Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C15: Statistical Simulation Methods: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Bootstrap Methods

2024

• M Hashem Pesaran & Takashi Yamagata, 2024, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 2, pages 407-460.
• A Ronald Gallant & Halbert L White, 2024, "Finite Lag Estimation of Non-Markovian Processes," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1656-1671.
• Sadat Reza & Paul Rilstone, 2024, "Effects of bargaining legislation on worker and management reconciliation decisions—a bivariate duration analysis," Oxford Economic Papers, Oxford University Press, volume 76, issue 1, pages 115-135.
• Tiberiu-Cristian Avrămescu, 2024, "Modelling the Economic Determinants of Unemployment Using the Multiple Linear Regression: a Case Study of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 384-391, August.
• Stauskas, Ovidijus & De Vos, Ignace, 2024, "Handling Distinct Correlated Effects with CCE," MPRA Paper, University Library of Munich, Germany, number 120194, Feb.
• Sinha, Pankaj & verma, Kaushal & Biswas, Sumana & Tyagi, Shashank & Gogia, Shaily & Singh, Aakhyat & Kumar, Amit, 2024, "Modeling and forecasting US presidential election 2024," MPRA Paper, University Library of Munich, Germany, number 122319, Oct, revised 08 Oct 2024.
• Sinha, Pankaj & Kumar, Amit & Biswas, Sumana & Gupta, Chirag, 2024, "Forecasting US Presidential Election 2024 using multiple machine learning algorithms," MPRA Paper, University Library of Munich, Germany, number 122490, Oct, revised 22 Oct 2024.
• Kranz, Sebastian, 2024, "From Replications to Revelations: Heteroskedasticity-Robust Inference," MPRA Paper, University Library of Munich, Germany, number 122724, Nov.
• Vîntu, Denis, 2024, "Heterogeneous Effects of Fiscal Rules Under the Maastricht Fiscal Criterion: Budget Fiscal Deficit and Debt Sustainability Analysis," MPRA Paper, University Library of Munich, Germany, number 125855, Oct, revised Oct 2024.
• James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024, "Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models," Working Paper, Economics Department, Queen's University, number 1515, May.
• Alina Cornelia LUCHIAN & Vasile STRAT, 2024, "The Trustworthiness of AI Algorithms and the Simulator Bias in Trading," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 211-220, August.
• Hung-pin Lai & Subal C. Kumbhakar, 2024, "Indirect inference estimation of stochastic production frontier models with skew-normal noise," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_13.
• Peter C. B. Phillips & Jun Yu, 2024, "Information loss in volatility measurement with flat price trading," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_19.
• Riccardo Brignone & Luca Gonzato & Carlo Sgarra, 2024, "Commodity Asian option pricing and simulation in a 4-factor model with jump clusters," Annals of Operations Research, Springer, volume 336, issue 1, pages 275-306, May, DOI: 10.1007/s10479-022-05152-x.
• Daniel Goller & Sandro Heiniger, 2024, "A general framework to quantify the event importance in multi-event contests," Annals of Operations Research, Springer, volume 341, issue 1, pages 71-93, October, DOI: 10.1007/s10479-023-05540-x.
• Francis C. Petterini, 2024, "Modelling simultaneously censored outcomes of private policing and crime," Empirical Economics, Springer, volume 66, issue 3, pages 1311-1331, March, DOI: 10.1007/s00181-023-02488-6.
• Fumitaka Furuoka & Luis A. Gil-Alana & OlaOluwa S. Yaya & Elayaraja Aruchunan & Ahamuefula E. Ogbonna, 2024, "A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis," Empirical Economics, Springer, volume 66, issue 6, pages 2471-2499, June, DOI: 10.1007/s00181-023-02540-5.
• Zhenhao Gong & Min Seong Kim, 2024, "Improved inference for interactive fixed effects model under cross-sectional dependence," Empirical Economics, Springer, volume 67, issue 2, pages 727-760, August, DOI: 10.1007/s00181-024-02569-0.
• Stefano Boscolo & Giovanni Gallo, 2024, "The Struggle of Being Poor and Claimant: Evidence on the Non-Take-Up of Social Policies in Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 10, issue 2, pages 625-648, July, DOI: 10.1007/s40797-023-00230-w.
• Kristian Jönsson, 2024, "Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 2, pages 219-242, July, DOI: 10.1007/s41549-024-00096-6.
• Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah & Nieves Carmona-González & Aviral Kumar Tiwari, 2024, "Consumer sentiments across G7 and BRICS economies: Are they related?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 323-344, June, DOI: 10.1007/s12197-023-09657-4.
• Taro Ohno & Junpei Sakamaki & Daizo Kojima & Tomotsugu Imahori, 2024, "Factor decomposition of changes in the income tax base," The Japanese Economic Review, Springer, volume 75, issue 1, pages 1-28, January, DOI: 10.1007/s42973-023-00125-6.
• Lukas Leitner, 2024, "Imprecision in the Estimation of Willingness to Pay Using Subjective Well-Being Data," Journal of Happiness Studies, Springer, volume 25, issue 7, pages 1-40, October, DOI: 10.1007/s10902-024-00801-3.
• Diego Muñoz-Higueras & Stephan Köppe & Rafael Granell & Amadeo Fuenmayor, 2024, "Non-take-up of in-work benefits: determinants, benefit erosion and indexing," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 58, issue 1, pages 1-19, December, DOI: 10.1186/s12651-024-00385-8.
• Fernando Rios-Avila & Gustavo Canavire-Bacarreza & Flavia Sacco-Capurro, 2024, "Recovering income distribution in the presence of interval-censored data," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 22, issue 4, pages 1039-1060, December, DOI: 10.1007/s10888-023-09617-2.
• Luz Judith R. Esparza & Ángel Lee & Carmen Rubio, 2024, "Influence of cultural and socioeconomic factors on scientific production: a statistical analysis of the h-index," Scientometrics, Springer;Akadémiai Kiadó, volume 129, issue 4, pages 2083-2099, April, DOI: 10.1007/s11192-024-04965-w.
• Jean-Pierre Florens & Jean-François Richard & Jean-Marie Rolin, 2024, "Bayesian Encompassing Specification Tests of a Parametric Model Against a Nonparametric Alternative," Springer Books, Springer, chapter 0, in: Jean-Pierre Florens & Michel Mouchart, "Nonparametric Bayesian Inference", DOI: 10.1007/978-3-031-61329-6_7.
• Jau-Hung Yu & Bin-Tzong Chie, 2024, "Interplay and Implications of Urban Renewal under Dual Laws - An Agent-Based Simulation," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 14, issue 5, pages 1-1.
• Marian Vavra, 2024, "A Growth-at-Risk Model in Slovakia," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 7/2024, Oct.
• Stefano Lombardi & Gerard J. van den Berg & Johan Vikström, 2024, "Empirical Monte Carlo evidence on estimation of timing-of-events models," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 1, pages 90-118, September, DOI: 10.1080/07474938.2024.2390399.
• Theresa Beltramo & Hai-Anh Dang & Ibrahima Sarr & Paolo Verme, 2024, "Estimating poverty among refugee populations: a cross-survey imputation exercise for Chad," Oxford Development Studies, Taylor & Francis Journals, volume 52, issue 1, pages 94-113, January, DOI: 10.1080/13600818.2024.2313216.
• Bernard M.S. van Praag & J. Peter Hop & William H. Greene, 2024, "Estimation of Linear models from Coarsened Observations: A Method of Moments Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-075/III, Dec.
• Fayssal Jamhamed & Franck Martin & Fabien Rondeau & Josué Thélissaint & Stéphane Tufféry, 2024, "Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-13, Dec.
• Zhenhao Gong & Min Seong Kim, 2024, "Improved Inference for Interactive Fixed Effects Model under Cross-Sectional Dependence," Working papers, University of Connecticut, Department of Economics, number 2024-02, Feb.
• Gustavo Fruet Dias & Karsten Schweiker, 2024, "Integrated Variance Estimation for Assets Traded in Multiple Venues," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2024-04, Apr.
• Andrés César, 2024, "A characterization of the changes in the income distribution in Argentina in the period 1992-2014 through an analysis of microdecompositions
  [Una caracterización de los cambios en la distribución del ingreso en Argentina en el período 1992-2014 me," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 41, issue 82, pages 31-66, january-j, DOI: https://doi.org/10.52292/j.estudeco.
• Oscar Hernán Cerquera & Gabriel Montes Rojas, 2024, "Value added of Economics programs in Colombia: An analysis quantitative reasoning competency
  [Valor agregado de los programas de Economía en Colombia: un análisis para la competencia de razonamiento cuantitativo]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 41, issue 83, pages 123-153, july-dece, DOI: https://doi.org/10.52292/j.estudeco.
• Bernard M.S. van Praag & J. Peter Hop & William H. Greene, 2024, "Estimation of Linear Models from Coarsened Observations: A Method of Moments Approach," Working Papers, University of South Florida, Department of Economics, number 2024-06, Dec.
• Lucio Barabesi & Federico Crescenzi & Lorenzo Mori, 2024, "Theil index estimation by means of the influence function with an application to income surveys," Department of Economics University of Siena, Department of Economics, University of Siena, number 915, Oct.
• Lauren Bin Dong & David E. A. Giles, 2004, "Testing for Normality in the Linear Regression Model: An Empirical Likelihood Ratio Test," Department Discussion Papers, Department of Economics, University of Victoria, number 0402, Apr.
• Kenneth G. Stewart, 2021, "How Important are Land Values in House Price Growth? Evidence from Canadian Cities," Department Discussion Papers, Department of Economics, University of Victoria, number 2004, Apr.
• Alexander Dow & Sheila Dow, 2021, "Coase and the Scottish Political Economy Tradition," Department Discussion Papers, Department of Economics, University of Victoria, number 2005, Oct.
• Trzcińska Kamila, 2024, "Income Inequalities Between Women And Men In Selected European Countries," Folia Oeconomica Stetinensia, Sciendo, volume 24, issue 2, pages 327-343, DOI: 10.2478/foli-2024-0028.
• Bezeredi Slavko, 2024, "Impact of in-work Benefits on Work Incentives in Croatia: A Microsimulation Analysis," South East European Journal of Economics and Business, Sciendo, volume 19, issue 2, pages 30-45, DOI: 10.2478/jeb-2024-0014.
• Stanisław Łaniewski & Robert Ślepaczuk, 2024, "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-16.
• Dang,Hai-Anh H. & Kilic,Talip & Hlasny,Vladimir & Abanokova,Ksenia & Carletto,Calogero, 2024, "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost : Evidence from a Randomized Survey Experiment," Policy Research Working Paper Series, The World Bank, number 10738, Mar.
• Hai-Anh H. Dang & Talip Kilic & Ksenia Abanokova & Gero Carletto, 2024, "Imputing Poverty Indicators without Consumption Data : An Exploratory Analysis," Policy Research Working Paper Series, The World Bank, number 10867, Aug.
• Alfred Galichon & Bernard Salanié, 2024, "Estimating separable matching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 6, pages 1021-1044, September, DOI: 10.1002/jae.3061.
• Wing-Keung Wong & Mu Yue, 2024, "Could Regressing a Stationary Series on a Non-Stationary Series Obtain Meaningful Outcomes?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 03, pages 1-16, September, DOI: 10.1142/S2010495224500118.
• Haisheng Hu & Wanhao Dong & Chien-Lung Hsu & Jiun-Nan Pan, 2024, "How Will The Land Revenue Policy Reform Affect China’S Economy? A Simulation Analysis Based On General Equilibrium," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 06, pages 1867-1883, September, DOI: 10.1142/S0217590821400026.
• Antonio Jiménez-Martínez, 2024, "Lectures on Probability and Statistics for Graduate-Level Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13824, ISBN: ARRAY(0x769cd058), September.
• Dang, Hai-Anh H. & Raju, Dhushyanth & Tanaka, Tomomi & Abanokova, Kseniya, 2024, "Tackling the Last Hurdles of Poverty Entrenchment: An Investigation of Poverty Dynamics for Ghana during 2005/06-2016/17," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1376.
• Dang, Hai-Anh & Kilic, Talip & Hlasny, Vladimir & Abanokova, Kseniya & Carletto, Calogero, 2024, "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1392.
• Dang, Hai-Anh H. & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2024, "Imputing Poverty Indicators without Consumption Data: An Exploratory Analysis," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1458.
• Dang, Hai-Anh H. & Deininger, Klaus & Cuong Viet Nguyen, 2024, "Did Program Support for the Poorest Areas Work? Evidence from Rural Vietnam," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1519.
• Sarr, Ibrahima & Dang, Hai-Anh H. & Guzman Gutierrez, Carlos Santiago & Beltramo, Theresa & Verme, Paolo, 2024, "Using Cross-Survey Imputation to Estimate Poverty for Venezuelan Refugees in Colombia," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1534.
• Dang, Hai-Anh & Carletto, Calogero & Jolliffe, Dean, 2024, "Better tracking SDG progress with fewer resources? A call for more innovative data uses," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1539.
• Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Volz, Ulrich, 2024, "Nature loss and sovereign credit ratings," Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance, number 2024-09.
• Elena Derby & Connor Dowd & Jacob Mortenson, 2024, "Constructing Confidence Intervals for BIFSG Disparity Estimates," AEA Papers and Proceedings, American Economic Association, volume 114, pages 638-643, May, DOI: 10.1257/pandp.20241035.
• Coralia TANASUICA (ZOTIC) & Mihai Daniel ROMAN, 2024, "Machine Learning For Concrete Sustainability Improvement: Smart Fleet Management," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), volume 10, issue 1, pages 79-97, June, DOI: https://doi.org/10.53486/2537-6179..
• Nicoleta Sirghi & Mirela-Catrinel Voicu & Gratiela Georgiana Noja & Oana-Ramona Socoliuc (Gurita), 2024, "Challenges of Artificial Intelligence on the Learning Process in Higher Education," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 26, issue 65, pages 1-53, February.
• Valeriu Ioan-Franc & Ioan I. Gaf-Deac, 2024, "Participation of Artificial Intelligence in Economic Growth in Romania," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 26, issue 67, pages 944-944, August.
• Sergey I. Krylov, 2024, "Analysis of the Sensitivity of the Corporation's Market Activity Indicators with a Neutral Approach to the Dividend Policy," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 1, pages 180-205, DOI: https://doi.org/10.15826/vestnik.20.
• Aristide Houndetoungan & Abdoul Haki Maoude, 2024, "Inference for Two-Stage Extremum Estimators," Papers, arXiv.org, number 2402.05030, Feb, revised Nov 2024.
• Eva Lutkebohmert & Julian Sester, 2024, "Measuring Name Concentrations through Deep Learning," Papers, arXiv.org, number 2403.16525, Mar, revised Nov 2024.
• James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024, "Cluster-robust jackknife and bootstrap inference for logistic regression models," Papers, arXiv.org, number 2406.00650, Jun, revised May 2025.
• Richard Luger, 2024, "Regularizing stock return covariance matrices via multiple testing of correlations," Papers, arXiv.org, number 2407.09696, Jul.
• Sebastian Kranz, 2024, "From Replications to Revelations: Heteroskedasticity-Robust Inference," Papers, arXiv.org, number 2411.14763, Nov, revised Dec 2024.
• Joshua Brault, 2024, "Parallel Tempering for DSGE Estimation," Staff Working Papers, Bank of Canada, number 24-13, May, DOI: 10.34989/swp-2024-13.
• Lenin Arango-Castillo & Francisco J. Martínez-Ramírez & María José Orraca, 2024, "Univariate Measures of Persistence: A Comparative Analysis," Working Papers, Banco de México, number 2024-11, Sep.
• Valeria Jemio Hurtado & Laura Rubin de Celis, 2024, "Estimación de un indicador de presiones sobre Reservas Internacionales en un contexto de tensiones geopolíticas mundiales: Un enfoque de Correlación Condicional Dinámica y Control Sintético," Revista de Análisis del BCB, Banco Central de Bolivia, volume 40, issue 1, pages 54-78, January -.
• Stephanie Ettmeier & Alexander Kriwoluzky, 2024, "Active or Passive? Revisiting the Role of Fiscal Policy During High Inflation," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_565, Jun.
• Planas Christophe & Rossi Alessandro, 2024, "The slice sampler and centrally symmetric distributions," Monte Carlo Methods and Applications, De Gruyter, volume 30, issue 3, pages 299-313, DOI: 10.1515/mcma-2024-2012.
• van Dijk Herman K., 2024, "Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 155-176, April, DOI: 10.1515/snde-2024-0003.
• Chen Pu & Semmler Willi, 2024, "Stability in Threshold VAR Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 3, pages 531-544, DOI: 10.1515/snde-2022-0099.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "A Long-Memory Model for Multiple Cycles with an Application to the S&P500," CESifo Working Paper Series, CESifo, number 10947.
• Lena S. Bjerkander & Jonas Dovern & Hans Manner, 2024, "Testing with Vectors of Statistics: Revisiting Combined Hypothesis Tests with an Application to Specification Testing," CESifo Working Paper Series, CESifo, number 11027.
• López Martha & Sarmiento Gómez Eduardo, 2023, "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 26, issue 2, pages 1-29.
• Gabriel Montes Rojas & Oscar Hernan Cerquera, 2024, "Análisis distributivo del impacto de la pandemia del covid-19 en la calidad de la educación en Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 16, issue 2, pages 375-399.
• Ilyes Abidi & Kamel Touhami, 2024, "Safe Haven for Crude Oil: Bitcoin or Precious Metals? New Insight from Time Varying Coefficient-Vector Autoregressive Model," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 184-195, January.
• Awadh Ahmed Mohammed Gamal & Joseph David & Mohd Asri Mohd Noor & Mohd Yahya Mohd Hussin & K. Kuperan Viswanathan, 2024, "Asymmetric Effect of Shadow Economy on Environmental Pollution in Egypt: Evidence from Bootstrap NARDL Technique," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 206-215, May.
• He, Fuli & Yarahmadi, Ali & Soleymani, Fazlollah, 2024, "Investigation of multivariate pairs trading under copula approach with mixture distribution," Applied Mathematics and Computation, Elsevier, volume 472, issue C, DOI: 10.1016/j.amc.2024.128635.
• Barde, Sylvain, 2024, "Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates," Computational Statistics & Data Analysis, Elsevier, volume 196, issue C, DOI: 10.1016/j.csda.2024.107972.
• Brignone, Riccardo & Gonzato, Luca, 2024, "Exact simulation of the Hull and White stochastic volatility model," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104861.
• Buis, Boyd & Pieterse-Bloem, Mary & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2024, "Gamma positioning and market quality," Journal of Economic Dynamics and Control, Elsevier, volume 164, issue C, DOI: 10.1016/j.jedc.2024.104880.
• Gómez Fernández-Aguado, Pilar & Partal Ureña, Antonio & Trigo Martínez, Eduardo, 2024, "Risk contribution to deposit insurance: Evidence from commercial and cooperative banks in the Eurozone," Economic Analysis and Policy, Elsevier, volume 81, issue C, pages 341-355, DOI: 10.1016/j.eap.2023.12.006.
• Darné, Olivier & Levy-Rueff, Guy & Pop, Adrian, 2024, "The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach," Economic Modelling, Elsevier, volume 136, issue C, DOI: 10.1016/j.econmod.2024.106744.
• Ji, Hongyun & Zhang, Han, 2024, "Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102060.
• Kuypers, Sarah & Figari, Francesco & Verbist, Gerlinde, 2024, "Vertical and horizontal equity of wealth taxes: An assessment from a joint income-wealth perspective," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111438.
• Li, Donglin & Wang, Wenyue & Ren, Yanyan, 2024, "Quantile estimation of heterogenous panel quantile model with group structure," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111798.
• Claramunt, M. Mercè & Costa, Teresa & Mármol, Maite & Varea, Xavier, 2024, "Household Refundable Utility by taking out refundable insurance: Empirical study in the Spanish auto insurance market," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111819.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024, "Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105546.
• Bei, Xinyue, 2024, "Local linearization based subvector inference in moment inequality models," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105549.
• Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2024, "A residual bootstrap for conditional Value-at-Risk," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105554.
• Chen, Dachuan & Mykland, Per A. & Zhang, Lan, 2024, "Realized regression with asynchronous and noisy high frequency and high dimensional data," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.02.015.
• De Vos, Ignace & Stauskas, Ovidijus, 2024, "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2023.105648.
• Athey, Susan & Imbens, Guido W. & Metzger, Jonas & Munro, Evan, 2024, "Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2020.09.013.
• Khan, Shakeeb & Nekipelov, Denis, 2024, "On uniform inference in nonlinear models with endogeneity," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2021.07.016.
• Hsu, Yu-Chin & Shiu, Ji-Liang & Wan, Yuanyuan, 2024, "Testing identification conditions of LATE in fuzzy regression discontinuity designs," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105738.
• Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024, "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, volume 243, issue 1, DOI: 10.1016/j.jeconom.2023.105653.
• Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024, "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 60-75, DOI: 10.1016/j.ecosta.2021.10.004.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2024, "Active or passive? Revisiting the role of fiscal policy during high inflation," European Economic Review, Elsevier, volume 170, issue C, DOI: 10.1016/j.euroecorev.2024.104874.
• Ignatieva, Katja & Wong, Patrick, 2024, "Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101519.
• Fang, Mingyu & Tan, Ken Seng & Wirjanto, Tony S., 2024, "Valuation of carbon emission allowance options under an open trading phase," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107351.
• Borgonovo, Emanuele & Clemente, Gian Paolo & Rabitti, Giovanni, 2024, "Why insurance regulators need to require sensitivity settings of internal models for their approval," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104859.
• Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105824.
• Alessi, Lucia & Di Girolamo, Erica Francesca & Pagano, Andrea & Giudici, Marco Petracco, 2024, "Accounting for climate transition risk in banks’ capital requirements," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101269.
• Huang, Zhenzhen & Kwok, Yue Kuen & Xu, Ziqing, 2024, "Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models," Insurance: Mathematics and Economics, Elsevier, volume 115, issue C, pages 132-150, DOI: 10.1016/j.insmatheco.2024.01.005.
• Berrisch, Jonathan & Ziel, Florian, 2024, "Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices," International Journal of Forecasting, Elsevier, volume 40, issue 4, pages 1568-1586, DOI: 10.1016/j.ijforecast.2024.01.005.
• Ecker, Olivier & Pauw, Karl, 2024, "Dairy consumption and household diet quality in East Africa: Evidence from survey-based simulation models," Food Policy, Elsevier, volume 122, issue C, DOI: 10.1016/j.foodpol.2023.102562.
• Laudagé, Christian & Aichinger, Florian & Desmettre, Sascha, 2024, "A comparative study of factor models for different periods of the electricity spot price market," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100435.
• Knotek, Edward S., 2024, "The roles of price points and menu costs in price rigidity," Journal of Monetary Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jmoneco.2024.103559.
• Ahmad, Ferhana & Shehzad, Choudhry Tanveer, 2024, "The role of interest rate environment in mortgage pricing," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 225-245, DOI: 10.1016/j.iref.2023.07.102.
• Sheng, Zhiyun & Ni, Ningning, 2024, "Dynamic game analysis of E-commerce platform rewards and research & development investment of settled enterprises," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1112-1125, DOI: 10.1016/j.iref.2024.02.068.
• Lian, Yu-Min & Chen, Jun-Home, 2024, "Pricing vulnerable options under cross-asset markov-modulated jump-diffusion dynamics," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103392.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024, "Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119379, Jan.
• Dang, Hai-Anh H. & Raju, Dhushyanth & Tanaka, Tomomi & Abanokova, Kseniya, 2024, "Poverty dynamics for Ghana during 2005/06–2016/17: an investigation using synthetic panels," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 124105, Sep.
• Dang, Hai-Anh H. & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2025, "Poverty imputation in contexts without consumption data: a revisit with further refinements," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125798, Feb.
• Dang, Hai-Anh H. & Dhongde, Shatakshee & Do, Minh N. N. & Nguyen, Cuong Viet & Pimhidzai, Obert, 2025, "Rapid economic growth but rising poverty segregation: will Vietnam meet the SDGs for equitable development?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126543, Nov.
• Aristide Houndetoungan & Abdoul Haki Maoude, 2024, "Inference for Two-Stage Extremum Estimators," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2024-01.
• Hung-pin Lai, 2024, "Indirect Inference of Stochastic Frontier Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046014.
• Giovanni Gallo & Silvia Granato & Michele Raitano, 2024, "Covid-19 heterogeneous effects on Italian workers’ incomes: the role of jobs routinization and teleworkability," International Journal of Manpower, Emerald Group Publishing Limited, volume 45, issue 7, pages 1326-1349, April, DOI: 10.1108/IJM-08-2023-0474.
• Paulina Owczarek, 2024, "Price Valuation Modeling of Less-Than-Truckload (LTL) Shipments for Financial Continuity Assurance," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 209-224.
• Bartosz Przysucha & Piotr Bednarczuk & Wlodzimierz Martyniuk & Ewa Golec & Michal Jasienski & Damian Pliszczuk, 2024, "Monte Carlo Simulation as a Demand Forecasting Tool," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special A, pages 103-113.
• Richiardi, Matteo & Bronka, Patryk & van de Ven, Justin, 2024, "Attenuation and reinforcement mechanisms over the life course," Centre for Microsimulation and Policy Analysis Working Paper Series, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research, number CEMPA2/24, Feb.
• Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2024, "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-075, Sep, DOI: 10.17016/FEDS.2024.075.
• Nicoleta Valentina Florea & Gabriel Croitoru & Georgiana Radu (Cârstea) & Daria Florea, 2024, "The Analysis of the Impact of Digital Product Innovation and Human Resources Specialists on Intention to Use Artificial Intelligence in Financial Banking System," Journal of Financial Studies, Institute of Financial Studies, volume 16, issue 9, pages 96-110, May, DOI: 10.55654/JFS.2024.9.16.07.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Exponential Time Trends in a Fractional Integration Model," Econometrics, MDPI, volume 12, issue 2, pages 1-14, May.
• Oussama Zouabi & Michel Dimou, 2024, "The impact of climate change on inflation in Tunisia: evidence from the asymmetric NARDL model," Post-Print, HAL, number hal-04985855, Feb, DOI: 10.1007/s10018-024-00398-0.
• Campos-Mercade, Pol, 2024, "Power Analysis Through Simulations in STATA: A Step-by-Step Guide," Working Papers, Lund University, Department of Economics, number 2024:4, Aug.
• Hai-Anh Dang & Ibrahima Sarr & Carlos Santiago Guzman Gutierrez & Theresa Beltramo & Paolo Verme, 2024, "Using Cross-Survey Imputation to Estimate Poverty for Venezuelan Refugees in Colombia," HiCN Working Papers, Households in Conflict Network, number 422.
• Muñoz-Higueras, Diego & Köppe, Stephan & Granell, Rafael & Fuenmayor, Amadeo, 2024, "Non-take-up of in-work benefits: determinants, benefit erosion and indexing," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 58, issue , pages 1-022, DOI: 10.1186/s12651-024-00385-8.
• Gunnar Eliasson & Gunnar Eliasson & Dan Johansson & Erol Taymaz, 2024, "Firm Turnover and the Rate of Macro Economic Growth: Simulating the Macroeconomic Effects of Schumpeterian Creative Destruction," International Journal of Microsimulation, International Microsimulation Association, volume 17, issue 2, pages 279-296, DOI: 10.34196/ijm.00299.
• Jan Schulz & Leonhard Ipsen, 2024, "Poor Households and the Weight of Inflation," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 106-2024.
• Dang, Hai-Anh H & Raju, Dhushyanth & Tanaka, Tomomi & Abanokova, Kseniya, 2024, "Tackling the Last Hurdles of Poverty Entrenchment: An Investigation of Poverty Dynamics for Ghana during 2005/06–2016/17," IZA Discussion Papers, IZA Network @ LISER, number 16738, Jan.
• Dang, Hai-Anh H & Kilic, Talip & Hlasny, Vladimir & Abanokova, Kseniya & Carletto, Calogero, 2024, "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment," IZA Discussion Papers, IZA Network @ LISER, number 16792, Feb.
• Sarr, Ibrahima & Dang, Hai-Anh H & Gutierrez, Carlos Santiago Guzman & Beltramo, Theresa & Verme, Paolo, 2024, "Using Cross-Survey Imputation to Estimate Poverty for Venezuelan Refugees in Colombia," IZA Discussion Papers, IZA Network @ LISER, number 17036, May.
• Dang, Hai-Anh H & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2024, "Imputing Poverty Indicators without Consumption Data: An Exploratory Analysis," IZA Discussion Papers, IZA Network @ LISER, number 17136, Jul.
• Barriga Cabanillas, Oscar & Bossuroy, Thomas & Corral Rodas, Paul Andres & Rodriguez Castelan, Carlos & Skoufias, Emmanuel, 2024, "Sustaining Poverty Gains: A Vulnerability Map to Guide Social Policy," IZA Discussion Papers, IZA Network @ LISER, number 17193, Aug.
• Dang, Hai-Anh H & Deininger, Klaus & Nguyen, Cuong Viet, 2024, "Did Program Support for the Poorest Areas Work? Evidence from Rural Vietnam," IZA Discussion Papers, IZA Network @ LISER, number 17445, Nov.
• Dang, Hai-Anh H & Carletto, Calogero & Jolliffe, Dean, 2024, "Better Tracking SDG Progress with Fewer Resources? A Call for More Innovative Data Uses," IZA Policy Papers, Institute of Labor Economics (IZA), number 215, Dec.
• Johannes Carow, 2024, "A critical assessment of the two-way fixed-effects model for firm-level dependent variables," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2405, Mar.
• Yanglin Li, 2024, "New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 5, pages 1757-1776, May, DOI: 10.1007/s10614-023-10381-8.
• Rachid Belhachemi, 2024, "Option Valuation with Conditional Heteroskedastic Hidden Truncation Models," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2585-2601, June, DOI: 10.1007/s10614-023-10480-6.
• Peter S. Sephton, 2024, "Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 2, pages 693-705, August, DOI: 10.1007/s10614-023-10458-4.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2024, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1775-1801, September, DOI: 10.1007/s10614-023-10490-4.
• Sharif Mozumder & Mohammad Zoynul Abedin & Raad Lalon & Amjad Hossain, 2024, "Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 5, pages 3049-3086, November, DOI: 10.1007/s10614-023-10545-6.

2023

• Drago, Carlo & Di Nallo, Loris & Russotto, Maria Lucetta, , "Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 336986, DOI: 10.22004/ag.econ.336986.
• Mugrabi, Farah Daniela, 2023, "Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023001, Mar.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2023, "A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 234, Apr.
• Martin Sola, 2023, "Rational Bubbles: Too Many to be True?," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 240, May.
• Fernando Delbianco & Fernando Tohmé, 2023, "What is a relevant control?: An algorithmic proposal," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 269, Aug.
• James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023, "Testing for the appropriate level of clustering in linear regression models," Papers, arXiv.org, number 2301.04522, Jan, revised Mar 2023.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized neural networks for agent-based model forecasting," Papers, arXiv.org, number 2308.05753, Aug.
• Yury D. Belkin & Alexey N. Matsuev & Alla V. Ryzhakova & Nadezhda V. Sedova, 2023, "Assessing the Impact of Investment Projects for the Development of Inland Waterway Transport on Social and Economic Indicators in Regions," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 92-108.
• Emanuele Dicarlo & Pasquale Recchia & Antonella Tomasi, 2023, "The changes to the Italian tax and welfare system implemented in 2022: fairness and efficiency profiles," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 748, Mar.
• Giulia Bovini & Emanuele Dicarlo & Antonella Tomasi, 2023, "The revision of anti-poverty measures in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 820, Dec.
• Martha López & Eduardo Sarmiento G., 2023, "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1243, Jun, DOI: 10.32468/be.1243.
• Jonathan Chassot & Michael Creel, 2023, "Constructing Efficient Simulated Moments Using Temporal Convolutional Networks," Working Papers, Barcelona School of Economics, number 1412, Nov.
• Oleksii Vasyliev, 2023, "The model of economic self-organization based on the distribution of banking assets," Economic Synergy, Higher Educational Institution Academician Yuriy Bugay International Scientific & Technical University, issue 4, pages 87-96, DOI: 10.53920/ES-2023-4-6.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series, Bank of Russia, number wps115, Jul.
• GURAN Elena-Andreea & PAPULETE Eduard-NicuÈ™or, 2023, "The Impact Of Digitization In Ensuring Sustainable Economic Growth At The National Level," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 75, issue 2, pages 78-86, June, DOI: 10.56043/reveco-2023-0018.
• Rinku Mahindru & Hersheen Kaur & Renu Gupta, 2023, "Mapping Research on Ageism, Personal and Social Well-Being in IT Professionals: A Literature Review and Bibliometric Analysis," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 26, issue 2, pages 18-40, DOI: 10.32725/acta.2023.006.
• Donayre Luiggi, 2023, "Filtering Persistent and Asymmetric Cycles," The B.E. Journal of Macroeconomics, De Gruyter, volume 23, issue 1, pages 473-495, January, DOI: 10.1515/bejm-2022-0091.
• Tian Jiarui (Alex), 2023, "A Replication of “The Effect of the Conservation Reserve Program on Rural Economies: Deriving a Statistical Verdict from a Null Finding” (American Journal of Agricultural Economics, 2019)," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 17, issue 1, pages 1-7, January, DOI: 10.1515/econ-2022-0036.
• Kwak Do Won & Martin Robert S. & Wooldridge Jeffrey M., 2023, "The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation," Journal of Econometric Methods, De Gruyter, volume 12, issue 1, pages 33-56, January, DOI: 10.1515/jem-2021-0005.
• Liu-Evans Gareth, 2023, "Improving the Estimation and Predictions of Small Time Series Models," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 1, pages 1-26, January, DOI: 10.1515/jtse-2021-0051.
• Lux Thomas, 2023, "Approximate Bayesian inference for agent-based models in economics: a case study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 423-447, September, DOI: 10.1515/snde-2021-0052.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series, CESifo, number 10751.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Exponential Time Trends in a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 10774.
• Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2023, "Foreign Exchange Swap Liquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-22, Mar.
• Jason Shachat & Lijia Wei, 2023, "Discrete Rule Learning in First Price Auctions," Working Papers, Chapman University, Economic Science Institute, number 23-07.
• Julie Bérubé, 2023, "Pandemic and Cultural Industries in a Regional Context," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 15, issue 2, pages 493-516.
• Irsova, Zuzana & Bom, Pedro R. D. & Havranek, Tomas & Rachinger, Heiko, 2023, "Spurious Precision in Meta-Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 17927, Feb.
• Verena Monschang & Mark Trede & Bernd Wilfling, 2023, "Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10623, Nov.
• Marín Díazaraque, Juan Miguel & Veiga, Helena, 2023, "Shock-triggered asymmetric response stochastic volatility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 36569, Feb.
• Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023, "Continuously Updated Indirect Inference In Heteroskedastic Spatial Models," Econometric Theory, Cambridge University Press, volume 39, issue 1, pages 107-145, February.
• Bigestans, Davis & Cardin, Michel-Alexandre & Kazantzis, Nikolaos, 2023, "Economic performance evaluation of flexible centralised and decentralised blue hydrogen production systems design under uncertainty," Applied Energy, Elsevier, volume 352, issue C, DOI: 10.1016/j.apenergy.2023.121944.
• Li, Yicun & Teng, Yuanyang, 2023, "Statistical inference in discretely observed fractional Ornstein–Uhlenbeck processes," Chaos, Solitons & Fractals, Elsevier, volume 177, issue C, DOI: 10.1016/j.chaos.2023.114203.
• Elsas, Ralf & Schoch, Daniela Stephanie, 2023, "Robust inference in single firm/single event analyses," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102391.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023, "Vector autoregression models with skewness and heavy tails," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104580.
• Fontanelli, Luca & Guerini, Mattia & Napoletano, Mauro, 2023, "International trade and technological competition in markets with dynamic increasing returns," Journal of Economic Dynamics and Control, Elsevier, volume 149, issue C, DOI: 10.1016/j.jedc.2023.104619.
• Caravello, Tomas E. & Psaradakis, Zacharias & Sola, Martin, 2023, "Rational bubbles: Too many to be true?," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104666.
• Skavysh, Vladimir & Priazhkina, Sofia & Guala, Diego & Bromley, Thomas R., 2023, "Quantum monte carlo for economics: Stress testing and macroeconomic deep learning," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104680.
• Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2023, "Time-varying impacts of monetary policy uncertainty on China's housing market," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106081.
• Zhang, Jinyu & Zhang, Qiaosen & Li, Yong & Wang, Qianchao, 2023, "Sequential Bayesian inference for agent-based models with application to the Chinese business cycle," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106381.
• He, Zhifang & Sun, Hao & Chen, Jiaqi & Yang, Xin & Yin, Zhujia, 2023, "Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101941.
• He, Zhifang, 2023, "Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101947.
• Hartley, Robert Paul & Lamarche, Carlos & Ziliak, James P., 2023, "Bootstrapping quantile correlations with an application for income status across generations," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111160.
• MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023, "Cluster-robust inference: A guide to empirical practice," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 272-299, DOI: 10.1016/j.jeconom.2022.04.001.
• Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2023, "Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 389-415, DOI: 10.1016/j.jeconom.2021.08.001.
• Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2023, "Reprint of: Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, volume 234, issue S, pages 56-69, DOI: 10.1016/j.jeconom.2023.03.002.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023, "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 65-81, DOI: 10.1016/j.jeconom.2022.01.008.
• Chen, Song Xi & Guo, Bin & Qiu, Yumou, 2023, "Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1337-1354, DOI: 10.1016/j.jeconom.2022.10.008.
• Mayer, Alexander & Wied, Dominik, 2023, "Estimation and inference in factor copula models with exogenous covariates," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1500-1521, DOI: 10.1016/j.jeconom.2023.01.003.
• Lamarche, Carlos & Parker, Thomas, 2023, "Wild bootstrap inference for penalized quantile regression for longitudinal data," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1799-1826, DOI: 10.1016/j.jeconom.2022.11.011.
• MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023, "Testing for the appropriate level of clustering in linear regression models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2027-2056, DOI: 10.1016/j.jeconom.2023.03.005.
• Gallant, A. Ronald, 2023, "Variance–covariance from a metropolis chain on a curved, singular manifold," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 843-861, DOI: 10.1016/j.jeconom.2022.08.002.
• Chang, Jinyuan & Jiang, Qing & Shao, Xiaofeng, 2023, "Testing the martingale difference hypothesis in high dimension," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 972-1000, DOI: 10.1016/j.jeconom.2022.09.001.