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

2023

• 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.
• 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.
• Pal, Hemendra, 2023, "The Impact of Russia-Ukraine conflict on Global Commodity Brent Crude Prices," MPRA Paper, University Library of Munich, Germany, number 124770, Aug, revised 02 Oct 2024.
• 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.
• 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, Sciendo, 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, Sciendo, 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, Sciendo, 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, Sciendo, 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.
• 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, Sciendo, 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, Sciendo, 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, Sciendo, 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, Sciendo, 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, Sciendo, 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.
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• Böhl, Gregor, 2022, "Ensemble MCMC sampling for robust Bayesian inference," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 177.
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• Ekaterina V. Orlova, 2022, "Impact of Companies' Social Capital on Person's Innovativeness in Russia: Economic Mechanisms and Diagnostic Tools," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 21, issue 3, pages 545-575, DOI: http://dx.doi.org/10.15826/vestnik..
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• Juan Ignacio Menduiña, 2022, "Evolución de la pobreza monetaria en Colombia: un análisis de descomposiciones," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 68, pages 75-109, January-D.
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• Maryna Hrysenko & Olena Pryiatelchuk & Liudmila Shvorak, 2022, "Correlation And Interaction Of Economic Creativity Factors As A Determinant Of Sustainable Development (On The Example Of The Eu Countries)," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 2, DOI: 10.30525/2256-0742/2022-8-2-59-67.
• Shulin Shen & Le Xia & Yulin Shuai & Da Gao, 2022, "China | Con Big Data medimos el sentimiento de los medios sobre mercados de valores chinos
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• Gogebakan Kemal Caglar, 2022, "A family of nonparametric unit root tests for processes driven by infinite variance innovations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 5, pages 705-721, December, DOI: 10.1515/snde-2021-0058.
• Cornoiu Daniela & Boranda Monica, 2022, "Markets Evolution And Commercial Consolidation Of Romania (1878 – 1914)," Management Strategies Journal, Constantin Brancoveanu University, volume 58, issue 4, pages 23-28.
• Giacomo De Giorgi & Michele Pellizzari & Tomás Rodríguez, 2022, "Network Formation and Peer Effects: Connecting Two Strands of Literature," Revue économique, Presses de Sciences-Po, volume 73, issue 5, pages 669-681.
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• Dixon, Huw David & Tian, Maoshan, 2022, "The Confidence Interval of Cross-Sectional Distribution of Durations," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/15, Aug.
• Florian Dorn & Sahamoddin Khailaie & Marc Stoeckli & Sebastian C. Binder & Tanmay Mitra & Berit Lange & Stefan Lautenbacher & Andreas Peichl & Patrizio Vanella & Timo Wollmershäuser & Clemens Fuest & , 2022, "The Common Interests of Health Protection and the Economy: Evidence from Scenario Calculations of Covid-19 Containment Policies," CESifo Working Paper Series, CESifo, number 9600.
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• Florian Dorn & Sahamoddin Khailaie & Marc Stöckli & Sebastian C. Binder & Tanmay Mitra & Berit Lange & Stefan Lautenbacher & Andreas Peichl & Patrizio Vanella & Timo Wollmershäuser & Clemens Fuest & M, 2022, "The Common Interests of Health Protection and the Economy: Evidence from Scenario Calculations of Covid-19 Containment Policies," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 367.
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• Unggul Priyadi & Eko Atmadji & Listya Endang Artiani & Shahrina Md Nordin & Muhammad Ridhuan Tony Lim Abdullah & Mochamad Ali Imron & Muhammad Alkirom Wildan & Rohayu Che Omar, 2022, "Sustainable Energy Economic Policy: Population, Energy Consumption, and Macroeconomic Conditions," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 6, pages 80-85, November.
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• Ciola, Emanuele & Gaffeo, Edoardo & Gallegati, Mauro, 2022, "Search for profits and business fluctuations: How does banks’ behaviour explain cycles?," Journal of Economic Dynamics and Control, Elsevier, volume 135, issue C, DOI: 10.1016/j.jedc.2021.104292.
• Vandin, Andrea & Giachini, Daniele & Lamperti, Francesco & Chiaromonte, Francesca, 2022, "Automated and distributed statistical analysis of economic agent-based models," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104458.
• Hung, Ying-Shu & Lee, Chingnun & Chen, Pei-Fen, 2022, "China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 643-666, DOI: 10.1016/j.eap.2022.09.008.
• Chen, Jun-Home & Lian, Yu-Min & Liao, Szu-Lang, 2022, "Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101699.
• Shi, Ruoshi & Zhao, Yanlong & Bao, Ying & Peng, Cheng, 2022, "Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101781.
• Ozturk, Serda Selin & Demirer, Riza & Gupta, Rangan, 2022, "Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110687.
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• Gallant, A. Ronald & Hong, Han & Leung, Michael P. & Li, Jessie, 2022, "Constrained estimation using penalization and MCMC," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 85-106, DOI: 10.1016/j.jeconom.2021.02.004.
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• Korobilis, Dimitris, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, volume 148, issue C, DOI: 10.1016/j.euroecorev.2022.104241.
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• Fu, Hsuan & Luger, Richard, 2022, "Multiple testing of the forward rate unbiasedness hypothesis across currencies," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 232-245, DOI: 10.1016/j.jempfin.2022.07.005.
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• Zhang, Xiaoyu & Zhou, Jinlan & Du, Xiaodong, 2022, "Impact of oil price uncertainty shocks on China’s macro-economy," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103080.
• Brandão, Lucas G.L. & Ehrl, Philipp, 2022, "The impact of transmission auctions on Brazilian electric power companies," Utilities Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.jup.2022.101412.