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

2022

• Hrishikesh D Vinod, 2022, "Hands-on Intermediate Econometrics Using R:Templates for Learning Quantitative Methods and R Software," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12831, ISBN: ARRAY(0x548efca8).
• Jos� Antonio P�rez M�nguez & Inmaculada Villan�a Mart�n, 2022, "El contraste reset en los modelos logit y probit. Un estudio de Monte Carlo," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2022-02, Feb.
• 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.
• du Plessis, Emile & Fritsche, Ulrich, 2022, "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 67.
• James MacKinnon & Morten Ørregaard Nielsen, 2022, "Cluster-Robust Inference: A Guide to Empirical Practice," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-08, Apr.
• Hasan Arda Burhan, 2022, "Crop Yield Prediction by Integrating Meteorological and Pesticides Use Data with Machine Learning Methods: An Application for Major Crops in Turkey," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 1-18, DOI: 10.30784/epfad.1148948.
• Victor Champonnois & Olivier Chanel & Costin Protopopescu, 2022, "Quantile Regression Analysis of Censored Data with Selection An Application to Willingness-to-Pay Data," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2214, Jul.
• Denitsa ZHECHEVA & Nayden NENKOV, 2022, "Business demands for processing unstructured textual data – text mining techniques for companies to implement," Access Journal, Access Press Publishing House, volume 3, issue 2, pages 107-120, April, DOI: 10.46656/access.2022.3.2(2).
• 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..
• Orsi, Renzo & Mouchart, Michel & Wunsch, Guillaume, 2022, "Causality in Econometric Modeling : From Theory to Structural Causal Modeling," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022024, Jun.
• 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.
• Toni M. Whited, 2022, "Integrating Structural and Reduced-Form Methods in Empirical Finance," Papers, arXiv.org, number 2205.01175, May.
• James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022, "Cluster-Robust Inference: A Guide to Empirical Practice," Papers, arXiv.org, number 2205.03285, May.
• Dimitris Korobilis, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers, arXiv.org, number 2206.06892, Jun.
• Jinyuan Chang & Qing Jiang & Xiaofeng Shao, 2022, "Testing the martingale difference hypothesis in high dimension," Papers, arXiv.org, number 2209.04770, Sep, revised Oct 2022.
• Ramis Khabibullin & Sergei Seleznev, 2022, "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Papers, arXiv.org, number 2210.07154, Oct.
• Reza Bradrania & Davood Pirayesh Neghab, 2022, "State-dependent Asset Allocation Using Neural Networks," Papers, arXiv.org, number 2211.00871, Nov.
• Noori, Ali Heydar & Sarlak, Ahmad & Rahmati, Mohammad Hossein, 2022, "Optimal Government Budget Allocation According to Aggregate Welfare using Generalized Method of Moments (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 26, issue 4, pages 65-91, March.
• 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
  [Measuring news media sentiment using Big Data for Chinese stock markets]," Working Papers, BBVA Bank, Economic Research Department, number 22/05, Jul.
• Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022, "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series, Central Bank of Brazil, Research Department, number 561, Jul.
• Ramis Khabibullin & Sergei Seleznev, 2022, "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Bank of Russia Working Paper Series, Bank of Russia, number wps104, Dec.
• Gustavo Javier Canavire-Bacarreza & Fernando Rios-Avila, 2022, "Recovering income distribution in the presence of interval-censored data," 2022 Stata Conference, Stata Users Group, number 19, Aug.
• Mike G. Tsionas, 2022, "Novel techniques for Bayesian inference in univariate and multivariate stochastic volatility models," Working Papers, Bank of Greece, number 294, Feb, DOI: 10.52903/wp2021294.
• Gregor Boehl, 2022, "Ensemble MCMC Sampling for DSGE Models," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_355, Jun.
• Jumamyradov Maksat & Munkin Murat K., 2022, "Biases in Maximum Simulated Likelihood Estimation of Bivariate Models," Journal of Econometric Methods, De Gruyter, volume 11, issue 1, pages 55-70, January, DOI: 10.1515/jem-2021-0003.
• Canepa Alessandra, 2022, "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 1, pages 51-85, January, DOI: 10.1515/jtse-2020-0044.
• Nazlioglu Saban & Lee Junsoo & Karul Cagin & You Yu, 2022, "Testing for stationarity with covariates: more powerful tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 191-203, April, DOI: 10.1515/snde-2019-0038.
• Topcu Guloksuz Cigdem & Kumar Pranesh, 2022, "A new bivariate Archimedean copula with application to the evaluation of VaR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 273-285, April, DOI: 10.1515/snde-2019-0096.
• 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.
• Alex Tian & Tom Coupé & Sayak Khatua & W. Robert Reed & Ben Wood, 2022, "Power to the Researchers: Calculating Power After Estimation," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 22/17, Oct.
• 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.
• Johannes König & David I. Stern & Richard S. J. Tol, 2022, "Confidence Intervals for Recursive Journal Impact Factors," CESifo Working Paper Series, CESifo, number 9780.
• 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.
• Demetrio Lacava & Angelo Ranaldo & Paolo Santucci de Magistris, 2022, "Realized Illiquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-90, Nov.
• Ivan Lagrosa, 2022, "Income dynamics in dual labor markets," Working Papers, CEMFI, number wp2022_2209, Oct.
• Galichon, Alfred & Salanié, Bernard, 2022, "Estimating Separable Matching Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 17155, Mar.
• Shuping Shi & Peter C. B. Phillips, 2022, "Econometric Analysis of Asset Price Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2331, Jun.
• Rizki Firmansyah Setya Budi & Sarjiya Sarjiya & Sasongko Pramoho Hadi, 2022, "The Prospect of Rooftop Photovoltaic Development Considering Global Horizontal Irradiation Uncertainty and Government Policies: A Case of Java Island, Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 4, pages 104-116, July.
• 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.
• Hailemariam, Abebe & Ivanovski, Kris & Dzhumashev, Ratbek, 2022, "Does R&D investment in renewable energy technologies reduce greenhouse gas emissions?," Applied Energy, Elsevier, volume 327, issue C, DOI: 10.1016/j.apenergy.2022.120056.
• 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.
• Hahn, Jinyong & Liu, Xueyuan, 2022, "Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models," Economics Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.econlet.2022.110784.
• Gallant, A. Ronald, 2022, "Nonparametric Bayes subject to overidentified moment conditions," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 27-38, DOI: 10.1016/j.jeconom.2021.02.005.
• 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.
• Juodis, Artūras & Sarafidis, Vasilis, 2022, "An incidental parameters free inference approach for panels with common shocks," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 19-54, DOI: 10.1016/j.jeconom.2021.03.011.
• Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022, "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 55-79, DOI: 10.1016/j.jeconom.2021.05.003.
• Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian, 2022, "Testing the eigenvalue structure of spot and integrated covariance," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 363-395, DOI: 10.1016/j.jeconom.2021.02.006.
• Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco, 2022, "Markov switching panel with endogenous synchronization effects," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 281-298, DOI: 10.1016/j.jeconom.2021.04.004.
• De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2022, "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 299-317, DOI: 10.1016/j.jeconom.2021.04.008.
• Dette, Holger & Golosnoy, Vasyl & Kellermann, Janosch, 2022, "Correcting Intraday Periodicity Bias in Realized Volatility Measures," Econometrics and Statistics, Elsevier, volume 23, issue C, pages 36-52, DOI: 10.1016/j.ecosta.2021.03.002.
• 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.
• Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022, "Modeling risk contagion in the Italian zonal electricity market," European Journal of Operational Research, Elsevier, volume 298, issue 2, pages 656-679, DOI: 10.1016/j.ejor.2021.06.052.
• Alexander, Carol & Meng, Xiaochun & Wei, Wei, 2022, "Targeting Kollo skewness with random orthogonal matrix simulation," European Journal of Operational Research, Elsevier, volume 299, issue 1, pages 362-376, DOI: 10.1016/j.ejor.2021.09.003.
• 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.
• Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2022, "Mutual fund performance persistence: Factor models and portfolio size," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102133.
• Smith, Simon C., 2022, "Time-variation, multiple testing, and the factor zoo," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102394.
• Lim, Hanah, 2022, "Benefit attribution in financial systems with bilateral netting," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102179.
• Tong, Zhongwen & Chen, Zhanbo & Zhu, Chen, 2022, "Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102803.
• Hong, Yanran & Xu, Pengfei & Wang, Lu & Pan, Zhigang, 2022, "Relationship between the news-based categorical economic policy uncertainty and US GDP: A mixed-frequency Granger-causality analysis," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103024.
• Koike, Takaaki & Saporito, Yuri & Targino, Rodrigo, 2022, "Avoiding zero probability events when computing Value at Risk contributions," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 173-192, DOI: 10.1016/j.insmatheco.2022.06.004.
• Feng, Ben Mingbin & Li, Johnny Siu-Hang & Zhou, Kenneth Q., 2022, "Green nested simulation via likelihood ratio: Applications to longevity risk management," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 285-301, DOI: 10.1016/j.insmatheco.2022.07.004.
• Mazza, Paolo & Ruh, Benjamin, 2022, "The performance of corporate legal insider trading in the Korean market," International Review of Law and Economics, Elsevier, volume 71, issue C, DOI: 10.1016/j.irle.2022.106076.
• Feng, Qu & Wu, Guiying Laura & Yuan, Mengying & Zhou, Shihao, 2022, "Save lives or save livelihoods? A cross-country analysis of COVID-19 pandemic and economic growth," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 221-256, DOI: 10.1016/j.jebo.2022.02.027.
• Lang, Corey & Pearson-Merkowitz, Shanna, 2022, "Aggregate data yield biased estimates of voter preferences," Journal of Environmental Economics and Management, Elsevier, volume 111, issue C, DOI: 10.1016/j.jeem.2021.102604.
• Smith, Simon C. & Timmermann, Allan, 2022, "Have risk premia vanished?," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 553-576, DOI: 10.1016/j.jfineco.2021.08.019.
• Ranaldo, Angelo & de Magistris, Paolo Santucci, 2022, "Liquidity in the global currency market," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 859-883, DOI: 10.1016/j.jfineco.2022.09.004.
• Lim, Kian Guan, 2022, "Endogeneity of commodity price in freight cost models," Journal of Commodity Markets, Elsevier, volume 26, issue C, DOI: 10.1016/j.jcomm.2021.100217.
• Kavanagh, Ella & Zhu, Sheng & O’Sullivan, Niall, 2022, "Monetary policy, trade-offs and the transmission of UK Monetary Policy," Journal of Policy Modeling, Elsevier, volume 44, issue 6, pages 1128-1147, DOI: 10.1016/j.jpolmod.2022.10.006.
• Haykir, Ozkan & Yagli, Ibrahim & Aktekin Gok, Emine Dilara & Budak, Hilal, 2022, "Oil price explosivity and stock return: Do sector and firm size matter?," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102892.
• 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.
• Huang, Jing-Zhi & Ni, Jun & Xu, Li, 2022, "Leverage effect in cryptocurrency markets," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101773.
• Shen, Shulin & Xia, Le & Shuai, Yulin & Gao, Da, 2022, "Measuring news media sentiment using big data for Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101810.
• Bui, Quynh & Ślepaczuk, Robert, 2022, "Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 592, issue C, DOI: 10.1016/j.physa.2021.126784.
• Ahelegbey, Daniel Felix & Giudici, Paolo, 2022, "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 594, issue C, DOI: 10.1016/j.physa.2022.127017.
• Black, Bernard & Hollingsworth, Alex & Nunes, Letícia & Simon, Kosali, 2022, "Simulated power analyses for observational studies: An application to the Affordable Care Act Medicaid expansion," Journal of Public Economics, Elsevier, volume 213, issue C, DOI: 10.1016/j.jpubeco.2022.104713.
• Salisu, Afees A. & Shaik, Muneer, 2022, "Islamic Stock indices and COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 282-293, DOI: 10.1016/j.iref.2022.02.073.
• Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2022, "On the volatility of cryptocurrencies," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101724.
• Jiménez-Fernández, Eduardo & Sánchez, Angeles & Ortega-Pérez, Mario, 2022, "Dealing with weighting scheme in composite indicators: An unsupervised distance-machine learning proposal for quantitative data," Socio-Economic Planning Sciences, Elsevier, volume 83, issue C, DOI: 10.1016/j.seps.2022.101339.
• Franke, Reiner, 2022, "An empirical test of a fundamental Harrod-Kaldor business cycle model," Structural Change and Economic Dynamics, Elsevier, volume 60, issue C, pages 1-14, DOI: 10.1016/j.strueco.2021.11.001.
• Issa, Samar & Gevorkyan, Aleksandr V., 2022, "Optimal corporate leverage and speculative cycles: an empirical estimation," Structural Change and Economic Dynamics, Elsevier, volume 62, issue C, pages 478-491, DOI: 10.1016/j.strueco.2022.06.002.
• Savin, Ivan & Ott, Ingrid & Konop, Chris, 2022, "Tracing the evolution of service robotics: Insights from a topic modeling approach," Technological Forecasting and Social Change, Elsevier, volume 174, issue C, DOI: 10.1016/j.techfore.2021.121280.
• Rodríguez-Castelán, Carlos & Araar, Abdelkrim & Malásquez, Eduardo A. & Granguillhome Ochoa, Rogelio, 2022, "Competition reform and household welfare: A microsimulation analysis of the telecommunication sector in Ethiopia," Telecommunications Policy, Elsevier, volume 46, issue 2, DOI: 10.1016/j.telpol.2021.102243.
• Ravan Moret & Andrew G. Chapple, 2022, "Analysis of the effects of adjusting for binary non-confounders in a logistic regression model after all true confounders have been accounted for: A simulation study," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 65, issue 2, pages 1-12.
• Ravan Moret & Andrew G. Chapple, 2022, "Analysis of the effects of adjusting for binary non-confounders in a logistic regression model after all true confounders have been accounted for: A simulation study," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2022/05, Mar.
• Luis Uzeda, 2022, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044A003.
• Juan Gabriel Brida & Bibiana Lanzilotta & Lucia Rosich, 2022, "On the dynamics of expectations, uncertainty and economic growth: an empirical analysis for the case of Uruguay," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 9, pages 2385-2404, November, DOI: 10.1108/IJOEM-09-2021-1360.
• José Francisco Martínez-Sánchez & Francisco Venegas-Martínez & Gilberto Pérez-Lechuga, 2022, "Money laundering risk management in multiple-purpose financial institutions in Mexico: a Bayesian network approach," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 26, issue 4, pages 845-861, May, DOI: 10.1108/JMLC-05-2022-0061.
• Anastasia A. Sozinova & Olesya A. Meteleva, 2022, "Sites of States with a Dynamically Developing Socio-Political Structure and Economy: Analyzing Forms and Methods of Obtaining Competitive Advantages of Transnational (Global) Companies," Research in Economic Anthropology, Emerald Group Publishing Limited, "Current Problems of the World Economy and International Trade", DOI: 10.1108/S0190-128120220000042022.
• Aldona Migala-Warchol & Agata Surowka, 2022, "Forecasting Macroeconomic Indicators for Selected European Union Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 420-431.
• Federico Bassetti & Roberto Casarin & Marco Del Negro, 2022, "A Bayesian Approach to Inference on Probabilistic Surveys," Staff Reports, Federal Reserve Bank of New York, number 1025, Jul.
• Anders Rønn-Nielsen & Dorte Kronborg & Mette Asmild, 2022, "Permutation tests on returns to scale and common production frontiers in nonparametric models," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2022/05, Aug.
• Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-29, January.
• Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-29, February.
• Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-29, March.
• Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-29, April.
• Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-29, May.
• Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-29, June.
• António Manuel Portugal & Fatima Sol, 2022, "Macroeconomic Impacts of the Covid-19 Pandemic in Some European Union Countries: A Counterfactual Analysis," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2022-05, Jul.
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2022, "On the volatility of cryptocurrencies," Working Papers, University of Guelph, Department of Economics and Finance, number 2202.
• Alfred Galichon & Bernard Salanié, 2022, "Estimating Separable Matching Models," Sciences Po Economics Publications (main), HAL, number hal-03936122, Apr.
• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022, "International trade and technological competition in markets with dynamic increasing returns," Sciences Po Economics Publications (main), HAL, number halshs-03509092, Jan.
• Victor Champonnois & Olivier Chanel & Costin Protopopescu, 2022, "Quantile Regression Analysis of Censored Data with Selection An Application to Willingness-to-Pay Data," Working Papers, HAL, number hal-03739861, Jul.
• Alfred Galichon & Bernard Salanié, 2022, "Estimating Separable Matching Models," Working Papers, HAL, number hal-03936122, Apr.
• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022, "International trade and technological competition in markets with dynamic increasing returns," Working Papers, HAL, number halshs-03509092, Jan.
• Bruckmeier, Kerstin & d'Andria, Diego & Wiemers, Jürgen, 2022, "Universal, targeted or both: Effects of different child support policies on labour supply and poverty - A simulation study," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202206, Apr, DOI: 10.48720/IAB.DP.2206.
• Mühlhan, Jannek, 2022, "The ‘German job miracle’ and its impact on income inequality: a decomposition study," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202216, Jun, DOI: 10.48720/IAB.DP.2216.
• Miguel Antonio Alba Suarez & Miguel Ángel Alba Acosta & David Camilo Alba Acosta, 2022, "Estimación bayesiana del modelo de difusión con saltos de Merton," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 2, pages 1-32, Abril - J.
• Hai-Anh Dang & Peter Lanjouw, 2022, "Regression-based Imputation for Poverty Measurement in Data Scarce Settings," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 611, Apr.
• Terence D. Agbeyegbe, 2022, "Modeling JSE Stock Returns Dynamics: GARCH Versus Stochastic Volatility," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 1, pages 175-191, January-M.
• Terence D. Agbeyegbe, 2022, "Comparing Results from Unobserved Components Model and Hodrick-Prescott Filter of Output-Gap in Barbados," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 3, pages 163-180, July–Sept.
• Zewdie Habte Shikur, 2022, "Transport Policy and Agricultural Productivity and Production in Ethiopia," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 3, pages 231-246, July–Sept.
• Alessi, Lucia & Di Girolamo, Francesca Erica & Pagano, Andrea & Petracco Giudici, Marco, 2022, "Accounting for climate transition risk in banks' capital requirements," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-08, Jun.
• Peter S. Sephton, 2022, "Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 177-183, January, DOI: 10.1007/s10614-020-10082-6.
• Siyan Chen & Saul Desiderio, 2022, "A Regression-Based Calibration Method for Agent-Based Models," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 2, pages 687-700, February, DOI: 10.1007/s10614-021-10106-9.
• Giovanni Villani, 2022, "A Neural Network Approach to Value R&D Compound American Exchange Option," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 1, pages 305-324, June, DOI: 10.1007/s10614-021-10150-5.
• Thomas Lux, 2022, "Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 2, pages 451-477, August, DOI: 10.1007/s10614-021-10155-0.

2021

• Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021, "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2021-12, Sep.
• Jessie Li, 2021, "The Proximal Bootstrap for Finite-Dimensional Regularized Estimators," AEA Papers and Proceedings, American Economic Association, volume 111, pages 616-620, May, DOI: 10.1257/pandp.20211036.
• Jean-Jacques Forneron & Serena Ng, 2021, "Estimation and Inference by Stochastic Optimization: Three Examples," AEA Papers and Proceedings, American Economic Association, volume 111, pages 626-630, May, DOI: 10.1257/pandp.20211038.
• Drago, Carlo, , "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 313282, DOI: 10.22004/ag.econ.313282.
• Tomasz Antczak & Bartosz Skorupa & Mikolaj Szurlej & Rafal Weron & Jacek Zabawa, 2021, "Simulation modeling of epidemic risk in supermarkets: Investigating the impact of social distancing and checkout zone design," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/05, Mar.
• Elizabeth Jane Casabianca & Alessia Lo Turco & Daniela Maggioni, 2021, "Migration And The Structure Of Manufacturing Production. A View From Italian Provinces," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 448, Jan.
• Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021, "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 450, Jan.
• Touhami Abdelkhalek & Dorothee Boccanfuso, 2021, "Impact de programmes de protection sociale sur la pauvrete multidimensionnelle : Nouvelles approches et application au cas du Maroc," Working Papers, Africa Institute for Research in Economics and Social Sciences, number 5, Jun.
• Alfred Galichon & Marc Henry, 2021, "Dilation bootstrap," Papers, arXiv.org, number 2102.04457, Feb.
• Jean-Jacques Forneron & Serena Ng, 2021, "Estimation and Inference by Stochastic Optimization: Three Examples," Papers, arXiv.org, number 2102.10443, Feb.
• Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021, "Vector autoregression models with skewness and heavy tails," Papers, arXiv.org, number 2105.11182, May.
• Alexander Mayer & Dominik Wied, 2021, "Estimation and Inference in Factor Copula Models with Exogenous Covariates," Papers, arXiv.org, number 2107.03366, Jul, revised Dec 2022.
• M. Hashem Pesaran & Cynthia Fan Yang, 2021, "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Papers, arXiv.org, number 2109.00321, Sep, revised Jan 2022.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers, arXiv.org, number 2112.11751, Dec.
• Igor Matyushenko & Serhii Hlibko & Mariana Petrova & Olena Khanova & Maryna Loktionova & Kamila Trofimchenko, 2021, "Assessment of Technological Competitiveness of Ukraine in Terms of Association with the EU," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 148-176.
• Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021, "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 544, Feb.
• Marco Fruzzetti & Giulio Gariano & Gerardo Palazzo & Antonio Scalia, 2021, "From SMP to PEPP: a further look at the risk endogeneity of the Central Bank," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 11, Oct.
• Hernán Rincón-Castro & Pedro Rubiano-López & Lisseth Yaya-Garzón & Héctor M. Zárate-Solano, 2021, "Traspaso de la tasa de cambio a la inflación básica en Colombia: un análisis de parámetros cambiantes en el tiempo," Borradores de Economia, Banco de la Republica de Colombia, number 1177, Oct, DOI: 10.32468/be.1177.
• Luis Armando Galvis-Aponte & Jaime Bonet-Morón & Leonardo Bonilla-Mejía & Andrea Otero-Cortés & Gerson Javier Pérez-Valbuena & Christian Posso & Diana Ricciulli-Marín, 2021, "Desigualdades del ingreso en Colombia: ¿cuáles son sus determinantes y cómo se han afectado por la pandemia del Covid-19?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 101, pages 1-53, December.
• Amandine Tran, 2021, "Statistical Modelization of Overindebtedness," Working papers, Banque de France, number 807.
• Jonathan Kearns & Mike Major & David Norman, 2021, "How Risky Is Australian Household Debt?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 54, issue 3, pages 313-330, September, DOI: 10.1111/1467-8462.12422.
• Emanuel Kohlscheen & Jouchi Nakajima, 2021, "Steady‐state growth," International Finance, Wiley Blackwell, volume 24, issue 1, pages 40-52, April, DOI: 10.1111/infi.12386.
• Paulo M. D. C. Parente & Richard J. Smith, 2021, "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, volume 42, issue 4, pages 377-405, July, DOI: 10.1111/jtsa.12573.
• Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021, "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021, Stata Users Group, number 6, Nov.
• Divya Jain & Meghna Chhabra, 2021, "A Bibliometric Mapping of Utilization of Google Trends for Examining Stock Market Dynamics," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 24, issue 3, pages 57-76, DOI: 10.32725/acta.2021.012.
• Alexeev Vitali & Ignatieva Katja & Liyanage Thusitha, 2021, "Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 2, pages 1-20, April, DOI: 10.1515/snde-2018-0094.
• Lahiri Kajal & Yang Liu, 2021, "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 193-212, September, DOI: 10.1515/snde-2019-0033.
• Donfack Morvan Nongni & Dufays Arnaud, 2021, "Modeling time-varying parameters using artificial neural networks: a GARCH illustration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 311-343, December, DOI: 10.1515/snde-2019-0091.
• Komla M. Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2021, "Markov Switching Panel with Endogenous Synchronization Effects," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS82, Mar.
• Touhami Abdelkhalek & Dorothée Boccanfuso, 2021, "Impact des programmes de protection sociale sur la pauvreté multidimensionnelle : nouvelles approches et application au cas du Maroc," Revue d’économie du développement, De Boeck Université, volume 29, issue 3, pages 5-48.
• Jiarui Tian, 2021, "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)," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/12, Nov.
• Yuechen Dai & Tonghui Xu, 2021, "A Lifecycle Approach to Insurance Solvency," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/13, Nov.
• Luis Armando Galvis-Aponte & Jaime Bonet-Mor�n & Leonardo Bonilla-Mej�a & Andrea Otero-Cort�s & Gerson Javier P�rez-Valbuena & Christian Posso & Diana Ricciulli-Mar�n, 2021, "Desigualdades del ingreso en Colombia: ¿cuáles son sus determinantes y cómo se han afectado por la pandemia del Covid-19?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 101, pages 1-53.
• Fafchamps, Marcel & Hess, Simon, 2021, "Altruism and the Topology of Transfer Networks," CEPR Discussion Papers, Centre for Economic Policy Research, number 16561, Sep.
• Mirta VUOTTO & Alfonso ESTRAGÓ, 2021, "About Statistics on Cooperatives in Argentina," CIRIEC Working Papers, CIRIEC - Université de Liège, number 2108, Aug.
• Zied Akrout & Hamid Bachouch & Salim Moualdi, 2021, "Co-integration between Corruption and Economic Growth through Investment Channels: Empirical Evidence using the ARDL Bound Testing Approach for the Tunisian Case," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 1, pages 26-33.
• Sana Zidi & Boutheina Regaieg & Nessrine Hamzaoui, 2021, "The Determinants of the European Banking Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 115-122.
• Faten Al-Jabsheh & Sulayman Al-Qudsi & Mohammed A. Hajeeh, 2021, "Investment and Sustainable Economic Growth: Empirical Perspective on Kuwait s Dual Challenge During the COVID-19 Pandemic and Beyond," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 41-52.
• Tarek Bouazizi & Mongi Lassoued & Zouhaier Hadhek, 2021, "Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 281-292.
• Mohammed Kharbach & Adnan Belakhdar & Tarik Chfadi, 2021, "A Growth Curve Model for CO2 Emissions in G19 Countries," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 365-368.
• Sameh Asim Ajlouni & Moh'd Taleb Alodat, 2021, "Gaussian Process Regression for Forecasting Gasoline Prices in Jordan," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 502-509.
• Gangopadhyay, Kausik & Mondal, Debasis, 2021, "Productivity, relative sectoral prices, and total factor productivity: Theory and evidence," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.105509.
• Lagomarsino, Elena, 2021, "Which nesting structure for the CES? A new selection approach based on input separability," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105562.
• Mnasri, Ayman & Nechi, Salem, 2021, "New nonlinear estimators of the gravity equation," Economic Modelling, Elsevier, volume 95, issue C, pages 192-202, DOI: 10.1016/j.econmod.2020.12.011.
• Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021, "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101310.
• Wei, Lili & Zhang, Chunli & Su, Jen-Je & Yang, Lixiong, 2021, "Panel threshold spatial Durbin models with individual fixed effects," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109778.
• Kiviet, Jan F. & Kripfganz, Sebastian, 2021, "Instrument approval by the Sargan test and its consequences for coefficient estimation," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109935.
• Donayre, Luiggi & Panovska, Irina, 2021, "Recession-specific recoveries: L’s, U’s and everything in between," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110145.
• Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021, "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 325-348, DOI: 10.1016/j.jeconom.2020.06.002.
• Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021, "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 416-446, DOI: 10.1016/j.jeconom.2020.04.008.
• Khalaf, Lynda & Kichian, Maral & Saunders, Charles J. & Voia, Marcel, 2021, "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 589-605, DOI: 10.1016/j.jeconom.2020.04.015.
• Li, Liyao & Yang, Zhenlin, 2021, "Spatial dynamic panel data models with correlated random effects," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 424-454, DOI: 10.1016/j.jeconom.2020.05.016.
• Hong, Han & Li, Huiyu & Li, Jessie, 2021, "BLP estimation using Laplace transformation and overlapping simulation draws," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 56-72, DOI: 10.1016/j.jeconom.2020.07.026.
• Ahsan, Md. Nazmul & Dufour, Jean-Marie, 2021, "Simple estimators and inference for higher-order stochastic volatility models," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 181-197, DOI: 10.1016/j.jeconom.2021.03.008.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2021, "Inference in Bayesian Proxy-SVARs," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 88-106, DOI: 10.1016/j.jeconom.2020.12.004.
• Arsova, Antonia & Karaman Örsal, Deniz Dilan, 2021, "A panel cointegrating rank test with structural breaks and cross-sectional dependence," Econometrics and Statistics, Elsevier, volume 17, issue C, pages 107-129, DOI: 10.1016/j.ecosta.2020.05.002.
• Hecq, Alain & Voisin, Elisa, 2021, "Forecasting bubbles with mixed causal-noncausal autoregressive models," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 29-45, DOI: 10.1016/j.ecosta.2020.03.007.
• Crudu, Federico & Neri, Laura & Tiezzi, Silvia, 2021, "Family ties and child obesity in Italy," Economics & Human Biology, Elsevier, volume 40, issue C, DOI: 10.1016/j.ehb.2020.100951.
• Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2021, "Option pricing with conditional GARCH models," European Journal of Operational Research, Elsevier, volume 289, issue 1, pages 350-363, DOI: 10.1016/j.ejor.2020.07.002.
• Kontosakos, Vasileios E. & Mendonca, Keegan & Pantelous, Athanasios A. & Zuev, Konstantin M., 2021, "Pricing discretely-monitored double barrier options with small probabilities of execution," European Journal of Operational Research, Elsevier, volume 290, issue 1, pages 313-330, DOI: 10.1016/j.ejor.2020.07.044.
• Cheng, Tingting & Yan, Cheng & Yan, Yayi, 2021, "Improved inference for fund alphas using high-dimensional cross-sectional tests," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 57-81, DOI: 10.1016/j.jempfin.2020.12.002.
• Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021, "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105494.
• Smith, Simon C., 2021, "International stock return predictability," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101963.
• Chen, Wen & Minney, Aaron & Toscas, Peter & Koo, Bonsoo & Zhu, Zili & Pantelous, Athanasios A., 2021, "Personalised drawdown strategies and partial annuitisation to mitigate longevity risk," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101644.
• Song, Lingfeng & Zhang, Yinsainan, 2021, "Banking network structure and transnational systemic risk contagion—The case of the European Union," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101660.
• Alfonsi, Aurélien & Cherchali, Adel & Infante Acevedo, Jose Arturo, 2021, "Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 234-260, DOI: 10.1016/j.insmatheco.2021.05.005.
• Makam, Vaishno Devi & Millossovich, Pietro & Tsanakas, Andreas, 2021, "Sensitivity analysis with χ2-divergences," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 372-383, DOI: 10.1016/j.insmatheco.2021.06.007.
• Kirkby, J. Lars & Nguyen, Duy, 2021, "Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 408-428, DOI: 10.1016/j.insmatheco.2021.04.012.
• Brignone, Riccardo & Kyriakou, Ioannis & Fusai, Gianluca, 2021, "Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models," Insurance: Mathematics and Economics, Elsevier, volume 96, issue C, pages 232-247, DOI: 10.1016/j.insmatheco.2020.12.002.
• Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021, "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101353.