Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2019

• Ioanna Mpardaka & Christos Papazoglou, 2019, "The determinants of Greece's export supply of oil," Economic Bulletin, Bank of Greece, issue 49, pages 43-56, July.
• Dimitrios Anastasiou & Zacharias Bragoudakis & Ioannis Malandrakis, 2019, "Non-performing loans, governance indicators and systemic liquidity risk: evidence from Greece," Working Papers, Bank of Greece, number 260, May.
• Gerard J. van den Berg & Hanno Foerster & Arne Uhlendorff, 2019, "Structural Empirical Analysis of Vacancy Referrals With Imperfect Monitoring and the Strategic Use of Sickness Absence," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2019_123v2, Aug.
• Kovac Mitja, 2019, "Culpa in Contrahendo, Promissory Estoppel, Pre-Contractual Good Faith and Irredeemable Acts," Asian Journal of Law and Economics, De Gruyter, volume 10, issue 1, pages 1-19, April, DOI: 10.1515/ajle-2018-0009.
• Brzozowski Jan & Cucculelli Marco & Peruzzi Valentina, 2019, "Firms’ Proactiveness During the Crisis: Evidence from European Data," Entrepreneurship Research Journal, De Gruyter, volume 9, issue 3, pages 1-14, July, DOI: 10.1515/erj-2017-0215.
• Hertrich Markus, 2019, "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, De Gruyter, volume 20, issue 4, pages 759-794, December, DOI: 10.1111/geer.12185.
• Ciani Emanuele & Fisher Paul, 2019, "Dif-in-Dif Estimators of Multiplicative Treatment Effects," Journal of Econometric Methods, De Gruyter, volume 8, issue 1, pages 1-10, January, DOI: 10.1515/jem-2016-0011.
• Tófoli Paula V. & Ziegelmann Flávio A. & Candido Osvaldo & Valls Pereira Pedro L., 2019, "Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)," Journal of Time Series Econometrics, De Gruyter, volume 11, issue 2, pages 1-34, July, DOI: 10.1515/jtse-2017-0016.
• Kahra Hannu & Martin Vance L. & Sarkar Saikat, 2019, "A nonlinear model of asset returns with multiple shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 1, pages 1-44, February, DOI: 10.1515/snde-2017-0064.
• Kim Chang-Jin & Kim Yunmi, 2019, "A unified framework jointly explaining business conditions, stock returns, volatility and “volatility feedback news” effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-14, April, DOI: 10.1515/snde-2016-0151.
• Yang Lixiong, 2019, "Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-18, April, DOI: 10.1515/snde-2017-0059.
• Audrino Francesco & Huang Chen & Okhrin Ostap, 2019, "Flexible HAR model for realized volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-22, June, DOI: 10.1515/snde-2017-0080.
• V A Hajivassiliou & Frédérique Savignac & Frédérique Savignac, 2019, "Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm's Decision and Ability to Innovate," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 606, Oct.
• V A Hajivassiliou, 2019, "Estimation and Specification Testing of Panel Data Models with Non-Ignorable Persistent Heterogeneity, Contemporaneous and Intertemporal Simultaneity, and Observable and Unobservable Dynamics," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 609, Sep.
• V A Hajivassiliou, 2019, "Switching Regressions with Imperfect Regime Classification Information: Theory and Applications," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 610, Nov.
• Kurt Schmidheiny & Sebastian Siegloch, 2019, "On Event Study Designs and Distributed-Lag Models: Equivalence, Generalization and Practical Implications," CESifo Working Paper Series, CESifo, number 7481.
• John K. Dagsvik & Steinar Strøm & Marilena Locatelli, 2019, "Marginal Compensated Effects in Discrete Labor Supply Models," CESifo Working Paper Series, CESifo, number 7493.
• Natalia Khorunzhina, 2019, "Intratemporal nonseparability between housing and nondurable consumption: evidence from reinvestment in housing stock," CESifo Working Paper Series, CESifo, number 7663.
• Romain Houssa & Jolan Mohimont & Chris Otrok, 2019, "A Model for International Spillovers to Emerging Markets," CESifo Working Paper Series, CESifo, number 7702.
• Nicolas Boccard & Axel Gautier, 2019, "Solar Rebound - The Unintended Consequences of Subsidies," CESifo Working Paper Series, CESifo, number 7963.
• Leandro Medina & Friedrich Schneider, 2019, "Shedding Light on the Shadow Economy: A Global Database and the Interaction with the Official One," CESifo Working Paper Series, CESifo, number 7981.
• Simon Dietz & Bruno Lanz, 2019, "Growth and Adaptation to Climate Change in the Long Run," CESifo Working Paper Series, CESifo, number 7986.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019, "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-27, May, revised May 2019.
• Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019, "Estimation of Large Dimensional Conditional Factor Models in Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-46, Aug.
• Luis Sánchez & Karina Caballero, 2019, "La curva de Kuznets ambiental y su relación con el cambio climático en América Latina y el Caribe: un análisis de cointegración con panel, 1980-2015," Revista de Economía del Rosario, Universidad del Rosario, volume 22, issue 1, pages 101-142.
• Juan Camilo Galvis Ciro & Juan Camilo Anzoategui-Zapata, 2019, "Efectos de los anuncios de política monetaria y la credibilidad sobre las expectativas de inflación: evidencia para Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 38, issue 67, pages 73-94.
• Juan Pablo Alfonso Zorro, 2019, "Efectos de las variaciones del IPC en las decisiones financieras," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 17329, Jul.
• Héctor Alberto Botello-Penaloza & Isaac Guerrero-Rinc�n, 2019, "Diferencias salariales y desajuste educativo en Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 13, issue 2, pages 177-191.
• Mario Gabriel Rangel Vargas & Juan Camilo Pinza Córdoba & Juan Pablo Fajardo Perdomo & Jeferson Yomar Velasco Delgado, 2019, "Principales Determinantes de las Importaciones en Colombia. 2000 – 2016," Revista Tendencias, Universidad de Narino, volume 20, issue 1, pages 130-157, DOI: 10.22267/rtend.192001.111.
• Schmidheiny, Kurt & Siegloch, Sebastian, 2019, "On Event Studies and Distributed-Lags in Two-Way Fixed Effects Models: Identification, Equivalence, and Generalization," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13477, Jan.
• Linde, Jesper & LASEEN, PER & Ratto, Marco, 2019, "Identification Versus Misspecification in New Keynesian Monetary Policy Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13492, Jan.
• Canova, Fabio & Matthes, Christian, 2019, "Dealing with misspecification in structural macroeconometric models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13511, Feb.
• Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019, "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14107, Nov.
• Sergey Ivashchenko & Willi Mutschler, 2019, "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 8319, Jun.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019, "Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28451, May.
• Escribano, Álvaro & Guasch, J. Luis & Pena, Jorge, 2019, "Investment Climate Effects on Alternative Firm-Level Productivity Measures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28639, Feb.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019, "Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 29030, Oct.
• Casas, Isabel & Lopes Moreira da Veiga, María Helena, 2019, "Exploring option pricing and hedging via volatility asymmetry," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 28234, Mar.
• Christian Cortes García & Álvaro Cangrejo Esquive, 2019, "Modelo de volatilidad a los precios de cierre de la acción pfcemargos comprendidas entre 16/mayo/2013 al 31/mayo/2017," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 119, pages 119-138, Mayo.
• Damià Rey Miró & Pedro V. Piffaut, 2019, "Índice de Calidad Financiera (iCF)," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 119, pages 189-206, Mayo.
• José Carlos Casas del Rosal & David E. Casas del Rosal & José María Caridad y Ocerin & Julia Núñez Tabales, 2019, "Mercado inmobiliario de españa: Una herramienta para el análisis de la oferta," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 120, pages 207-218, Diciembre.
• Claude Montmarquette & Nathalie Viennot-Briot, 2019, "The Gamma Factors and the Value of Financial Advice," Annals of Economics and Finance, Society for AEF, volume 20, issue 1, pages 387-411, May.
• Yegnanew A. Shiferaw, 2019, "Multivariate Analysis of East African Currency Exchange Rate Dynamics," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 587-610, November.
• Zhang, Xinyu & Liu, Chu-An, 2019, "Inference After Model Averaging In Linear Regression Models," Econometric Theory, Cambridge University Press, volume 35, issue 4, pages 816-841, August.
• Blagov, Boris & Funke, Michael, 2019, "The Regime-Dependent Evolution Of Credibility: A Fresh Look At Hong Kong'S Linked Exchange Rate System," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 6, pages 2434-2468, September.
• Wymer, Clifford R. & Saltari, Enrico & Federici, Daniela, 2019, "Endogenizing The Ict Sector: A Multisector Approach," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue S1, pages 25-58, September.
• Sailesh Anand BHAGHOE & Karel ECKHORST, 2019, "Constructing a monthly GDP indicator for Suriname," Journal of Economics Library, EconSciences Journals, volume 6, issue 4, pages 310-323, December.
• Виктор Аврамов, 2019, "Анализ На Времевите Редове На Цените И Обема На Борсовата Търговия На Електрическа Енергия В Условията На Ниска Ликвидност," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 8-22.
• Natascha Hainbach & Christoph Halbmeier & Timo Schmid & Carsten Schröder, 2019, "A Practical Guide for the Computation of Domain-Level Estimates with the Socio-Economic Panel (and Other Household Surveys)," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 1055.
• Javier Alejo & Victor Funes, 2019, "Ecuaciones Salariales de Parejas bajo Selección Muestral Bivariada. Una Aplicación al Caso Argentino," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0246, Jun.
• Vuyokazi Pikoko & Andrew Phiri, 2019, "Is There Hysteresis in South African Unemployment? Evidence from the Post-Recessionary Period," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 15(3), pages 365-387, JUNE.
• Langlois, Hugues & Chaieb, Ines & Scaillet, O., 2018, "Time-Varying Risk Premia in Large International Equity Markets," HEC Research Papers Series, HEC Paris, number 1250, Jun, revised 29 May 2019.
• Salvador Bertomeu, 2019, "On the effects of the financialization of private utilities: lessons from the UK water sector," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-29, Dec.
• Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2019, "Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?," Working Paper Series, European Central Bank, number 2226, Jan.
• Han, Jaepil & Sickles, Robin C., 2019, "Estimation of Industry-level Productivity with Cross-sectional Dependence by Using Spatial Analysis," Working Papers, Rice University, Department of Economics, number 19-002, Jan.
• Liu, Weilin & Sickles, Robin, 2019, "Industry-Specific Productivity and Spatial Spillovers through input-output linkages: evidence from Asia-Pacific Value Chain," Working Papers, Rice University, Department of Economics, number 19-009, Oct.
• Agarwal, Nikhil & Ashlagi, Itai & Rees, Michael & Somaini, Paulo & Waldinger, Daniel, 2019, "An Empirical Framework for Sequential Assignment: The Allocation of Deceased Donor Kidneys," Research Papers, Stanford University, Graduate School of Business, number 3724, Jan.
• Thierno Thioune, 2019, "Output Gap Estimates in the WAEMU Zone," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 182-192.
• Anthony Nyangarika & Alexey Mikhaylov & Ulf Henning Richter, 2019, "Influence Oil Price towards Macroeconomic Indicators in Russia," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 123-129.
• Anthony Nyangarika & Alexey Mikhaylov & Ulf Henning Richter, 2019, "Oil Price Factors: Forecasting on the Base of Modified Auto-regressive Integrated Moving Average Model," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 149-159.
• Tafadzwa Ruzive & Thando Mkhombo & Simbarashe Mhaka & Nomahlubi Mavikela & Andrew Phiri, 2019, "Electricity Intensity and Unemployment in South Africa: A Quantile Regression Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 31-40.
• Jaehyung An & Alexey Mikhaylov & Nikita Moiseev, 2019, "Oil Price Predictors: Machine Learning Approach," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 1-6.
• Richard Sarpong-Streetor & Rajalingam A/L Sokkalingam & Mahmod bin Othman & Dennis Ling Chuan Ching & Hamzah bin Sakidin, 2019, "A Hybrid Autoregressive Integrated Moving Average-phGMDH Model to Forecast Crude Oil Price," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 135-141.
• Yousef Abdel Jawad & Issam Ayyash, 2019, "Analysis of Household Expenditure on Electricity in Palestine," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 237-243.
• Andre Assis de Salles & Ana Beatriz Mendes Campanati, 2019, "The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 322-330.
• Madina D. Sharapiyeva & Kunanbayeva Duissekul & Nurseiytova Gulmira & Kozhamkulova Zhanna, 2019, "Energy Efficiency of Transport and Logistics Infrastructure: The Example of the Republic of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 331-338.
• Poppy Dyasi & Andrew Phiri, 2019, "A Sectoral Approach to the Electricity-growth Nexus in the Eastern Cape Province of South Africa," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 269-276.
• Guo, Jing & Zhang, Zhengyu, 2019, "Does renaming promote economic development? New evidence from a city-renaming reform experiment in China," China Economic Review, Elsevier, volume 57, issue C, DOI: 10.1016/j.chieco.2019.101344.
• Amaya, Diego & Boudreault, Mathieu & McLeish, Don L., 2019, "Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 297-313, DOI: 10.1016/j.jedc.2018.11.005.
• Hué, Sullivan & Lucotte, Yannick & Tokpavi, Sessi, 2019, "Measuring network systemic risk contributions: A leave-one-out approach," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 86-114, DOI: 10.1016/j.jedc.2018.12.001.
• Iskrev, Nikolay, 2019, "What to expect when you're calibrating: Measuring the effect of calibration on the estimation of macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, volume 99, issue C, pages 54-81, DOI: 10.1016/j.jedc.2018.12.002.
• Gómez, Marcos & Medina, Juan Pablo & Valenzuela, Gonzalo, 2019, "Unveiling the objectives of central banks: Tales of four Latin American countries," Economic Modelling, Elsevier, volume 76, issue C, pages 81-100, DOI: 10.1016/j.econmod.2018.07.024.
• Dong, Minyi & Chang, Chun-Ping & Gong, Qiang & Chu, Yin, 2019, "Revisiting global economic activity and crude oil prices: A wavelet analysis," Economic Modelling, Elsevier, volume 78, issue C, pages 134-149, DOI: 10.1016/j.econmod.2018.08.012.
• Haug, Alfred A. & Jędrzejowicz, Tomasz & Sznajderska, Anna, 2019, "Monetary and fiscal policy transmission in Poland," Economic Modelling, Elsevier, volume 79, issue C, pages 15-27, DOI: 10.1016/j.econmod.2018.09.031.
• Binelli, Chiara & Menezes-Filho, Naercio, 2019, "Why Brazil fell behind in college education?," Economics of Education Review, Elsevier, volume 72, issue C, pages 80-106, DOI: 10.1016/j.econedurev.2019.04.007.
• Cubillos-Rocha, Juan S. & Gomez-Gonzalez, Jose E. & Melo-Velandia, Luis F., 2019, "Detecting exchange rate contagion using copula functions," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 13-22, DOI: 10.1016/j.najef.2018.12.001.
• Serletis, Apostolos & Xu, Libo, 2019, "The demand for banking and shadow banking services," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 132-146, DOI: 10.1016/j.najef.2018.12.009.
• Ghartey, Edward E., 2019, "Asymmetries in exchange rate pass-through and monetary policy principle: Some Caribbean empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 325-335, DOI: 10.1016/j.najef.2018.05.001.
• Kim, See-Woo & Kim, Jeong-Hoon, 2019, "Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 149-169, DOI: 10.1016/j.najef.2019.01.018.
• Ito, Junichi & Feuer, Hart N. & Kitano, Shinichi & Asahi, Haruka, 2019, "Assessing the effectiveness of Japan's community-based direct payment scheme for hilly and mountainous areas," Ecological Economics, Elsevier, volume 160, issue C, pages 62-75, DOI: 10.1016/j.ecolecon.2019.01.036.
• Verma, Ramprasad & Ahmad, Wasim & Uddin, Gazi Salah & Bekiros, Stelios, 2019, "Analysing the systemic risk of Indian banks," Economics Letters, Elsevier, volume 176, issue C, pages 103-108, DOI: 10.1016/j.econlet.2019.01.003.
• Delle Monache, Davide & Petrella, Ivan, 2019, "Efficient matrix approach for classical inference in state space models," Economics Letters, Elsevier, volume 181, issue C, pages 22-27, DOI: 10.1016/j.econlet.2019.04.012.
• Nguimkeu, Pierre & Denteh, Augustine & Tchernis, Rusty, 2019, "On the estimation of treatment effects with endogenous misreporting," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 487-506, DOI: 10.1016/j.jeconom.2018.10.005.
• Sun, Yutec & Ishihara, Masakazu, 2019, "A computationally efficient fixed point approach to dynamic structural demand estimation," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 563-584, DOI: 10.1016/j.jeconom.2018.09.021.
• Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019, "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 4-25, DOI: 10.1016/j.jeconom.2019.04.018.
• Chen, Heng & Fan, Yanqin, 2019, "Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 476-502, DOI: 10.1016/j.jeconom.2019.05.015.
• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 503-521, DOI: 10.1016/j.jeconom.2019.06.001.
• Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao, 2019, "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 607-622, DOI: 10.1016/j.jeconom.2019.05.018.
• Giessing, Alexander & He, Xuming, 2019, "On the predictive risk in misspecified quantile regression," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 235-260, DOI: 10.1016/j.jeconom.2019.04.013.
• Giesecke, K. & Schwenkler, G., 2019, "Simulated likelihood estimators for discretely observed jump–diffusions," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 297-320, DOI: 10.1016/j.jeconom.2019.01.015.
• Fiorentini, Gabriele & Sentana, Enrique, 2019, "Consistent non-Gaussian pseudo maximum likelihood estimators," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 321-358, DOI: 10.1016/j.jeconom.2019.05.017.
• Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2019, "Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 493-515, DOI: 10.1016/j.jeconom.2019.07.002.
• Orea, Luis & Álvarez, Inmaculada C., 2019, "A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 556-577, DOI: 10.1016/j.jeconom.2019.07.004.
• He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2019, "The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 1-24, DOI: 10.1016/j.ecosta.2019.05.005.
• Gomez-Gonzalez, Jose E. & Rojas-Espinosa, Wilmer, 2019, "Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100717.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Ratto, Marco, 2019, "Identification versus misspecification in New Keynesian monetary policy models," European Economic Review, Elsevier, volume 113, issue C, pages 225-246, DOI: 10.1016/j.euroecorev.2018.12.010.
• Iskrev, Nikolay, 2019, "On the sources of information about latent variables in DSGE models," European Economic Review, Elsevier, volume 119, issue C, pages 318-332, DOI: 10.1016/j.euroecorev.2019.07.012.
• Czajkowski, Mikołaj & Budziński, Wiktor, 2019, "Simulation error in maximum likelihood estimation of discrete choice models," Journal of choice modelling, Elsevier, volume 31, issue C, pages 73-85, DOI: 10.1016/j.jocm.2019.04.003.
• Li, Jingyu & Yao, Yanzhen & Li, Jianping & Zhu, Xiaoqian, 2019, "Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions," Emerging Markets Review, Elsevier, volume 40, issue C, pages 1-1, DOI: 10.1016/j.ememar.2019.100624.
• Trucíos, Carlos & Hotta, Luiz K. & Valls Pereira, Pedro L., 2019, "On the robustness of the principal volatility components," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 201-219, DOI: 10.1016/j.jempfin.2019.03.006.
• Bams, Dennis & Pisa, Magdalena & Wolff, Christian C.P., 2019, "Are capital requirements on small business loans flawed?," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 255-274, DOI: 10.1016/j.jempfin.2019.05.001.
• Noel, Lance & Papu Carrone, Andrea & Jensen, Anders Fjendbo & Zarazua de Rubens, Gerardo & Kester, Johannes & Sovacool, Benjamin K., 2019, "Willingness to pay for electric vehicles and vehicle-to-grid applications: A Nordic choice experiment," Energy Economics, Elsevier, volume 78, issue C, pages 525-534, DOI: 10.1016/j.eneco.2018.12.014.
• Agnolucci, Paolo & Arvanitopoulos, Theodoros, 2019, "Industrial characteristics and air emissions: Long-term determinants in the UK manufacturing sector," Energy Economics, Elsevier, volume 78, issue C, pages 546-566, DOI: 10.1016/j.eneco.2018.12.005.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, volume 79, issue C, pages 171-182, DOI: 10.1016/j.eneco.2018.02.007.
• Maryniak, Paweł & Trück, Stefan & Weron, Rafał, 2019, "Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill," Energy Economics, Elsevier, volume 79, issue C, pages 45-58, DOI: 10.1016/j.eneco.2018.06.003.
• Chai, Jian & Du, Mengfan & Liang, Ting & Sun, Xiaojie Christine & Yu, Ji & Zhang, Zhe George, 2019, "Coal consumption in China: How to bend down the curve?," Energy Economics, Elsevier, volume 80, issue C, pages 38-47, DOI: 10.1016/j.eneco.2018.12.016.
• Kostrzewski, Maciej & Kostrzewska, Jadwiga, 2019, "Probabilistic electricity price forecasting with Bayesian stochastic volatility models," Energy Economics, Elsevier, volume 80, issue C, pages 610-620, DOI: 10.1016/j.eneco.2019.02.004.
• Knaut, Andreas & Paschmann, Martin, 2019, "Price volatility in commodity markets with restricted participation," Energy Economics, Elsevier, volume 81, issue C, pages 37-51, DOI: 10.1016/j.eneco.2019.03.004.
• Chatzistamoulou, Nikos & Kounetas, Kostas & Tsekouras, Kostas, 2019, "Energy efficiency, productive performance and heterogeneous competitiveness regimes. Does the dichotomy matter?," Energy Economics, Elsevier, volume 81, issue C, pages 687-697, DOI: 10.1016/j.eneco.2019.05.005.
• Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T., 2019, "Using nonparametric copulas to measure crude oil price co-movements," Energy Economics, Elsevier, volume 82, issue C, pages 211-223, DOI: 10.1016/j.eneco.2018.05.022.
• Holmes, Mark J. & Otero, Jesús, 2019, "Re-examining the movements of crude oil spot and futures prices over time," Energy Economics, Elsevier, volume 82, issue C, pages 224-236, DOI: 10.1016/j.eneco.2017.08.034.
• Alptekin, Aynur & Broadstock, David C. & Chen, Xiaoqi & Wang, Dong, 2019, "Time-varying parameter energy demand functions: Benchmarking state-space methods against rolling-regressions," Energy Economics, Elsevier, volume 82, issue C, pages 26-41, DOI: 10.1016/j.eneco.2018.03.009.
• Koto, Prosper Senyo & Yiridoe, Emmanuel K., 2019, "Expected willingness to pay for wind energy in Atlantic Canada," Energy Policy, Elsevier, volume 129, issue C, pages 80-88, DOI: 10.1016/j.enpol.2019.02.009.
• Peña, Juan Ignacio & Rodríguez, Rosa, 2019, "Are EU's Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices," Energy, Elsevier, volume 183, issue C, pages 477-486, DOI: 10.1016/j.energy.2019.06.138.
• Feng, Lingbing & Fu, Tong & Kutan, Ali M., 2019, "Can government intervention be both a curse and a blessing? Evidence from China's finance sector," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 71-81, DOI: 10.1016/j.irfa.2018.10.010.
• de la Horra, Luis P. & de la Fuente, Gabriel & Perote, Javier, 2019, "The drivers of Bitcoin demand: A short and long-run analysis," International Review of Financial Analysis, Elsevier, volume 62, issue C, pages 21-34, DOI: 10.1016/j.irfa.2019.01.006.
• Lee, Yongwoong & Yang, Kisung, 2019, "Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.101374.
• Shi, Baofeng & Zhao, Xue & Wu, Bi & Dong, Yizhe, 2019, "Credit rating and microfinance lending decisions based on loss given default (LGD)," Finance Research Letters, Elsevier, volume 30, issue C, pages 124-129, DOI: 10.1016/j.frl.2019.03.033.
• Chevapatrakul, Thanaset & Mascia, Danilo V., 2019, "Detecting overreaction in the Bitcoin market: A quantile autoregression approach," Finance Research Letters, Elsevier, volume 30, issue C, pages 371-377, DOI: 10.1016/j.frl.2018.11.004.
• Geuder, Julian & Kinateder, Harald & Wagner, Niklas F., 2019, "Cryptocurrencies as financial bubbles: The case of Bitcoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.011.
• Polonio, Luca & Coricelli, Giorgio, 2019, "Testing the level of consistency between choices and beliefs in games using eye-tracking," Games and Economic Behavior, Elsevier, volume 113, issue C, pages 566-586, DOI: 10.1016/j.geb.2018.11.003.
• Doi, Naoshi & Ohashi, Hiroshi, 2019, "Market structure and product quality: A study of the 2002 Japanese airline merger," International Journal of Industrial Organization, Elsevier, volume 62, issue C, pages 158-193, DOI: 10.1016/j.ijindorg.2017.11.006.
• Candian, Giacomo, 2019, "Information frictions and real exchange rate dynamics," Journal of International Economics, Elsevier, volume 116, issue C, pages 189-205, DOI: 10.1016/j.jinteco.2018.11.006.
• Chen, Kun & Huang, Rui & Chan, Ngai Hang & Yau, Chun Yip, 2019, "Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data," Insurance: Mathematics and Economics, Elsevier, volume 86, issue C, pages 8-18, DOI: 10.1016/j.insmatheco.2019.01.009.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019, "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1533-1547, DOI: 10.1016/j.ijforecast.2019.02.001.
• Tsukamoto, Takahiro, 2019, "A spatial autoregressive stochastic frontier model for panel data incorporating a model of technical inefficiency," Japan and the World Economy, Elsevier, volume 50, issue C, pages 66-77, DOI: 10.1016/j.japwor.2018.11.003.
• Bechlioulis, Alexandros P. & Brissimis, Sophocles N., 2019, "Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 161-172, DOI: 10.1016/j.jbankfin.2019.02.009.
• Gourieroux, Christian & Lu, Yang, 2019, "Least impulse response estimator for stress test exercises," Journal of Banking & Finance, Elsevier, volume 103, issue C, pages 62-77, DOI: 10.1016/j.jbankfin.2019.03.021.
• Burke, William J. & Frossard, Emmanuel & Kabwe, Stephen & Jayne, Thom S., 2019, "Understanding fertilizer adoption and effectiveness on maize in Zambia," Food Policy, Elsevier, volume 86, issue C, pages 1-1, DOI: 10.1016/j.foodpol.2019.05.004.
• Wossen, Tesfamicheal & Alene, Arega & Abdoulaye, Tahirou & Feleke, Shiferaw & Manyong, Victor, 2019, "Agricultural technology adoption and household welfare: Measurement and evidence," Food Policy, Elsevier, volume 87, issue C, pages 1-1, DOI: 10.1016/j.foodpol.2019.101742.
• Rosenberg, Signe, 2019, "The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries," Journal of Housing Economics, Elsevier, volume 46, issue C, DOI: 10.1016/j.jhe.2019.101659.
• Xu, Zhongxiang & Chevapatrakul, Thanaset & Li, Xiafei, 2019, "Return asymmetry and the cross section of stock returns," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 93-110, DOI: 10.1016/j.jimonfin.2019.06.005.
• Henckel, Timo & Menzies, Gordon D. & Moffatt, Peter & Zizzo, Daniel J., 2019, "Three dimensions of central bank credibility and inferential expectations: The Euro zone," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 294-308, DOI: 10.1016/j.jmacro.2019.01.012.
• Dufrénot, Gilles & Paret, Anne-Charlotte, 2019, "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 341-359, DOI: 10.1016/j.jmacro.2019.04.002.
• Fisher, Lance A. & Huh, Hyeon-seung, 2019, "An IV framework for combining sign and long-run parametric restrictions in SVARs," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103125.
• Neri, Stefano & Gerali, Andrea, 2019, "Natural rates across the Atlantic," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2018.04.007.
• Armstrong, Margaret & Langrené, Nicolas & Petter, Renato & Chen, Wen & Petter, Carlos, 2019, "Accounting for tailings dam failures in the valuation of mining projects," Resources Policy, Elsevier, volume 63, issue C, pages 1-1, DOI: 10.1016/j.resourpol.2019.101461.
• Mountain, Bruce R., 2019, "Ownership, regulation, and financial disparity: The case of electricity distribution in Australia," Utilities Policy, Elsevier, volume 60, issue C, pages 1-1, DOI: 10.1016/j.jup.2019.100938.
• Arias, Jonas E. & Caldara, Dario & Rubio-Ramírez, Juan F., 2019, "The systematic component of monetary policy in SVARs: An agnostic identification procedure," Journal of Monetary Economics, Elsevier, volume 101, issue C, pages 1-13, DOI: 10.1016/j.jmoneco.2018.07.011.
• Rahman, Md Lutfur & Shamsuddin, Abul, 2019, "Investor sentiment and the price-earnings ratio in the G7 stock markets," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 46-62, DOI: 10.1016/j.pacfin.2019.03.003.
• Huang, Tai-Hsin & Lin, Chung-I & Wu, Ruei-Cian, 2019, "Assessing the marketing and investment efficiency of Taiwan’s life insurance firms under network structures," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 132-147, DOI: 10.1016/j.qref.2018.07.002.
• Guo, Juncong & Qu, Xi, 2019, "Spatial interactive effects on housing prices in Shanghai and Beijing," Regional Science and Urban Economics, Elsevier, volume 76, issue C, pages 147-160, DOI: 10.1016/j.regsciurbeco.2018.07.006.
• Chevapatrakul, Thanaset & Xu, Zhongxiang & Yao, Kai, 2019, "The impact of tail risk on stock market returns: The role of market sentiment," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 289-301, DOI: 10.1016/j.iref.2018.09.005.
• Chakrabarti, Orna, 2019, "Telehealth: Emerging evidence on efficiency," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 257-264, DOI: 10.1016/j.iref.2018.10.021.
• Li, Leon & Faff, Robert, 2019, "Predicting corporate bankruptcy: What matters?," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 1-19, DOI: 10.1016/j.iref.2019.02.016.

2018

• Emilio Zanetti Chini, 2018, "Forecaster’s utility and forecasts coherence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-01, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-03, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Option Panels in Pure-Jump Settings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-04, Jan.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2018, "Time-Varying Periodicity in Intraday Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-05, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-07, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "Short-Term Market Risks Implied by Weekly Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-08, Jan.
• Isabel Casas & Xiuping Mao & Helena Veiga, 2018, "Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-10, Mar.
• Emilio Zanetti Chini, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-13, Mar.
• Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2018, "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-14, Apr.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2018, "The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-15, Apr.
• Maxime Morariu-Patrichi & Mikko Pakkanen, 2018, "State-dependent Hawkes processes and their application to limit order book modelling," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-26, Sep.
• Yukai Yang & Luc Bauwens, 2018, "State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-30, Nov.
• Stan Hurn & Nicholas Johnson & Annastiina Silvennoinen & Timo Teräsvirta, 2018, "Transition from the Taylor rule to the zero lower bound," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-31, Nov.
• Joseph G. Altonji & Richard K. Mansfield, 2018, "Estimating Group Effects Using Averages of Observables to Control for Sorting on Unobservables: School and Neighborhood Effects," American Economic Review, American Economic Association, volume 108, issue 10, pages 2902-2946, October.
• Pierre Dubois & Laura Lasio, 2018, "Identifying Industry Margins with Price Constraints: Structural Estimation on Pharmaceuticals," American Economic Review, American Economic Association, volume 108, issue 12, pages 3685-3724, December.
• Michal Kolesár & Christoph Rothe, 2018, "Inference in Regression Discontinuity Designs with a Discrete Running Variable," American Economic Review, American Economic Association, volume 108, issue 8, pages 2277-2304, August.
• Matthew Osborne, 2018, "Approximating the Cost-of-Living Index for a Storable Good," American Economic Journal: Microeconomics, American Economic Association, volume 10, issue 2, pages 286-314, May.
• Alvin Murphy, 2018, "A Dynamic Model of Housing Supply," American Economic Journal: Economic Policy, American Economic Association, volume 10, issue 4, pages 243-267, November.
• Susan Athey & David Blei & Robert Donnelly & Francisco Ruiz & Tobias Schmidt, 2018, "Estimating Heterogeneous Consumer Preferences for Restaurants and Travel Time Using Mobile Location Data," AEA Papers and Proceedings, American Economic Association, volume 108, pages 64-67, May.
• Joshua E. Blumenstock, 2018, "Estimating Economic Characteristics with Phone Data," AEA Papers and Proceedings, American Economic Association, volume 108, pages 72-76, May.
• Bryan S. Graham, 2018, "Identifying and Estimating Neighborhood Effects," Journal of Economic Literature, American Economic Association, volume 56, issue 2, pages 450-500, June.
• Levon Barseghyan & Francesca Molinari & Ted O'Donoghue & Joshua C. Teitelbaum, 2018, "Estimating Risk Preferences in the Field," Journal of Economic Literature, American Economic Association, volume 56, issue 2, pages 501-564, June.
• Paltasingh, Kirtti Ranjan & Goyari, Phanindra, None, "Statistical Modeling of Crop-Weather Relationship in India: A Survey on Evolutionary Trend of Methodologies," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), volume 15, issue 01, DOI: 10.22004/ag.econ.275688.
• Giovanni Verga & Federica Trani & Nicoleta Vasilcovschi, 2018, "The Interaction between American and European IRS Interest Rates," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 1, pages 81-96, March.
• Larysa Yakymova, 2018, "Modeling the Diffusion of Private Pension Provision," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 4, pages 385-405, December.
• Qingxia (Jenny) Wang, 2018, "A Reverse Engineered Pitch on Cremers et al. (2015), “Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns”," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 1, pages 178-185, March.
• Milind Tiwari, 2018, "Shell Companies – Identification of an Instrument Used for Illicit Purposes: A Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 4, pages 685-692, December.
• Bystrov Victor, 2018, "Measuring the Natural Rates of Interest in Germany and Italy," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 7/2018, Oct.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201801, Jan, revised Jan 2018.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201802, Apr, revised Apr 2018.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201803, Apr, revised Jun 2018.
• Oscar Claveria, 2018, "“A new metric of consensus for Likert scales”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201810, Oct, revised Oct 2018.
• Ryo Okui & Wendun Wang, 2018, "Heterogeneous structural breaks in panel data models," Papers, arXiv.org, number 1801.04672, Jan, revised Nov 2018.
• Susan Athey & David Blei & Robert Donnelly & Francisco Ruiz & Tobias Schmidt, 2018, "Estimating Heterogeneous Consumer Preferences for Restaurants and Travel Time Using Mobile Location Data," Papers, arXiv.org, number 1801.07826, Jan.
• Hassan B. Ghassan & Hassan R. Al-Hajhoj & Faruk Balli, 2018, "Bi-Demographic Changes and Current Account using SVAR Modeling," Papers, arXiv.org, number 1803.11161, Mar, revised Mar 2019.
• Victor Aguirregabiria & Jiaying Gu & Yao Luo, 2018, "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," Papers, arXiv.org, number 1805.04048, May.
• Florian Ziel & Rafal Weron, 2018, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Papers, arXiv.org, number 1805.06649, May.
• Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018, "LASSO-Driven Inference in Time and Space," Papers, arXiv.org, number 1806.05081, Jun, revised May 2020.
• Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018, "Using generalized estimating equations to estimate nonlinear models with spatial data," Papers, arXiv.org, number 1810.05855, Oct.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018, "Factor-Driven Two-Regime Regression," Papers, arXiv.org, number 1810.11109, Oct, revised Sep 2020.
• Tobias Hartl & Roland Weigand, 2018, "Multivariate Fractional Components Analysis," Papers, arXiv.org, number 1812.09149, Dec, revised Jan 2019.
• Luisa Corrado & Melvyn Weeks & Thanasis Stengos & M. Ege Yazgan, 2018, "Robust Tests for Convergence Clubs," Papers, arXiv.org, number 1812.09518, Dec.