Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C15: Statistical Simulation Methods: General
This JEL code is mentioned in the following RePEc Biblio entries:
2023
- 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 EstadÃstica, 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.
- Berrisch, Jonathan & Ziel, Florian, 2023, "CRPS learning," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.11.008.
- Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2023, "A flexible predictive density combination for large financial data sets in regular and crisis periods," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.004.
- MacKinnon, James G., 2023, "Fast cluster bootstrap methods for linear regression models," Econometrics and Statistics, Elsevier, volume 26, issue C, pages 52-71, DOI: 10.1016/j.ecosta.2021.11.009.
- Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis, 2023, "Using covariates to improve the efficacy of univariate bubble detection methods," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 342-366, DOI: 10.1016/j.jempfin.2022.12.008.
- Soliman, Alaa M. & Lau, Chi Keung & Cai, Yifei & Sarker, Provash Kumer & Dastgir, Shabbir, 2023, "Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106920.
- Thakur, Jagruti & Hesamzadeh, Mohammad Reza & Date, Paresh & Bunn, Derek, 2023, "Pricing and hedging wind power prediction risk with binary option contracts," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106960.
- Li, Zhenxiong & Yao, Xingzhi & Izzeldin, Marwan, 2023, "On the right jump tail inferred from the VIX market," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102507.
- Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2023, "Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102622.
- Shen, Lihua & Hong, Yanran, 2023, "Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103420.
- Zhang, Hanyu & Assereto, Martina & Byrne, Julie, 2023, "Deferring real options with solar renewable energy certificates," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100795.
- Dang, Ou & Feng, Mingbin & Hardy, Mary R., 2023, "Two-stage nested simulation of tail risk measurement: A likelihood ratio approach," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 1-24, DOI: 10.1016/j.insmatheco.2022.10.002.
- Chen, Yu & Ma, Mengyuan & Sun, Hongfang, 2023, "Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model," Insurance: Mathematics and Economics, Elsevier, volume 111, issue C, pages 142-162, DOI: 10.1016/j.insmatheco.2023.04.001.
- Knotek, Edward S. & Zaman, Saeed, 2023, "Real-time density nowcasts of US inflation: A model combination approach," International Journal of Forecasting, Elsevier, volume 39, issue 4, pages 1736-1760, DOI: 10.1016/j.ijforecast.2022.04.007.
- Brignone, Riccardo & Gonzato, Luca & Lütkebohmert, Eva, 2023, "Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106745.
- Zila, Eric & Kukacka, Jiri, 2023, "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, volume 212, issue C, pages 366-391, DOI: 10.1016/j.jebo.2023.05.040.
- Drago, Carlo & Gatto, Andrea, 2023, "Gauging energy poverty in developing countries with a composite metric of electricity access," Utilities Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.jup.2022.101486.
- Araujo, Gustavo Silva & Gaglianone, Wagner Piazza, 2023, "Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 4, issue 2, DOI: 10.1016/j.latcb.2023.100087.
- Isaenko, Sergey, 2023, "Trading strategies and the frequency of time-series," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 267-283, DOI: 10.1016/j.qref.2022.10.006.
- Xu, Ruihui & Zhang, Xuliang & Gozgor, Giray & Lau, Chi Keung Marco & Yan, Cheng, 2023, "Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101933.
- Okorie, David Iheke & Wesseh, Presley K., 2023, "Climate agreements and carbon intensity: Towards increased production efficiency and technical progress?," Structural Change and Economic Dynamics, Elsevier, volume 66, issue C, pages 300-313, DOI: 10.1016/j.strueco.2023.05.012.
- Qu, Yan & Dassios, Angelos & Zhao, Hongbiao, 2023, "Shot-noise cojumps: exact simulation and option pricing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111537, Mar.
- Hai-Anh H. Dang & Peter F. Lanjouw, 2023, "Regression-based imputation for poverty measurement in data-scarce settings," Chapters, Edward Elgar Publishing, chapter 13, in: Jacques Silber, "Research Handbook on Measuring Poverty and Deprivation".
- Kseniya Abanokova & Hai-Anh H. Dang, 2023, "Poverty in Russia: a bird’s-eye view of trends and dynamics in the past quarter of a century," Chapters, Edward Elgar Publishing, chapter 58, in: Jacques Silber, "Research Handbook on Measuring Poverty and Deprivation".
- Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2023, "Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A010.
- Elaheh Fatemi Pour & Seyed Ali Madnanizdeh & Hosein Joshaghani, 2023, "Accept or reject a ride? This is the problem," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 7, pages 1346-1374, January, DOI: 10.1108/JES-12-2021-0617.
- Agnieszka Pokorska, 2023, "Comparative Analysis of the Development of Electromobility Strategies in Selected Cities in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 954-965.
- Zuzana Irsova & Pedro R. D. Bom & Tomas Havranek & Heiko Rachinger, 2023, "Spurious Precision in Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/05, Feb, revised Feb 2023.
- Carlo Drago & Loris Di Nallo & Maria Lucetta Russotto, 2023, "Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators," Working Papers, Fondazione Eni Enrico Mattei, number 2023.13, Jun.
- James Mitchell & Saeed Zaman, 2023, "The Distributional Predictive Content of Measures of Inflation Expectations," Working Papers, Federal Reserve Bank of Cleveland, number 23-31, Nov, DOI: 10.26509/frbc-wp-202331.
- Mihai Mutascu & Scott Hegerty, 2023, "Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach," Post-Print, HAL, number hal-04273887, Jun, DOI: 10.1007/s12197-023-09616-z.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023, "International trade and technological competition in markets with dynamic increasing returns," Post-Print, HAL, number hal-04531047, Apr, DOI: 10.1016/j.jedc.2023.104619.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023, "International trade and technological competition in markets with dynamic increasing returns," Sciences Po Economics Publications (main), HAL, number hal-04531047, Apr, DOI: 10.1016/j.jedc.2023.104619.
- Prats Cabrera, Joan Oriol & Hinojosa, Sergio Alejandro & Roque Loyola, Heinz G. & Montecinos, Jorge G. & Moraga, Enrique & Carrillo, Camilo & Guerra, José Luis, 2023, "Gestión de pasivos contingentes para proyectos de asociación público-privada: valoración, contabilización y reporte," IDB Publications (Books), Inter-American Development Bank, number 12881, ISBN: ARRAY(0x903f12e8), August, DOI: http://dx.doi.org/10.18235/0004931.
- Daniel dos Santos Baptista & Nuno M. Brites & Alfredo D. Egídio dos Reis, 2023, "Stochastic differential equations death rates models: the Portuguese case," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0268, Apr.
- Dang, Hai-Anh H & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2023, "Poverty Imputation in Contexts without Consumption Data: A Revisit with Further Refinements," IZA Discussion Papers, IZA Network @ LISER, number 15873, Jan.
- Dang, Hai-Anh H & Dhongde, Shatakshee & Do, Minh N.N. & Nguyen, Cuong Viet & Pimhidzai, Obert, 2023, "Rapid Economic Growth but Rising Poverty Segregation: Will Vietnam Meet the SDGs for Equitable Development?," IZA Discussion Papers, IZA Network @ LISER, number 15916, Feb.
- Canavire Bacarreza, Gustavo J. & Rios-Avila, Fernando & Sacco-Capurro, Flavia, 2023, "Recovering Income Distribution in the Presence of Interval-Censored Data," IZA Discussion Papers, IZA Network @ LISER, number 15921, Feb.
- Kachour Maher & Bakouch Hassan S. & Mohammadi Zohreh, 2023, "A New INAR(1) Model for ℤ-Valued Time Series Using the Relative Binomial Thinning Operator," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 243, issue 2, pages 125-152, April, DOI: 10.1515/jbnst-2022-0059.
- Bellia, Mario & Di Girolamo, Francesca & Pagano, Andrea & Petracco Giudici, Marco, 2023, "Flood protection gap: evidence for public finances and insurance premiums," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2023-10, Dec.
- Pagano, Andrea & Bellia, Mario & Di Girolamo, Francesca & Papadopoulos, Georgios, 2023, "Local Banks and flood risk: the case of Germany," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2023-13, Nov.
- Siddhartha Chib & Minchul Shin & Fei Tan, 2023, "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Computational Economics, Springer;Society for Computational Economics, volume 61, issue 1, pages 69-111, January, DOI: 10.1007/s10614-021-10200-y.
- Kevin Rink, 2023, "The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 4, pages 403-456, December, DOI: 10.1007/s11408-023-00433-2.
- Sizhong Sun, 2023, "Firm heterogeneity, worker training and labor productivity: the role of endogenous self-selection," Journal of Productivity Analysis, Springer, volume 59, issue 2, pages 121-133, April, DOI: 10.1007/s11123-022-00652-1.
- João Afonso Coelho, António Portugal Duarte, 2023, "The European fiscal framework: Counterfactual Analysis to its compliance in the hypothetical scenario without the Covid-19 pandemic," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 20, issue 2, pages 265-298, December.
- Dinabandhu Bag & Saurabh Goel, 2023, "Weak Form of Call Auction Prices: Simulation Using Monte Carlo Variants," Capital Markets Review, Malaysian Finance Association, volume 31, issue 1, pages 59-71.
- Taro Ohno, 2023, "Development of Microsimulation and Burden Structure of Personal Income Taxation," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 19, issue 4, pages 1-38, October, DOI: 10.57520/prippr.19-4-2.
- Sarah Tahamont & Zubin Jelveh & Melissa McNeill & Shi Yan & Aaron Chalfin & Benjamin Hansen, 2023, "No Ground Truth? No Problem: Improving Administrative Data Linking Using Active Learning and a Little Bit of Guile," NBER Working Papers, National Bureau of Economic Research, Inc, number 31100, Apr.
- Bryan S. Graham & Andrin Pelican, 2023, "Scenario Sampling for Large Supermodular Games," NBER Working Papers, National Bureau of Economic Research, Inc, number 31511, Jul.
- Turan G. Bali & Bryan T. Kelly & Mathis Mörke & Jamil Rahman, 2023, "Machine Forecast Disagreement," NBER Working Papers, National Bureau of Economic Research, Inc, number 31583, Aug.
- Max Mosley & Rosen Chowdhury, 2023, "Spotlight 1: The Impact of Rising Interest Rates on Housing Costs," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 11, pages 53-59.
- Irsova, Zuzana & Bom, Pedro Ricardo Duarte & Havranek, Tomas & Rachinger, Heiko, 2023, "Spurious Precision in Meta-Analysis," MetaArXiv, Center for Open Science, number 3qp2w, Feb, DOI: 10.31219/osf.io/3qp2w.
- Toni M Whited, 2023, "Integrating Structural and Reduced-Form Methods in Empirical Finance," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 597-615.
- Jinjing Liu, 2023, "A New Tail-Based Correlation Measure and Its Application in Global Equity Markets," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 959-987.
- Mohammad R & Filip Zikes, 2023, "When Do Low-Frequency Measures Really Measure Effective Spreads? Evidence from Equity and Foreign Exchange Markets," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 10, pages 4190-4232.
- Keith Cuthbertson & Dirk Nitzsche & Niall O’Sullivan, 2023, "UK mutual funds: performance persistence and portfolio size," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 4, pages 284-298, July, DOI: 10.1057/s41260-023-00310-7.
- Egidio Palmieri & Enrico Fioravante Geretto, 2023, "Conclusion," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, "Adapting to Change", DOI: 10.1007/978-3-031-50265-1_6.
- Sarah Tahamont & Zubin Jelveh & Melissa McNeill & Shi Yan & Aaron Chalfin & Benjamin Hansen, 2023, "No ground truth? No problem: Improving administrative data linking using active learning and a little bit of guile," PLOS ONE, Public Library of Science, volume 18, issue 4, pages 1-17, April, DOI: 10.1371/journal.pone.0283811.
- Ozili, Peterson K, 2023, "The acceptable R-square in empirical modelling for social science research," MPRA Paper, University Library of Munich, Germany, number 115769.
- Mullat, Joseph, 2023, "Validating the Postulates of rational Choice in the Context of economical Fuel Consumption of Vehicles," MPRA Paper, University Library of Munich, Germany, number 117929, Jul.
- Lee, David, 2023, "Default Forecasting and Credit Valuation Adjustment," MPRA Paper, University Library of Munich, Germany, number 118578, Sep.
- Kitova, Olga & Dyakonova, Ludmila & Savinova, Victoria & Fomin, Kiril, 2023, "Forecasting the main economic indicators for industry in the analytical system "Horizon"," MPRA Paper, University Library of Munich, Germany, number 118887, Oct.
- Riveros-Gavilanes, J. M., 2023, "A simple test of parallel pre-trends for Differences-in-Differences," MPRA Paper, University Library of Munich, Germany, number 119367, revised 2023.
- Salisu, Sulaiman & Salisu, Afees, 2023, "An Index for Climate-Induced Migration Uncertainty," MPRA Paper, University Library of Munich, Germany, number 119524, Dec.
- Kyungjin Park & Hojin Lee, 2023, "In-Sample and Out-of-Sample Predictability of Cryptocurrency Returns," East Asian Economic Review, Korea Institute for International Economic Policy, volume 27, issue 3, pages 213-242, DOI: 10.11644/KIEP.EAER.2023.27.3.423.
- Wilfred Catin Botchuin, 2023, "Inclusive Growth Analysis: Evidence from Côte d’Ivoire," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 76, issue 1, pages 91-134.
- Ebaidalla M. Ebaidalla, 2023, "Inequality of Opportunity in Child Health in Sudan: Across-Region Study," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 48, issue 1, pages 59-83.
- Hayat SHAHID & Amena UROOJ & Zahid ASGHAR, 2023, "Impact of Seasonal Level Shift (SLS) on Time Series Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 107-128, March.
- Qiuyue SUN & Lei LIU, 2023, "Impact of Government Subsidies on Enterprises' Technological Innovation Inputs and Outputs : Moderating Effect of Regional Innovation Capacity," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 91-106, December.
- Vedev, Aleksei (Ведев, Алексей) & Silchuk, Aleksandra (Сильчук, Александра) & Eremkin, Vladimir (Еремкин, Владимир) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Maria (Ковалева, Мария), 2023, "Improving the collection and quality of official statistics data as a factor of increasing the values and accuracy of key macroeconomic indicators for forecasting by the example of the “investment in fixed capital” indicator in Moscow
[Улучшение С," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w202373. - Mikhail Walden & Paul Lajbcygier, 2023, "Nonlinear hedge fund index clones?," Australian Journal of Management, Australian School of Business, volume 48, issue 1, pages 147-170, February, DOI: 10.1177/03128962221102184.
- Muneer Shaik, 2023, "The Dynamic Effect of Pandemics on Industrial Production Growth," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 4, pages 486-506, December, DOI: 10.1177/09726527231189558.
- Thorsten Lehnert, 2023, "The Green Stock Market Bubble," Circular Economy and Sustainability, Springer, volume 3, issue 3, pages 1213-1222, September, DOI: 10.1007/s43615-022-00223-4.
- Zhuo Chen & Bo Yan & Hanwen Kang, 2023, "Price bubbles of agricultural commodities: evidence from China’s futures market," Empirical Economics, Springer, volume 64, issue 1, pages 195-222, January, DOI: 10.1007/s00181-022-02254-0.
- Peter C. B. Phillips & Jun Yu, 2023, "Information loss in volatility measurement with flat price trading," Empirical Economics, Springer, volume 64, issue 6, pages 2957-2999, June, DOI: 10.1007/s00181-022-02353-y.
- Hung-pin Lai & Subal C. Kumbhakar, 2023, "Indirect inference estimation of stochastic production frontier models with skew-normal noise," Empirical Economics, Springer, volume 64, issue 6, pages 2771-2793, June, DOI: 10.1007/s00181-023-02412-y.
- Ayman Mnasri & Zouhair Mrabet & Mouyad Alsamara, 2023, "A new quadratic asymmetric error correction model: does size matter?," Empirical Economics, Springer, volume 65, issue 1, pages 33-64, July, DOI: 10.1007/s00181-022-02323-4.
- Florian Dorn & Sahamoddin Khailaie & Marc Stoeckli & Sebastian C. Binder & Tanmay Mitra & Berit Lange & Stefan Lautenbacher & Andreas Peichl & Patrizio Vanella & Timo Wollmershäuser & Clemens Fuest & , 2023, "The common interests of health protection and the economy: evidence from scenario calculations of COVID-19 containment policies," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 24, issue 1, pages 67-74, February, DOI: 10.1007/s10198-022-01452-y.
- Ângela Jornada Ben & Johanna M. Dongen & Mohamed El Alili & Martijn W. Heymans & Jos W. R. Twisk & Janet L. MacNeil-Vroomen & Maartje Wit & Susan E. M. Dijk & Teddy Oosterhuis & Judith E. Bosmans, 2023, "The handling of missing data in trial-based economic evaluations: should data be multiply imputed prior to longitudinal linear mixed-model analyses?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 24, issue 6, pages 951-965, August, DOI: 10.1007/s10198-022-01525-y.
- India Flint & Jasmina Medjedovic & Ewa Drogon O’Flaherty & Elena Alvarez-Baron & Karthinathan Thangavelu & Natasa Savic & Aurelie Meunier & Louise Longworth, 2023, "Mapping analysis to predict SF-6D utilities from health outcomes in people with focal epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 24, issue 7, pages 1061-1072, September, DOI: 10.1007/s10198-022-01519-w.
- Shiv Shankar & Pushpa Trivedi, 2023, "Assessing India’s fiscal sustainability considering debt–deficit and financing dynamics," Indian Economic Review, Springer, volume 58, issue 1, pages 41-70, June, DOI: 10.1007/s41775-023-00179-8.
- Mihai Mutascu & Scott W. Hegerty, 2023, "Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 2, pages 400-416, June, DOI: 10.1007/s12197-023-09616-z.
- Hai-Anh H. Dang & Paolo Verme, 2023, "Estimating poverty for refugees in data-scarce contexts: an application of cross-survey imputation," Journal of Population Economics, Springer;European Society for Population Economics, volume 36, issue 2, pages 653-679, April, DOI: 10.1007/s00148-022-00909-x.
- Alastaire Sena Alinsato & Kora Hafiz Bete & Nassibou Bassongui, 2023, "A climate–economy model in a stochastic differential equilibrium with fractional Brownian motions and Poisson jumps," SN Business & Economics, Springer, volume 3, issue 8, pages 1-23, August, DOI: 10.1007/s43546-023-00512-6.
- André Heymans & Wayne Brewer, 2023, "Measuring the Relationship Between Intraday Returns, Volatility Spillovers, and Market Beta During Financial Distress," Springer Books, Springer, chapter 0, in: Pieter W. Buys & Merwe Oberholzer, "Business Research", DOI: 10.1007/978-981-19-9479-1_5.
- James K. Binkley & Jeffrey S. Young, 2023, "The Chow Test with Time Series-Cross Section Data," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 12, issue 1, pages 1-3.
- Nico Keilman, 2023, "A probabilistic forecast of the immigrant population of Norway," Discussion Papers, Statistics Norway, Research Department, number 996, Jan.
- Zhiyang Jia & Stefan Leknes & Sturla A. Løkken, 2023, "Moving beyond expectations. From cohort-component to microsimulation projections," Discussion Papers, Statistics Norway, Research Department, number 999, Mar.
- Mercedes Rubio-Andrés & María del Mar Ramos-González & Manuel M. Molina-López & Miguel Ángel Sastre-Castillo, 2023, "Training higher education students for employability skills: Is it worth it?," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 4, pages 390-407, June, DOI: 10.9770/jesi.2023.10.4(24).
- Alica Tobisova & Andrea Seňová & Robert Rozenberg, 2023, "Risk factors' prediction model for the investment evaluation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 11, issue 2, pages 153-168, December, DOI: 10.9770/jesi.2023.11.2(11).
- Marian Vavra, 2023, "Bias-Correction in Time Series Quantile Regression Models," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2023, Apr.
- Martin Burda & Remi Daviet, 2023, "Hamiltonian sequential Monte Carlo with application to consumer choice behavior," Econometric Reviews, Taylor & Francis Journals, volume 42, issue 1, pages 54-77, January, DOI: 10.1080/07474938.2022.2140982.
- Zangin Zeebari & Ghazi Shukur, 2023, "On The Least Absolute Deviations Method for Ridge Estimation of Sure Models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 52, issue 14, pages 4773-4791, July, DOI: 10.1080/03610926.2012.755203.
- Shengjie Hong & Yu-Chin Hsu & Yuanyuan Wan, 2023, "Subvector inference for Varying Coefficient Models with Partial Identification," Working Papers, University of Toronto, Department of Economics, number tecipa-756, Aug.
- Yu-Chin Hsu & Ji-Liang Shiu & Yuanyuan Wan, 2023, "Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs," Working Papers, University of Toronto, Department of Economics, number tecipa-761, Oct.
- Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2023, "A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2023_01, Feb.
- Bouabsa Wahiba, 2023, "The Estimating of the Conditional Density with Application to the Mode Function in Scalar-On-Function Regression Structure: Local Linear Approach with Missing at Random," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 27, issue 1, pages 17-32, March, DOI: 10.15611/eada.2023.1.02.
- Kadiri Nadia & Mekki Sanaà Dounya & Rabhi Abbes, 2023, "Single Functional Index Quantile Regression for Functional Data with Missing Data at Random," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 27, issue 3, pages 1-19, September, DOI: 10.15611/eada.2023.3.01.
- Čečević Bojana Novićević & Antić Ljilja & Jevtić Adrijana, 2023, "Stock Price Prediction of the Largest Automotive Competitors Based on the Monte Carlo Method," Economic Themes, Paradigm, volume 61, issue 3, pages 419-441, September, DOI: 10.2478/ethemes-2023-0022.
- Trzcińska Kamila & Zalewska Elżbieta, 2023, "A Comparative Analysis of Household Incomes of People with Different Levels of Education in Poland and the USA," Folia Oeconomica Stetinensia, Paradigm, volume 23, issue 2, pages 387-401, December, DOI: 10.2478/foli-2023-0037.
- Matthew D. Webb, 2023, "Reworking wild bootstrap‐based inference for clustered errors," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 56, issue 3, pages 839-858, August, DOI: 10.1111/caje.12661.
- Firmin Doko Tchatoka & Qazi Haque, 2023, "On bootstrapping tests of equal forecast accuracy for nested models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1844-1864, November, DOI: 10.1002/for.2987.
- Dejan ŽIvkov & Marko Peä†Anac & Dajana Ercegovac, 2023, "Interdependence Between Stocks And Exchange Rate In East Asiaâ €” A Wavelet-Based Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 03, pages 917-939, June, DOI: 10.1142/S0217590819500450.
- Appel, Franziska & Balmann, Alfons, 2023, "Predator or prey? Effects of farm growth on neighbouring farms," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 74, issue 1, pages 214-236, DOI: 10.1111/1477-9552.12503.
- Irsova, Zuzana & Bom, Pedro R. D. & Havranek, Tomas & Rachinger, Heiko, 2023, "Spurious Precision in Meta-Analysis," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 268683.
- Dang, Hai-Anh H. & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2023, "Poverty Imputation in Contexts without Consumption Data: A Revisit with Further Refinements," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1226.
- Dang, Hai-Anh H. & Dhongde, Shatakshee & Do, Minh & Nguyen, Cuong Viet & Pimhidzai, Obert, 2023, "Rapid Economic Growth but Rising Poverty Segregation: Will Vietnam Meet the SDGs for Equitable Development?," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1236.
- Flavin, Thomas & Sheenan, Lisa, 2023, "Can Green Bonds be a Safe Haven for Equity Investors?," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2023/06.
- Andor, Mark Andreas & Bernstein, David H. & Parmeter, Christopher F. & Sommer, Stephan, 2023, "Internal meta-analysis for Monte Carlo simulations," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 997, DOI: 10.4419/9697316.
- Muzaffer Balaban, 2023, "Review of Dace-Kriging Metamodel," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 21, issue 3, pages 316-323.
2022
- Ugo Santosuosso & Alessio Papini, 2022, "An analysis about the accuracy of geographic profiling in relation to the number of observations and the buffer zone," Journal of Geographical Systems, Springer, volume 24, issue 4, pages 641-656, October, DOI: 10.1007/s10109-022-00379-5.
- Onur Kemal Tosun & Liang Jin & Richard Taffler & Arman Eshraghi, 2022, "Fund manager skill: selling matters more!," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 3, pages 969-994, October, DOI: 10.1007/s11156-022-01065-9.
- Juan Menduiña, 2022, "Evolución de la pobreza monetaria en Colombia: Un análisis de descomposiciones," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 68, pages 75-109, January-D, DOI: 10.24215/18521649e026.
- António Portugal Duarte & Fátima Sol Murta, 2022, "Macroeconomic Impacts of the Covid-19 Pandemic in Some European Union Countries: A Counterfactual Analysis," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0161, May, revised May 2022.
- Giovanni Gallo & Silvia Granato & michele Raitano, 2022, "Heterogeneous effects of the Covid-19 crisis on Italian workers’ incomes: the role played by jobs routinization and teleworkability," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0180, Aug.
- Sascha O. Becker & Yuan Hsiao & Steven J. Pfaff & Jared Rubin, 2022, "Multiplex Network Ties and the Spatial Diffusion of Radical Innovations: Martin Luther's Leadership in the Early Reformation," Monash Economics Working Papers, Monash University, Department of Economics, number 2022-21, Nov.
- Dimitris Korobilis & Kenichi Shimizu, 2022, "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, volume 11, issue 4, pages 230-354, June, DOI: 10.1561/0800000041.
- Mosley, Max & Szendrei, Tibor, 2022, "Box D: Measuring the effect of the cost-of-living crisis on low-income households," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 6, pages 56-57.
- Mosley, Max, 2022, "Box C: Households savings amid the cost-of-living crisis," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 7, pages 34-36.
- Max Mosley, 2022, "Box E: Projecting the Impact of Peak Interest Rates on Variable Rate Mortgages," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 8, pages 70-72.
- Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata, 2022, "Two-stage instrumental variable estimation of linear panel data models with interactive effects
[Eigenvalue ratio test for the number of factors]," The Econometrics Journal, Royal Economic Society, volume 25, issue 2, pages 340-361. - Lynda Khalaf & Arturo Leccadito & Giovanni Urga, 2022, "Multilevel and Tail Risk Management
[Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 839-874. - Mariano González-Sánchez & Eva M. Ibáñez Jiménez & Ana I. Segovia San Juan, 2022, "Market and model risks: a feasible joint estimate methodology," Risk Management, Palgrave Macmillan, volume 24, issue 3, pages 187-213, September, DOI: 10.1057/s41283-022-00090-1.
- Fekete, István, 2022, "Supporting Decision-Making with the Tools of Risk Management," Public Finance Quarterly, Corvinus University of Budapest, volume 67, issue Spec, pages 28-47, DOI: https://doi.org/10.35551/PFQ_2022_s.
- Haggi, Hamed & M. Fenton, James & Brooker, Paul & Sun, Wei, 2022, "Optimal H2 Production and Consumption for Improved Utility Operations: Path to Net-Zero Emission Energy Production," MPRA Paper, University Library of Munich, Germany, number 111390, Jan.
- Pihnastyi, Oleh & Kozhevnikov, Georgii & Ivanovska, Olha, 2022, "Maxwell-Element Model for Describing Conveyor Belt Stresses," MPRA Paper, University Library of Munich, Germany, number 112560, Jan, revised 01 Jan 2022.
- Ben Salem, Ameni & Safer, Imene & Khefacha, Islem, 2022, "Value-at-Risk (VAR) Estimation Methods: Empirical Analysis based on BRICS Markets," MPRA Paper, University Library of Munich, Germany, number 113350, Feb, revised May 2022.
- Pihnastyi, Oleh & Khodusov, Valery & Kotova, Anna, 2022, "The problem of combined optimal load flow control of main conveyor line," MPRA Paper, University Library of Munich, Germany, number 113787, Jul, revised 05 Jun 2022.
- Koffi, Siméon, 2022, "Prévision de l’inflation en Côte D’ivoire : Analyse Comparée des Modèles Arima, Holt-Winters, et Lstm
[Inflation Forecasting in Côte D'Ivoire: A Comparative Analysis of the Arima, Holt-Winters, and Lstm Models]," MPRA Paper, University Library of Munich, Germany, number 113961, Aug. - Barrera, Carlos, 2022, "Characterizing the Anchoring Effects of Official Forecasts on Private Expectations," MPRA Paper, University Library of Munich, Germany, number 114258, Aug.
- Wang, Wenjie, 2022, "Wild bootstrap test of overidentification with many instruments and heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 115168, Oct.
- Pihnastyi, Oleh & Chernіavska, Svіtlana, 2022, "Improvement of methods for description of a three-bunker collection conveyor," MPRA Paper, University Library of Munich, Germany, number 115529, Oct, revised 15 Oct 2022.
- Pihnastyi, Oleh & Burduk, Anna, 2022, "Analysis of a Dataset for Modeling a Transport Conveyor," MPRA Paper, University Library of Munich, Germany, number 116161, Nov, revised 26 Nov 2022.
- Majumder, Rajarshi & Ghosh, Subhadip & Chatterjee, Bidisha, 2022, "Energy infrastructure in India: challenges and opportunities," MPRA Paper, University Library of Munich, Germany, number 120106.
- Serda Selin Ozturk & Riza Demirer & Rangan Gupta, 2022, "Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202215, Feb.
- Goodness C. Aye & Riza Demirer & Rangan Gupta & Jacobus Nel, 2022, "The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 202220, Apr.
- Viktor Lapshin & Markov Anton, 2022, "MCMC-based credit rating aggregation algorithm to tackle data insufficiency," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 68, pages 50-72.
- Cruz A. Echevarría & Serhat Hasancebi & Javier García-Enríquez, 2022, "Economic Effects of Macao’s Integration with Mainland China: A Causal Inference Study," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 37, issue 2, pages 179-215, DOI: 10.11130/jei.2022.37.2.179.
- Mojtaba Hajian Heidary, 2022, "The Effect of COVID-19 Pandemic on the Global Supply Chain Operations: A System Dynamics Approach," Foreign Trade Review, , volume 57, issue 2, pages 198-220, May, DOI: 10.1177/00157325211060932.
- Ellie Papavasiliou & Nikolas Topaloglou & Georgios Tsomidis, 2022, "Investors’ Behavior in Alternative Asset Classes," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 72, issue 3-4, pages 3-55, July-Dece.
- Aktham Maghyereh & Hussein Abdoh, 2022, "Can news-based economic sentiment predict bubbles in precious metal markets?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-29, December, DOI: 10.1186/s40854-022-00341-w.
- Lotfi Boudabsa & Damir Filipović, 2022, "Machine learning with kernels for portfolio valuation and risk management," Finance and Stochastics, Springer, volume 26, issue 2, pages 131-172, April, DOI: 10.1007/s00780-021-00465-4.
- Christos Agiakloglou & Anil Bera & Emmanouil Deligiannakis, 2022, "Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 535-552, July, DOI: 10.1007/s12197-022-09579-7.
- Benjamin R. Auer, 2022, "On false discoveries of standard t-tests in investment management applications," Review of Managerial Science, Springer, volume 16, issue 3, pages 751-768, April, DOI: 10.1007/s11846-021-00453-0.
- Yi-Chen Huang & Tak-Yu Cheng & Bin-Tzong Chie, 2022, "The Effect of Dishonest Sellers on E-commerce: An Agent-Based Modeling Approach," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 4, pages 1-5.
- Jiexiang Li, 2022, "Comparing Different Permutation Tests with Dickey-Fuller Tests for Unit Root in the Autoregressive Time Series," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 11, issue 2, pages 1-1.
- Thomas von Brasch & Arvid Raknerud & Trond C. Vigtel, 2022, "Identifying the elasticity of substitution between capital and labour. A pooled GMM panel estimator," Discussion Papers, Statistics Norway, Research Department, number 976, Mar.
- Reza Bradrania & Davood Pirayesh Neghab, 2022, "State-dependent asset allocation using neural networks," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 11, pages 1130-1156, July, DOI: 10.1080/1351847X.2021.1960404.
- Artūras Juodis & Vasilis Sarafidis, 2022, "A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 1-15, January, DOI: 10.1080/07350015.2020.1766469.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman van Dijk, 2022, "A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-013/III, Feb.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2022, "A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-053/III, Aug.
- Marina Brogi & Valentina Lagasio & Fabrizio Santoboni, 2022, "Non-Damage Business Interruption Insurance Policies During The Covid-19 Pandemic," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 20, issue 1, pages 41-48, May.
- Ylenia Brilli, 2022, "Mother’s Time Allocation, Childcare, and Child Cognitive Development," Journal of Human Capital, University of Chicago Press, volume 16, issue 2, pages 233-272, DOI: 10.1086/719732.
- Sylvain Barde, 2022, "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics, School of Economics, University of Kent, number 2203, Aug.
- Per Lindh & Polina Lemenkova, 2022, "Leaching of Heavy Metals from Contaminated Soil Stabilised by Portland Cement and Slag Bremen," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/354610, Dec.
- Goller, Daniel & Heiniger, Sandro, 2022, "A general framework to quantify the event importance in multi-event contests," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2204, Jul.
- Hamri Mohamed Mehdi & Mekki Sanaà Dounya & Rabhi Abbes & Kadiri Nadia, 2022, "Single Functional Index Quantile Regression for Independent Functional Data Under Right-Censoring," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 26, issue 1, pages 31-62, March, DOI: 10.15611/eada.2022.1.03.
- Bouabsa Wahiba, 2022, "Unform in Bandwith of the Conditional Distribution Function with Functional Explanatory Variable: The Case of Spatial Data with the K Nearest Neighbour Method," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 26, issue 2, pages 30-46, June, DOI: 10.15611/eada.2022.2.03.
- Hamri Mohamed Mehdi & Dib Abdassamad & Rabhi Abbes, 2022, "Asymptotic Properties of the Estimator of the Conditional Distribution for Associated Functional Data," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 26, issue 3, pages 21-34, September, DOI: 10.15611/eada.2022.3.02.
- Trzcińska Kamila, 2022, "An Analysis of Household Income in Poland and Slovakia Based on Selected Income Models," Folia Oeconomica Stetinensia, Paradigm, volume 22, issue 1, pages 287-301, June, DOI: 10.2478/foli-2022-0014.
- Jaržemskis Andrius & Jaržemskienė Ilona, 2022, "European Green Deal Implications on Country Level Energy Consumption," Folia Oeconomica Stetinensia, Paradigm, volume 22, issue 2, pages 97-122, December, DOI: 10.2478/foli-2022-0021.
- Doszyń Mariusz, 2022, "Econometric Models of Real Estate Prices with Prior Information. Mixed Estimation," Real Estate Management and Valuation, Sciendo, volume 30, issue 3, pages 61-72, September, DOI: 10.2478/remav-2022-0021.
- Thi Thu Giang Nguyen & Robert Ślepaczuk, 2022, "The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-29.
- Thi Huyen Tran & Robert Ślepaczuk, 2022, "Quantile regression analysis to predict GDP distribution using data from the US and UK," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-30.
- Carlos Lamarche & Thomas Parker, 2022, "Wild Bootstrap Inference For Penalized Quantile Regression For Longitudinal Data," Working Papers, University of Waterloo, Department of Economics, number 22003 Classification-C15,, Oct.
- Canavire Bacarreza,Gustavo Javier & Rios Avila,Fernando & Sacco Capurro,Flavia Giannina, 2022, "Recovering Income Distribution in the Presence of Interval-Censored Data," Policy Research Working Paper Series, The World Bank, number 10147, Aug.
- Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2022, "Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities," Econometrica, Econometric Society, volume 90, issue 4, pages 1681-1710, July, DOI: 10.3982/ECTA17249.
- Franco Peracchi & Claudio Rossetti, 2022, "A nonlinear dynamic factor model of health and medical treatment," Health Economics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1046-1066, June, DOI: 10.1002/hec.4495.
- Martijn van Hasselt & Christopher R. Bollinger & Jeremy W. Bray, 2022, "A Bayesian approach to account for misclassification in prevalence and trend estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 351-367, March, DOI: 10.1002/jae.2879.
- M. Hashem Pesaran & Cynthia Fan Yang, 2022, "Matching theory and evidence on Covid‐19 using a stochastic network SIR model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 6, pages 1204-1229, September, DOI: 10.1002/jae.2904.
- Yoichi Arai & Yu‐Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2022, "Testing identifying assumptions in fuzzy regression discontinuity designs," Quantitative Economics, Econometric Society, volume 13, issue 1, pages 1-28, January, DOI: 10.3982/QE1367.
- Weicheng Xu & Xiao Wang & Zhendong Zhang, 2022, "The Role Of The Information Technology In The Industrial Structure Optimization And Upgrading In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 06, pages 2023-2048, December, DOI: 10.1142/S0217590822500333.
Printed from https://ideas.repec.org/j/C15-3.html