filtered Nonstationarity," Cowles Foundation Discussion Papers 2242R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2020.
  • Xiaohong Chen & Zhijie Xiao & Bo Wang, 2020. "Copula-Based Time Series With Filtered Nonstationarity," Cowles Foundation Discussion Papers 2242, Cowles Foundation for Research in Economics, Yale University.
• Xiaohong Chen & Zhijie Xiao & Bo Wang, 2020. "Copula-Based Time Series With Filtered Nonstationarity," Cowles Foundation Discussion Papers 2242, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Zhijie Xiao & Bo Wang, 2020. "Copula-Based Time Series With Filtered Nonstationarity," Cowles Foundation Discussion Papers 2242R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2020.
• 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.
  • 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.
• Peter C.B. Phillips & Ying Wang, 2020. "When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers 2250, Cowles Foundation for Research in Economics, Yale University.
• Rodrigo Adão & Costas Arkolakis & Sharat Ganapati, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," Working Papers 2020-161, Becker Friedman Institute for Research In Economics.
  • Rodrigo Adao & Costas Arkolakis & Sharat Ganapati, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," Cowles Foundation Discussion Papers 2265, Cowles Foundation for Research in Economics, Yale University.
  • Rodrigo Adão & Costas Arkolakis & Sharat Ganapati, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," NBER Working Papers 28081, National Bureau of Economic Research, Inc.
• Mihai Mutascu & Scott W. Hegerty, 2020. "Capital-Flow Volatility and Economic Openness: A Wavelet Approach," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 66(4), pages 291-318.
• Mihai Mutascu & Scott W. Hegerty, 2020. "Capital-Flow Volatility and Economic Openness: A Wavelet Approach," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 66(4), pages 291-318.

2019

• Paul Schneider, 2019. "A Theory of Scenario Generation," Swiss Finance Institute Research Paper Series 19-17, Swiss Finance Institute.
• Piotr Orłowski & Andras Sali & Fabio Trojani, 2019. "Arbitrage Free Dispersion," Swiss Finance Institute Research Paper Series 19-20, Swiss Finance Institute, revised Apr 2019.
• Bin Liu & Jianbo Gao, 2019. "Understanding the non-Gaussian distribution of revealed comparative advantage index and its alternatives," International Economics, CEPII research center, issue 158, pages 1-11.
• Bernard Fortin & Marcelin Joanis & Safa Ragued, 2019. "Interruption des études secondaires et postsecondaires au Canada : une analyse dynamique," CIRANO Project Reports 2019rp-11, CIRANO.
• Dmitry Arkhangelsky, 2019. "Dealing with a Technological Bias: The Difference-in-Difference Approach," Working Papers wp2018_1903, CEMFI.
• Dmitry Arkhangelsky & Guido W. Imbens, 2019. "The Role of the Propensity Score in Fixed Effect Models," Working Papers wp2018_1905, CEMFI.
• Dmitry Arkhangelsky, 2019. "Dealing with a Technological Bias: The Difference-in-Difference Approach," Working Papers wp2019_1903, CEMFI.
• Dmitry Arkhangelsky & Guido Imbens, 2018. "The Role of the Propensity Score in Fixed Effect Models," NBER Working Papers 24814, National Bureau of Economic Research, Inc.
  • Dmitry Arkhangelsky & Guido W. Imbens, 2019. "The Role of the Propensity Score in Fixed Effect Models," Working Papers wp2019_1905, CEMFI.
  • Dmitry Arkhangelsky & Guido Imbens, 2018. "The Role of the Propensity Score in Fixed Effect Models," Papers 1807.02099, arXiv.org, revised Apr 2022.
• Manuel Arellano & Stephane Bonhomme, 2019. "Recovering Latent Variables by Matching," Papers 1912.13081, arXiv.org.
  • Manuel Arellano & Stéphane Bonhomme, 2020. "Recovering Latent Variables by Matching," CeMMAP working papers CWP2/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Manuel Arellano & Stéphane Bonhomme, 2019. "Recovering Latent Variables by Matching," Working Papers wp2019_1914, CEMFI.
• Maribel Jiménez & Mónica Jiménez, 2019. "Intergenerational educational mobility in Latin America. An analysis from the equal opportunity approach," Revista Cuadernos de Economía, Universidad Nacional de Colombia -FCE - CID, vol. 38(76), pages 289-330, January.
• Daysi Sanmartín Durango, María Alejandra Henao Bedoya, Yair Tadeo Valencia Estupinán y Jairo Humberto Restrepo Zea & Daysi Sanmartín & María Alejandra Henao & Yair Tadeo Valencia, 2019. "Eficiencia del gasto en salud en la OCDE y ALC: un análisis envolvente de datos," Publicaciones 017397, Grupo de Economía de la Salud.
• Lina Cortés & Juan M. Lozada & Javier Perote, 2019. "Firm size and concentration inequality: A flexible extension of Gibrat’s law," Documentos de Trabajo CIEF 017205, Universidad EAFIT.
• 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 CIEF 017304, Universidad EAFIT.
• Sanmartín Durango, Daysi & Henao Bedoya, Maria Alejandra & Valencia Estupiñan, Yair Tadeo & Restrepo Zea, Jairo Humberto, 2019. "Eficiencia del gasto en salud en la OCDE y ALC: un análisis envolvente de datos," Revista Lecturas de Economía, Universidad de Antioquia - CIE, issue 91, pages 41-78, July.
• Pérez García, Jorge Iván & Lopera Castaño, Mauricio & Vásquez Bedoya, Fredy Alonso, 2019. "Una breve aplicación a la predicción de la fragilidad de empresas colombianas, mediante el uso de modelos estadísticos," Borradores Departamento de Economía 017525, Universidad de Antioquia - CIE.
• Mónica Jiménez-Martínez & Maribel Jiménez-Martínez, 2019. "Effects of Argentine Students’ Support Program on Labor Transitions and Job Quality of Young People," Ensayos de Economía 017540, Universidad Nacional de Colombia Sede Medellín.
• 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).
• Barnichon, Regis & Mesters, Geert, 2021. "The Phillips multiplier," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
  • Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barnichon, Régis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
  • Régis Barnichon & Geert Mesters, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona Graduate School of Economics.
• Egger, Peter & Erhardt, Katharina, 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.
• Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, Oxford University Press, vol. 135(4), pages 2255-2298.
  • Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barnichon, Régis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
  • Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona Graduate School of Economics.
• de Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2021. "Delineating urban areas using building density," Journal of Urban Economics, Elsevier, vol. 125(C).
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers halshs-02368040, HAL.
  • Combes, Pierre-Philippe & De Bellefon, Marie-Pierre & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2019. "Delineating urban areas using building density," CEPR Discussion Papers 14129, C.E.P.R. Discussion Papers.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers 1931, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," Post-Print halshs-02492519, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating Urban Areas Using Building Density," NBER Working Papers 26482, National Bureau of Economic Research, Inc.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," PSE-Ecole d'économie de Paris (Postprint) halshs-02492519, HAL.
• Delgado, Miguel A. & Arteaga-Molina, Luis A., 2019. "Testing Constancy in Varying Coefficient Models," UC3M Working papers. Economics 27981, Universidad Carlos III de Madrid. Departamento de Economía.
• Calogero Guccio & Marco Martorana & Isidoro Mazza & Giacomo Pignataro & Ilde Rizzo, 2019. "An analysis of the efficiency of Italian museums using a generalised conditional efficiency model," ACEI Working Paper Series AWP-06-2019, Association for Cultural Economics International, revised Dec 2019.
• Lei Hou & Wei Long & Qi Li, 2019. "Comovement of Home Prices: A Conditional Copula Approach," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 297-318, May.
• Barnett, William A. & Duzhak, Evgeniya A., 2019. "Structural Stability Of The Generalized Taylor Rule," Macroeconomic Dynamics, Cambridge University Press, vol. 23(4), pages 1664-1678, June.
  • William Barnett & Evgeniya A. Duzhak, 2014. "Structural Stability of the Generalized Taylor Rule," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201404, University of Kansas, Department of Economics, revised Sep 2014.
  • Barnett, William A. & Duzhak, Evgeniya A., 2014. "Structural Stability of the Generalized Taylor Rule," MPRA Paper 58737, University Library of Munich, Germany.
• Peter C.B. Phillips & Ying Wang, 2019. "Functional Coefficient Panel Modeling with Communal Smoothing Covariates," Cowles Foundation Discussion Papers 2193, Cowles Foundation for Research in Economics, Yale University.
• Xiaohong Chen & Zhuo Huang & Yanping Yi, 2019. "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," Cowles Foundation Discussion Papers 2215, Cowles Foundation for Research in Economics, Yale University.
• Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne, 2019. "Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients," Annals of Economics and Statistics, GENES, issue 134, pages 43-77.
• J.P. Florens & C. Gourieroux & A. Monfort, 2019. "Model Risk Management: Limits and Future of Bayesian Approaches," Annals of Economics and Statistics, GENES, issue 136, pages 1-26.
  • Jean-Pierre Florens & Christian Gouriéroux & Alain Monfort, 2019. "Model Risk Management: Limits and Future of Bayesian Approaches," Post-Print hal-02952910, HAL.
• Germán González & Fernando Delbianco, 2019. "Periodización de Procesos Económicos Mediante K-Means: Aplicación para el Caso del Mercosur," Asociación Argentina de Economía Política: Working Papers 4150, Asociación Argentina de Economía Política.
• Julián Martinez Correa & Carlo Lombardo & Belén Bentivegna, 2018. "Convenio Colectivo, Sindicatos y Dispersión Salarial: Evidencia de Argentina," CEDLAS, Working Papers 0232, CEDLAS, Universidad Nacional de La Plata.
  • Carlo Lombardo & Julián Martinez-Correa, 2019. "Convenio Colectivo, Sindicatos y Dispersi ́on Salarial: Evidencia de Argentina," Asociación Argentina de Economía Política: Working Papers 4164, Asociación Argentina de Economía Política.
• Kota Ogasawara & Yukitoshi Matsushita, 2019. "Heterogeneous treatment effects of safe water on infectious disease: Do meteorological factors matter?," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 13(1), pages 55-82, January.
• Mohamed Chikhi & Claude Diebolt, 2019. "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers of BETA 2019-06, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Mohamed Chikhi & Claude Diebolt, 2019. "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers 03-19, Association Française de Cliométrie (AFC).
• Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019. "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers of BETA 2019-24, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019. "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers 07-19, Association Française de Cliométrie (AFC).
• Ritter, Matthias & Hüttel, Silke & Odening, Martin & Seifert, Stefan, 2019. "Revisiting the relationship between land price and parcel size," FORLand Working Papers 08 (2019), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
  • Ritter, Matthias & Huttel, Silke & Odening, Martin & Seifert, Stefan, 2019. "Revisiting The Relationship Between Land Price And Parcel Size," 2019 Conference (63rd), February 12-15, 2019, Melbourne, Australia 285062, Australian Agricultural and Resource Economics Society (AARES).
• Sylvain Dessy & Francesca Marchetta, 2019. "Fertility after The Drought: Theory and Evidence from Madagascar," Post-Print halshs-02315657, HAL.
  • Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, 2019. "Fertility after The Drought: Theory and Evidence from Madagascar," 2019 Eighth AIEAA Conference, June 13-14, Pistoia, Italy 300082, Italian Association of Agricultural and Applied Economics (AIEAA).
  • Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility after The Drought: Theory and Evidence from Madagascar," Cahiers de recherche 1901, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
• Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019. "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 12(13), pages 1-12, July.
  • Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019. "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS) WORMS/19/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, revised 06 Jul 2019.
• Gilles Dufrénot & Carolina Ulloa Suarez, 2019. "Public finance sustainability in Europe: a behavioral model," Working Papers halshs-02356400, HAL.
  • Gilles Dufrénot & Carolina Ulloa Suarez, 2019. "Public finance sustainability in Europe: a behavioral model," AMSE Working Papers 1929, Aix-Marseille School of Economics, France.
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2019. "Predicting Recessions: A New Measure of Output Gap as Predictor," CEPA Working Papers Series WP112019, School of Economics, University of Queensland, Australia.
  • Mastromarco, Camilla & Simar, Leopold & Wilson, Paul, 2019. "Predicting Recessions: A New Measure of Output Gap as Predictor," LIDAM Discussion Papers ISBA 2019023, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2021. "Time-varying general dynamic factor models and the measurement of financial connectedness," Journal of Econometrics, Elsevier, vol. 222(1), pages 324-343.
  • Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers ECARES 2019-09, ULB -- Universite Libre de Bruxelles.
  • Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R., 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," LIDAM Discussion Papers ISBA 2019024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2020. "Time-varying general dynamic factor models and the measurement of financial connectedness," LIDAM Reprints ISBA 2020015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Byeong U. Park & Léopold Simar & Valentin Zelenyuk, 2020. "Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)," Empirical Economics, Springer, vol. 58(1), pages 379-392, January.
  • Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2018. "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," LIDAM Discussion Papers ISBA 2018004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2019. "Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)," LIDAM Reprints ISBA 2019014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Byeong U. Park & Lèopold Simar & Valentin Zelenyuk, 2018. "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," CEPA Working Papers Series WP092018, School of Economics, University of Queensland, Australia.
• Jeffrey S. Racine & Ingrid Van Keilegom, 2020. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 784-795, October.
  • Jeffrey Racine & Ingrid Van Keilegom, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," Department of Economics Working Papers 2017-13, McMaster University.
  • Racine, Jeffrey S. & Van Keilegom, Ingrid, 2019. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Reprints ISBA 2019063, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Racine, Jeffrey S. & Van Keilegom, Ingrid, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Discussion Papers ISBA 2017024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Jeffrey S Racine & Ingrid Van Keilegom, 2019. "A smooth nonparametric, multivariate, mixed-data location-scale test," Working Papers of Department of Decision Sciences and Information Management, Leuven 632082, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Iveta Palečková, 2019. "Cost Efficiency Measurement Using Two-Stage Data Envelopment Analysis in the Czech and Slovak Banking Sectors," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 69(3), pages 445-466, September.
• Burcu Özcan Author-Name:Duru Karasoy, 2019. "Buckley-James Model in Survival Analysis," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 7(2), pages 485-496, December.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On binscatter," Staff Reports 881, Federal Reserve Bank of New York.
  • Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On Binscatter," Papers 1902.09608, arXiv.org, revised Aug 2021.
• Chen, Xiaohong & Pouzo, Demian & Powell, James L., 2019. "Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions," Journal of Econometrics, Elsevier, vol. 213(1), pages 30-53.
  • Xiaohong Chen & Demian Pouzo & James L. Powell, 2019. "Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions," Papers 1902.10100, arXiv.org.
• Debopam Bhattacharya, 2021. "The Empirical Content of Binary Choice Models," Econometrica, Econometric Society, vol. 89(1), pages 457-474, January.
  • Bhattacharya, D., 2018. "The Empirical Content of Binary Choice Models," Cambridge Working Papers in Economics 1883, Faculty of Economics, University of Cambridge.
  • Debopam Bhattacharya, 2019. "The Empirical Content of Binary Choice Models," Papers 1902.11012, arXiv.org, revised Oct 2020.
• Debopam Bhattacharya, 2019. "Integrability and Identification in Multinomial Choice Models," Papers 1902.11017, arXiv.org, revised May 2021.
• Ma, Jun & Marmer, Vadim & Shneyerov, Artyom, 2019. "Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator," Journal of Econometrics, Elsevier, vol. 211(2), pages 507-538.
  • Ma, Jun & Marmer, Vadim & Shneyerov, Artyom, 2016. "Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's estimator," Microeconomics.ca working papers vadim_marmer-2016-4, Vancouver School of Economics, revised 19 Jan 2019.
  • Jun Ma & Vadim Marmer & Artyom Shneyerov, 2019. "Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator," Papers 1903.06401, arXiv.org.
• Susan Athey & Mohsen Bayati & Guido Imbens & Zhaonan Qu, 2019. "Ensemble Methods for Causal Effects in Panel Data Settings," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 65-70, May.
  • Susan Athey & Mohsen Bayati & Guido Imbens & Zhaonan Qu, 2019. "Ensemble Methods for Causal Effects in Panel Data Settings," NBER Working Papers 25675, National Bureau of Economic Research, Inc.
  • Susan Athey & Mohsen Bayati & Guido Imbens & Zhaonan Qu, 2019. "Ensemble Methods for Causal Effects in Panel Data Settings," Papers 1903.10079, arXiv.org.
• Paul Heidhues & Philipp Strack, 2021. "Identifying Present Bias from the Timing of Choices," American Economic Review, American Economic Association, vol. 111(8), pages 2594-2622, August.
  • Paul Heidhues & Philipp Strack, 2019. "Identifying Present-Bias from the Timing of Choices," Papers 1905.03959, arXiv.org.
• 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, 2020. "Analyzing subjective well-being data with misclassification," LSE Research Online Documents on Economics 108543, London School of Economics and Political Science, LSE Library.
• Yoonseok Lee & Yulong Wang, 2019. "Threshold Regression with Nonparametric Sample Splitting," Papers 1905.13140, arXiv.org, revised Jan 2021.
• Lechner, Michael & Okasa, Gabriel, 2019. "Random Forest Estimation of the Ordered Choice Model," Economics Working Paper Series 1908, University of St. Gallen, School of Economics and Political Science.
  • Michael Lechner & Gabriel Okasa, 2019. "Random Forest Estimation of the Ordered Choice Model," Papers 1907.02436, arXiv.org, revised Jan 2020.
• Abbring, Jaap H. & van den Berg, Gerard J., 2016. "Rebuttal of "On Nonparametric Identification of Treatment Effects in Duration Models"," IZA Discussion Papers 10248, Institute of Labor Economics (IZA).
  • Jaap H. Abbring & Gerard J. van den Berg, 2019. "Rebuttal of "On Nonparametric Identification of Treatment Effects in Duration Models"," Papers 1907.09886, arXiv.org.
• Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2019. "Nonparametric estimation of the random coefficients model: An elastic net approach," DICE Discussion Papers 326, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  • Florian Heiss & Stephan Hetzenecker & Maximilian Osterhaus, 2019. "Nonparametric Estimation of the Random Coefficients Model: An Elastic Net Approach," Papers 1909.08434, arXiv.org, revised Sep 2019.
• Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2021. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Energy Economics, Elsevier, vol. 95(C).
  • Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2019. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Center for Mathematical Economics Working Papers 625, Center for Mathematical Economics, Bielefeld University.
  • Marco Piccirilli & Maren Diane Schmeck & Tiziano Vargiolu, 2019. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Papers 1910.01044, arXiv.org.
• 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.
  • 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, 2021. "Informational Content of Factor Structures in Simultaneous Binary Response Models," NBER Working Papers 28327, National Bureau of Economic Research, Inc.
  • 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.
• Daniel Jacob, 2019. "Group Average Treatment Effects for Observational Studies," Papers 1911.02688, arXiv.org, revised Mar 2020.
• Crudu, Federico & Osorio, Felipe, 2020. "Bilinear form test statistics for extremum estimation," Economics Letters, Elsevier, vol. 187(C).
  • Federico Crudu & Felipe Osorio, 2019. "Bilinear form test statistics for extremum estimation," Department of Economics University of Siena 804, Department of Economics, University of Siena.
  • Federico Crudu & Felipe Osorio, 2019. "Bilinear form test statistics for extremum estimation," Papers 1912.01410, arXiv.org.
• Manuel Arellano & Stéphane Bonhomme, 2019. "Recovering Latent Variables by Matching," Working Papers wp2019_1914, CEMFI.
  • Manuel Arellano & Stéphane Bonhomme, 2020. "Recovering Latent Variables by Matching," CeMMAP working papers CWP2/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Manuel Arellano & Stephane Bonhomme, 2019. "Recovering Latent Variables by Matching," Papers 1912.13081, arXiv.org.
• Sergio Scicchitano & Marco Biagetti & Antonio Chirumbolo, 2020. "More insecure and less paid? The effect of perceived job insecurity on wage distribution," Applied Economics, Taylor & Francis Journals, vol. 52(18), pages 1998-2013, April.
  • Scicchitano, Sergio & Biagetti, Marco & Chirumbolo, Antonio, 2018. "More insecure and less paid? The effect of perceived job insecurity on wage distribution," GLO Discussion Paper Series 293, Global Labor Organization (GLO).
  • Sergio Scicchitano & Marco Biagetti & Antonio Chirumbolo, 2019. "More insecure and less paid? The effect of perceived job insecurity on wage distribution," Working Papers 0041, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro.
• Christopher Erwin, 2019. "Low-performing student responses to state merit scholarships," Working Papers 2019-02, Auckland University of Technology, Department of Economics.
• Josip Arneric & Mladen Mateljan, 2019. "The Analysis Of Interdependencies Between Capital Market And Cryptocurrency Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 28(2), pages 449-465, december.
• Danielsson, Jon & Ergun, Lerby M. & Haan, Laurens de & Vries, Casper G. de, 2016. "Tail index estimation: quantile driven threshold selection," LSE Research Online Documents on Economics 66193, London School of Economics and Political Science, LSE Library.
  • Jon Danielsson & Lerby Ergun & Laurens de Haan & Casper G. de Vries, 2019. "Tail Index Estimation: Quantile-Driven Threshold Selection," Staff Working Papers 19-28, Bank of Canada.
• Lerby Ergun, 2019. "Extreme Downside Risk in Asset Returns," Staff Working Papers 19-46, Bank of Canada.
• Hernando Vargas-Herrera & Mauricio Villamizar-Villegas, 2019. "Effectiveness of FX Intervention and the Flimsiness of Exchange rate Expectations," Borradores de Economia 1070, Banco de la Republica de Colombia.
• Nikolay Stoenchev & Yana Hrischeva, 2019. "Investment Appeal Of Residential Real Estate Property In The City Of Sofia," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 1-23.
• Виктор Аврамов, 2019. "Анализ На Времевите Редове На Цените И Обема На Борсовата Търговия На Електрическа Енергия В Условията На Ниска Ликвидност," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 8-22.
• Kholodilin, Konstantin A. & Limonov, Leonid E. & Waltl, Sofie R., 2021. "Housing rent dynamics and rent regulation in St. Petersburg (1880–1917)," Explorations in Economic History, Elsevier, vol. 81(C).
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Papers wuwp279, Vienna University of Economics and Business, Department of Economics.
  • Konstantin A. Kholodilin & Leonid Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Discussion Papers of DIW Berlin 1780, DIW Berlin, German Institute for Economic Research.
  • Limonov, Leonid E. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Paper Series 279, WU Vienna University of Economics and Business.
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," HSE Working papers WP BRP 213/EC/2019, National Research University Higher School of Economics.
  • KHOLODILIN Konstantin A. & LIMONOV Leonid E. & WALTL Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," LISER Working Paper Series 2019-03, Luxembourg Institute of Socio-Economic Research (LISER).
• Marcel, Bräutigam & Marie, Kratz, 2019. "Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH(p, q) processes," ESSEC Working Papers WP1909, ESSEC Research Center, ESSEC Business School.
• Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2021. "Time-varying general dynamic factor models and the measurement of financial connectedness," Journal of Econometrics, Elsevier, vol. 222(1), pages 324-343.
  • Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R., 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," LIDAM Discussion Papers ISBA 2019024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers ECARES 2019-09, ULB -- Universite Libre de Bruxelles.
  • Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2020. "Time-varying general dynamic factor models and the measurement of financial connectedness," LIDAM Reprints ISBA 2020015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Setyani Dwi Lestari & Amir Indrabudiman & Wuri Septi Handayani & Teguh Sugiarto, 2019. "Estimation with Macroeconomic Variables in Long-Term Elasticity of Gasoline Consumption," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 326-329.
• Dip, Juan Antonio & Gamboa, Luis Fernando, 2019. "La heterogeneidad de los efectos de la educación preescolar sobre los resultados cognitivos en América Latina," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Dip, Juan Antonio & Gamboa, Luis Fernando, 2019. "The heterogeneity of effects of preschool education on cognitive outcomes in Latin America," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Dai, Xiaoyong & Wang, Fang, 2019. "Does the high- and new-technology enterprise program promote innovative performance? Evidence from Chinese firms," China Economic Review, Elsevier, vol. 57(C).
• Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2019. "Institutions and determinants of firm survival in European emerging markets," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 431-453.
  • Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2018. "Institutions and Determinants of Firm Survival in European Emerging Markets," CEI Working Paper Series 2018-1, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  • Eduard Baumohl & Ichiro Iwasaki & Evzen Kocenda, 2019. "Institutions and determinants of firm survival in European emerging markets," Working and Discussion Papers WP 5/2019, Research Department, National Bank of Slovakia.
• Alexakis, Christos & Izzeldin, Marwan & Johnes, Jill & Pappas, Vasileios, 2019. "Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis," Economic Modelling, Elsevier, vol. 79(C), pages 1-14.
  • Christos Alexakis & Marwan Izzeldin & Jill Johnes & Vasileios Pappas, 2019. "Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis," Post-Print hal-02143291, HAL.
• Camarero, Mariam & Peiró-Palomino, Jesús & Tamarit, Cecilio, 2019. "Growth in a time of external imbalances," Economic Modelling, Elsevier, vol. 79(C), pages 262-275.
• Peng, Wei & Zeng, Yufeng, 2019. "Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models," Economic Modelling, Elsevier, vol. 80(C), pages 392-399.
• Kim, Jun Sung & Lee, Jongkwan, 2019. "The role of intergenerational mobility in internal migration," Economic Modelling, Elsevier, vol. 81(C), pages 1-15.
• Fritz, Marlon, 2019. "Steady state adjusting trends using a data-driven local polynomial regression," Economic Modelling, Elsevier, vol. 83(C), pages 312-325.
• Gang, Jianhua & Qian, Zongxin & Xu, Tiange, 2019. "Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market," Economic Modelling, Elsevier, vol. 83(C), pages 364-371.
• Bruzda, Joanna, 2019. "Complex analytic wavelets in the measurement of macroeconomic risks," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
• Oberst, Christian A. & Schmitz, Hendrik & Madlener, Reinhard, 2019. "Are Prosumer Households That Much Different? Evidence From Stated Residential Energy Consumption in Germany," Ecological Economics, Elsevier, vol. 158(C), pages 101-115.
  • Oberst, Christian A. & Schmitz, Hendrik & Madlener, Reinhard, 2016. "Are Prosumer Households That Much Different? Evidence from Stated Residential Energy Consumption in Germany," FCN Working Papers 24/2016, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised Mar 2018.
• Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020. "Asymptotic F tests under possibly weak identification," Journal of Econometrics, Elsevier, vol. 218(1), pages 140-177.
  • Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2019. "Asymptotic F Tests under Possibly Weak Identification," University of California at San Diego, Economics Working Paper Series qt6qk200q8, Department of Economics, UC San Diego.
  • Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019. "Asymptotic F Tests under Possibly Weak Identification," Working Papers 2019-03-12, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• 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.
  • Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2021. "Time-Varying Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202105, University of Kansas, Department of Economics, revised Jan 2021.
  • 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".
  • 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.
  • 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).
• Jiti Gao & Kai Xia, 2017. "Heterogeneous panel data models with cross-sectional dependence," Monash Econometrics and Business Statistics Working Papers 16/17, Monash University, Department of Econometrics and Business Statistics.
  • Jiti Gao & Kai Xia & Huanjun Zhu, 2019. "Heterogeneous Panel Data Models with Cross-Sectional Dependence," Working Papers 2019-07-09, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Robson, M.; & Doran, T.; & Cookson, R.;, 2019. "Estimating and Decomposing Conditional Average Treatment Effects: The Smoking Ban in England," Health, Econometrics and Data Group (HEDG) Working Papers 19/20, HEDG, c/o Department of Economics, University of York.
• Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2021. "Nonparametric homogeneity pursuit in functional-coefficient models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 33(3-4), pages 387-416, October.
  • Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2019. "Nonparametric Homogeneity Pursuit in Functional-Coefficient Models," Discussion Papers 19/03, Department of Economics, University of York.
• Florian Heiss & Stephan Hetzenecker & Maximilian Osterhaus, 2019. "Nonparametric Estimation of the Random Coefficients Model: An Elastic Net Approach," Papers 1909.08434, arXiv.org, revised Sep 2019.
  • Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2019. "Nonparametric estimation of the random coefficients model: An elastic net approach," DICE Discussion Papers 326, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Dumitru, Ana-Maria & Hizmeri, Rodrigo & Izzeldin, Marwan, 2019. "Forecasting the Realized Variance in the Presence of Intraday Periodicity," EconStor Preprints 193631, ZBW - Leibniz Information Centre for Economics.
• Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2019. "Land value appraisal using statistical methods," FORLand Working Papers 07 (2019), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
• Ritter, Matthias & Huttel, Silke & Odening, Martin & Seifert, Stefan, 2019. "Revisiting The Relationship Between Land Price And Parcel Size," 2019 Conference (63rd), February 12-15, 2019, Melbourne, Australia 285062, Australian Agricultural and Resource Economics Society (AARES).
  • Ritter, Matthias & Hüttel, Silke & Odening, Martin & Seifert, Stefan, 2019. "Revisiting the relationship between land price and parcel size," FORLand Working Papers 08 (2019), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
• Demidova, Olga & Kolyagina, Alena & Pastore, Francesco, 2018. "Marshallian vs Jacobs Effects: Which One Is Stronger? Evidence for Russia Unemployment Dynamics," IZA Discussion Papers 12042, Institute of Labor Economics (IZA).
  • Demidova, Olga & Kolyagina, Alena & Pastore, Francesco, 2019. "Marshallian vs Jacobs effects: which one is stronger? Evidence for Russia unemployment dynamics," GLO Discussion Paper Series 302, Global Labor Organization (GLO).
• Nilsson, William, 2019. "Estimating nonlinear intergenerational income mobility with correlation curves," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-20.
• Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019. "Estimating low sampling frequency risk measure by high-frequency data," IRTG 1792 Discussion Papers 2019-003, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Pele, Daniel Traian & Wesselhöfft, Niels & Härdle, Wolfgang Karl & Kolossiatis, Michalis & Yatracos, Yannis, 2019. "Phenotypic convergence of cryptocurrencies," IRTG 1792 Discussion Papers 2019-018, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Jacob, Daniel & Härdle, Wolfgang Karl & Lessmann, Stefan, 2019. "Group Average Treatment Effects for Observational Studies," IRTG 1792 Discussion Papers 2019-028, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2019. "Nonparametric estimation of the random coefficients model: An elastic net approach," Ruhr Economic Papers 824, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Döhrn, Roland, 2019. "Comparing forecast accuracy in small samples," Ruhr Economic Papers 833, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Seckler, Matthias, 2019. "Increasing inequality in lifetime earnings: A tale of educational upgrading and changing employment patterns," University of Tübingen Working Papers in Business and Economics 119, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Førsund, Finn, 2019. "Environmental Performance Measurement: The Rise and Fall of Shephard-inspired Measures," Memorandum 9/2019, Oslo University, Department of Economics.
• Daria Zinchenko & Alexey Egorov, 2019. "Efficiency Modeling of Russian Universities," HSE Economic Journal, National Research University Higher School of Economics, vol. 23(1), pages 143-172.
• Kholodilin, Konstantin A. & Limonov, Leonid E. & Waltl, Sofie R., 2021. "Housing rent dynamics and rent regulation in St. Petersburg (1880–1917)," Explorations in Economic History, Elsevier, vol. 81(C).
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Papers wuwp279, Vienna University of Economics and Business, Department of Economics.
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," HSE Working papers WP BRP 213/EC/2019, National Research University Higher School of Economics.
  • Konstantin A. Kholodilin & Leonid Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Discussion Papers of DIW Berlin 1780, DIW Berlin, German Institute for Economic Research.
  • Limonov, Leonid E. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Paper Series 279, WU Vienna University of Economics and Business.
  • KHOLODILIN Konstantin A. & LIMONOV Leonid E. & WALTL Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," LISER Working Paper Series 2019-03, Luxembourg Institute of Socio-Economic Research (LISER).
• Guohua Feng & Keith R. McLaren & Ou Yang & Xiaohui Zhang & Xueyan Zhao, 2019. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Melbourne Institute Working Paper Series wp2019n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Bertanha, Marinho & Moreira, Marcelo J., 2020. "Impossible inference in econometrics: Theory and applications," Journal of Econometrics, Elsevier, vol. 218(2), pages 247-270.
  • Marinho Bertanha & Marcelo J. Moreira, 2016. "Impossible Inference in Econometrics: Theory and Applications," Papers 1612.02024, arXiv.org, revised Feb 2020.
  • Marinho Bertanha & Marcelo Moreira, 2019. "Impossible inference in econometrics: theory and applications," CeMMAP working papers CWP02/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Bertanha, Marinho Angelo & Moreira, Marcelo J., 2017. "Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 787, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2019. "Inference under covariate‐adaptive randomization with multiple treatments," Quantitative Economics, Econometric Society, vol. 10(4), pages 1747-1785, November.
  • Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017. "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers CWP34/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2019. "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers CWP04/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2018. "Inference under Covariate-Adaptive Randomization with Multiple Treatments," Papers 1806.04206, arXiv.org, revised Jan 2019.
• Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019. "Confidence Intervals for Projections of Partially Identified Parameters," Econometrica, Econometric Society, vol. 87(4), pages 1397-1432, July.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers CWP26/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP02/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP49/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
• Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2014. "Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models," Working Papers hal-01169655, HAL.
  • Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2019. "Single market non-parametric identification of multi-attribute hedonic equilibrium models," CeMMAP working papers CWP27/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan, Department Of Mathematics Pass, 2014. "Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models," Sciences Po publications info:hdl:2441/4kovgv3hs88, Sciences Po.
• Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
  • Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Jochmans, K. & Weidner, M., 2019. "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics 1946, Faculty of Economics, University of Cambridge.
  • Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
• Sören Blomquist & Whitney K. Newey & Anil Kumar & Che-Yuan Liang, 2021. "On Bunching and Identification of the Taxable Income Elasticity," Journal of Political Economy, University of Chicago Press, vol. 129(8), pages 2320-2343.
  • Sören Blomquist & Whitney Newey & Anil Kumar & Che-Yuan Liang, 2017. "On Bunching and Identification of the Taxable Income Elasticity," NBER Working Papers 24136, National Bureau of Economic Research, Inc.
  • Soren Blomquist & Anil Kumar & Che-Yuan Liang, 2019. "On Bunching and Identi?cation of the Taxable Income Elasticity," CeMMAP working papers CWP53/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.
  • Victor Chernozhukov & Jerry Hausman & Whitney K. Newey, 2019. "Demand analysis with many prices," CeMMAP working papers CWP59/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Paulo M. D. C. Parente & Richard J. Smith, 2021. "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
  • Paulo M.D.C. Parente & Richard J. Smith, 2018. "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM 2018/59, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Linda Irene Llamas Rembao & Luis Huesca Reynoso & José Javier González, 2019. "Impact of Income Taxes on Wages. A Non Parametric Analysis of the Mexican Case," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(1), pages 79-94, Enero-Mar.
• Miguel Antonio Alba Suárez & Wilmer Pineda-Ríos & Javier Deaza Chaves, 2019. "Análisis comparativo de las metodologías de estimación semiparamétricas y vía cópulas del Valor en Riesgo (VaR) en el mercado accionario colombiano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(2), pages 279-307, Abril-Jun.
• Andreoli, Francesco & Fusco, Alessio, 2019. "Robust cross-country analysis of inequality of opportunity," Economics Letters, Elsevier, vol. 182(C), pages 86-89.
  • Francesco Andreoli & Alessio Fusco, 2019. "Robust cross-country analysis of inequality of opportunity," Working Papers 492, ECINEQ, Society for the Study of Economic Inequality.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org.
• Miller, Steve & Startz, Richard, 2019. "Feasible generalized least squares using support vector regression," Economics Letters, Elsevier, vol. 175(C), pages 28-31.
• Casarin, Roberto & Costola, Michele, 2019. "Structural changes in large economic datasets: A nonparametric homogeneity test," Economics Letters, Elsevier, vol. 176(C), pages 55-59.
• Wang, Wenju & Wang, Qiao, 2019. "Consistent specification test for partially linear models with the k-nearest-neighbor method," Economics Letters, Elsevier, vol. 177(C), pages 89-93.
• Aradillas-López, Andrés, 2019. "Nonparametric tests for strategic interaction effects with rationalizability," Economics Letters, Elsevier, vol. 181(C), pages 149-153.
• Gil-Alana, Luis A. & Trani, Tommaso, 2019. "The cyclical structure of the UK inflation rate: 1210–2016," Economics Letters, Elsevier, vol. 181(C), pages 182-185.
• Fritz, Marlon & Gries, Thomas & Feng, Yuanhua, 2019. "Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth?," Economics Letters, Elsevier, vol. 181(C), pages 47-50.
• González-Val, Rafael, 2019. "Lognormal city size distribution and distance," Economics Letters, Elsevier, vol. 181(C), pages 7-10.
  • González-Val, Rafael, 2019. "Lognormal city size distribution and distance," MPRA Paper 93445, University Library of Munich, Germany.
• Cerulli, Giovanni, 2019. "A flexible Synthetic Control Method for modeling policy evaluation," Economics Letters, Elsevier, vol. 182(C), pages 40-44.
• Andreoli, Francesco & Fusco, Alessio, 2019. "Robust cross-country analysis of inequality of opportunity," Economics Letters, Elsevier, vol. 182(C), pages 86-89.
  • Francesco Andreoli & Alessio Fusco, 2019. "Robust cross-country analysis of inequality of opportunity," Working Papers 492, ECINEQ, Society for the Study of Economic Inequality.
• Aradillas-López, Andrés, 2019. "Computing semiparametric efficiency bounds in linear models with nonparametric regressors," Economics Letters, Elsevier, vol. 185(C).
• Geng, Xin & Sun, Kai, 2019. "Gradient estimation of the local-constant semiparametric smooth coefficient model," Economics Letters, Elsevier, vol. 185(C).
• Cerulli, Giovanni, 2019. "Data-driven sensitivity analysis for matching estimators," Economics Letters, Elsevier, vol. 185(C).
  • Giovanni Cerulli, 2018. "Data-driven sensitivity analysis for matching estimators," London Stata Conference 2018 02, Stata Users Group.
• Mykland, Per A. & Zhang, Lan & Chen, Dachuan, 2019. "The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times," Journal of Econometrics, Elsevier, vol. 208(1), pages 101-119.
• Chen, Xiaohong & Linton, Oliver & Schneeberger, Stefan & Yi, Yanping, 2019. "Semiparametric estimation of the bid–ask spread in extended roll models," Journal of Econometrics, Elsevier, vol. 208(1), pages 160-178.
• Pelger, Markus, 2019. "Large-dimensional factor modeling based on high-frequency observations," Journal of Econometrics, Elsevier, vol. 208(1), pages 23-42.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2019. "Tail event driven networks of SIFIs," Journal of Econometrics, Elsevier, vol. 208(1), pages 282-298.
• Dai, Chaoxing & Lu, Kun & Xiu, Dacheng, 2019. "Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data," Journal of Econometrics, Elsevier, vol. 208(1), pages 43-79.
• Jacod, Jean & Li, Yingying & Zheng, Xinghua, 2019. "Estimating the integrated volatility with tick observations," Journal of Econometrics, Elsevier, vol. 208(1), pages 80-100.
• Huang, Liquan & Khalil, Umair & Yıldız, Neşe, 2019. "Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables," Journal of Econometrics, Elsevier, vol. 208(2), pages 346-366.
• Jin, Fei & Lee, Lung-fei, 2019. "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 208(2), pages 585-612.
• Merlo, Antonio & Tang, Xun, 2019. "New results on the identification of stochastic bargaining models," Journal of Econometrics, Elsevier, vol. 209(1), pages 79-93.
• Clinet, Simon & Potiron, Yoann, 2019. "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Journal of Econometrics, Elsevier, vol. 209(2), pages 289-337.
  • Simon Clinet & Yoann Potiron, 2017. "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Papers 1709.02502, arXiv.org, revised Feb 2019.
• Fisher, Mark & Jensen, Mark J., 2019. "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, vol. 210(1), pages 187-202.
  • Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," Working Paper series 18-12, Rimini Centre for Economic Analysis.
  • Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper 2018-2, Federal Reserve Bank of Atlanta.
• Grundl, Serafin & Zhu, Yu, 2019. "Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity," Journal of Econometrics, Elsevier, vol. 210(2), pages 363-378.
  • Serafin J. Grundl & Yu Zhu, 2015. "Identification and Estimation of Risk Aversion in First Price Auctions With Unobserved Auction Heterogeneity," Finance and Economics Discussion Series 2015-89, Board of Governors of the Federal Reserve System (U.S.).
  • Serafin Grundl & Yu Zhu, 2016. "Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity," Staff Working Papers 16-23, Bank of Canada.
• Chiang, Harold D. & Sasaki, Yuya, 2019. "Causal inference by quantile regression kink designs," Journal of Econometrics, Elsevier, vol. 210(2), pages 405-433.
• Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers CWP26/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers CWP51/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Woutersen, Tiemen & Hausman, Jerry A., 2019. "Increasing the power of specification tests," Journal of Econometrics, Elsevier, vol. 211(1), pages 166-175.
• Aït-Sahalia, Yacine & Xiu, Dacheng, 2019. "A Hausman test for the presence of market microstructure noise in high frequency data," Journal of Econometrics, Elsevier, vol. 211(1), pages 176-205.
• Fu, Zhonghao & Hong, Yongmiao, 2019. "A model-free consistent test for structural change in regression possibly with endogeneity," Journal of Econometrics, Elsevier, vol. 211(1), pages 206-242.
• Hahn, Jinyong & Ridder, Geert, 2019. "Three-stage semi-parametric inference: Control variables and differentiability," Journal of Econometrics, Elsevier, vol. 211(1), pages 262-293.
• Lee, Ying-Ying & Bhattacharya, Debopam, 2019. "Applied welfare analysis for discrete choice with interval-data on income," Journal of Econometrics, Elsevier, vol. 211(2), pages 361-387.
  • Lee, Y-Y. & Bhattacharya, D., 2018. "Applied Welfare Analysis for Discrete Choice with Interval-data on Income," Cambridge Working Papers in Economics 1882, Faculty of Economics, University of Cambridge.
• Yan, Jin & Yoo, Hong Il, 2019. "Semiparametric estimation of the random utility model with rank-ordered choice data," Journal of Econometrics, Elsevier, vol. 211(2), pages 414-438.
  • Jin Yan & Hong Il Yoo, 2017. "Semiparametric Estimation of the Random Utility Model with Rank-Ordered Choice Data," Working Papers 2017_02, Durham University Business School.
• Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
  • Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2017. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Working Papers of Department of Economics, Leuven 598907, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Laurens Cherchye & Bram De Rock & Thomas Demuynck, 2017. "Bounding Counterfactual Demand with Unobserved Heterogeneity and Endogenous Expenditures," Working Papers ECARES ECARES 2017-41, ULB -- Universite Libre de Bruxelles.
• Ma, Jun & Marmer, Vadim & Shneyerov, Artyom, 2019. "Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator," Journal of Econometrics, Elsevier, vol. 211(2), pages 507-538.
  • Ma, Jun & Marmer, Vadim & Shneyerov, Artyom, 2016. "Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's estimator," Microeconomics.ca working papers vadim_marmer-2016-4, Vancouver School of Economics, revised 19 Jan 2019.
  • Jun Ma & Vadim Marmer & Artyom Shneyerov, 2019. "Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator," Papers 1903.06401, arXiv.org.
• Chiang, Harold D. & Hsu, Yu-Chin & Sasaki, Yuya, 2019. "Robust uniform inference for quantile treatment effects in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 211(2), pages 589-618.
• Chen, Jia & Li, Degui & Linton, Oliver, 2019. "A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables," Journal of Econometrics, Elsevier, vol. 212(1), pages 155-176.
  • Jia Chen & Degui Li & Oliver Linton, 2018. "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Discussion Papers 18/14, Department of Economics, University of York.
  • Chen, J. & Li, D. & Linton, O., 2018. "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Cambridge Working Papers in Economics 1876, Faculty of Economics, University of Cambridge.
• Salish, Nazarii & Gleim, Alexander, 2019. "A moment-based notion of time dependence for functional time series," Journal of Econometrics, Elsevier, vol. 212(2), pages 377-392.
• Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.
• Okui, Ryo & Yanagi, Takahide, 2019. "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
  • Ryo Okui & Takahide Yanagi, 2014. "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers 906, Kyoto University, Institute of Economic Research.
  • Ryo Okui & Takahide Yanagi, 2018. "Panel Data Analysis with Heterogeneous Dynamics," Papers 1803.09452, arXiv.org, revised Jan 2019.
• Chen, Heng & Fan, Yanqin, 2019. "Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms," Journal of Econometrics, Elsevier, vol. 212(2), pages 476-502.
• Bilias, Yannis & Florios, Kostas & Skouras, Spyros, 2019. "Exact computation of Censored Least Absolute Deviations estimator," Journal of Econometrics, Elsevier, vol. 212(2), pages 584-606.
• Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao, 2019. "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice," Journal of Econometrics, Elsevier, vol. 212(2), pages 607-622.
• Giessing, Alexander & He, Xuming, 2019. "On the predictive risk in misspecified quantile regression," Journal of Econometrics, Elsevier, vol. 213(1), pages 235-260.
• Chen, Xiaohong & Pouzo, Demian & Powell, James L., 2019. "Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions," Journal of Econometrics, Elsevier, vol. 213(1), pages 30-53.
  • Xiaohong Chen & Demian Pouzo & James L. Powell, 2019. "Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions," Papers 1902.10100, arXiv.org.
• Kato, Kengo & Sasaki, Yuya, 2019. "Uniform confidence bands for nonparametric errors-in-variables regression," Journal of Econometrics, Elsevier, vol. 213(2), pages 516-555.
• Zhou, Ling & Lin, Huazhen & Chen, Kani & Liang, Hua, 2019. "Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models," Journal of Econometrics, Elsevier, vol. 213(2), pages 593-607.
• Linton, Oliver & Xiao, Zhijie, 2019. "Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity," Journal of Econometrics, Elsevier, vol. 213(2), pages 608-631.
  • Linton, O. & Xiao, Z., 2019. "Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity," Cambridge Working Papers in Economics 1907, Faculty of Economics, University of Cambridge.
• Funke, Benedikt & Hirukawa, Masayuki, 2019. "Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach," Econometrics and Statistics, Elsevier, vol. 9(C), pages 156-170.
• Li, Qing & Vo, Long Hai & Wu, Yanrui, 2019. "Intangible capital distribution in China," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
  • Qing Li & Long H. Vo & Yanrui Wu, 2018. "Intangible Capital Distribution in China," Economics Discussion / Working Papers 18-08, The University of Western Australia, Department of Economics.
• Bansal, Prateek & Daziano, Ricardo A. & Sunder, Naveen, 2019. "Arriving at a decision: A semi-parametric approach to institutional birth choice in India," Journal of choice modelling, Elsevier, vol. 31(C), pages 86-103.
• Puggioni, Daniela & Stefanou, Spiro E., 2019. "The value of being socially responsible: A primal-dual approach," European Journal of Operational Research, Elsevier, vol. 276(3), pages 1090-1103.
  • Daniela Puggioni & Spiro E. Stefanou, 2018. "The Value of Being Socially Responsible. A Primal-Dual Approach," Working Papers 2018-12, Banco de México.
• Yang, Qiao, 2019. "Stock returns and real growth: A Bayesian nonparametric approach," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 53-69.
• Yao Luo & Ruli Xiao, 2019. "Identification of Auction Models Using Order Statistics," Working Papers tecipa-630, University of Toronto, Department of Economics.
• Regis Barnichon & Christian Brownlees, 2019. "Impulse Response Estimation by Smooth Local Projections," The Review of Economics and Statistics, MIT Press, vol. 101(3), pages 522-530, July.
  • Barnichon, Régis & Brownlees, Christian, 2016. "Impulse Response Estimation By Smooth Local Projections," CEPR Discussion Papers 11726, C.E.P.R. Discussion Papers.
• 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).
  • Caio Almeida & Kim Ardison & René Garcia, 2020. "Nonparametric Assessment of Hedge Fund Performance," Post-Print hal-02550789, HAL.
• Kamat, Vishal, 2019. "Identification with Latent Choice Sets," TSE Working Papers 19-1031, Toulouse School of Economics (TSE).
• Nora Lustig, 2019. "The “Missing Rich” in Household Surveys: Causes and Correction Approaches," Commitment to Equity (CEQ) Working Paper Series 75, Tulane University, Department of Economics.
  • , Stone Center & Lustig, Nora, 2020. "The “Missing Rich” in Household Surveys: Causes and Correction Approaches," SocArXiv j23pn, Center for Open Science.
• Diewert, Erwin & Shimizu, Chihiro, 2019. "Residential Property Price Indexes: Spatial Coordinates versus Neighbourhood Dummy Variables," Microeconomics.ca working papers erwin_diewert-2019-11, Vancouver School of Economics, revised 10 Jan 2020.
• Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2020. "Nonparametric estimation of marginal effects in regression-spline random effects models," Econometric Reviews, Taylor & Francis Journals, vol. 39(8), pages 792-825, September.
  • Aman Ullah & Shujie Ma & Jeffrey Racine, 2019. "Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models," Working Papers 201920, University of California at Riverside, Department of Economics.
• Cristian Rabanal, 2019. "Regional economic convergence: an approach of Argentina and Brazil case," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 44(47), pages 75-100, January-J.
• Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
  • Laurens Cherchye & Bram De Rock & Thomas Demuynck, 2017. "Bounding Counterfactual Demand with Unobserved Heterogeneity and Endogenous Expenditures," Working Papers ECARES ECARES 2017-41, ULB -- Universite Libre de Bruxelles.
  • Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2019. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," ULB Institutional Repository 2013/295315, ULB -- Universite Libre de Bruxelles.
  • Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2017. " Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Working Papers of Department of Economics, Leuven 598907, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Mohamed Chikhi & Claude Diebolt, 2019. "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers 03-19, Association Française de Cliométrie (AFC).
  • Mohamed Chikhi & Claude Diebolt, 2019. "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers of BETA 2019-06, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019. "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers 07-19, Association Française de Cliométrie (AFC).
  • Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019. "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers of BETA 2019-24, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019. "Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers of BETA 2019-43, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Enrico De Monte & Anne-Laure Levet, 2019. "Productivity Dynamics in French Woodworking Industries," Working Papers of BETA 2019-45, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• William A. Brock & J. Isaac Miller, 2019. "Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways," Working Papers 1904, Department of Economics, University of Missouri, revised 2021.
  • J. Isaac Miller & William A. Brock, 2021. "Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways," Working Papers 2105, Department of Economics, University of Missouri.
• Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2021. "Forecasting regional long-run energy demand: A functional coefficient panel approach," Energy Economics, Elsevier, vol. 96(C).
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2019. "Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach," Working Papers 1915, Department of Economics, University of Missouri.
• Gabriel Victorio Montes Rojas, 2019. "Una evaluación del pass-through en la Argentina usando funciones impulso respuesta de cuantiles multivariados [An evaluation of pass-through in Argentina using multivariate quantile impulse respons," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 36(73), pages 145-189, july-dece.
• Barnichon, Regis & Mesters, Geert, 2021. "The Phillips multiplier," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
  • Barnichon, Régis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
  • Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
  • Régis Barnichon & Geert Mesters, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona Graduate School of Economics.
• Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, Oxford University Press, vol. 135(4), pages 2255-2298.
  • Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona Graduate School of Economics.
  • Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barnichon, Régis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
• Naguib, Costanza, 2019. "Estimating the Heterogeneous Impact of the Free Movement of Persons on Relative Wage Mobility," Economics Working Paper Series 1903, University of St. Gallen, School of Economics and Political Science.
• Michael Lechner & Gabriel Okasa, 2019. "Random Forest Estimation of the Ordered Choice Model," Papers 1907.02436, arXiv.org, revised Jan 2020.
  • Lechner, Michael & Okasa, Gabriel, 2019. "Random Forest Estimation of the Ordered Choice Model," Economics Working Paper Series 1908, University of St. Gallen, School of Economics and Political Science.
• Manuel Ammann & Alexander Feser, 2019. "Robust Estimation of Risk-Neutral Moments," Working Papers on Finance 1902, University of St. Gallen, School of Finance.
• Crudu, Federico & Osorio, Felipe, 2020. "Bilinear form test statistics for extremum estimation," Economics Letters, Elsevier, vol. 187(C).
  • Federico Crudu & Felipe Osorio, 2019. "Bilinear form test statistics for extremum estimation," Papers 1912.01410, arXiv.org.
  • Federico Crudu & Felipe Osorio, 2019. "Bilinear form test statistics for extremum estimation," Department of Economics University of Siena 804, Department of Economics, University of Siena.
• Michele Belloni & Antonella Bena & Elena Farina & Irene Simonetti & Francesca Zantomio, 2019. "Long-run effects of health shocks in a highly regulated labour market," Working Papers 2019: 32, Department of Economics, University of Venice "Ca' Foscari".
  • Belloni, Michele & Simonetti, Irene & Zantomio, Francesca, 2019. "Long-run effects of health shocks in a highly regulated labour market," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201922, University of Turin.
• Nirav Mehta, 2019. "An Economic Approach to Generalizing Findings from Regression-Discontinuity Designs," Journal of Human Resources, University of Wisconsin Press, vol. 54(4), pages 953-985.
  • Nirav Mehta, 2015. "An Economic Approach to Generalize Findings from Regression-Discontinuity Designs," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20156, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
• Belloni, Michele & Simonetti, Irene & Zantomio, Francesca, 2019. "Long-run effects of health shocks in a highly regulated labour market," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201922, University of Turin.
  • Michele Belloni & Antonella Bena & Elena Farina & Irene Simonetti & Francesca Zantomio, 2019. "Long-run effects of health shocks in a highly regulated labour market," Working Papers 2019: 32, Department of Economics, University of Venice "Ca' Foscari".
• Carlo Rosa, 2019. "The Impact of Federal Reserve Monetary Policy Announcements on Asset Prices: A Review," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 127(1), pages 3-24.
• Carlo Rosa, 2019. "The Impact of Federal Reserve Monetary Policy Announcements on Asset Prices: A Review," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 147(1), pages 3-24.
• Pennoni Fulvia & Nakai Miki, 2019. "A latent class analysis towards stability and changes in breadwinning patterns among coupled households," Dependence Modeling, De Gruyter, vol. 7(1), pages 234-246, January.
  • Nakai, Miki & Pennoni, Fulvia, 2018. "A latent class analysis towards stability and changes in breadwinning patterns among coupled households," MPRA Paper 89950, University Library of Munich, Germany.
• Markowicz Iwona, 2019. "Analysis of the Risk of Liquidation Depending on the Age of the Company: A Study of Entities Established in Szczecin in Period 1990-2010," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 23(2), pages 49-62, June.
• Wycinka Ewa, 2019. "Competing Risk Models of Default in the Presence of Early Repayments," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 23(2), pages 99-120, June.
• Mikulec Artur, 2019. "The Hazard Function and Its Role in a Non-Parametric Duration Analysis of Enterprises in the Łódzkie Voivodeship," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 23(3), pages 59-75, September.
• Doszyń Mariusz, 2019. "Individual Capacities of Hellwig’s Information Carriers and the Impact of Attributes in the Szczecin Algorithm of Real Estate Mass Appraisal," Real Estate Management and Valuation, Sciendo, vol. 27(1), pages 15-24, March.
• Škrinjarić Tihana, 2019. "Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange," South East European Journal of Economics and Business, Sciendo, vol. 14(1), pages 92-100, June.
• Kholodilin, Konstantin A. & Limonov, Leonid E. & Waltl, Sofie R., 2021. "Housing rent dynamics and rent regulation in St. Petersburg (1880–1917)," Explorations in Economic History, Elsevier, vol. 81(C).
  • KHOLODILIN Konstantin A. & LIMONOV Leonid E. & WALTL Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," LISER Working Paper Series 2019-03, Luxembourg Institute of Socio-Economic Research (LISER).
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Papers wuwp279, Vienna University of Economics and Business, Department of Economics.
  • Konstantin A. Kholodilin & Leonid Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Discussion Papers of DIW Berlin 1780, DIW Berlin, German Institute for Economic Research.
  • Limonov, Leonid E. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Paper Series 279, WU Vienna University of Economics and Business.
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," HSE Working papers WP BRP 213/EC/2019, National Research University Higher School of Economics.
• Kholodilin, Konstantin A. & Limonov, Leonid E. & Waltl, Sofie R., 2021. "Housing rent dynamics and rent regulation in St. Petersburg (1880–1917)," Explorations in Economic History, Elsevier, vol. 81(C).
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Papers wuwp279, Vienna University of Economics and Business, Department of Economics.
  • Limonov, Leonid E. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Paper Series 279, WU Vienna University of Economics and Business.
  • Konstantin A. Kholodilin & Leonid Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Discussion Papers of DIW Berlin 1780, DIW Berlin, German Institute for Economic Research.
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," HSE Working papers WP BRP 213/EC/2019, National Research University Higher School of Economics.
  • KHOLODILIN Konstantin A. & LIMONOV Leonid E. & WALTL Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," LISER Working Paper Series 2019-03, Luxembourg Institute of Socio-Economic Research (LISER).
• George‐Levi Gayle & Andrew Shephard, 2019. "Optimal Taxation, Marriage, Home Production, and Family Labor Supply," Econometrica, Econometric Society, vol. 87(1), pages 291-326, January.
  • Andrew Shephard & George-Levi Gayle, 2015. "Optimal Taxation, Marriage, Home Production, and Family Labor Supply," 2015 Meeting Papers 882, Society for Economic Dynamics.
  • George-Levi Gayle & Andrew Shephard, 2016. "Optimal Taxation, Marriage, Home Production, and Family Labor Supply," Working Papers 2016-10, Federal Reserve Bank of St. Louis.
• C. Gouriéroux & A. Monfort & J.‐M. Zakoïan, 2019. "Consistent Pseudo‐Maximum Likelihood Estimators and Groups of Transformations," Econometrica, Econometric Society, vol. 87(1), pages 327-345, January.
  • Christian Gouriéroux & Alain Monfort & Jean-Michel Zakoian, 2018. "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," Working Papers 2018-08, Center for Research in Economics and Statistics.
  • Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel, 2018. "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," MPRA Paper 87834, University Library of Munich, Germany.
• Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019. "Confidence Intervals for Projections of Partially Identified Parameters," Econometrica, Econometric Society, vol. 87(4), pages 1397-1432, July.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP49/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP02/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers CWP26/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Yohei Yamamoto, 2019. "Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 247-267, March.
  • Yohei Yamamoto, 2012. "Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions," Global COE Hi-Stat Discussion Paper Series gd12-249, Institute of Economic Research, Hitotsubashi University.
  • YAMAMOTO, Yohei, 2016. "Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions," Discussion paper series HIAS-E-26, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Xin Jin & John M. Maheu & Qiao Yang, 2019. "Bayesian parametric and semiparametric factor models for large realized covariance matrices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 641-660, August.
  • Jin, Xin & Maheu, John M & Yang, Qiao, 2017. "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," MPRA Paper 81920, University Library of Munich, Germany.
  • Xin Jin & John M. Maheu & Qiao Yang, 2018. "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," Working Paper series 18-02, Rimini Centre for Economic Analysis.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2019. "Large time‐varying parameter VARs: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1027-1049, November.
  • Kapetanios, George & Marcellino, Massimiliano & Venditti, Fabrizio, 2016. "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers 11560, C.E.P.R. Discussion Papers.
  • George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2017. "Large time-varying parameter VARs: a non-parametric approach," Temi di discussione (Economic working papers) 1122, Bank of Italy, Economic Research and International Relations Area.
• Wei Lin & Gloria González‐Rivera, 2019. "Extreme returns and intensity of trading," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1121-1140, November.
  • Gloria Gonzalez-Rivera & Wei Lin, 2016. "Extreme Returns and Intensity of Trading," Working Papers 201607, University of California at Riverside, Department of Economics.
  • Gloria Gonzalez-Rivera & Wei Lin, 2017. "Extreme Returns and Intensity of Trading," Working Papers 201801, University of California at Riverside, Department of Economics.
• Jason R. Blevins & Garrett T. Senney, 2019. "Dynamic selection and distributional bounds on search costs in dynamic unit‐demand models," Quantitative Economics, Econometric Society, vol. 10(3), pages 891-929, July.
  • Jason R. Blevins & Garrett T. Senney, 2014. "Dynamic Selection and Distributional Bounds on Search Costs in Dynamic Unit-Demand Models," Working Papers 14-02, Ohio State University, Department of Economics.
• Brantly Callaway & Tong Li, 2019. "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, vol. 10(4), pages 1579-1618, November.
  • Brantly Callaway & Tong Li, 2017. "Quantile Treatment Effects in Difference in Differences Models with Panel Data," DETU Working Papers 1701, Department of Economics, Temple University.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2019. "Inference under covariate‐adaptive randomization with multiple treatments," Quantitative Economics, Econometric Society, vol. 10(4), pages 1747-1785, November.
  • Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017. "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers CWP34/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2018. "Inference under Covariate-Adaptive Randomization with Multiple Treatments," Papers 1806.04206, arXiv.org, revised Jan 2019.
  • Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2019. "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers CWP04/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Byung-hill Jun & Hosin Song, 2019. "Tests for Detecting Probability Mass Points," Korean Economic Review, Korean Economic Association, vol. 35, pages 205-248.
• Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers ECARES 2019-09, ULB -- Universite Libre de Bruxelles.
  • Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers 257939806, Lancaster University Management School, Economics Department.
• Daysi Sanmartín-Durango & Maria Alejandra Henao-Bedoya & Yair Tadeo Valencia-Estupiñan & Jairo Humberto Restrepo-Zea, 2019. "Efficiency of health expenditure in the OECD and LAC: a data envelopment analysis," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 91, pages 41-78, Julio - D.
• Fernando Rios-Avila, 2019. "A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection," Econometrics, MDPI, vol. 7(2), pages 1-29, June.
  • Fernando Rios-Avila, 2019. "A Semi-Parametric Approach to the Oaxaca-Blinder Decomposition with Continuous Group Variable and Self-Selection," Economics Working Paper Archive wp_930, Levy Economics Institute.
• Yuheng Ling, 2019. "Time, space and hedonic prediction accuracy evidence from the Corsican apartment market," Working Papers 013, Laboratoire Lieux, Identités, eSpaces et Activités (LISA).
• Gómez-Gallego, Juan Cándido & García García, Javier Fernando & Gómez Gallego, María, 2019. "EFICIENCIA Y PRODUCTIVIDAD DE LOS SISTEMAS DE SALUD DE LOS PAÍSES DE LA UNIÓN EUROPEA/Efficiency and productivity of the health systems of the countries of the European Union," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 37, pages 196-215, Mayo.
• Sylvain Dessy & Francesca Marchetta, 2019. "Fertility after The Drought: Theory and Evidence from Madagascar," Post-Print halshs-02315657, HAL.
  • Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility after The Drought: Theory and Evidence from Madagascar," Cahiers de recherche 1901, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, 2019. "Fertility after The Drought: Theory and Evidence from Madagascar," 2019 Eighth AIEAA Conference, June 13-14, Pistoia, Italy 300082, Italian Association of Agricultural and Applied Economics (AIEAA).
• Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility response to climate shocks," CERDI Working papers halshs-02053100, HAL.
  • Sylvain Eloi Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility Response to Climate Shocks," Working Papers PMMA 2019-06, PEP-PMMA.
  • Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility response to climate shocks," Working Papers halshs-02053100, HAL.
• Rahimi , Azadeh, 2019. "The Endogenous or Exogenous Nature of Money Supply: Case of Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 14(1), pages 27-40, January.
• 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.
• Priyanga Dilini Talagala & Rob J Hyndman & Catherine Leigh & Kerrie Mengersen & Kate Smith-Miles, 2019. "A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors," Monash Econometrics and Business Statistics Working Papers 1/19, Monash University, Department of Econometrics and Business Statistics.
• Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J. Hyndman, 2022. "Seasonal functional autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(2), pages 197-218, March.
  • Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019. "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers 16/19, Monash University, Department of Econometrics and Business Statistics.
• Sevvandi Kandanaarachchi & Rob J Hyndman, 2019. "Dimension Reduction For Outlier Detection Using DOBIN," Monash Econometrics and Business Statistics Working Papers 17/19, Monash University, Department of Econometrics and Business Statistics.
• Didier Nibbering, 2019. "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers 19/19, Monash University, Department of Econometrics and Business Statistics.
• Thiyanga S. Talagala & Feng Li & Yanfei Kang, 2019. "Feature-based Forecast-Model Performance Prediction," Monash Econometrics and Business Statistics Working Papers 21/19, Monash University, Department of Econometrics and Business Statistics.
• Fei Liu & Jiti Gao & Yanrong Yang, 2019. "Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness," Monash Econometrics and Business Statistics Working Papers 24/19, Monash University, Department of Econometrics and Business Statistics.
• Weilun Zhou & Jiti Gao & David Harris & Hsein Kew, 2019. "Semiparametric Single-index Predictive Regression," Monash Econometrics and Business Statistics Working Papers 25/19, Monash University, Department of Econometrics and Business Statistics.
• 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.
• Mahsa Ashouri & Rob J Hyndman & Galit Shmueli, 2019. "Fast Forecast Reconciliation Using Linear Models," Monash Econometrics and Business Statistics Working Papers 29/19, Monash University, Department of Econometrics and Business Statistics.
• King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020. "Hypothesis testing based on a vector of statistics," Journal of Econometrics, Elsevier, vol. 219(2), pages 425-455.
  • Maxwell King & Xibin Zhang & Muhammad Akram, 2019. "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers 30/19, Monash University, Department of Econometrics and Business Statistics.
• David P. Byrne & Susumu Imai & Neelam Jain & Vasilis Sarafidis & Masayuki Hirukawa, 2019. "Identification and Estimation of Differentiated Products Models," Monash Econometrics and Business Statistics Working Papers 33/19, Monash University, Department of Econometrics and Business Statistics.
• Cheng, T. & Gao, J. & Linton, O., 2019. "Nonparametric Predictive Regressions for Stock Return Prediction," Cambridge Working Papers in Economics 1932, Faculty of Economics, University of Cambridge.
  • Tingting Cheng & Jiti Gao & Oliver Linton, 2019. "Nonparametric Predictive Regressions for Stock Return Prediction," Monash Econometrics and Business Statistics Working Papers 4/19, Monash University, Department of Econometrics and Business Statistics.
• Milena Suliga & Tomasz Wójtowicz, 2019. "Expiration day effects of stock and index futures on the Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, vol. 50(1), pages 45-82.
• Krystian Jaworski, 2019. "Sentiment-induced regime switching in density forecasts of emerging markets’ exchange rates. Calibrated simulation trumps estimated autoregression," Bank i Kredyt, Narodowy Bank Polski, vol. 50(1), pages 83-106.
• David S. Lee & Pauline Leung & Christopher J. O’Leary & Zhuan Pei & Simon Quach, 2021. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," Journal of Labor Economics, University of Chicago Press, vol. 39(S2), pages 455-506.
  • David S. Lee & Pauline Leung & Christopher J. O'Leary & Zhuan Pei & Simon Quach, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," Working Papers 2019-3, Princeton University. Economics Department..
  • David S. Lee & Pauline Leung & Christopher J. O'Leary & Zhuan Pei & Simon Quach, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," NBER Working Papers 25574, National Bureau of Economic Research, Inc.
  • Lee, David S. & Leung, Pauline & O'Leary, Christopher J. & Pei, Zhuan & Quach, Simon, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," IZA Discussion Papers 12154, Institute of Labor Economics (IZA).
• Susan Athey & Mohsen Bayati & Guido Imbens & Zhaonan Qu, 2019. "Ensemble Methods for Causal Effects in Panel Data Settings," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 65-70, May.
  • Susan Athey & Mohsen Bayati & Guido Imbens & Zhaonan Qu, 2019. "Ensemble Methods for Causal Effects in Panel Data Settings," Papers 1903.10079, arXiv.org.
  • Susan Athey & Mohsen Bayati & Guido Imbens & Zhaonan Qu, 2019. "Ensemble Methods for Causal Effects in Panel Data Settings," NBER Working Papers 25675, National Bureau of Economic Research, Inc.
• Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2019. "Nonparametric Estimates of Demand in the California Health Insurance Exchange," NBER Working Papers 25827, National Bureau of Economic Research, Inc.
• Daniel Hedblom & Brent Hickman & John List, 2019. "Toward an Understanding of Corporate Social Responsibility: Theory and Field Experimental Evidence," Natural Field Experiments 00675, The Field Experiments Website.
  • Daniel Hedblom & Brent R. Hickman & John A. List, 2019. "Toward an Understanding of Corporate Social Responsibility: Theory and Field Experimental Evidence," NBER Working Papers 26222, National Bureau of Economic Research, Inc.
• H. Spencer Banzhaf & Yaqin Liu & Martin Smith & Frank Asche, 2019. "Non-Parametric Tests of the Tragedy of the Commons," NBER Working Papers 26398, National Bureau of Economic Research, Inc.
• Victor Chernozhukov & Jerry Hausman & Whitney K. Newey, 2019. "Demand analysis with many prices," CeMMAP working papers CWP59/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.
• de Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2021. "Delineating urban areas using building density," Journal of Urban Economics, Elsevier, vol. 125(C).
  • Combes, Pierre-Philippe & De Bellefon, Marie-Pierre & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2019. "Delineating urban areas using building density," CEPR Discussion Papers 14129, C.E.P.R. Discussion Papers.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating Urban Areas Using Building Density," NBER Working Papers 26482, National Bureau of Economic Research, Inc.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers halshs-02368040, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," Post-Print halshs-02492519, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers 1931, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," PSE-Ecole d'économie de Paris (Postprint) halshs-02492519, HAL.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org.
• J.-P. Cling & S. Eghbal-Teherani & M. Orzoni & C. Plateau, 2019. "The Differences between EU Countries for Sustainable Development Indicators: It is (mainly) the Economy!," Documents de Travail de l'Insee - INSEE Working Papers g2019-06, Institut National de la Statistique et des Etudes Economiques.
• Yahia, F.B. & Essid, H., 2019. "Determinants of Tunisian Schools’ Efficiency: A DEA-Tobit Approach," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 8(1), pages 44-56, February.
• Horobets, T. A., 2019. "Value-Added Approach to the SMEs' Performance Measurement," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 8(4), pages 182-188, December.
• 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.
• Konstantins Benkovskis & Oļegs Tkačevs & Naomitsu Yashiro & Beata Javorcik, 2019. "Importance of EU regional support programmes for firm performance," Economic Policy, CEPR;CES;MSH, vol. 34(98), pages 267-313.
  • Konstantins Benkovskis & Olegs Tkacevs & Naomitsu Yashiro, 2018. "Importance of EU Regional Support Programmes for Firm Performance," Working Papers 2018/01, Latvijas Banka.
• Jia Chen, 2019. "Estimating latent group structure in time-varying coefficient panel data models," Econometrics Journal, Royal Economic Society, vol. 22(3), pages 223-240.
  • Jia Chen, 2018. "Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models," Discussion Papers 18/15, Department of Economics, University of York.
• Paul Schneider & Fabio Trojani, 2019. "Divergence and the Price of Uncertainty," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 17(3), pages 341-396.
• Maarten R C van Oordt & Chen Zhou, 2019. "Estimating Systematic Risk under Extremely Adverse Market Conditions," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 17(3), pages 432-461.
  • Maarten van Oordt & Chen Zhou, 2016. "Estimating Systematic Risk Under Extremely Adverse Market Conditions," Staff Working Papers 16-22, Bank of Canada.
• Tucker McElroy & Agnieszka Jach, 2019. "Subsampling Inference for the Autocorrelations of GARCH Processes," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 17(3), pages 495-515.
• Yannick Hoga, 2019. "Extreme Conditional Tail Moment Estimation under Serial Dependence," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 17(4), pages 587-615.
• Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Review of Economic Studies, Oxford University Press, vol. 86(3), pages 1095-1122.
  • Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Papers 1807.10100, arXiv.org.
  • Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
• Marlon Fritz, 2019. "Data-Driven Local Polynomial Trend Estimation for Economic Data - Steady State Adjusting Trends," Working Papers Dissertations 49, Paderborn University, Faculty of Business Administration and Economics.
• Yuanhua Feng & Thomas Gries, 2017. "Data-driven local polynomial for the trend and its derivatives in economic time series," Working Papers CIE 102, Paderborn University, CIE Center for International Economics.
  • Yuanhua Feng & Thomas Gries & Marlon Fritz, 2019. "Data-driven Local Polynomial for the Trend and its Derivatives in Economic Time Series," Working Papers Dissertations 50, Paderborn University, Faculty of Business Administration and Economics.
• Marinko Skare & Malgorzata Porada-Rochon, 2019. "Tracking financial cycles in ten transitional economies 2005–2018 using singular spectrum analysis (SSA) techniques," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 14(1), pages 7-29, March.
• Sarah Lynne S. Daway-Ducanes & Irene Jo E. Arzadon, 2019. "Revisiting the aid-growth nexus in light of the Sachs-Easterly debate," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 56(1 and 2), pages 219-235, June and .
• Marco Caliendo & Stefan Tübbicke, 2020. "New evidence on long-term effects of start-up subsidies: matching estimates and their robustness," Empirical Economics, Springer, vol. 59(4), pages 1605-1631, October.
  • Caliendo, Marco & Tübbicke, Stefan, 2019. "New Evidence on Long-Term Effects of Start-Up Subsidies: Matching Estimates and Their Robustness," IZA Discussion Papers 12261, Institute of Labor Economics (IZA).
  • Marco Caliendo & Stefan Tübbicke, 2019. "New Evidence on Long-Term Effects of Start-Up Subsidies: Matching Estimates and their Robustness," CEPA Discussion Papers 06, Center for Economic Policy Analysis.
• Caliendo, Marco & Tübbicke, Stefan, 2019. "Do Start-Up Subsidies for the Unemployed Affect Participants' Well-Being? A Rigorous Look at (Un-)Intended Consequences of Labor Market Policies," IZA Discussion Papers 12755, Institute of Labor Economics (IZA).
  • Marco Caliendo & Stefan Tübbicke, 2019. "Do Start-Up Subsidies for the Unemployed Affect Participants’ Well-Being? A Rigorous Look at (Un-)Intended Consequences of Labor Market Policies," CEPA Discussion Papers 14, Center for Economic Policy Analysis.
• Schneider, Ulrich, 2019. "Identification of Time Preferences in Dynamic Discrete Choice Models: Exploiting Choice Restrictions," MPRA Paper 102137, University Library of Munich, Germany, revised 29 Jul 2020.
• Yang, Bill Huajian, 2019. "Resolutions to flip-over credit risk and beyond," MPRA Paper 93389, University Library of Munich, Germany.
• González-Val, Rafael, 2019. "Lognormal city size distribution and distance," Economics Letters, Elsevier, vol. 181(C), pages 7-10.
  • González-Val, Rafael, 2019. "Lognormal city size distribution and distance," MPRA Paper 93445, University Library of Munich, Germany.
• Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019. "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper 95209, University Library of Munich, Germany.
• Weiwei Liu & Kevin J. Egan, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(3), pages 1163-1187, November.
  • Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
• Pincheira, Pablo & Hardy, Nicolás, 2021. "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, vol. 73(C).
  • Pincheira, Pablo & Hardy, Nicolás, 2019. "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper 97005, University Library of Munich, Germany.
• Latini, Luca & Piccirilli, Marco & Vargiolu, Tiziano, 2019. "Mean-reverting no-arbitrage additive models for forward curves in energy markets," Energy Economics, Elsevier, vol. 79(C), pages 157-170.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, vol. 79(C), pages 171-182.
  • Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2017. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting," HSC Research Reports HSC/17/02, Hugo Steinhaus Center, Wroclaw University of Technology.
• Allevi, E. & Basso, A. & Bonenti, F. & Oggioni, G. & Riccardi, R., 2019. "Measuring the environmental performance of green SRI funds: A DEA approach," Energy Economics, Elsevier, vol. 79(C), pages 32-44.
• Wang, Chunhua & Cao, Xiaoyong & Mao, Jie & Qin, Ping, 2019. "The changes in coal intensity of electricity generation in Chinese coal-fired power plants," Energy Economics, Elsevier, vol. 80(C), pages 491-501.
• Bedoui, Rihab & Braiek, Sana & Guesmi, Khaled & Chevallier, Julien, 2019. "On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model," Energy Economics, Elsevier, vol. 80(C), pages 876-889.
• Wang, Zhaohua & Sun, Yefei & Wang, Bo, 2019. "How does the new-type urbanisation affect CO2 emissions in China? An empirical analysis from the perspective of technological progress," Energy Economics, Elsevier, vol. 80(C), pages 917-927.
• Chen, Chaoyi & Polemis, Michael & Stengos, Thanasis, 2019. "Can exchange rate pass-through explain the asymmetric gasoline puzzle? Evidence from a pooled panel threshold analysis of the EU," Energy Economics, Elsevier, vol. 81(C), pages 1-12.
• Haider, Salman & Danish, Mohd Shadab & Sharma, Ruchi, 2019. "Assessing energy efficiency of Indian paper industry and influencing factors: A slack-based firm-level analysis," Energy Economics, Elsevier, vol. 81(C), pages 454-464.
• Ghoddusi, Hamed & Creamer, Germán G. & Rafizadeh, Nima, 2019. "Machine learning in energy economics and finance: A review," Energy Economics, Elsevier, vol. 81(C), pages 709-727.
• Bernstein, David H. & Parmeter, Christopher F., 2019. "Returns to scale in electricity generation: Replicated and revisited," Energy Economics, Elsevier, vol. 82(C), pages 4-15.
• Doko Tchatoka, Firmin & Masson, Virginie & Parry, Sean, 2019. "Linkages between oil price shocks and stock returns revisited," Energy Economics, Elsevier, vol. 82(C), pages 42-61.
  • Firmin Doko Tchatoka & Virginie Masson & Sean Parry, 2018. "Linkages Between Oil Price Shocks and Stock Returns Revisited," School of Economics Working Papers 2018-01, University of Adelaide, School of Economics.
• Albulescu, Claudiu Tiberiu & Demirer, Riza & Raheem, Ibrahim D. & Tiwari, Aviral Kumar, 2019. "Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies," Energy Economics, Elsevier, vol. 83(C), pages 375-388.
• Hailemariam, Abebe & Smyth, Russell & Zhang, Xibin, 2019. "Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model," Energy Economics, Elsevier, vol. 83(C), pages 40-51.
• Affuso, Ermanno, 2019. "Consumer welfare and climate change in Greenland," Energy Economics, Elsevier, vol. 84(C).
• Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019. "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, vol. 84(C).
• Gearhart, Richard & Michieka, Nyakundi, 2019. "Natural resource abundance and healthcare efficiency in Appalachia: A robust conditional approach," Energy Policy, Elsevier, vol. 129(C), pages 985-996.
• Sakemoto, Ryuta, 2019. "Currency carry trades and the conditional factor model," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 198-208.
• Brogaard, Jonathan & Koski, Jennifer L. & Siegel, Andrew F., 2019. "Do upgrades matter? Evidence from trading volume," Journal of Financial Markets, Elsevier, vol. 43(C), pages 54-77.
• Ketteni, Elena & Kottaridi, Constantina, 2019. "The impact of regulations on the FDI-growth nexus within the institution-based view: A nonlinear specification with varying coefficients," International Business Review, Elsevier, vol. 28(3), pages 415-427.
• Liu, Bin & Gao, Jianbo, 2019. "Understanding the non-Gaussian distribution of revealed comparative advantage index and its alternatives," International Economics, Elsevier, vol. 158(C), pages 1-11.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1533-1547.
  • Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," HSC Research Reports HSC/18/07, Hugo Steinhaus Center, Wroclaw University of Technology.
• Da Fonseca, José & Ignatieva, Katja, 2019. "Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 45-62.
• Heufer, Jan & Hjertstrand, Per, 2019. "Homothetic preferences revealed," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 602-614.
• Sapci, Ayse & Miles, Bradley, 2019. "Bank size, returns to scale, and cost efficiency," Journal of Economics and Business, Elsevier, vol. 105(C).
  • Sapci, Ayse & Miles, Bradley, 2017. "Bank Size, Returns to Scale and Cost Efficiency," Working Papers 2017-02, Department of Economics, Colgate University, revised 10 Mar 2017.
• Huang, Ho-Chuan & Yeh, Chih-Chuan & Wang, Xiuhua, 2019. "Inflation targeting and output-inflation tradeoffs," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 102-120.
• Perez-Reyna, David & Villamizar-Villegas, Mauricio, 2019. "Exchange rate effects of financial regulations," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 228-245.
  • David Perez-Reyna & Mauricio Villamizar-Villegas, 2018. "Breaking the trilemma: the effects of financial regulations on foreign assets," BIS Working Papers 718, Bank for International Settlements.
• Tromp, Nikolas, 2019. "The narrowing gender wage gap in South Korea," Journal of the Japanese and International Economies, Elsevier, vol. 53(C), pages 1-1.
• Dufrénot, Gilles & Paret, Anne-Charlotte, 2019. "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 341-359.
  • Gilles Dufrénot & Anne-Charlotte Paret, 2019. "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Post-Print hal-02158001, HAL.
• Lee, Yoonseok & Mukherjee, Debasri & Ullah, Aman, 2019. "Nonparametric estimation of the marginal effect in fixed-effect panel data models," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 53-67.
  • Aman Ullah & Yoonseok Lee & Debasri Mukherjee, 2018. "Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models," Working Papers 201901, University of California at Riverside, Department of Economics.
• Rogge, Nicky, 2019. "EU countries’ progress towards ‘Europe 2020 strategy targets’," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 255-272.
• Blázquez, Maite & Herrarte, Ainhoa & Sáez, Felipe, 2019. "Training and job search assistance programmes in Spain: The case of long-term unemployed," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 316-335.
• Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur & Jammazi, Rania, 2019. "Spillovers from oil to precious metals: Quantile approaches," Resources Policy, Elsevier, vol. 61(C), pages 508-521.
• Paul, Manas & Bhanja, Niyati & Dar, Arif Billah, 2019. "Gold, gold mining stocks and equities- partial wavelet coherence evidence from developed countries," Resources Policy, Elsevier, vol. 62(C), pages 378-384.
• Fentie, Amare & Beyene, Abebe D., 2019. "Climate-smart agricultural practices and welfare of rural smallholders in Ethiopia: Does planting method matter?," Land Use Policy, Elsevier, vol. 85(C), pages 387-396.
• Ftiti, Zied & Hadhri, Sinda, 2019. "Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 40-55.
• Karmous, Aida & Boubaker, Heni & Belkacem, Lotfi, 2019. "A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
• Matkovskyy, Roman, 2019. "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 270-279.
  • Roman Matkovskyy, 2019. "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," Post-Print hal-02127175, HAL.
• Mutascu, Mihai, 2019. "Phillips curve in US: New insights in time and frequency," Research in Economics, Elsevier, vol. 73(1), pages 85-96.
• Nayebossadri, Shahrouz & Book, David, 2019. "Development of a high-pressure Ti-Mn based hydrogen storage alloy for hydrogen compression," Renewable Energy, Elsevier, vol. 143(C), pages 1010-1021.
• Peng, Wei & Hu, Shichao & Chen, Wang & Zeng, Yu-feng & Yang, Lu, 2019. "Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 137-149.
• Kibria, Ahsan & Akhundjanov, Sherzod B. & Oladi, Reza, 2019. "Fossil fuel share in the energy mix and economic growth," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 253-264.
• Dar, Arif Billah & Bhanja, Niyati & Paul, Manas, 2019. "Do gold mining stocks behave like gold or equities? Evidence from the UK and the US," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 369-384.
• Kapounek, Svatopluk & Kučerová, Zuzana, 2019. "Historical decoupling in the EU: Evidence from time-frequency analysis," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 265-280.
  • Svatopluk Kapounek & Zuzana Kucerova, 2018. "Historical Decoupling in the EU: Evidence from Time-Frequency Analysis," MENDELU Working Papers in Business and Economics 2018-75, Mendel University in Brno, Faculty of Business and Economics.
• Grau-Carles, Pilar & Doncel, Luis Miguel & Sainz, Jorge, 2019. "Stability in mutual fund performance rankings: A new proposal," International Review of Economics & Finance, Elsevier, vol. 61(C), pages 337-346.
• Pérez-Cárceles, María Concepción & Gómez-García, Juan & Gómez Gallego, Juan Cándido, 2019. "Goodness of governance effect on European banking efficiency," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 29-40.
• Boya, Christophe M., 2019. "From efficient markets to adaptive markets: Evidence from the French stock exchange," Research in International Business and Finance, Elsevier, vol. 49(C), pages 156-165.
• Baghestani, Hamid & Chazi, Abdelaziz & Khallaf, Ashraf, 2019. "A directional analysis of oil prices and real exchange rates in BRIC countries," Research in International Business and Finance, Elsevier, vol. 50(C), pages 450-456.
• Chaker, Selma, 2019. "The signal and the noise volatilities," Research in International Business and Finance, Elsevier, vol. 50(C), pages 79-105.
• Szymborska, Hanna Karolina, 2019. "Wealth structures and income distribution of US households before and after the Great Recession," Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 168-185.
• Lerida-Navarro, Carlos & Nombela, Gustavo & Tranchez-Martin, Jose M., 2019. "European railways: Liberalization and productive efficiency," Transport Policy, Elsevier, vol. 83(C), pages 57-67.
• Dan Pierce & Michael Perlberg, 2019. "Infinite-Dimensional Models: Efficient Estimation," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 62(2), pages 19-40.
• Jeremy Cook & Dean McCallum, 2019. "Semiparametric Regression Analysis," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 62(3), pages 40-52.
• Yifan Chen & Zilin Chen & Huoqing Tang, 2019. "High-order moments in stock pricing: evidence from the Chinese and US markets," China Finance Review International, Emerald Group Publishing, vol. 10(3), pages 323-346, November.
• Luis Raúl Rodríguez-Reyes & Carlos Omar Trejo-Pech & Mireya Pasillas-Torres, 2019. "Public policy and its effects on Mexico’s housing industry," International Journal of Housing Markets and Analysis, Emerald Group Publishing, vol. 12(2), pages 246-264, April.
• Claudia Pigini & Stefano Staffolani, 2019. "Teleworkers in Italy: who are they? Do they make more?," International Journal of Manpower, Emerald Group Publishing, vol. 40(2), pages 265-285, May.
• Oliwia Komada & Pawel Strzelecki & Joanna Tyrowicz, 2019. "A regression discontinuity evaluation of reducing early retirement eligibility in Poland," International Journal of Manpower, Emerald Group Publishing, vol. 40(2), pages 286-303, May.
  • Oliwia Komada & Pawel Strzelecki & Joanna Tyrowicz, 2018. "A regression discontinuity evaluation of reducing early retirement eligibility in Poland," GRAPE Working Papers 30, GRAPE Group for Research in Applied Economics.
  • Joanna Tyrowicz & Oliwia Komada & Pawel Strzelecki, 2018. "A regression discontinuity evaluation of reducing early retirement eligibility in Poland," IAAEU Discussion Papers 201810, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
  • Komada, Oliwia & Strzelecki, Pawel & Tyrowicz, Joanna, 2018. "A Regression Discontinuity Evaluation of Reducing Early Retirement Eligibility in Poland," IZA Discussion Papers 11896, Institute of Labor Economics (IZA).
• Ines Ben Abdelkader & Faysal Mansouri, 2019. "Performance of microfinance institutions in the MENA region: a comparative analysis," International Journal of Social Economics, Emerald Group Publishing, vol. 46(1), pages 47-65, January.
• Cristian Barra & Roberto Zotti, 2019. "Market power and stability of financial institutions: evidence from the Italian banking sector," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 28(2), pages 235-265, November.
• Allen, D.E. & McAleer, M.J., 2019. "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Econometric Institute Research Papers EI2019-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Franses, Ph.H.B.F., 2019. "Do African economies grow similarly?," Econometric Institute Research Papers EI2019-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Kolesnichenko E.A. & Kharchenko N.N. & Haradа G.I. & Trofimov M.N., 2019. "Methodical Aspects of Assessment of the Level of Economic Security on the Forest Sector of the Economy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(Special 1), pages 302-314.
• Morkovina S.S. & Panyavina E.A. & Platonov A.D. & Kolesnichenko E.A., 2019. "Economic Aspects of Organizing High-technology Resource Saving Production in the Forest Sector of Russia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(Special 1), pages 395-402.
• Barnichon, Regis & Mesters, Geert, 2021. "The Phillips multiplier," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
  • Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
  • Régis Barnichon & Geert Mesters, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona Graduate School of Economics.
  • Barnichon, Régis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
• Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, Oxford University Press, vol. 135(4), pages 2255-2298.
  • Barnichon, Régis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
  • Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona Graduate School of Economics.
  • Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
• Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2021. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Energy Economics, Elsevier, vol. 95(C).
  • Marco Piccirilli & Maren Diane Schmeck & Tiziano Vargiolu, 2019. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Papers 1910.01044, arXiv.org.
  • Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2019. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Center for Mathematical Economics Working Papers 625, Center for Mathematical Economics, Bielefeld University.
• Fong, Tom Pak Wing & Wu, Shui Tang, 2020. "Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  • Tom Fong & Gabriel Wu, 2019. "Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
• John Kealey & Pau S. Pujolas & César Sosa‐Padilla, 2019. "Trade Liberalization And Firm Productivity: Estimation Methods Matter," Economic Inquiry, Western Economic Association International, vol. 57(3), pages 1272-1283, July.
• Biewen Martin & Ungerer Martin & Löffler Max, 2019. "Why Did Income Inequality in Germany Not Increase Further After 2005?," German Economic Review, De Gruyter, vol. 20(4), pages 471-504, December.
  • Martin Biewen & Martin Ungerer & Max Löffler, 2019. "Why Did Income Inequality in Germany Not Increase Further After 2005?," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 471-504, November.
  • Biewen, Martin & Ungerer, Martin & Löffler, Max, 2016. "Trends in the German income distribution: 2005/06 to 2010/11," ZEW Discussion Papers 16-088, ZEW - Leibniz Centre for European Economic Research.
  • Martin Biewen & Martin Ungerer & Max Löffler, 2016. "Trends in the German Income Distribution: 2005/06 to 2010/11," SOEPpapers on Multidisciplinary Panel Data Research 889, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Biewen, Martin & Ungerer, Martin & Loeffler, Max, 2016. "Trends in the German Income Distribution: 2005/06 to 2010/11," IZA Discussion Papers 10450, Institute of Labor Economics (IZA).
• Jo Thori Lind, 2019. "Spurious weather effects," Journal of Regional Science, Wiley Blackwell, vol. 59(2), pages 322-354, March.
  • Jo Thori Lind, 2015. "Spurious Weather Effects," CESifo Working Paper Series 5365, CESifo.
• Marlon Fritz & Thomas Gries & Yuanhua Feng, 2019. "Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 62-78, February.
  • Marlon Fritz & Thomas Gries & Yuanhua Feng, 2016. "Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics -," Working Papers CIE 96, Paderborn University, CIE Center for International Economics.
• Harald Badinger & Peter H. Egger & Maximilian von Ehrlich, 2019. "Productivity Growth, Human Capital and Technology Spillovers: Nonparametric Evidence for EU Regions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(4), pages 768-779, August.
  • Badinger, Harald & Egger, Peter & von Ehrlich, Maximilian, 2013. "Productivity Growth, Human Capital, and Technology Spillovers: Nonparametric Evidence for EU Regions," CEPR Discussion Papers 9425, C.E.P.R. Discussion Papers.
• Rafael González‐Val, 2019. "Historical urban growth in Europe (1300–1800)," Papers in Regional Science, Wiley Blackwell, vol. 98(2), pages 1115-1136, April.
  • Rafael González-Val, 2016. "Historical urban growth in Europe (1300–1800)," Working Papers 2016/8, Institut d'Economia de Barcelona (IEB).
  • Rafael, González-Val, 2017. "Historical urban growth in Europe (1300–1800)," MPRA Paper 80475, University Library of Munich, Germany.
• Sofie R. Waltl, 2019. "Variation Across Price Segments and Locations: A Comprehensive Quantile Regression Analysis of the Sydney Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 47(3), pages 723-756, September.
  • Sofie R. Waltl, 2015. "Variation across price segments and locations: A comprehensive quantile regression analysis of the Sydney housing market," Graz Economics Papers 2015-09, University of Graz, Department of Economics.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk, 2019. "Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 19-025/III, Tinbergen Institute.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2019. "Forecast density combinations with dynamic learning for large data sets in economics and finance," Working Paper 2019/7, Norges Bank.
• 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.
  • 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," 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.
• Shakeeb Khan & Denis Nekipelov, 2013. "On Uniform Inference in Nonlinear Models with Endogeneity," Working Papers 13-16, Duke University, Department of Economics.
  • Shakeeb Khan & Denis Nekipelov, 2019. "On Uniform Inference in Nonlinear Models with Endogeneity," Boston College Working Papers in Economics 986, Boston College Department of Economics.
• Kapetanios, George & Millard, Stephen & Price, Simon & Petrova, Katerina, 2018. "Time varying cointegration and the UK Great Ratios," Essex Finance Centre Working Papers 23320, University of Essex, Essex Business School.
  • Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon, 2019. "Time-varying cointegration and the UK great ratios," Bank of England working papers 789, Bank of England.
  • George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2018. "Time varying cointegration and the UK great ratios," CAMA Working Papers 2018-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Suss, Joel & Treitel, Henry, 2019. "Predicting bank distress in the UK with machine learning," Bank of England working papers 831, Bank of England.
• Undral Byambadalai & Ching-to Albert Ma & Daniel Wiesen, 2019. "Changing Preferences: An Experiment and Estimation of Market-Incentive E§ects on Altruism," Boston University - Department of Economics - Working Papers Series WP2019-11, Boston University - Department of Economics.
• Gearhart Richard, 2019. "The Impact of Secondary Environmental Variables on OECD Healthcare Efficiency: A Robust Conditional Approach," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 19(2), pages 1-16, April.
• Mussida Chiara & Zanin Luca, 2019. "Voluntary Mobility of Employees for Better Job Opportunities Given a Temporary Contract: Insights Regarding an Age-Varying Association Between the Two Events," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 19(2), pages 1-27, April.
• Martin Biewen & Martin Ungerer & Max Löffler, 2019. "Why Did Income Inequality in Germany Not Increase Further After 2005?," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 471-504, November.
  • Biewen Martin & Ungerer Martin & Löffler Max, 2019. "Why Did Income Inequality in Germany Not Increase Further After 2005?," German Economic Review, De Gruyter, vol. 20(4), pages 471-504, December.
• Linton, Oliver & Xiao, Zhijie, 2019. "Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity," Journal of Econometrics, Elsevier, vol. 213(2), pages 608-631.
  • Linton, O. & Xiao, Z., 2019. "Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity," Cambridge Working Papers in Economics 1907, Faculty of Economics, University of Cambridge.
• Koo, B. & La Vecchia, D. & Linton, O., 2019. "Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information," Cambridge Working Papers in Economics 1916, Faculty of Economics, University of Cambridge.
• Tingting Cheng & Jiti Gao & Oliver Linton, 2019. "Nonparametric Predictive Regressions for Stock Return Prediction," Monash Econometrics and Business Statistics Working Papers 4/19, Monash University, Department of Econometrics and Business Statistics.
  • Cheng, T. & Gao, J. & Linton, O., 2019. "Nonparametric Predictive Regressions for Stock Return Prediction," Cambridge Working Papers in Economics 1932, Faculty of Economics, University of Cambridge.
• Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021. "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, vol. 222(1), pages 295-323.
  • Shujie Ma & Oliver Linton & Jiti Gao, 2017. "Estimation and inference in semiparametric quantile factor models," Monash Econometrics and Business Statistics Working Papers 8/17, Monash University, Department of Econometrics and Business Statistics.
  • Ma, S. & Linton, O. & Gao, J., 2019. "Estimation and Inference in Semiparametric Quantile Factor Models," Cambridge Working Papers in Economics 1933, Faculty of Economics, University of Cambridge.
• Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
  • Jochmans, K. & Weidner, M., 2019. "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics 1946, Faculty of Economics, University of Cambridge.
  • Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
  • Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Li, Z. Merrick & Laeven, Roger J.A. & Vellekoop, Michel H., 2020. "Dependent microstructure noise and integrated volatility estimation from high-frequency data," Journal of Econometrics, Elsevier, vol. 215(2), pages 536-558.
  • Li, Z. M. & Laeven, R. J. A. & Vellekoop, M. H., 2019. "Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data," Cambridge Working Papers in Economics 1952, Faculty of Economics, University of Cambridge.
• Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Review of Economic Studies, Oxford University Press, vol. 86(3), pages 1095-1122.
  • Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Papers 1807.10100, arXiv.org.
  • Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
• Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020. "Asymptotic F tests under possibly weak identification," Journal of Econometrics, Elsevier, vol. 218(1), pages 140-177.
  • Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019. "Asymptotic F Tests under Possibly Weak Identification," Working Papers 2019-03-12, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  • Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2019. "Asymptotic F Tests under Possibly Weak Identification," University of California at San Diego, Economics Working Paper Series qt6qk200q8, Department of Economics, UC San Diego.
• Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Review of Economic Studies, Oxford University Press, vol. 86(3), pages 1095-1122.
  • Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Papers 1807.10100, arXiv.org.
  • Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
  • Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Vanesa D’Elia & Gustavo Ferro, 2019. "Empirical Efficiency Measurement in Higher Education: An Overview," CEMA Working Papers: Serie Documentos de Trabajo. 708, Universidad del CEMA.
• Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2021. "Average Derivative Estimation Under Measurement Error," Econometric Theory, Cambridge University Press, vol. 37(5), pages 1004-1033, October.
  • Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Average Derivative Estimation Under Measurement Error," Departmental Working Papers 1901, Southern Methodist University, Department of Economics.
  • Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Average derivative estimation under measurement error," STICERD - Econometrics Paper Series 602, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2020. "Average derivative estimation under measurement error," LSE Research Online Documents on Economics 106489, London School of Economics and Political Science, LSE Library.
• Daisuke Kurisu & Taisuke Otsu, 2019. "On the uniform convergence of deconvolution estimators from repeated measurements," STICERD - Econometrics Paper Series 604, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Yukitoshi Matsushita & Taisuke Otsu, 2019. "Jackknife, small bandwidth and high-dimensional asymptotics," STICERD - Econometrics Paper Series 605, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Estimation of Varying Coefficient Models with Measurement Error," Departmental Working Papers 1905, Southern Methodist University, Department of Economics.
  • Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Estimation of Varying Coefficient Models with Measurement Error," STICERD - Econometrics Paper Series 607, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2019. "Nonparametric intermediate order regression quantiles," STICERD - Econometrics Paper Series 608, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• António Afonso & Ludger Schuknecht, 2019. "How “Big” Should Government Be?," Working Papers REM 2019/78, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • António Afonso & Ludger Schuknecht, 2019. "How “big” should government be?," EconPol Working Paper 23, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Taxation and Public Spending Efficiency: An International Comparison," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(3), pages 356-383, September.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2019. "Taxation and Public Spending Efficiency: An International Comparison," Working Papers REM 2019/80, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2019. "Taxation and Public Spending Efficiency: An International Comparison," EconPol Working Paper 25, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Aknouche, Abdelhakim & Francq, Christian, 2019. "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," MPRA Paper 97382, University Library of Munich, Germany.
• Zaied, Maher & Maktouf, Samir, 2019. "Social and financial performance of Islamic and conventional microfinance institutions: Comparative Study in Indonesia," MPRA Paper 98340, University Library of Munich, Germany.
• Milan Fičura, 2019. "Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(4), pages 385-401.
• Peter Adamovský & Vladimír Gonda, 2019. "Rozdiely v efektívnosti inovačných systémov Slovenska a vybraných krajín Európskej únie [Differences in Efficiency of National Innovation Systems of Slovakia and Selected EU Countries]," Politická ekonomie, Prague University of Economics and Business, vol. 2019(2), pages 181-197.
• David S. Lee & Pauline Leung & Christopher J. O’Leary & Zhuan Pei & Simon Quach, 2021. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," Journal of Labor Economics, University of Chicago Press, vol. 39(S2), pages 455-506.
  • Lee, David S. & Leung, Pauline & O'Leary, Christopher J. & Pei, Zhuan & Quach, Simon, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," IZA Discussion Papers 12154, Institute of Labor Economics (IZA).
  • David S. Lee & Pauline Leung & Christopher J. O'Leary & Zhuan Pei & Simon Quach, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," Working Papers 2019-3, Princeton University. Economics Department..
  • David S. Lee & Pauline Leung & Christopher J. O'Leary & Zhuan Pei & Simon Quach, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," NBER Working Papers 25574, National Bureau of Economic Research, Inc.
• Manveer Kaur Mangat & Erhard Reschenhofer, 2019. "Testing for Long-Range Dependence in Financial Time Series," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 11(2), pages 93-106, June.
• 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 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).
• Nauro Campos & Menelaos Karanasos & Panagiotis Koutroumpis, 2019. "The Growth-Finance Nexus in Brazil: Evidence from a New Dataset, 1890-2003," Working Papers 885, Queen Mary University of London, School of Economics and Finance.
• Thomas R. Cook & Aaron Smalter Hall, 2017. "Macroeconomic Indicator Forecasting with Deep Neural Networks," Research Working Paper RWP 17-11, Federal Reserve Bank of Kansas City.
  • Thomas Cook, 2019. "Macroeconomic Indicator Forecasting with Deep Neural Networks," 2019 Meeting Papers 402, Society for Economic Dynamics.
• Aleesha Mohamudally-Boolaky & Teemulsingh Luchowa & Kesseven Padachi, 2019. "Applying the Support Vector Machine for Testing Pricing Inefficiency on the Stock Exchange of Mauritius," Applied Economics and Finance, Redfame publishing, vol. 6(5), pages 177-192, September.
• Josip Arneriæ & Mario Matkoviæ, 2019. "Challenges of integrated variance estimation in emerging stock markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(2), pages 713-739.
• Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2019. "Skill Biased Technical Change and Misallocation. A Unified Framework and a country-sector exercize," Working Paper series 19-08, Rimini Centre for Economic Analysis.
• Ratnikova, Tatiana & Kopytok, Vitovt, 2019. "The effects of compulsory military service on income and wages in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 55, pages 51-72.
• Jedidi, Helmi & Dionne, Georges, 2019. "Testing for information asymmetry in the mortgage servicing market," Working Papers 19-1, HEC Montreal, Canada Research Chair in Risk Management, revised 28 Oct 2019.
• Lee, Hojin, 2019. "Data-Mining Bootstrap Procedure with Potential Predictors in Forecasting Models: Evidence from Eight Countries in the Asia-Pacific Stock Markets," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 23(4), pages 333-351, December.
• Nunes, Erivelton de Souza & Sousa, Eliane Pinheiro de, 2019. "Eficiência no gerenciamento público com a saúde para os municípios cearenses," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 13(1), pages 98-118, June.
• Silva, Yuri Cesar de Lima & Filho, Luís Abel da Silva & Cavalcanti, Daniella Medeiros, 2019. "Migração, seleção e diferenciais de renda na região Norte do Brasil em 2010," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 13(1), pages 141-160, June.
• Hong, Shengjie & Su, Liangjun & Wang, Yaqi, 2019. "Inference in partially identified panel data models with interactive fixed effects," Economics and Statistics Working Papers 14-2019, Singapore Management University, School of Economics.
• Rangan Gupta & Vasilios Plakandaras, 2019. "Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Journal of Economics and Behavioral Studies, AMH International, vol. 11(1), pages 152-165.
  • Rangan Gupta & Vasilios Plakandaras, 2018. "Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Working Papers 201836, University of Pretoria, Department of Economics.
• Federico Belotti & Giancarlo Ferrara, 2019. "Imposing monotonicity in stochastic frontier models: an iterative nonlinear least squares procedure," CEIS Research Paper 462, Tor Vergata University, CEIS, revised 29 Jan 2021.
• Giancarlo Ferrara & Arianna Campagna & Vincenzo Atella, 2019. "Disentangling tax evasion from inefficiency in firms tax declaration: an integrated approach," CEIS Research Paper 468, Tor Vergata University, CEIS, revised 06 Sep 2019.
• Alberto Bucci & Lorenzo Carbonari & Monia Ranalli & Giovanni Trovato, 2019. "Health and Development," CEIS Research Paper 470, Tor Vergata University, CEIS, revised 24 Mar 2021.
• Chan Shen, 2019. "Recursive Differencing for Estimating Semiparametric Models," Departmental Working Papers 201903, Rutgers University, Department of Economics.
• Bhavesh Salunkhe & Anuradha Patnaik, 2019. "Inflation Dynamics and Monetary Policy in India: A New Keynesian Phillips Curve Perspective," South Asian Journal of Macroeconomics and Public Finance, , vol. 8(2), pages 144-179, December.
• Sulekha Hembram & Souparna Maji & Sushil Kr. Haldar, 2019. "Club Convergence among the Major Indian States During 1982–2014: Does Investment in Human Capital Matter?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 20(2), pages 184-204, September.
• Tatiana Dosescu, 2019. "The Extended Sum of the Digits of a Natural Number in the Ddecimal Representation "The Test With 9" and Fermat's Diagnosis," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, vol. 8(1), pages 66-76, April.
• Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2021. "Average Derivative Estimation Under Measurement Error," Econometric Theory, Cambridge University Press, vol. 37(5), pages 1004-1033, October.
  • Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Average derivative estimation under measurement error," STICERD - Econometrics Paper Series 602, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Average Derivative Estimation Under Measurement Error," Departmental Working Papers 1901, Southern Methodist University, Department of Economics.
  • Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2020. "Average derivative estimation under measurement error," LSE Research Online Documents on Economics 106489, London School of Economics and Political Science, LSE Library.
• Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Estimation of Varying Coefficient Models with Measurement Error," STICERD - Econometrics Paper Series 607, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Estimation of Varying Coefficient Models with Measurement Error," Departmental Working Papers 1905, Southern Methodist University, Department of Economics.
• Mehtap TUNÇ & Abdullah AÇI, 2019. "The Impact of Steel Price on Ship Demolition Prices: Evidence from Heterogeneous Panel of Developing Countries," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(42).
• Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(4), pages 645-676, November.
  • Sarah Guillou & Tania Treibich, 2017. "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE 2017-22, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Sciences Po publications 09, Sciences Po.
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Working Papers hal-03403222, HAL.
  • Sarah Guillou & Tania Treibich, 2017. "Firm export diversification and change in workforce composition," Working Papers hal-03399671, HAL.
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE 2019-09, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Guillou, Sarah & Treibich, Tania, 2017. "Firm Export Diversification and Change in Workforce Composition," Research Memorandum 026, Maastricht University, Graduate School of Business and Economics (GSBE).
• Kairat Mynbaev & Carlos Martins-Filho, 2019. "Unified estimation of densities on bounded and unbounded domains," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 853-887, August.
  • Mynbayev, Kairat & Martins-Filho, Carlos, 2017. "Unified estimation of densities on bounded and unbounded domains," MPRA Paper 87044, University Library of Munich, Germany, revised Jan 2018.
• Zeineb Affes & Rania Hentati-Kaffel, 2019. "Forecast bankruptcy using a blend of clustering and MARS model: case of US banks," Annals of Operations Research, Springer, vol. 281(1), pages 27-64, October.
• Yizhou Zhang & Geoffrey J. D. Hewings, 2019. "Nonlinear tax-induced migration: an overlooked tale," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 62(3), pages 425-438, June.
• Xian F. Bak & Geoffrey J. D. Hewings, 2019. "The heterogeneous spatial impact of foreclosures on nearby property values," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 62(3), pages 439-466, June.
• Kota Ogasawara & Yukitoshi Matsushita, 2019. "Heterogeneous treatment effects of safe water on infectious disease: Do meteorological factors matter?," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 13(1), pages 55-82, January.
• Petra Burdejová & Wolfgang K. Härdle, 2019. "Dynamic semi-parametric factor model for functional expectiles," Computational Statistics, Springer, vol. 34(2), pages 489-502, June.
  • Petra Burdejová & Wolfgang K. Härdle, 2017. "Dynamic semi-parametric factor model for functional expectiles," SFB 649 Discussion Papers SFB649DP2017-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Jean Jacod, 2019. "Estimation of volatility in a high-frequency setting: a short review," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(2), pages 351-385, December.
• Giulia Livieri & Maria Elvira Mancino & Stefano Marmi, 2019. "Asymptotic results for the Fourier estimator of the integrated quarticity," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(2), pages 471-502, December.
• Nicky Rogge, 2019. "Regional productivity growth in the EU since 2000: something is better than nothing," Empirical Economics, Springer, vol. 56(2), pages 423-444, February.
• Wei-han Liu, 2019. "National culture effects on stock market volatility level," Empirical Economics, Springer, vol. 57(4), pages 1229-1253, October.
• Cees Diks & Cars Hommes & Juanxi Wang, 2019. "Critical slowing down as an early warning signal for financial crises?," Empirical Economics, Springer, vol. 57(4), pages 1201-1228, October.
  • Diks, C.G.H. & Hommes, C.H. & Wang, J., 2015. "Critical Slowing Down as Early Warning Signals for Financial Crises?," CeNDEF Working Papers 15-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• George E. Halkos & Christina Bampatsou, 2019. "Economic growth and environmental degradation: a conditional nonparametric frontier analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 21(2), pages 325-347, April.
• Ole Martin & Mathias Vetter, 2019. "Laws of large numbers for Hayashi–Yoshida-type functionals," Finance and Stochastics, Springer, vol. 23(3), pages 451-500, July.
• Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2019. "Bodenwertermittlung mit statistischen Methoden [Land value appraisal using statistical methods]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 5(1), pages 131-154, November.
• Sulekha Hembram & Sushil Kr. Haldar, 2019. "Beta, sigma and club convergence: Indian experience from 1980 to 2015," Indian Economic Review, Springer, vol. 54(2), pages 343-366, December.
• Heinz Ahn & Peter Bogetoft & Ana Lopes, 2019. "Measuring potential sub-unit efficiency to counter the aggregation bias in benchmarking," Journal of Business Economics, Springer, vol. 89(1), pages 53-77, February.
• Abdelkader Derbali & Lamia Jamel, 2019. "Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Case of Greek Banks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(2), pages 711-733, June.
  • Abdelkader Derbali & Lamia Jamel, 2018. "Dependence of default probability and recovery rate in structural credit risk models: Case of Greek banks," Post-Print hal-01695998, HAL.
• Nisar Ahmad & Michael Svarer & Amjad Naveed, 2019. "The Effect of Active Labour Market Programmes and Benefit Sanctions on Reducing Unemployment Duration," Journal of Labor Research, Springer, vol. 40(2), pages 202-229, June.
• Alain Trannoy, 2019. "Talent, equality of opportunity and optimal non-linear income tax," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 5-28, March.
• Suvvari Anandarao & S. Raja Sethu Durai & Phanindra Goyari, 2019. "Efficiency Decomposition in two-stage Data Envelopment Analysis: An application to Life Insurance companies in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 271-285, June.
• Anabela Santos & Michele Cincera & Paulo Neto & Maria Manuel Serrano, 2019. "Which projects are selected for an innovation subsidy? The Portuguese case," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 18(3), pages 165-202, October.
• Sara Rica & Lucía Gorjón, 2019. "Assessing the impact of a minimum income scheme: the Basque Country case," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 10(3), pages 251-280, November.
• Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(4), pages 645-676, November.
  • Sarah Guillou & Tania Treibich, 2017. "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE 2017-22, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Working Papers hal-03403222, HAL.
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Sciences Po publications 09, Sciences Po.
  • Sarah Guillou & Tania Treibich, 2017. "Firm export diversification and change in workforce composition," Working Papers hal-03399671, HAL.
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE 2019-09, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Guillou, Sarah & Treibich, Tania, 2017. "Firm Export Diversification and Change in Workforce Composition," Research Memorandum 026, Maastricht University, Graduate School of Business and Economics (GSBE).
• Md Golzare Nabi & Md. Aminul Islam & Rosni Bakar, 2019. "Do Private Commercial Banks Outperform State-owned Commercial Banks? Empirical Evidence from Bangladesh," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(5), pages 1-9.
• Hervé Cardot & Antonio Musolesi, 2019. "Modeling temporal treatment effects with zero inflated semi-parametric regression models: the case of local development policies in France," SEEDS Working Papers 0219, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2019.
• 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.
• Tommaso Agasisti & Sabine Gralka, 2019. "The transient and persistent efficiency of Italian and German universities: a stochastic frontier analysis," Applied Economics, Taylor & Francis Journals, vol. 51(46), pages 5012-5030, October.
  • Agasisti, Tommaso & Gralka, Sabine, 2017. "The transient and persistent efficiency of Italian and German universities: A stochastic frontier analysis," CEPIE Working Papers 14/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
• Luke Taylor & Taisuke Otsu, 2019. "Estimation of nonseparable models with censored dependent variables and endogenous regressors," Econometric Reviews, Taylor & Francis Journals, vol. 38(1), pages 4-24, January.
  • Taisuke Otsu & Luke Taylor, 2014. "Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors," STICERD - Econometrics Paper Series 575, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Taylor, Luke & Otsu, Taisuke, 2016. "Estimation of nonseparable models with censored dependent variables and endogenous regressors," LSE Research Online Documents on Economics 68678, London School of Economics and Political Science, LSE Library.
• Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Nonparametric localized bandwidth selection for Kernel density estimation," Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 733-762, August.
  • Tingting Cheng & Jiti Gao & Xibin Zhang, 2016. "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 7/16, Monash University, Department of Econometrics and Business Statistics.
• Takahide Yanagi, 2019. "Inference on local average treatment effects for misclassified treatment," Econometric Reviews, Taylor & Francis Journals, vol. 38(8), pages 938-960, September.
  • YANAGI, Takahide, 2017. "Inference on Local Average Treatment Effects for Misclassified Treatment," Discussion Papers 2017-02, Graduate School of Economics, Hitotsubashi University.
  • Takahide Yanagi, 2018. "Inference on Local Average Treatment Effects for Misclassified Treatment," Papers 1804.03349, arXiv.org.
• Isabel Narbón-Perpiñá & Maria Balaguer-Coll & Emili Tortosa-Ausina, 2019. "Evaluating local government performance in times of crisis," Local Government Studies, Taylor & Francis Journals, vol. 45(1), pages 64-100, January.
  • Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Emili Tortosa-Ausina, 2017. "Evaluating local government performance in times of crisis," Working Papers 2017/05, Economics Department, Universitat Jaume I, Castellón (Spain).
• Marcos Chamon & Sergio Firpo & João M. P. de Mello & Renan Pieri, 2019. "Electoral Rules, Political Competition and Fiscal Expenditures: Regression Discontinuity Evidence from Brazilian Municipalities," Journal of Development Studies, Taylor & Francis Journals, vol. 55(1), pages 19-38, January.
  • Chamon, Marcos & de Mello, João M. P. & Firpo, Sergio, 2009. "Electoral Rules, Political Competition and Fiscal Expenditures: Regression Discontinuity Evidence from Brazilian Municipalities," IZA Discussion Papers 4658, Institute of Labor Economics (IZA).
• Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 1-12, January.
  • Tingting Cheng & Jiti Gao & Xibin Zhang, 2015. "Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers 3/15, Monash University, Department of Econometrics and Business Statistics.
• Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss, 2019. "Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 419-435, July.
  • Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2014. "Estimating the spot covariation of asset prices: Statistical theory and empirical evidence," CFS Working Paper Series 477, Center for Financial Studies (CFS).
  • Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss, 2014. "Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence," Cambridge Working Papers in Economics 1464, Faculty of Economics, University of Cambridge.
• Zhongjun Qu & Jungmo Yoon, 2019. "Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 625-647, October.
  • Zhongjun Qu & Jungmo Yoon, 2015. "Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs," Boston University - Department of Economics - Working Papers Series wp2015-009, Boston University - Department of Economics.
• Markus Frölich & Martin Huber, 2019. "Including Covariates in the Regression Discontinuity Design," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 736-748, October.
  • Frölich, Markus & Huber, Martin, 2017. "Including covariates in the regression discontinuity design," FSES Working Papers 489, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  • Frölich, Markus & Huber, Martin, 2017. "Including Covariates in the Regression Discontinuity Design," IZA Discussion Papers 11138, Institute of Labor Economics (IZA).
• Rafael González-Val, 2019. "US city-size distribution and space," Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(3), pages 283-300, July.
  • Rafael González-Val, 2017. "City size distribution and space," Working Papers 2017/18, Institut d'Economia de Barcelona (IEB).
  • González-Val, Rafael, 2018. "US city size distribution and space," MPRA Paper 91533, University Library of Munich, Germany.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2019. "Forecast density combinations with dynamic learning for large data sets in economics and finance," Working Paper 2019/7, Norges Bank.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk, 2019. "Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 19-025/III, Tinbergen Institute.
• Espinoza-Licona, David R. & Pérez-Sosa, Felipe A., 2019. "El bitcoin, ¿una burbuja especulativa? Análisis de la estabilidad paramétrica de series de tiempo para el periodo 2009-2018," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 14(51), pages 45-60, Segundo s.
• Kholodilin, Konstantin A. & Limonov, Leonid E. & Waltl, Sofie R., 2021. "Housing rent dynamics and rent regulation in St. Petersburg (1880–1917)," Explorations in Economic History, Elsevier, vol. 81(C).
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Papers wuwp279, Vienna University of Economics and Business, Department of Economics.
  • KHOLODILIN Konstantin A. & LIMONOV Leonid E. & WALTL Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," LISER Working Paper Series 2019-03, Luxembourg Institute of Socio-Economic Research (LISER).
  • Konstantin A. Kholodilin & Leonid Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Discussion Papers of DIW Berlin 1780, DIW Berlin, German Institute for Economic Research.
  • Limonov, Leonid E. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Paper Series 279, WU Vienna University of Economics and Business.
  • Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," HSE Working papers WP BRP 213/EC/2019, National Research University Higher School of Economics.
• Iryna Kyzyma & Alessio Fusco & Philippe Van Kerm, 2022. "Distributional Change: Assessing the Contribution of Household Income Sources," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 158-184, February.
  • KYZYMA Iryna & FUSCO Alessio & VAN KERM Philippe, 2019. "Distributional change: Assessing the contribution of household income sources," LISER Working Paper Series 2019-13, Luxembourg Institute of Socio-Economic Research (LISER).
• António Afonso & Ana Venâncio, 2020. "Local territorial reform and regional spending efficiency," Local Government Studies, Taylor & Francis Journals, vol. 46(6), pages 888-910, November.
  • António Afonso & Ana Venâncio, 2019. "Local territorial reform and regional spending efficiency," Working Papers REM 2019/71, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• António Afonso & Ludger Schuknecht, 2019. "How “big” should government be?," EconPol Working Paper 23, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • António Afonso & Ludger Schuknecht, 2019. "How “Big” Should Government Be?," Working Papers REM 2019/78, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Taxation and Public Spending Efficiency: An International Comparison," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(3), pages 356-383, September.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2019. "Taxation and Public Spending Efficiency: An International Comparison," EconPol Working Paper 25, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • António Afonso & João Tovar Jalles & Ana Venâncio, 2019. "Taxation and Public Spending Efficiency: An International Comparison," Working Papers REM 2019/80, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• He, Yang & Bartalotti, Otávio, 2019. "Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals," IZA Discussion Papers 12801, Institute of Labor Economics (IZA).
  • He, Yang & Bartalotti, Otávio, 2019. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 201903010800001071, Iowa State University, Department of Economics.
  • He, Yang & Bartalotti, Otávio, 2020. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 202005010700001071, Iowa State University, Department of Economics.
• Otávio Bartalotti & Quentin Brummet & Steven Dieterle, 2021. "A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 833-848, July.
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven G., 2019. "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," IZA Discussion Papers 12366, Institute of Labor Economics (IZA).
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven, 2019. "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," ISU General Staff Papers 201905170700001045, Iowa State University, Department of Economics.
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven, 2020. "A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable," ISU General Staff Papers 202004020700001701, Iowa State University, Department of Economics.
• Bartalotti, Otávio & Kedagni, Desire & Possebom, Vitor, 2019. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," ISU General Staff Papers 201909150700001080, Iowa State University, Department of Economics.
  • Ot'avio Bartalotti & D'esir'e K'edagni & Vitor Possebom, 2021. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," Papers 2112.07014, arXiv.org.
  • 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).
• David S. Lee & Pauline Leung & Christopher J. O’Leary & Zhuan Pei & Simon Quach, 2021. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," Journal of Labor Economics, University of Chicago Press, vol. 39(S2), pages 455-506.
  • David S. Lee & Pauline Leung & Christopher J. O'Leary & Zhuan Pei & Simon Quach, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," Working Papers 2019-3, Princeton University. Economics Department..
  • Lee, David S. & Leung, Pauline & O'Leary, Christopher J. & Pei, Zhuan & Quach, Simon, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," IZA Discussion Papers 12154, Institute of Labor Economics (IZA).
  • David S. Lee & Pauline Leung & Christopher J. O'Leary & Zhuan Pei & Simon Quach, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," NBER Working Papers 25574, National Bureau of Economic Research, Inc.
• Marco Caliendo & Stefan Tübbicke, 2020. "New evidence on long-term effects of start-up subsidies: matching estimates and their robustness," Empirical Economics, Springer, vol. 59(4), pages 1605-1631, October.
  • Marco Caliendo & Stefan Tübbicke, 2019. "New Evidence on Long-Term Effects of Start-Up Subsidies: Matching Estimates and their Robustness," CEPA Discussion Papers 06, Center for Economic Policy Analysis.
  • Caliendo, Marco & Tübbicke, Stefan, 2019. "New Evidence on Long-Term Effects of Start-Up Subsidies: Matching Estimates and Their Robustness," IZA Discussion Papers 12261, Institute of Labor Economics (IZA).
• Otávio Bartalotti & Quentin Brummet & Steven Dieterle, 2021. "A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 833-848, July.
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven, 2019. "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," ISU General Staff Papers 201905170700001045, Iowa State University, Department of Economics.
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven G., 2019. "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," IZA Discussion Papers 12366, Institute of Labor Economics (IZA).
  • Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven, 2020. "A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable," ISU General Staff Papers 202004020700001701, Iowa State University, Department of Economics.
• van den Berg, Gerard J. & Vikström, Johan, 2019. "Long-Run Effects of Dynamically Assigned Treatments: a New Methodology and an Evaluation of Training Effects on Earnings," Working Paper Series 2019:18, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • van den Berg, Gerard J. & Vikström, Johan, 2019. "Long-Run Effects of Dynamically Assigned Treatments: A New Methodology and an Evaluation of Training Effects on Earnings," IZA Discussion Papers 12470, Institute of Labor Economics (IZA).
• Marco Caliendo & Stefan Tübbicke, 2019. "Do Start-Up Subsidies for the Unemployed Affect Participants’ Well-Being? A Rigorous Look at (Un-)Intended Consequences of Labor Market Policies," CEPA Discussion Papers 14, Center for Economic Policy Analysis.
  • Caliendo, Marco & Tübbicke, Stefan, 2019. "Do Start-Up Subsidies for the Unemployed Affect Participants' Well-Being? A Rigorous Look at (Un-)Intended Consequences of Labor Market Policies," IZA Discussion Papers 12755, Institute of Labor Economics (IZA).
• He, Yang & Bartalotti, Otávio, 2019. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 201903010800001071, Iowa State University, Department of Economics.
  • He, Yang & Bartalotti, Otávio, 2019. "Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals," IZA Discussion Papers 12801, Institute of Labor Economics (IZA).
  • He, Yang & Bartalotti, Otávio, 2020. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 202005010700001071, Iowa State University, Department of Economics.
• Isabel Narbón-Perpiñá & Maria Teresa Balaguer-Coll & Diego Prior & Emili Tortosa-Ausina, 2021. "Searching for the optimal territorial structure: the case of Spanish provincial councils," Regional Studies, Taylor & Francis Journals, vol. 55(4), pages 645-664, April.
  • Isabel Narbón-Perpiñá & Diego Prior & Mª Teresa Balaguer-Coll & Emili Tortosa-Ausina, 2019. "Searching for the optimal territorial structure: The case of Spanish provincial councils," Working Papers 2019/03, Economics Department, Universitat Jaume I, Castellón (Spain).
• Ahmed Hoque & Shahriar Hasan & Bosu Seo, 2019. "Health Inequality In Bangladeshi Children Of Age 6–59 Months Using Hemoglobin Data: A Nonparametric Analysis," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(3), pages 107-121, Summer.
• Gordon Anderson, Alessio Farcomeni, Maria Grazia Pittau and Roberto Zelli, 2019. "Multidimensional Nation Wellbeing, More Equal yet More Polarized: An Analysis of the Progress of Human Development Since 1990," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 44(1), pages 1-22, March.
  • Gordon Anderson & Alessio Farcomeni & Maria Grazia Pittau & Roberto Zelli, 2018. "Multidimensional Nation Wellbeing, More Equal yet More Polarized: An Analysis of the Progress of Human Development since 1990," Working Papers tecipa-602, University of Toronto, Department of Economics.
• Biewen Martin & Plötze Daniela, 2019. "The Role of Hours Changes for the Increase in German Earnings Inequality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(2), pages 1-28, April.
  • Biewen, Martin & Plötze, Daniela, 2018. "The Role of Hours Changes for the Increase in German Earnings Inequality," IZA Discussion Papers 11634, Institute of Labor Economics (IZA).
• Biewen Martin & Plötze Daniela, 2019. "The Role of Hours Changes for the Increase in German Earnings Inequality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(2), pages 277-304, April.
  • Biewen, Martin & Plötze, Daniela, 2018. "The Role of Hours Changes for the Increase in German Earnings Inequality," IZA Discussion Papers 11634, Institute of Labor Economics (IZA).
• d’Artis Kancs & Boriss Siliverstovs, 2020. "Employment effect of innovation," Empirical Economics, Springer, vol. 59(3), pages 1373-1391, September.
  • D'Artis Kancs & Boriss Siliverstovs, 2015. "Employment Effect of Innovation," JRC Working Papers on Corporate R&D and Innovation 2015-07, Joint Research Centre (Seville site).
  • Kancs, d'Artis & Siliverstovs, Boriss, 2019. "Employment Effect of Innovation," Working Papers 2019-02, Joint Research Centre, European Commission.
  • d'Artis Kancs & Boriss Siliverstovs, 2017. "Employment Effect of Innovation," KOF Working papers 17-428, KOF Swiss Economic Institute, ETH Zurich.
• Zeqin Liu & Zongwu Cai & Ying Fang & Ming Lin, 2019. "Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201904, University of Kansas, Department of Economics, revised Mar 2019.
• Shengfang Tang & Zongwu Cai & Ying Fang & Ming Lin, 2019. "Testing Unconfoundedness Assumption Using Auxiliary Variables," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201905, University of Kansas, Department of Economics, revised Mar 2019.
• Sam Cosaert, 2019. "What Types are There?," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 533-554, February.
  • COSAERT Sam, 2017. "What types are there?," LISER Working Paper Series 2017-01, Luxembourg Institute of Socio-Economic Research (LISER).
• George Halkos & Mike G. Tsionas, 2019. "Accounting for Heterogeneity in Environmental Performance Using Data Envelopment Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 1005-1025, October.
• Weiwei Liu & Kevin J. Egan, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(3), pages 1163-1187, November.
  • Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
• John A. List & Azeem M. Shaikh & Yang Xu, 2019. "Multiple hypothesis testing in experimental economics," Experimental Economics, Springer;Economic Science Association, vol. 22(4), pages 773-793, December.
  • John List & Azeem Shaikh & Yang Xu, 2016. "Multiple Hypothesis Testing in Experimental Economics," Artefactual Field Experiments 00402, The Field Experiments Website.
  • John A. List & Azeem M. Shaikh & Yang Xu, 2016. "Multiple Hypothesis Testing in Experimental Economics," NBER Working Papers 21875, National Bureau of Economic Research, Inc.
• Ali Fakih & Walid Marrouch, 2019. "Environmental Kuznets Curve, a Mirage? A Non-parametric Analysis for MENA Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(1), pages 113-119, February.
• Heather L. R. Tierney, 2019. "Forecasting with the Nonparametric Exclusion-from-Core Inflation Persistence Model Using Real-Time Data," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(1), pages 39-63, February.
• Yan Zheng & Tomislav Vukina & Xiaoyong Zheng, 2019. "Estimating asymmetric information effects in health care with uninsurable costs," International Journal of Health Economics and Management, Springer, vol. 19(1), pages 79-98, March.
• Mafalda Gómez-Vega & Luis César Herrero-Prieto, 2019. "Measuring emotion through quality: evaluating the musical repertoires of Spanish symphony orchestras," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 43(2), pages 211-245, June.
• Alain Trannoy, 2019. "Talent, equality of opportunity and optimal non-linear income tax," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 5-28, March.
• Tommaso Agasisti & Giuseppe Munda & Ralph Hippe, 2019. "Measuring the efficiency of European education systems by combining Data Envelopment Analysis and Multiple-Criteria Evaluation," Journal of Productivity Analysis, Springer, vol. 51(2), pages 105-124, June.
• Diego Prior & Emili Tortosa-Ausina & María Pilar García-Alcober & Manuel Illueca, 2019. "Profit efficiency and earnings quality: Evidence from the Spanish banking industry," Journal of Productivity Analysis, Springer, vol. 51(2), pages 153-174, June.
• Dirk Engel & Verena Eckl & Michael Rothgang, 2019. "R&D funding and private R&D: empirical evidence on the impact of the leading-edge cluster competition," The Journal of Technology Transfer, Springer, vol. 44(6), pages 1720-1743, December.
• Øystein Daljord & Denis Nekipelov & Minjung Park, 2019. "Comments on “identification and semiparametric estimation of a finite horizon dynamic discrete choice model with a terminating action”," Quantitative Marketing and Economics (QME), Springer, vol. 17(4), pages 439-449, December.
• Elvira Silva & Pedro Macedo & Isabel Soares, 2019. "Maximum entropy: a stochastic frontier approach for electricity distribution regulation," Journal of Regulatory Economics, Springer, vol. 55(3), pages 237-257, June.
• Manuel Ammann & Alexander Feser, 2019. "Option-implied Value-at-Risk and the cross-section of stock returns," Review of Derivatives Research, Springer, vol. 22(3), pages 449-474, October.
• Lanlan Liu & Dan Luo & Liang Han, 2019. "Default risk, state ownership and the cross-section of stock returns: evidence from China," Review of Quantitative Finance and Accounting, Springer, vol. 53(4), pages 933-966, November.
• Jeffrey S. Racine & Ingrid Van Keilegom, 2020. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 784-795, October.
  • Jeffrey Racine & Ingrid Van Keilegom, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," Department of Economics Working Papers 2017-13, McMaster University.
  • Jeffrey S Racine & Ingrid Van Keilegom, 2019. "A smooth nonparametric, multivariate, mixed-data location-scale test," Working Papers of Department of Decision Sciences and Information Management, Leuven 632082, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
  • Racine, Jeffrey S. & Van Keilegom, Ingrid, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Discussion Papers ISBA 2017024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Racine, Jeffrey S. & Van Keilegom, Ingrid, 2019. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Reprints ISBA 2019063, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Anisah ALFADA, 2019. "Fiscal Decentralization and Government Expenditure Efficiency in Indonesia: A Malmquist Productivity Index," Expert Journal of Economics, Sprint Investify, vol. 7(1), pages 45-57.
• Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(4), pages 645-676, November.
  • Guillou, Sarah & Treibich, Tania, 2017. "Firm Export Diversification and Change in Workforce Composition," Research Memorandum 026, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE 2019-09, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Sarah Guillou & Tania Treibich, 2017. "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE 2017-22, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Working Papers hal-03403222, HAL.
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Sciences Po publications 09, Sciences Po.
  • Sarah Guillou & Tania Treibich, 2017. "Firm export diversification and change in workforce composition," Working Papers hal-03399671, HAL.
• Daniel Hedblom & Brent R. Hickman & John A. List, 2019. "Toward an Understanding of Corporate Social Responsibility: Theory and Field Experimental Evidence," NBER Working Papers 26222, National Bureau of Economic Research, Inc.
  • Daniel Hedblom & Brent Hickman & John List, 2019. "Toward an Understanding of Corporate Social Responsibility: Theory and Field Experimental Evidence," Natural Field Experiments 00675, The Field Experiments Website.
• Mark Fisher & Mark J. Jensen & Paula A. Tkac, 2019. "Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry," FRB Atlanta Working Paper 2019-3, Federal Reserve Bank of Atlanta.
• Serafin J. Grundl & Yu Zhu, 2019. "Robust Inference in First-Price Auctions : Experimental Findings as Identifying Restrictions," Finance and Economics Discussion Series 2019-006, Board of Governors of the Federal Reserve System (U.S.).
• Jeffrey P. Cohen & Cletus C. Coughlin & Jeffrey Zabel, 2020. "Time-Geographically Weighted Regressions and Residential Property Value Assessment," The Journal of Real Estate Finance and Economics, Springer, vol. 60(1), pages 134-154, February.
  • Jeffrey P. Cohen & Cletus C. Coughlin & Jeffrey Zabel, 2019. "Time-Geographically Weighted Regressions and Residential Property Value Assessment," Working Papers 2019-5, Federal Reserve Bank of St. Louis.
• David C. Wheelock & Paul W. Wilson, 2019. "New Estimates of the Lerner Index of Market Power for U.S. Banks," Working Papers 2019-012, Federal Reserve Bank of St. Louis, revised 19 Feb 2020.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On Binscatter," Papers 1902.09608, arXiv.org, revised Aug 2021.
  • Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On binscatter," Staff Reports 881, Federal Reserve Bank of New York.
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021. "Multimodality In Macrofinancial Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
  • Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
  • Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2019. "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers 19-51, Federal Reserve Bank of Philadelphia.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print hal-03504122, HAL.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Papers 2110.13531, arXiv.org.
• Anders Rønn-Nielsen & Dorte Kronborg & Mette Asmild, 2019. "Exact tests on returns to scale and comparisons of production frontiers in nonparametric models," IFRO Working Paper 2019/04, University of Copenhagen, Department of Food and Resource Economics.
• Mette Asmild & Arne Henningsen & Dorte Kronborg & Anders Rønn-Nielsen, 2019. "Comment on: "Testing Hypotheses in Non-parametric Models of Production" by Kneip, Simar, and Wilson (2016, JBES)," IFRO Working Paper 2019/07, University of Copenhagen, Department of Food and Resource Economics.
• Fernando Rios-Avila, 2019. "A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection," Econometrics, MDPI, vol. 7(2), pages 1-29, June.
  • Fernando Rios-Avila, 2019. "A Semi-Parametric Approach to the Oaxaca-Blinder Decomposition with Continuous Group Variable and Self-Selection," Economics Working Paper Archive wp_930, Levy Economics Institute.
• Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019. "HAR Testing for Spurious Regression in Trend," Econometrics, MDPI, vol. 7(4), pages 1-28, December.
  • Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018. "HAR Testing for Spurious Regression in Trend," Cowles Foundation Discussion Papers 2153, Cowles Foundation for Research in Economics, Yale University.
• Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019. "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 12(13), pages 1-12, July.
  • Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019. "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS) WORMS/19/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, revised 06 Jul 2019.
• Anders Eriksson & Daniel P. A. Preve & Jun Yu, 2019. "Forecasting Realized Volatility Using a Nonnegative Semiparametric Model," JRFM, MDPI, vol. 12(3), pages 1-23, August.
  • Daniel Preve & Anders Eriksson & Jun Yu, "undated". "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Working Papers CoFie-02-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Daniel Preve & Anders Eriksson & Jun Yu, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Finance Working Papers 23049, East Asian Bureau of Economic Research.
  • Daniel PREVE & Anders ERIKSSON & Jun YU, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Working Papers 22-2009, Singapore Management University, School of Economics.
• de Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2021. "Delineating urban areas using building density," Journal of Urban Economics, Elsevier, vol. 125(C).
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers halshs-02368040, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers 1931, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," Post-Print halshs-02492519, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating Urban Areas Using Building Density," NBER Working Papers 26482, National Bureau of Economic Research, Inc.
  • Combes, Pierre-Philippe & De Bellefon, Marie-Pierre & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2019. "Delineating urban areas using building density," CEPR Discussion Papers 14129, C.E.P.R. Discussion Papers.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," PSE-Ecole d'économie de Paris (Postprint) halshs-02492519, HAL.
• Modou Mar & Nadine Massard, 2019. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impact of the French cluster policy," Working Papers hal-02282971, HAL.
  • Modou Mar & Nadine Massard, 2021. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impacts of the French cluster policy," Post-Print hal-03222070, HAL.
  • Mar, M. & Massard, N., 2019. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impact of the French cluster policy," Working Papers 2019-03, Grenoble Applied Economics Laboratory (GAEL).
• Ana Margarida Monteiro & António Alberto Ferreira Santos, 2019. "Kernel density estimation using local cubic polynomials through option prices applied to intraday data," CeBER Working Papers 2019-02, Centre for Business and Economics Research (CeBER), University of Coimbra.
• Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2019. "Machine Learning for Forecasting Excess Stock Returns – The Five-Year-View," Graz Economics Papers 2019-06, University of Graz, Department of Economics.
• Enno Mammen & Jens Perch Nielsen & Michael Scholz & Stefan Sperlich, 2019. "Conditional variance forecasts for long-term stock returns," Graz Economics Papers 2019-08, University of Graz, Department of Economics.
• Sylvain Eloi Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility Response to Climate Shocks," Working Papers PMMA 2019-06, PEP-PMMA.
  • Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility response to climate shocks," CERDI Working papers halshs-02053100, HAL.
  • Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility response to climate shocks," Working Papers halshs-02053100, HAL.
• Matkovskyy, Roman, 2019. "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 270-279.
  • Roman Matkovskyy, 2019. "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," Post-Print hal-02127175, HAL.
• Alexakis, Christos & Izzeldin, Marwan & Johnes, Jill & Pappas, Vasileios, 2019. "Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis," Economic Modelling, Elsevier, vol. 79(C), pages 1-14.
  • Christos Alexakis & Marwan Izzeldin & Jill Johnes & Vasileios Pappas, 2019. "Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis," Post-Print hal-02143291, HAL.
• Dufrénot, Gilles & Paret, Anne-Charlotte, 2019. "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 341-359.
  • Gilles Dufrénot & Anne-Charlotte Paret, 2019. "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Post-Print hal-02158001, HAL.
• Jean-Pierre Florens & Anna Simoni, 2021. "Gaussian Processes and Bayesian Moment Estimation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 482-492, March.
  • Jean-Pierre Florens & Anna Simoni, 2015. "Gaussian processes and Bayesian moment estimation," Working Papers 2015-09, Center for Research in Economics and Statistics.
  • Jean-Pierre Florens & Anna Simoni, 2019. "Gaussian Processes and Bayesian Moment Estimation," Post-Print hal-02903252, HAL.
• J.P. Florens & C. Gourieroux & A. Monfort, 2019. "Model Risk Management: Limits and Future of Bayesian Approaches," Annals of Economics and Statistics, GENES, issue 136, pages 1-26.
  • Jean-Pierre Florens & Christian Gouriéroux & Alain Monfort, 2019. "Model Risk Management: Limits and Future of Bayesian Approaches," Post-Print hal-02952910, HAL.
• 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.
• Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility after The Drought: Theory and Evidence from Madagascar," Cahiers de recherche 1901, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • Sylvain Dessy & Francesca Marchetta, 2019. "Fertility after The Drought: Theory and Evidence from Madagascar," Post-Print halshs-02315657, HAL.
  • Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, 2019. "Fertility after The Drought: Theory and Evidence from Madagascar," 2019 Eighth AIEAA Conference, June 13-14, Pistoia, Italy 300082, Italian Association of Agricultural and Applied Economics (AIEAA).
• de Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2021. "Delineating urban areas using building density," Journal of Urban Economics, Elsevier, vol. 125(C).
  • Combes, Pierre-Philippe & De Bellefon, Marie-Pierre & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2019. "Delineating urban areas using building density," CEPR Discussion Papers 14129, C.E.P.R. Discussion Papers.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," Post-Print halshs-02492519, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating Urban Areas Using Building Density," NBER Working Papers 26482, National Bureau of Economic Research, Inc.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers halshs-02368040, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers 1931, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," PSE-Ecole d'économie de Paris (Postprint) halshs-02492519, HAL.
• de Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2021. "Delineating urban areas using building density," Journal of Urban Economics, Elsevier, vol. 125(C).
  • Combes, Pierre-Philippe & De Bellefon, Marie-Pierre & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2019. "Delineating urban areas using building density," CEPR Discussion Papers 14129, C.E.P.R. Discussion Papers.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," PSE-Ecole d'économie de Paris (Postprint) halshs-02492519, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating Urban Areas Using Building Density," NBER Working Papers 26482, National Bureau of Economic Research, Inc.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers halshs-02368040, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," Post-Print halshs-02492519, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers 1931, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Mar, M. & Massard, N., 2019. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impact of the French cluster policy," Working Papers 2019-03, Grenoble Applied Economics Laboratory (GAEL).
  • Modou Mar & Nadine Massard, 2021. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impacts of the French cluster policy," Post-Print hal-03222070, HAL.
  • Modou Mar & Nadine Massard, 2019. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impact of the French cluster policy," Working Papers hal-02282971, HAL.
• Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(4), pages 645-676, November.
  • Guillou, Sarah & Treibich, Tania, 2017. "Firm Export Diversification and Change in Workforce Composition," Research Memorandum 026, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Working Papers hal-03403222, HAL.
  • Sarah Guillou & Tania Treibich, 2017. "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE 2017-22, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Sciences Po publications 09, Sciences Po.
  • Sarah Guillou & Tania Treibich, 2017. "Firm export diversification and change in workforce composition," Working Papers hal-03399671, HAL.
  • Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE 2019-09, Observatoire Francais des Conjonctures Economiques (OFCE).
• Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility response to climate shocks," CERDI Working papers halshs-02053100, HAL.
  • Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility response to climate shocks," Working Papers halshs-02053100, HAL.
  • Sylvain Eloi Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility Response to Climate Shocks," Working Papers PMMA 2019-06, PEP-PMMA.
• Gilles Dufrénot & Carolina Ulloa Suarez, 2019. "Public finance sustainability in Europe: a behavioral model," AMSE Working Papers 1929, Aix-Marseille School of Economics, France.
  • Gilles Dufrénot & Carolina Ulloa Suarez, 2019. "Public finance sustainability in Europe: a behavioral model," Working Papers halshs-02356400, HAL.
• de Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2021. "Delineating urban areas using building density," Journal of Urban Economics, Elsevier, vol. 125(C).
  • Combes, Pierre-Philippe & De Bellefon, Marie-Pierre & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2019. "Delineating urban areas using building density," CEPR Discussion Papers 14129, C.E.P.R. Discussion Papers.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers halshs-02368040, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating Urban Areas Using Building Density," NBER Working Papers 26482, National Bureau of Economic Research, Inc.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," Post-Print halshs-02492519, HAL.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers 1931, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," PSE-Ecole d'économie de Paris (Postprint) halshs-02492519, HAL.
• Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021. "A comparison of semiparametric tests for fractional cointegration," Statistical Papers, Springer, vol. 62(4), pages 1997-2030, August.
  • Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2019. "A Comparison of Semiparametric Tests for Fractional Cointegration," Hannover Economic Papers (HEP) dp-651, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Olga Takacs & Janos Vincze, 2019. "Blinder-Oaxaca decomposition with recursive tree-based methods: a technical note," CERS-IE WORKING PAPERS 1923, Institute of Economics, Centre for Economic and Regional Studies.
• Olga Takacs & Janos Vincze, 2019. "The gender pay gap in Hungary: new results with a new methodology," CERS-IE WORKING PAPERS 1924, Institute of Economics, Centre for Economic and Regional Studies.
• Hjertstrand, Per, 2019. "Power Against Random Expenditure Allocation for Revealed Preference Tests," Working Paper Series 1309, Research Institute of Industrial Economics, revised 30 Apr 2021.

2018

• George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2018. "Time varying cointegration and the UK great ratios," CAMA Working Papers 2018-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kapetanios, George & Millard, Stephen & Price, Simon & Petrova, Katerina, 2018. "Time varying cointegration and the UK Great Ratios," Essex Finance Centre Working Papers 23320, University of Essex, Essex Business School.
  • Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon, 2019. "Time-varying cointegration and the UK great ratios," Bank of England working papers 789, Bank of England.
• Albany Aguilera Fernández & David Castro Lugo, 2018. "Calificación laboral y desigualdad salarial: un ejercicio metodológico por conglomerados," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 49(2), pages 65-92, Julio-Dic.
• Hongjie Wei & Yan Sun & Meidi Hu, 2018. "Model Selection in Spatial Autoregressive Models with Varying Coefficients," Frontiers of Economics in China, IAR, Shanghai University of Finance and Economics, vol. 13(4), pages 559-576, December.
• Fisher, Mark & Jensen, Mark J., 2019. "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, vol. 210(1), pages 187-202.
  • Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," Working Paper series 18-12, Rimini Centre for Economic Analysis.
  • Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper 2018-2, Federal Reserve Bank of Atlanta.
• Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178, arXiv.org, revised Oct 2021.
  • Laura Liu, 2020. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers 2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu, 2018. "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series 2018-036, Board of Governors of the Federal Reserve System (U.S.).
• Bo E. Honoré & Luojia Hu, 2020. "Selection Without Exclusion," Econometrica, Econometric Society, vol. 88(3), pages 1007-1029, May.
  • Bo E. Honore & Luojia Hu, 2018. "Selection Without Exclusion," Working Paper Series WP-2018-10, Federal Reserve Bank of Chicago.
• 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," Econometrics Working Papers Archive 2018_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Gabriele Fiorentini & Enrique Sentana, 2018. "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers wp2018_1804, CEMFI.
  • Fiorentini, Gabriele & Sentana, Enrique, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
• Hagemeier, Jan & Svejnar, Jan & Tyrowicz, Joanna, 2018. "Are Rushed Privatizations Substandard? Analyzing Firm-Level Privatization under Fiscal Pressure," IZA Discussion Papers 11517, Institute of Labor Economics (IZA).
  • Jan Hagemejer & Jan Svejnar & Joanna Tyrowicz, 2018. "Are rushed privatizations substandard? Analyzing firm-level privatization under fiscal pressure," GRAPE Working Papers 27, GRAPE Group for Research in Applied Economics.
  • Hagemejer, Jan & Svejnar, Jan & Tyrowicz, Joanna, 2018. "Are Rushed Privatizations Substandard? Analyzing Firm-level Privatization under Fiscal Pressure," CEPR Discussion Papers 12991, C.E.P.R. Discussion Papers.
• Oliwia Komada & Pawel Strzelecki & Joanna Tyrowicz, 2019. "A regression discontinuity evaluation of reducing early retirement eligibility in Poland," International Journal of Manpower, Emerald Group Publishing, vol. 40(2), pages 286-303, May.
  • Joanna Tyrowicz & Oliwia Komada & Pawel Strzelecki, 2018. "A regression discontinuity evaluation of reducing early retirement eligibility in Poland," IAAEU Discussion Papers 201810, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
  • Oliwia Komada & Pawel Strzelecki & Joanna Tyrowicz, 2018. "A regression discontinuity evaluation of reducing early retirement eligibility in Poland," GRAPE Working Papers 30, GRAPE Group for Research in Applied Economics.
  • Komada, Oliwia & Strzelecki, Pawel & Tyrowicz, Joanna, 2018. "A Regression Discontinuity Evaluation of Reducing Early Retirement Eligibility in Poland," IZA Discussion Papers 11896, Institute of Labor Economics (IZA).
• Michal Krawczyk & Joanna Tyrowicz & Wojciech Hardy, 2018. "Online and physical appropriation: evidence from a vignette experiment on copyright infringement," GRAPE Working Papers 33, GRAPE Group for Research in Applied Economics.
• Mette Asmild & Dorte Kronborg & Anders Rønn-Nielsen, 2018. "Testing productivity change, frontier shift, and efficiency change," IFRO Working Paper 2018/07, University of Copenhagen, Department of Food and Resource Economics.
• Martin Huber & Anna Solovyeva, 2020. "On the Sensitivity of Wage Gap Decompositions," Journal of Labor Research, Springer, vol. 41(1), pages 1-33, June.
  • Huber, Martin & Solovyeva, Anna, 2018. "On the sensitivity of wage gap decompositions," FSES Working Papers 497, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Marie Busch & Philipp Sibbertsen, 2018. "An Overview of Modified Semiparametric Memory Estimation Methods," Econometrics, MDPI, vol. 6(1), pages 1-21, March.
  • Busch, Marie & Sibbertsen, Philipp, 2018. "An Overview of Modified Semiparametric Memory Estimation Methods," Hannover Economic Papers (HEP) dp-628, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Rodolfo Metulini & Roberto Patuelli & Daniel A. Griffith, 2018. "A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade," Econometrics, MDPI, vol. 6(1), pages 1-15, February.
  • Rodolfo Metulini & Roberto Patuelli & Daniel Griffith, 2016. "A spatial-filtering zero-inflated approach to the estimation of the gravity model of trade," ERSA conference papers ersa16p614, European Regional Science Association.
  • R. Metulini & R. Patuelli & D. A. Griffith, 2016. "A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade," Working Papers wp1081, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Rodolfo Metulini & Roberto Patuelli & Daniel A. Griffith, 2016. "A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade," Working Paper series 16-26, Rimini Centre for Economic Analysis, revised Feb 2018.
• Bartosz Uniejewski & Rafał Weron, 2018. "Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models," Energies, MDPI, vol. 11(8), pages 1-26, August.
  • Bartosz Uniejewski & Rafal Weron, 2018. "Efficient forecasting of electricity spot prices with expert and LASSO models," HSC Research Reports HSC/18/02, Hugo Steinhaus Center, Wroclaw University of Technology.
• Grzegorz Marcjasz & Tomasz Serafin & Rafał Weron, 2018. "Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 11(9), pages 1-20, September.
  • Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2018. "Selection of calibration windows for day-ahead electricity price forecasting," HSC Research Reports HSC/18/06, Hugo Steinhaus Center, Wroclaw University of Technology.
• Mark J. Jensen & John M. Maheu, 2018. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," JRFM, MDPI, vol. 11(3), pages 1-29, September.
  • Jensen, Mark J & Maheu, John M, 2013. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," MPRA Paper 52132, University Library of Munich, Germany.
  • Mark J. Jensen & John M. Maheu, 2014. "Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis," FRB Atlanta Working Paper 2014-6, Federal Reserve Bank of Atlanta.
  • Mark J. Jensen & John M. Maheu, 2014. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," Working Paper series 31_14, Rimini Centre for Economic Analysis.
• Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2018. "Specification Testing of Production in a Stochastic Frontier Model," Sustainability, MDPI, vol. 10(9), pages 1-10, August.
  • Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer, 2017. "Specification Testing of Production in a Stochastic Frontier Model," Documentos de Trabajo del ICAE 2017-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2017. "Specification Testing of Production in a Stochastic Frontier Model," Tinbergen Institute Discussion Papers 17-097/III, Tinbergen Institute.
  • Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K., 2017. "Specification Testing of Production in a Stochastic Frontier Model," Econometric Institute Research Papers EI 2017-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Linda Steinhübel, 2018. "Somewhere in between towns, markets, and neighbors – Agricultural transition in the rural-urban interface of Bangalore, India," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 256, Courant Research Centre PEG.
• Andreas Chai, 2018. "Household consumption patterns and the sectoral composition of growing economies: A review of the interlinkages," Discussion Papers in Economics economics:201802, Griffith University, Department of Accounting, Finance and Economics.
• Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2018. "Choice of Benchmark When Forecasting Long-term Stock Returns," Graz Economics Papers 2018-08, University of Graz, Department of Economics.
• Maria El Khdari & Babacar Sarr, 2018. "Decentralization, spending efficiency and pro-poor outcomes in Morocco," Working Papers halshs-01774949, HAL.
  • Maria El Khdari & Babacar Sarr, 2018. "Decentralization, spending efficiency and pro-poor outcomes in Morocco," CERDI Working papers halshs-01774949, HAL.
  • Maria EL KHDARI & Babacar SARR, 2018. "Decentralization, spending efficiency and pro-poor outcomes in Morocco," Working Papers 201805, CERDI.
• Abdelkader Derbali & Lamia Jamel, 2019. "Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Case of Greek Banks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(2), pages 711-733, June.
  • Abdelkader Derbali & Lamia Jamel, 2018. "Dependence of default probability and recovery rate in structural credit risk models: Case of Greek banks," Post-Print hal-01695998, HAL.
• Zouhair Ait Benhamou, 2018. "Are all cycles alike? An empirical investigation of regional and global factors in developed and emerging economies," International Economics, CEPII research center, issue 156, pages 45-60.
  • Zouhair Aït Benhamou, 2018. "Are all cycles alike? An empirical investigation of regional and global factors in developed and emerging economies," Post-Print hal-01699534, HAL.
  • Zouhair Ait Benhamou, 2018. "Are all cycles alike? An empirical investigation of regional and global factors in developed and emerging economies," Post-Print hal-02977752, HAL.
• Dungey, Mardi & Erdemlioglu, Deniz & Matei, Marius & Yang, Xiye, 2018. "Testing for mutually exciting jumps and financial flights in high frequency data," Journal of Econometrics, Elsevier, vol. 202(1), pages 18-44.
  • Mardi Dungey & Deniz Erdemlioglu & Marius Matei & Xiye Yang, 2018. "Testing for mutually exciting jumps and financial flights in high frequency data," Post-Print hal-02995949, HAL.
• Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2018. "Nonparametric estimation in case of endogenous selection," Journal of Econometrics, Elsevier, vol. 202(2), pages 268-285.
  • Christoph Breunig & Enno Mammen & Anna Simoni, "undated". "Nonparametric Estimation in case of Endogenous Selection," SFB 649 Discussion Papers SFB649DP2015-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Christoph Breunig & Enno Mammen & Anna Simoni, 2018. "Nonparametric estimation in case of endogenous selection," Post-Print hal-03089885, HAL.
  • Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2017. "Nonparametric Estimation in Case of Endogenous Selection," Rationality and Competition Discussion Paper Series 58, CRC TRR 190 Rationality and Competition.
• Bedoui, Rihab & Braeik, Sana & Goutte, Stéphane & Guesmi, Khaled, 2018. "On the study of conditional dependence structure between oil, gold and USD exchange rates," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 134-146.
  • Rihab Bedoui & Sana Braeik & Stéphane Goutte & Khaled Guesmi, 2018. "On the study of conditional dependence structure between oil, gold and USD exchange rates," Post-Print halshs-02148924, HAL.
• Maria El Khdari & Babacar Sarr, 2018. "Decentralization, spending efficiency and pro-poor outcomes in Morocco," CERDI Working papers halshs-01774949, HAL.
  • Maria El Khdari & Babacar Sarr, 2018. "Decentralization, spending efficiency and pro-poor outcomes in Morocco," Working Papers halshs-01774949, HAL.
  • Maria EL KHDARI & Babacar SARR, 2018. "Decentralization, spending efficiency and pro-poor outcomes in Morocco," Working Papers 201805, CERDI.
• Laurent, Sébastien & Shi, Shuping, 2020. "Volatility estimation and jump detection for drift–diffusion processes," Journal of Econometrics, Elsevier, vol. 217(2), pages 259-290.
  • Sébastien Laurent & Shuping Shi, 2018. "Volatility Estimation and Jump Detection for drift-diffusion Processes," AMSE Working Papers 1843, Aix-Marseille School of Economics, France.
  • Sébastien Laurent & Shuping Shi, 2020. "Volatility estimation and jump detection for drift–diffusion processes," Post-Print hal-02909690, HAL.
  • Sébastien Laurent & Shuping Shi, 2018. "Volatility Estimation and Jump Detection for drift-diffusion Processes," Working Papers halshs-01944449, HAL.
• Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021. "Integration and Disintegration of EMU Government Bond Markets," Econometrics, MDPI, vol. 9(1), pages 1-17, March.
  • Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2018. "Integration and Disintegration of EMU Government Bond Markets," Hannover Economic Papers (HEP) dp-625, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Marie Busch & Philipp Sibbertsen, 2018. "An Overview of Modified Semiparametric Memory Estimation Methods," Econometrics, MDPI, vol. 6(1), pages 1-21, March.
  • Busch, Marie & Sibbertsen, Philipp, 2018. "An Overview of Modified Semiparametric Memory Estimation Methods," Hannover Economic Papers (HEP) dp-628, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Gabor Uliha & Janos Vincze, 2018. "Exchange rates and prices: a continuous wavelet perspective," CERS-IE WORKING PAPERS 1833, Institute of Economics, Centre for Economic and Regional Studies.
• Antonio Fidalgo, 2018. "Testing for normality in truncated anthropometric samples," Working Papers 0142, European Historical Economics Society (EHES).
• Iv'an Fern'andez-Val & Aico van Vuuren & Francis Vella, 2018. "Nonseparable Sample Selection Models with Censored Selection Rules," Papers 1801.08961, arXiv.org, revised Sep 2020.
  • Fernandez-Val , Ivan & van Vuuren, Aico & Vella, Francis, 2018. "Nonseparable Sample Selection Models with Censored Selection Rules," Working Papers in Economics 716, University of Gothenburg, Department of Economics.
  • Ivan Fernandez-Val & Aico van Vuuren & Francis Vella, 2018. "Nonseparable sample selection models with censored selection rules," CeMMAP working papers CWP10/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Mohlin , Erik, 2018. "Asymptotically Optimal Regression Trees," Working Papers 2018:12, Lund University, Department of Economics.
• Gordon Anderson, Alessio Farcomeni, Maria Grazia Pittau and Roberto Zelli, 2019. "Multidimensional Nation Wellbeing, More Equal yet More Polarized: An Analysis of the Progress of Human Development Since 1990," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 44(1), pages 1-22, March.
  • Gordon Anderson & Alessio Farcomeni & Maria Grazia Pittau & Roberto Zelli, 2018. "Multidimensional Nation Wellbeing, More Equal yet More Polarized: An Analysis of the Progress of Human Development since 1990," Working Papers tecipa-602, University of Toronto, Department of Economics.
• Yao Luo, 2018. "Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance," Working Papers tecipa-606, University of Toronto, Department of Economics.
• Martin Burda & Remi Daviet, 2018. "Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior," Working Papers tecipa-618, University of Toronto, Department of Economics.
• Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric Welfare and Demand Analysis with Unobserved Individual Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 100(2), pages 349-361, May.
  • Cosaert, S. & Demuynck, T., 2014. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," ULB Institutional Repository 2013/251988, ULB -- Universite Libre de Bruxelles.
• Mohamed Chikhi & Ali Bendob, 2018. "Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(2), pages 105-120.
• Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Economics & Human Biology, Elsevier, vol. 31(C), pages 259-275.
  • Thi Huong Trinh & Michel Simioni & Christine Thomas-Agnan, 2017. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print hal-02787147, HAL.
  • Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," TSE Working Papers 18-910, Toulouse School of Economics (TSE).
  • Huong Thi Trinh & Michel Simioni & Christine Thomas-Agnan, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print hal-02621238, HAL.
• Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2021. "ExpectHill estimation, extreme risk and heavy tails," Journal of Econometrics, Elsevier, vol. 221(1), pages 97-117.
  • Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2018. "ExpectHill estimation, extreme risk and heavy tails," TSE Working Papers 18-953, Toulouse School of Economics (TSE).
• Audrone Virbickaite & Hedibert F. Lopes & Maria Concepción Ausín & Pedro Galeano, 2018. "Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model," DEA Working Papers 88, Universitat de les Illes Balears, Departament d'Economía Aplicada.
• Audrone Virbickaite & Hedibert F. Lopes, 2018. "Bayesian Semi-Parametric Markov Switching Stochastic Volatility Model," DE