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Journal of Econometrics / Elsevier

Citation Profile [Updated: 2025-04-15 08:32:09]
5 Years H Index
233
Impact Factor (IF)
1.82
5 Years IF
3.13
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.27 0.11 4.88 0.34 83 83 7594 390 405 127 34 334 113 4 1 12 0.14 0.05
1991 0.39 0.1 3.21 0.4 71 154 2707 478 900 148 57 326 129 4 0.8 18 0.25 0.05
1992 0.31 0.11 2.14 0.28 66 220 9804 460 1371 154 47 344 95 17 3.7 33 0.5 0.05
1993 0.38 0.13 1.51 0.35 97 317 4244 466 1850 137 52 347 122 2 0.4 24 0.25 0.06
1994 0.59 0.14 1.64 0.4 83 400 6980 632 2504 163 96 382 152 2 0.3 24 0.29 0.07
1995 0.67 0.22 2.98 0.8 83 483 21607 1420 3943 180 121 400 321 193 13.6 40 0.48 0.1
1996 0.85 0.25 2.93 0.91 103 586 12560 1693 5660 166 141 400 363 256 15.1 72 0.7 0.12
1997 0.9 0.24 3.04 1.09 107 693 7057 2086 7768 186 167 432 472 241 11.6 45 0.42 0.11
1998 1.02 0.28 3.07 1.08 111 804 18267 2452 10239 210 214 473 510 266 10.8 44 0.4 0.13
1999 0.9 0.3 3.27 1.16 53 857 9185 2748 13040 218 197 487 563 177 6.4 25 0.47 0.15
2000 1.65 0.36 3.91 1.71 85 942 5845 3614 16726 164 271 457 780 256 7.1 54 0.64 0.16
2001 1.52 0.39 3.76 1.64 91 1033 6933 3780 20609 138 210 459 751 236 6.2 67 0.74 0.17
2002 1.41 0.41 3.85 1.7 97 1130 11539 4253 24955 176 248 447 761 271 6.4 112 1.15 0.21
2003 1.95 0.44 4.51 2.01 95 1225 14358 5409 30476 188 366 437 880 241 4.5 137 1.44 0.22
2004 2.59 0.49 5.1 2.34 90 1315 7003 6614 37180 192 497 421 985 235 3.6 139 1.54 0.22
2005 2.73 0.51 5.23 2.48 83 1398 10008 7133 44487 185 505 458 1135 312 4.4 148 1.78 0.23
2006 2.82 0.5 5.53 2.93 130 1528 11236 8259 52938 173 488 456 1334 423 5.1 244 1.88 0.23
2007 2.85 0.46 4.71 2.89 187 1715 13520 8002 61017 213 607 495 1431 390 4.9 250 1.34 0.2
2008 3.03 0.49 5.44 3.37 168 1883 13727 10145 71265 317 962 585 1972 471 4.6 232 1.38 0.23
2009 2.57 0.48 5.49 2.81 104 1987 5042 10799 82170 355 914 658 1848 327 3 97 0.93 0.24
2010 2.15 0.48 5.06 2.71 145 2132 7508 10694 92951 272 586 672 1823 469 4.4 172 1.19 0.21
2011 2.06 0.52 5.55 2.73 146 2278 7061 12581 105600 249 513 734 2007 493 3.9 293 2.01 0.24
2012 2.38 0.52 6 2.71 167 2445 5854 14614 120263 291 693 750 2034 633 4.3 159 0.95 0.22
2013 2.38 0.56 6.31 2.78 95 2540 3577 16008 136303 313 744 730 2026 374 2.3 152 1.6 0.24
2014 2.59 0.55 6.07 2.63 145 2685 5955 16215 152607 262 679 657 1728 514 3.2 184 1.27 0.23
2015 2.69 0.55 6 2.65 195 2880 5002 17264 169899 240 645 698 1852 955 5.5 281 1.44 0.23
2016 2.02 0.52 5.51 2.12 146 3026 4201 16661 186583 340 686 748 1583 709 4.3 128 0.88 0.21
2017 1.91 0.54 5.44 1.96 125 3151 2114 17111 203727 341 650 748 1468 676 4 103 0.82 0.21
2018 2.08 0.55 5.14 2.14 123 3274 1469 16809 220564 271 563 706 1510 700 4.2 71 0.58 0.23
2019 1.49 0.56 4.86 1.97 157 3431 2996 16659 237230 248 370 734 1447 841 5 160 1.02 0.22
2020 1.86 0.68 5.2 2.14 148 3579 1313 18580 255846 280 522 746 1595 745 4 90 0.61 0.32
2021 1.92 0.8 4.99 1.96 154 3733 3990 18605 274463 305 586 699 1370 812 4.4 338 2.19 0.29
2022 3.29 0.83 4.74 2.53 132 3865 778 18328 292795 302 994 707 1792 577 3.1 99 0.75 0.25
2023 4.98 0.8 4.65 3.3 257 4122 721 19174 311970 286 1425 714 2356 1462 7.6 183 0.71 0.22
2024 1.82 1.02 4.07 3.13 216 4338 209 17660 329630 389 707 848 2650 906 5.1 160 0.74 0.27
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11998Initial conditions and moment restrictions in dynamic panel data models. (1998). Blundell, Richard ; Bond, Stephen . In: Journal of Econometrics. RePEc:eee:econom:v:87:y:1998:i:1:p:115-143.

Full description at Econpapers || Download paper

13202
21995Another look at the instrumental variable estimation of error-components models. (1995). Bover, Olympia ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:29-51.

Full description at Econpapers || Download paper

10449
31986Generalized autoregressive conditional heteroskedasticity. (1986). Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:3:p:307-327.

Full description at Econpapers || Download paper

8508
42003Testing for unit roots in heterogeneous panels. (2003). shin, yongcheol ; Pesaran, M ; Im, Kyung So, . In: Journal of Econometrics. RePEc:eee:econom:v:115:y:2003:i:1:p:53-74.

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6759
52002Unit root tests in panel data: asymptotic and finite-sample properties. (2002). Levin, Andrew ; Chu, Chia-Shang James ; Lin, Chien-Fu. In: Journal of Econometrics. RePEc:eee:econom:v:108:y:2002:i:1:p:1-24.

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5728
61992Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?. (1992). shin, yongcheol ; Schmidt, Peter ; Phillips, Peter ; Kwiatkowski, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178.

Full description at Econpapers || Download paper

4304
71977Formulation and estimation of stochastic frontier production function models. (1977). Schmidt, Peter ; Lovell, C. ; Aigner, Dennis ; Lovell, C. A. Knox, ; Lovell,C. A. Knox, ; Lovell, C. A. Knox, . In: Journal of Econometrics. RePEc:eee:econom:v:6:y:1977:i:1:p:21-37.

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4188
82005A finite sample correction for the variance of linear efficient two-step GMM estimators. (2005). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:1:p:25-51.

Full description at Econpapers || Download paper

3248
91996Impulse response analysis in nonlinear multivariate models. (1996). Potter, Simon ; Pesaran, M ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:119-147.

Full description at Econpapers || Download paper

3069
101995Estimating long-run relationships from dynamic heterogeneous panels. (1995). Smith, Ronald ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:79-113.

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2930
111995Statistical inference in vector autoregressions with possibly integrated processes. (1995). Toda, Hiro Y. ; Yamamoto, Taku. In: Journal of Econometrics. RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250.

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2366
122008Manipulation of the running variable in the regression discontinuity design: A density test. (2008). McCrary, Justin . In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:698-714.

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2320
131999Spurious regression and residual-based tests for cointegration in panel data. (1999). Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:90:y:1999:i:1:p:1-44.

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2213
141974Spurious regressions in econometrics. (1974). Granger, Clive ; Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120.

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2180
152014On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:119-134.

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2124
161999Threshold effects in non-dynamic panels: Estimation, testing, and inference. (1999). Hansen, Bruce. In: Journal of Econometrics. RePEc:eee:econom:v:93:y:1999:i:2:p:345-368.

Full description at Econpapers || Download paper

1914
172008Regression discontinuity designs: A guide to practice. (2008). Lemieux, Thomas ; Imbens, Guido. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:615-635.

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1837
181982On the estimation of technical inefficiency in the stochastic frontier production function model. (1982). Schmidt, Peter ; Lovell, C. ; Materov, Ivan S. ; KNOX LOVELL, C. A., ; Jondrow, James. In: Journal of Econometrics. RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238.

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1691
192005Does matching overcome LaLondes critique of nonexperimental estimators?. (2005). Todd, Petra ; Smith, Jeffrey. In: Journal of Econometrics. RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353.

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1659
201992ARCH modeling in finance : A review of the theory and empirical evidence. (1992). Chou, Ray ; Bollerslev, Tim ; KRONER, Kenneth F.. In: Journal of Econometrics. RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59.

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1654
212006Generalized reduced rank tests using the singular value decomposition. (2006). Paap, Richard ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:133:y:2006:i:1:p:97-126.

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1638
222021Difference-in-differences with variation in treatment timing. (2021). Goodman-Bacon, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:254-277.

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1577
232021Difference-in-Differences with multiple time periods. (2021). Callaway, Brantly. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:200-230.

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1551
241999GMM estimation with cross sectional dependence. (1999). conley, timothy. In: Journal of Econometrics. RePEc:eee:econom:v:92:y:1999:i:1:p:1-45.

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1550
252007Approximately normal tests for equal predictive accuracy in nested models. (2007). West, Kenneth ; Clark, Todd. In: Journal of Econometrics. RePEc:eee:econom:v:138:y:2007:i:1:p:291-311.

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1483
262003What is an oil shock?. (2003). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398.

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1479
271982Formulation and estimation of dynamic models using panel data. (1982). hsiao, cheng ; Anderson, T. W.. In: Journal of Econometrics. RePEc:eee:econom:v:18:y:1982:i:1:p:47-82.

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1456
282007Estimation and inference in two-stage, semi-parametric models of production processes. (2007). Wilson, Paul ; Simar, Leopold. In: Journal of Econometrics. RePEc:eee:econom:v:136:y:2007:i:1:p:31-64.

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1452
291981Panel data and unobservable individual effects. (1981). Taylor, William ; Hausman, Jerry. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:155-155.

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1365
301996Residual-based tests for cointegration in models with regime shifts. (1996). Hansen, Bruce ; Gregory, Allan. In: Journal of Econometrics. RePEc:eee:econom:v:70:y:1996:i:1:p:99-126.

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1349
312008Testing slope homogeneity in large panels. (2008). Yamagata, Takashi ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:1:p:50-93.

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1294
322021Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. (2021). Abraham, Sarah ; Sun, Liyang. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:175-199.

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1234
331995On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. (1995). Kiviet, Jan. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:53-78.

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1191
341996Fractionally integrated generalized autoregressive conditional heteroskedasticity. (1996). Bollerslev, Tim ; Baillie, Richard ; Mikkelsen, Hans Ole. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:3-30.

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1158
351988Some recent development in a concept of causality. (1988). Granger, Clive. In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:1-2:p:199-211.

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1136
361997Further evidence on breaking trend functions in macroeconomic variables. (1997). Perron, Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:80:y:1997:i:2:p:355-385.

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1119
371976Exact and superlative index numbers. (1976). Diewert, Walter. In: Journal of Econometrics. RePEc:eee:econom:v:4:y:1976:i:2:p:115-145.

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1104
381986Random group effects and the precision of regression estimates. (1986). Moulton, Brent. In: Journal of Econometrics. RePEc:eee:econom:v:32:y:1986:i:3:p:385-397.

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1065
391990Analysis of time series subject to changes in regime. (1990). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70.

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998
401988Limited information estimators and exogeneity tests for simultaneous probit models. (1988). Rivers, Douglas ; Vuong, Quang H.. In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:3:p:347-366.

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986
412008Randomized experiments from non-random selection in U.S. House elections. (2008). Lee, David S.. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:675-697.

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960
421986Errors in variables in panel data. (1986). Hausman, Jerry ; Griliches, Zvi. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:1:p:93-118.

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916
431981Some properties of time series data and their use in econometric model specification. (1981). Granger, Clive. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:121-130.

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905
442005Reconsidering heterogeneity in panel data estimators of the stochastic frontier model. (2005). Greene, William. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:2:p:269-303.

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903
452003Testing for a unit root in the nonlinear STAR framework. (2003). snell, andy ; shin, yongcheol ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:112:y:2003:i:2:p:359-379.

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903
461994On discrimination and the decomposition of wage differentials. (1994). Ransom, Michael ; Oaxaca, Ronald. In: Journal of Econometrics. RePEc:eee:econom:v:61:y:1994:i:1:p:5-21.

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900
471994Autoregressive conditional heteroskedasticity and changes in regime. (1994). Hamilton, James ; Susmel, Raul . In: Journal of Econometrics. RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333.

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892
481988Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data. (1988). Coelli, Timothy ; Battese, George E.. In: Journal of Econometrics. RePEc:eee:econom:v:38:y:1988:i:3:p:387-399.

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886
491996Long memory processes and fractional integration in econometrics. (1996). Baillie, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:73:y:1996:i:1:p:5-59.

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856
501985Panel data from time series of cross-sections. (1985). Deaton, Angus. In: Journal of Econometrics. RePEc:eee:econom:v:30:y:1985:i:1-2:p:109-126.

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828
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11998Initial conditions and moment restrictions in dynamic panel data models. (1998). Blundell, Richard ; Bond, Stephen . In: Journal of Econometrics. RePEc:eee:econom:v:87:y:1998:i:1:p:115-143.

Full description at Econpapers || Download paper

1596
22021Difference-in-Differences with multiple time periods. (2021). Callaway, Brantly. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:200-230.

Full description at Econpapers || Download paper

1250
31995Another look at the instrumental variable estimation of error-components models. (1995). Bover, Olympia ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:29-51.

Full description at Econpapers || Download paper

1156
42021Difference-in-differences with variation in treatment timing. (2021). Goodman-Bacon, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:254-277.

Full description at Econpapers || Download paper

1136
52021Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. (2021). Abraham, Sarah ; Sun, Liyang. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:175-199.

Full description at Econpapers || Download paper

981
62014On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:119-134.

Full description at Econpapers || Download paper

836
72003Testing for unit roots in heterogeneous panels. (2003). shin, yongcheol ; Pesaran, M ; Im, Kyung So, . In: Journal of Econometrics. RePEc:eee:econom:v:115:y:2003:i:1:p:53-74.

Full description at Econpapers || Download paper

759
81986Generalized autoregressive conditional heteroskedasticity. (1986). Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:3:p:307-327.

Full description at Econpapers || Download paper

722
92008Testing slope homogeneity in large panels. (2008). Yamagata, Takashi ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:1:p:50-93.

Full description at Econpapers || Download paper

692
102002Unit root tests in panel data: asymptotic and finite-sample properties. (2002). Levin, Andrew ; Chu, Chia-Shang James ; Lin, Chien-Fu. In: Journal of Econometrics. RePEc:eee:econom:v:108:y:2002:i:1:p:1-24.

Full description at Econpapers || Download paper

648
111996Impulse response analysis in nonlinear multivariate models. (1996). Potter, Simon ; Pesaran, M ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:119-147.

Full description at Econpapers || Download paper

597
121999Threshold effects in non-dynamic panels: Estimation, testing, and inference. (1999). Hansen, Bruce. In: Journal of Econometrics. RePEc:eee:econom:v:93:y:1999:i:2:p:345-368.

Full description at Econpapers || Download paper

449
131999Spurious regression and residual-based tests for cointegration in panel data. (1999). Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:90:y:1999:i:1:p:1-44.

Full description at Econpapers || Download paper

421
142019Quantiles via moments. (2019). Santos Silva, João ; Santos Silva, J. M. C., ; Jose , . In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:145-173.

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376
152005A finite sample correction for the variance of linear efficient two-step GMM estimators. (2005). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:1:p:25-51.

Full description at Econpapers || Download paper

349
161977Formulation and estimation of stochastic frontier production function models. (1977). Schmidt, Peter ; Lovell, C. ; Aigner, Dennis ; Lovell, C. A. Knox, ; Lovell,C. A. Knox, ; Lovell, C. A. Knox, . In: Journal of Econometrics. RePEc:eee:econom:v:6:y:1977:i:1:p:21-37.

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331
172008Manipulation of the running variable in the regression discontinuity design: A density test. (2008). McCrary, Justin . In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:698-714.

Full description at Econpapers || Download paper

325
181992Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?. (1992). shin, yongcheol ; Schmidt, Peter ; Phillips, Peter ; Kwiatkowski, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178.

Full description at Econpapers || Download paper

318
191995Estimating long-run relationships from dynamic heterogeneous panels. (1995). Smith, Ronald ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:79-113.

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317
202015Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. (2015). Chudik, Alexander ; Pesaran, Hashem M. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:393-420.

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311
211999GMM estimation with cross sectional dependence. (1999). conley, timothy. In: Journal of Econometrics. RePEc:eee:econom:v:92:y:1999:i:1:p:1-45.

Full description at Econpapers || Download paper

291
222007Approximately normal tests for equal predictive accuracy in nested models. (2007). West, Kenneth ; Clark, Todd. In: Journal of Econometrics. RePEc:eee:econom:v:138:y:2007:i:1:p:291-311.

Full description at Econpapers || Download paper

291
231995Statistical inference in vector autoregressions with possibly integrated processes. (1995). Toda, Hiro Y. ; Yamamoto, Taku. In: Journal of Econometrics. RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250.

Full description at Econpapers || Download paper

272
242006Generalized reduced rank tests using the singular value decomposition. (2006). Paap, Richard ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:133:y:2006:i:1:p:97-126.

Full description at Econpapers || Download paper

268
252008Regression discontinuity designs: A guide to practice. (2008). Lemieux, Thomas ; Imbens, Guido. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:615-635.

Full description at Econpapers || Download paper

213
262007Estimation and inference in two-stage, semi-parametric models of production processes. (2007). Wilson, Paul ; Simar, Leopold. In: Journal of Econometrics. RePEc:eee:econom:v:136:y:2007:i:1:p:31-64.

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164
272003What is an oil shock?. (2003). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398.

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282020Doubly robust difference-in-differences estimators. (2020). Sant'Anna, Pedro ; Zhao, Jun. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:101-122.

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292011Volatility forecast comparison using imperfect volatility proxies. (2011). Patton, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:246-256.

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302019Climate risks and market efficiency. (2019). Hong, Harrison ; Xu, Jiangmin ; Li, Frank Weikai. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:265-281.

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312022Design-based analysis in Difference-In-Differences settings with staggered adoption. (2022). Imbens, Guido ; Athey, Susan. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:62-79.

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322005Does matching overcome LaLondes critique of nonexperimental estimators?. (2005). Todd, Petra ; Smith, Jeffrey. In: Journal of Econometrics. RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353.

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332009Identification of peer effects through social networks. (2009). Fortin, Bernard ; Djebbari, Habiba ; Bramoullé, Yann ; Bramoulle, Yann. In: Journal of Econometrics. RePEc:eee:econom:v:150:y:2009:i:1:p:41-55.

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342016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series. (2016). Whang, Yoon-Jae ; Oka, Tatsushi ; LINTON, OLIVER. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:251-270.

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352012A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model. (2012). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:164-177.

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362016Dynamic panels with threshold effect and endogeneity. (2016). shin, yongcheol ; Seo, Myunghwan . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:2:p:169-186.

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371982On the estimation of technical inefficiency in the stochastic frontier production function model. (1982). Schmidt, Peter ; Lovell, C. ; Materov, Ivan S. ; KNOX LOVELL, C. A., ; Jondrow, James. In: Journal of Econometrics. RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238.

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382005Reconsidering heterogeneity in panel data estimators of the stochastic frontier model. (2005). Greene, William. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:2:p:269-303.

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391974Spurious regressions in econometrics. (1974). Granger, Clive ; Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120.

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402008Panel data methods for fractional response variables with an application to test pass rates. (2008). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Econometrics. RePEc:eee:econom:v:145:y:2008:i:1-2:p:121-133.

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421981Panel data and unobservable individual effects. (1981). Taylor, William ; Hausman, Jerry. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:155-155.

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442015Quantile cointegration in the autoregressive distributed-lag modeling framework. (2015). shin, yongcheol ; Kim, Tae-Hwan ; Cho, Jin Seo. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:281-300.

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452001Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models. (2001). Andrews, Donald ; Lu, Biao. In: Journal of Econometrics. RePEc:eee:econom:v:101:y:2001:i:1:p:123-164.

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461994Testing for an unstable root in conditional and structural error correction models. (1994). Boswijk, H. Peter. In: Journal of Econometrics. RePEc:eee:econom:v:63:y:1994:i:1:p:37-60.

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472016A weak instrument F-test in linear IV models with multiple endogenous variables. (2016). Windmeijer, Frank ; Sanderson, Eleanor . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:212-221.

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482014The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert. In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:181-192.

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502008Randomized experiments from non-random selection in U.S. House elections. (2008). Lee, David S.. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:675-697.

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2024It never rains but it pours: Austerity and mortality rate in peripheral areas. (2024). Vidoli, Francesco ; Pignataro, Giacomo ; Guccio, Calogero. In: Economics & Human Biology. RePEc:eee:ehbiol:v:54:y:2024:i:c:s1570677x24000601.

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2024Where and why do politicians send pork? Evidence from central government transfers to French municipalities *. (2024). Fabre, Brice ; Sangnier, Marc. In: Institut des Politiques Publiques. RePEc:hal:ipppap:hal-04816627.

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2024Clustering with Potential Multidimensionality: Inference and Practice. (2024). Yap, Luther ; Xu, Ruonan. In: Papers. RePEc:arx:papers:2411.13372.

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2024Are the best tunes played on the oldest fiddles? Distribution and digitization of recorded classical music. (2024). Bahl, Utsav ; Muscarnera, Alessio ; Cuntz, Alexander ; Oguguo, Prince C. In: WIPO Economic Research Working Papers. RePEc:wip:wpaper:87.

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2024Where and why do politicians send pork? Evidence from central government transfers to French municipalities. (2024). Fabre, Brice ; Sangnier, Marc. In: AMSE Working Papers. RePEc:aim:wpaimx:2434.

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2024Where and why do politicians send pork? Evidence from central government transfers to French municipalities. (2024). Sangnier, Marc ; Fabre, Brice. In: Institut des Politiques Publiques. RePEc:hal:ipppap:hal-04930928.

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2024Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects. (2023). Spector, Asher ; Lei, Lihua ; Ji, Wenlong. In: Papers. RePEc:arx:papers:2310.08115.

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2024An information–Theoretic approach to partially identified auction models. (2024). Pinkse, Joris ; Jun, Sung Jae. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002828.

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2024Two results on auctions with endogenous entry. (2024). Zhu, YU ; Grundl, Serafin. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005268.

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2024Identification and estimation of dynamic structural models with unobserved choices. (2024). Xin, YI ; Hu, Yingyao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001520.

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2024A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701.

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2024Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Rahbek, Anders ; Mikosch, Thomas ; Vilandt, Frederik. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299.

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2024Robust Observation-Driven Models Using Proximal-Parameter Updates. (2022). van Dijk, Dick ; van Os, Bram ; Lange, Rutger-Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220066.

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2024An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations. (2022). Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2211.12376.

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2024Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919.

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2024Observation-driven filtering of time-varying parameters using moment conditions. (2024). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew ; Zamojski, Marcin. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003512.

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2024Modelling circular time series. (2024). Palumbo, Dario ; Hurn, Stan ; Harvey, Andrew ; Thiele, Stephen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001446.

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2024Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model. (2024). Mingoli, Gabriele. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240072.

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2024Dynamic kernel models. (2024). Vallarino, Pierluigi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240082.

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2024Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

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2024Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240062.

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2024Semiparametrically optimal cointegration test. (2024). Zhou, BO. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001611.

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2024Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

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2024Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2024An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202.

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2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

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2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Andres, Ramirez-Hassan ; Fung, Kwok Chun ; Liana, Jacobi ; Nhung, Nghiem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

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2024A Case Study on the Home Cooking Movement – Legalization, Market, and Competition. (2024). Gurung, Suraj ; Lai, John ; Chen, Lijun Angelia ; Ritacco, Jonathan. In: Applied Economics Teaching Resources (AETR). RePEc:ags:aaeatr:348259.

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2024Agree to Disagree: Measuring Hidden Dissents in FOMC Meetings. (2023). Yang, Zichao ; Tsang, Kwok Ping. In: Papers. RePEc:arx:papers:2308.10131.

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2024Investor sentiment or information content? A simple test for investor sentiment proxies. (2024). Lee, Geul ; Ryu, Doojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001475.

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2024Crypto news and policy innovations: Are European markets affected?. (2024). Bellia, Mario ; di Girolamo, Francesca ; Rho, Caterina ; Barbaglia, Luca. In: Working Papers. RePEc:jrs:wpaper:202407.

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2024A Green Wave in Media: A Change of Tack in Stock Markets. (2024). Bessec, Marie ; Fouquau, Julien. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1026-1057.

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2024Sentiment trading with large language models. (2024). Germano, Guido ; Kirtac, Kemal. In: Papers. RePEc:arx:papers:2412.19245.

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2024Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea. (2024). Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002700.

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2024Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis. (2024). Ali, Shoaib ; Bejaoui, Azza ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006306.

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2024Do markets pay attention to political disinformation?. (2024). Hubschmid-Vierheilig, Elena ; Hartwell, Christopher A. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013953.

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2024Understanding Discrimination in College Admissions: A Field Experiment. (2024). Sigaud, Liam ; Pereira, Hugo Vaca ; Gaddis, Michael S ; Warren, Patrick L ; Melo, Vitor. In: SocArXiv. RePEc:osf:socarx:5ctms_v1.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Country Statistical Capacity: A Recent Assessment Tool and Further Reflections on the Way Forward. (2024). Dang, Hai-Anh ; Stacy, Brian ; Serajuddin, Umar ; Jolliffe, Dean. In: IZA Discussion Papers. RePEc:iza:izadps:dp16892.

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2024Country Statistical Capacity: A Recent Assessment Tool and Further Reflections on the Way Forward. (2024). Jolliffe, Dean ; Dang, Hai-Anh ; Stacy, Brian ; Serajuddin, Umar. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1411.

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2024Estimating urban GDP growth using nighttime lights and machine learning techniques in data poor environments: The case of South Sudan. (2024). Mawejje, Joseph ; McSharry, Patrick. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001951.

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2024Regional resilience during a trade war: The role of global connections and local networks. (2024). Wang, Wenyu ; Zhang, Peng ; Li, Jing ; He, Canfei. In: Journal of World Business. RePEc:eee:worbus:v:59:y:2024:i:5:s1090951624000476.

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2024COVID-19 Pandemic and Ghana€™s Economy: A Deep Dive into Economic Indicators. (2024). Peprah, Williams Kwasi ; Sabas, Lucile ; Kwakye, Daniel Adofo ; Owusu-Yeboah, Ebenezer ; Anowuo, Isaac. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-16.

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2024Impact of China on commodity exporters. (2024). Saraf, Richa ; Chatterjee, Arpita. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1462-1491.

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2024Reviewing Assessment Tools for Measuring Country Statistical Capacity. (2024). Serajuddin, Umar ; Dang, Hai-Anh ; Stacy, Brian William ; Pullinger, John James. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10717.

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2024Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

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2024Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review. (2024). Ditlevsen, Susanne ; Levakova, Marie. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:160-193.

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2024Statistical inference for rough volatility: Central limit theorems. (2022). Szymanski, Gr'Egoire ; Rosenbaum, Mathieu ; Liu, Yanghui ; Hoffmann, Marc ; Chong, Carsten. In: Papers. RePEc:arx:papers:2210.01216.

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2024Volatility of Volatility and Leverage Effect from Options. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137.

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2024Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Trends in temperature data: Micro-foundations of their nature. (2024). Gonzalo, Jesus ; Ramos, Andrey ; Gadea-Rivas, Maria Dolores. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004762.

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2024Unlocking the potential of natural resources, fintech and fiscal policy for carbon neutrality; evidence from N-11 nations. (2024). Feng, Shaohuai ; Mohd, Mohd Wira ; Ren, Jie. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007116.

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2024Jump detection in high-frequency order prices. (2024). Ristig, Alexander ; Hautsch, Nikolaus ; Bibinger, Markus. In: Papers. RePEc:arx:papers:2403.00819.

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2024Integrated Variance Estimation for Assets Traded in Multiple Venues. (2024). Schweiker, Karsten ; Dias, Gustavo Fruet. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-04.

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2024A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling. (2024). David, S A ; Kristoufek, L ; Queiroz, R. G. S., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005557.

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2024Alternative Models of Preference Heterogeneity for Elicited Choice Probabilities. (2024). Yoo, Hong Il ; Walker, Matthew ; Kettlewell, Nathan. In: IZA Discussion Papers. RePEc:iza:izadps:dp16821.

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2024The nature, causes, and consequences of inter-regional inequality. (2024). Storper, Michael ; Buchholz, Maximilian ; Bathelt, Harald. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123014.

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2024Too Cold to Venture There? January Temperature and Immigrant Self-Employment Across the United States. (2024). Winters, John ; Lee, Jun Yeong. In: Economic Development Quarterly. RePEc:sae:ecdequ:v:38:y:2024:i:4:p:249-270.

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2024Beliefs About Maternal Labor Supply. (2024). Rauh, Christopher ; Kaufmann, Katja ; Golin, Marta ; Boneva, Teodora. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:300.

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2024The Causal Impact of Gender Norms on Mothers’ Employment Attitudes and Expectations. (2024). Wiederhold, Simon ; Hermes, Henning ; Peter, Frauke ; Lergetporer, Philipp ; Krauss, Marina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11572.

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2024The Causal Impact of Gender Norms on Mothers Employment Attitudes and Expectations. (2024). Wiederhold, Simon ; Hermes, Henning ; Lergetporer, Philipp ; Krauss, Marina ; Peter, Frauke. In: IZA Discussion Papers. RePEc:iza:izadps:dp17543.

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2024The causal impact of gender norms on mothers employment attitudes and expectations. (2024). Wiederhold, Simon ; Peter, Frauke ; Lergetporer, Philipp ; Krauss, Marina ; Hermes, Henning. In: IWH Discussion Papers. RePEc:zbw:iwhdps:308051.

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2024The Causal Impact of Gender Norms on Mothers’ Employment Attitudes and Expectations. (2024). Hermes, Henning ; Krauss, Marina ; Lergetporer, Philipp ; Wiederhold, Simon ; Peter, Frauke. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1216.

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2024Information about Inequality in Early Child Care Reduces Polarization in Policy Preferences. (2024). Wiederhold, Simon ; Hermes, Henning ; Schwerdt, Guido ; Lergetporer, Philipp ; Mierisch, Fabian. In: Working Papers. RePEc:hka:wpaper:2024-021.

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2024Analyzing health outcomes measured as bounded counts. (2024). Mullahy, John. In: Journal of Health Economics. RePEc:eee:jhecon:v:95:y:2024:i:c:s0167629624000201.

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2024Rounding the (Non)Bayesian Curve: Unraveling the Effects of Rounding Errors in Belief Updating. (2024). Bland, James ; Rosokha, Yaroslav. In: Purdue University Economics Working Papers. RePEc:pur:prukra:1353.

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2024Eliciting expectation uncertainty from private households. (2024). Dovern, Jonas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:113-123.

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2024The Real Effects of Brexit on Labor Demand: Evidence from Firm-level Data. (2024). Duong, Kiet ; Do, Hang ; Vu, Nam T ; Huynh, Toan. In: Working Papers. RePEc:cgs:wpaper:117.

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2024The inflation expectations of U.S. firms: Evidence from a new survey. (2024). Gorodnichenko, Yuriy ; Coibion, Olivier ; Candia, Bernardo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000229.

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2024Uncertainty, populism and foreign direct investment: the state of play in economic research. (2024). Andrijic, Marijana. In: Public Sector Economics. RePEc:ipf:psejou:v:48:y:2024:i:4:p:465-491.

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2024Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367.

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2024The Decision Maker Panel: a user’s guide. (2024). Mizen, Paul ; bloom, nicholas ; Menzies, Craig ; Khan, Sami ; Crundwell, Alice ; Bunn, Philip ; Yotzov, Ivan ; Thwaites, Gregory ; Shah, Krishan ; Sculthorpe, Molly. In: Bank of England working papers. RePEc:boe:boeewp:1096.

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2024The Impact of a Peer-to-Peer Mentoring Program on University Choices and Performance. (2024). Loviglio, Annalisa ; Bortolotti, Stefania. In: Working Papers. RePEc:bol:bodewp:wp1192.

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2024Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Nowcasting the output gap with shadow rates. (2024). Kempa, Bernd ; Dubbert, Tore. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000661.

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2024Geopolitical Risks and Energy Uncertainty: Implications for Global and Domestic Energy Prices. (2024). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2413.

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2024Asymmetric Gradualism in US Monetary Policy. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240074.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2024Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni G. In: Economics. RePEc:ice:wpaper:wp95.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2024Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume. (2024). Rudebusch, Glenn ; Gobel, Maximilian ; Diebold, Francis X ; Zhang, Boyuan ; Coulombe, Philippe Goulet. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623003615.

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2024Optimal multi-action treatment allocation: A two-phase field experiment to boost immigrant naturalization. (2023). Hangartner, Dominik ; Kurer, Selina ; Stampi-Bombelli, Alessandra ; Ahrens, Achim. In: Papers. RePEc:arx:papers:2305.00545.

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2024Individualized Treatment Allocation in Sequential Network Games. (2023). Wang, Guanyi ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2302.05747.

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2024Individualized Policy Evaluation and Learning under Clustered Network Interference. (2023). Imai, Kosuke ; Zhang, YI. In: Papers. RePEc:arx:papers:2311.02467.

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2024A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances. (2024). Tabord-Meehan, Max ; Shaikh, Azeem M ; Bai, Yuehao. In: Papers. RePEc:arx:papers:2405.03910.

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2024The Dynamic and Heterogeneous Effects of COVID-19 Vaccination Mandates in the USA. (2024). Nguyen, Lan Anh ; Nghiem, Son ; Hoang, Viet-Ngu. In: TSE Working Papers. RePEc:tse:wpaper:129950.

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2024Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data. (2024). Wijler, Etienne ; Reuvers, Hanno. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002361.

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2024Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients. (2024). Parrella, Maria Lucia ; Niglio, Marcella ; Giordano, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:771-799.

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2024.

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2024Higher-order spatial autoregressive varying coefficient model: estimation and specification test. (2024). Wang, Yuping ; Li, Tizheng. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00944-8.

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2024Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671.

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2024Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan ; Li, Mengheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2024Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003639.

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2024Blended identification in structural VARs. (2024). Marcellino, Massimiliano ; Carriero, Andrea ; Tornese, Tommaso. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000345.

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2024Higher-Order Moment Inequality Restrictions for SVARs. (2024). ferroni, filippo ; Melosi, Leonardo ; Andrade, Philippe. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1537.

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2024Identification of spatial spillovers: Do’s and donts. (2024). Debarsy, Nicolas ; le Gallo, Julie. In: Post-Print. RePEc:hal:journl:hal-04549691.

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2024Non‐parametric Estimator for Conditional Mode with Parametric Features. (2024). Wang, Tao. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:44-73.

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2024Estimating the effects of demographics on interest rates: A robust Bayesian perspective. (2024). Ho, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001781.

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2024Adaptive Estimation of Intersection Bounds: a Classification Approach. (2023). Semenova, Vira. In: Papers. RePEc:arx:papers:2303.00982.

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2024Treatment Evaluation at the Intensive and Extensive Margins. (2024). Veliyev, Bezirgen ; Kaufmann, Asbjorn ; Heiler, Phillip. In: Papers. RePEc:arx:papers:2412.11179.

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2024Heterogeneous treatment effect bounds under sample selection with an application to the effects of social media on political polarization. (2024). Heiler, Phillip. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s030440762400201x.

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2024Spillovers in criminal networks: Evidence from co-offender deaths. (2024). Lindquist, Matthew ; Vlassopoulos, Michael ; Patacchini, Eleonora ; Zenou, Yves. In: IFS Working Papers. RePEc:ifs:ifsewp:24/56.

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2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Oh, Minseog ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202420.

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2024Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033.

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2024Penalized Convex Estimation in Dynamic Location-Scale models. (2024). Chentoufi, Reda Alami. In: MPRA Paper. RePEc:pra:mprapa:123283.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Koo, Bonsoo ; Seo, Myung Hwan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828.

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2024Tax Complexity and Firm Tax Evasion: A Cross-Country Investigation. (2024). Pratiwi, Intan ; Salleh, Fauzilah ; Mahmud, Gustofan ; Saptono, Prianto Budi ; Khozen, Ismail ; Purwanto, Dwi. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:5:p:97-:d:1381828.

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2024An Exploration of the Relationship Between Digital Village Construction and Agroecological Efficiency in China. (2024). Jin, Xing ; Yang, Xinglong ; Wang, Yunuo. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:10103-:d:1524589.

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2024How Does China’s Agricultural Subsidy Policy Drive More Commercially Productive Small Farmers? The Role of Farmland Scale, Labor Supply, and Cropping Structural Change. (2024). Jabbar, Awais ; Zhang, Jian ; Li, Xin. In: Land. RePEc:gam:jlands:v:13:y:2024:i:12:p:2058-:d:1533899.

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2024On co-dependent power-law behavior across cryptocurrencies. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003258.

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2024Labor dynamics and unions: An empirical analysis through Okuns Law. (2024). Zambrano-Monserrate, Manuel. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:613-628.

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2024Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice. (2024). Mourifie, Ismael ; Meango, Romuald ; Henry, Marc. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002877.

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2024Estimating the roughness exponent of stochastic volatility from discrete observations of the realized variance. (2023). Schied, Alexander ; Han, Xiyue. In: Papers. RePEc:arx:papers:2307.02582.

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2024Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility. (2024). Christensen, Peter ; Bennedsen, Mikkel. In: Papers. RePEc:arx:papers:2403.12653.

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2024Deep learning interpretability for rough volatility. (2024). Brigo, Damiano ; Jacquier, Antoine ; Pede, Nicola ; Yuan, BO. In: Papers. RePEc:arx:papers:2411.19317.

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2024Multivariate Rough Volatility. (2024). Pigato, Paolo ; Giorgio, Giacomo ; Dugo, Ranieri. In: Papers. RePEc:arx:papers:2412.14353.

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2024Multivariate Rough Volatility. (2024). Pigato, Paolo ; Dugo, Ranieri ; Giorgio, Giacomo. In: CEIS Research Paper. RePEc:rtv:ceisrp:589.

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2024PySDTest: a Python Package for Stochastic Dominance Tests. (2023). Whang, Yoon-Jae ; Lee, Kyungho. In: Papers. RePEc:arx:papers:2307.10694.

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2024
2024A quantile-based nonadditive fixed effects model. (2024). Liu, Xin. In: Papers. RePEc:arx:papers:2405.03826.

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2024
2024Climate risk and corporate ESG performance: Evidence from China. (2024). Yin, Zhujia ; Deng, Rantian ; Zhao, Lili ; Xia, Jiejin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001700.

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2024Fighting crime to improve recycling: Evaluating an anti-mafia policy on source separation of waste. (2024). Cantabene, Claudia ; Baraldi, Anna Laura ; de Iudicibus, Alessandro. In: Ecological Economics. RePEc:eee:ecolec:v:224:y:2024:i:c:s0921800924001885.

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2024The Great Lockdown and the Small Business: Impact, Channels and Adaptation to the Covid Pandemic. (2024). Marouani, Mohamed ; Chauvet, Lisa ; Le, Minh-Phuong. In: World Development. RePEc:eee:wdevel:v:182:y:2024:i:c:s0305750x24001438.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024High-dimensional low-rank tensor autoregressive time series modeling. (2024). Li, Guodong ; Zheng, Yao ; Wang, DI. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002609.

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2024Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319.

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2024Unveiling True Talent: The Soccer Factor Model for Skill Evaluation. (2024). Andorra, Alexandre ; Gobel, Maximilian. In: Papers. RePEc:arx:papers:2412.05911.

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2024Differences in On-the-Job Learning across Firms. (2024). Saltiel, Fernando ; Arellano-Bover, Jaime. In: Working Papers. RePEc:aoz:wpaper:317.

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2024Differences in On-the-Job Learning across Firms. (2024). Arellano-Bover, Jaime ; Saltiel, Fernando. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11031.

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2024Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity. (2024). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:123060.

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2024Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

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2024Drivers of COVID-19 in U.S. counties: A wave-level analysis. (2024). Otero, Jesus ; HENRY, MIGUEL ; Garcia-Suaza, Andres ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1067.

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2024A Split-Treatment Design. (2024). Bonnier, Jean-Baptiste. In: Working Papers. RePEc:crb:wpaper:2024-11.

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2024Heavy industry regulations, hospitalization, and medical expenditures: Evidence from micro-level medical records in a northeast Chinese city. (2024). Yan, Qianhui ; Wang, Xuebin ; Zhang, Lvqing. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007466.

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2024Wild bootstrap inference for instrumental variables regressions with weak and few clusters. (2024). Zhang, Yichong ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000733.

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2024Motivating collusion. (2024). Aldokas, Alminas ; Ma, Fangyuan ; Ha, Sangeun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000217.

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2024Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators. (2024). Basu, Deepankar. In: Statistics & Probability Letters. RePEc:eee:stapro:v:213:y:2024:i:c:s0167715224001573.

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2024Finance and intergenerational mobility: Evidence from US banking reforms. (2024). Kampanelis, Sotiris ; Chronopoulos, Dimitris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:226:y:2024:i:c:s0167268124002798.

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2024Abandoning disaster relief and stimulating insurance demand through premium subsidies. (2024). Schiller, Jrg ; Philippi, Tim. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:339-382.

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2024Public Healthcare Financing during Counterinsurgency Efforts: Evidence from Colombia. (2024). Lordemus, Samuel ; Morenoserra, Rodrigo ; Kreif, Noemi. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1230-1259.

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2024Adoption of abatement technology in an uncertain world: An experiment. (2024). Ma, Teng. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:225:y:2024:i:c:p:51-87.

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2024Gang rule: Understanding and Countering Criminal Governance. (2024). Tobon, Santiago ; Lessing, Benjamin ; Blattman, Christopher ; Duncan, Gustavo. In: SocArXiv. RePEc:osf:socarx:5nyqs_v1.

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2024Bail out the money printer? The impact of fiscal indemnity on central bank profitability. (2024). Yang, Dianyi. In: SocArXiv. RePEc:osf:socarx:wz75m_v2.

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2024Stock market volatility predictability: new evidence from energy consumption. (2024). Lu, Fei ; Ma, Feng ; Bouri, Elie. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04130-x.

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2024Asymptotically efficient estimation of Ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations. (2024). Chiba, Kohei ; Takabatake, Tetsuya. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:27:y:2024:i:1:d:10.1007_s11203-023-09300-3.

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2024Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024The nonlinear road to happiness: Making sense of ESGD impacts on well-being. (2024). Belyaeva, Zhanna ; Alnafrah, Ibrahim. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:365-381.

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2024Replication: The money illusion effect in a Brazilian sample and meta-analyses. (2024). Fatori, Daniel ; Bastos, Rafael ; Tsushima, Milena Yumi ; de Moraes, Mariana ; Batistuzzo, Marcelo Camargo ; Seda, Leonardo ; Borborema, Rodrigo Sardinha. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:104:y:2024:i:c:s0167487024000527.

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2024Can asymmetry, long memory, and current return information improve crude oil volatility prediction? ——Evidence from ASHARV-MIDAS model. (2024). Hao, Xiaozhen ; Liu, Junjie ; Chen, Zhenlong. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004501.

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2024Forecasting Chinese stock market volatility with high-frequency intraday and current return information. (2024). Wang, Yuyao ; Han, Yang ; Wu, Xinyu ; Zhao, AN. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002099.

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2024Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?—Evidence from SHARV-MGJR model. (2024). Chen, Zhenlong ; Hao, Xiaozhen ; Liu, Junjie. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007876.

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2024GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; Dong, Chaohua ; Cheng, Tingting ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982.

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2024Dynamic behaviors and non-instantaneous impulsive vaccination of an SAIQR model on complex networks. (2024). Wang, Jinrong ; Fu, Xinjie. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:465:y:2024:i:c:s0096300323005945.

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2024High frequency monitoring of credit creation: A new tool for central banks in emerging market economies. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000991.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x.

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2024Too fast or too slow: The speed and persistence of adoption of conservation agriculture in southern Africa. (2024). Alene, Arega ; Tufa, Adane ; Marenya, Paswel ; Ngoma, Hambulo ; Chikoye, David ; Thierfelder, Christian ; Matin, Md Abdul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004876.

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2024Inter-order relations between equivalence for Lp-quantiles of the Students t distribution. (2024). Petrella, Lea ; Merlo, Luca ; Bignozzi, Valeria. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:44-50.

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2024Nonparametric estimation of stochastic frontier models with weak separability. (2024). Centorrino, Samuele ; Parmeter, Christopher F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003573.

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2024Household water bill perception in Brazil. (2024). Sosa, Ben Solis ; Serebrisky, Tomas ; Machado, Kleber B ; Libra, Jesse M ; Perez-Urdiales, Maria. In: Utilities Policy. RePEc:eee:juipol:v:87:y:2024:i:c:s0957178723002163.

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2024“Wrong” skewness and endogenous regressors in stochastic frontier models: an instrument-free copula approach with an application to estimate firm efficiency in Vietnam. (2024). Haschka, Rouven E. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:62:y:2024:i:1:d:10.1007_s11123-024-00722-6.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Autoregressive conditional betas. (2024). Laurent, Sébastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003469.

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2024Inventors Coworker Networks and Innovation. (2024). Di Addario, Sabrina ; Serafinelli, Michel ; Feng, Zhexin. In: Development Working Papers. RePEc:csl:devewp:497.

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2024The effects of hiring credits on firm dynamics: a synthetic difference-in-differences evaluation. (2024). Scarlato, Margherita ; Patriarca, Fabrizio ; Santoni, Edoardo. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1546.

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2024On the Asymmetrical Sensitivity of the Distribution of Real Wages to Business Cycle Fluctuations. (2024). Portugal, Pedro ; Costa, Eduardo ; Barrela, Rodrigo. In: IZA Discussion Papers. RePEc:iza:izadps:dp16911.

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2024How does worker mobility affect business adoption of a new technology? The case of machine learning. (2024). Forman, Chris ; Balasubramanian, Natarajan ; Chen, Ruyu. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:8:p:1510-1538.

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2024AI adoption in America: Who, what, and where. (2024). Zolas, Nikolas ; Kroff, Zachary ; Foster, Lucia ; Dinlersoz, Emin ; Brynjolfsson, Erik ; McElheran, Kristina ; Li, Frank J. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:33:y:2024:i:2:p:375-415.

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2024Expansions in paid parental leave and mothers’ economic progress. (2024). Francesconi, Marco ; Corekcioglu, Gozde ; Kunze, Astrid. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s0014292124001740.

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2024Population interference in panel experiments. (2024). Bojinov, Iavor ; Basse, Guillaume ; Han, Kevin. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002816.

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2024Breaking Barriers: The Impact of Employer Exposure to Immigrants. (2024). Sousa Pereira, Nuno ; Lehrer, Steven ; Lepage, Louis-Pierre. In: Working Paper Series. RePEc:hhs:sofiwp:2024_002.

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2024Immigrant-native gaps of unemployment and permanent employment in Japan. (2024). Liu, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1443-1463.

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2024The Labor Market Costs of Job Displacement by Migrant Status. (2024). Balgova, Maria ; Illing, Hannah. In: IZA Discussion Papers. RePEc:iza:izadps:dp17496.

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2024Job ladders and labour market assimilation of immigrants. (2024). Gorshkov, Andrei. In: Labour Economics. RePEc:eee:labeco:v:90:y:2024:i:c:s0927537124000897.

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2024The labour market costs of job displacement by migrant status. (2024). Illing, Hannah ; Balgova, Maria. In: Bank of England working papers. RePEc:boe:boeewp:1099.

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2024Exploring the impact of key performance factors on energy markets: From energy risk management perspectives. (2024). Tiwari, Aviral Kumar ; Eachempati, Prajwal ; Srivastava, Praveen Ranjan ; Mangla, Sachin Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000811.

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2024Coal mine gas emission prediction based on multifactor time series method. (2024). Wang, Lin ; Li, Shugang ; Lin, Haifei ; Zhou, Jie ; Tian, YU ; Ge, Jiaqi. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:252:y:2024:i:c:s0951832024005155.

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2024Gas turbine multi-working conditions identification and performance prediction based on deep learning and knowledge. (2024). Wang, Yueyang ; Sa, Guodong ; Hou, Mingjie ; Liu, Zhenyu ; Tan, Jianrong ; Xin, Xiaopeng. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224027853.

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2024Incentive compatibility and respondent beliefs: Consequentiality and game form. (2024). Vossler, Christian A ; Rondeau, Daniel. In: Working Papers. RePEc:ten:wpaper:2024-02_1.

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2024Inference on the best policies with many covariates. (2024). Wang, Jingshen ; Zheng, Zeyu ; Zhou, Yuqing ; Wei, Waverly. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623001549.

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2024Locally robust semiparametric estimation of sample selection models without exclusion restrictions. (2024). Pan, Zhewen ; Zhang, Yifan. In: Papers. RePEc:arx:papers:2412.01208.

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2024Identification and estimation of unconditional policy effects of an endogenous binary treatment: An unconditional MTE approach. (2024). Sun, Yixiao ; Martinez-Iriarte, Julian. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624002033.

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2024Frontiers: A Simple Forward Difference-in-Differences Method. (2024). Li, Kathleen T. In: Marketing Science. RePEc:inm:ormksc:v:43:y:2024:i:2:p:267-279.

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2024Optimal initial donor selection for the synthetic control method. (2024). Cerulli, Giovanni. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004609.

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2024On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs. (2024). Okamoto, Yuta ; Ozaki, Yuuki. In: Papers. RePEc:arx:papers:2412.04265.

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2024GLS under monotone heteroskedasticity. (2024). Arai, Yoichi ; Otsu, Taisuke ; Xu, Mengshan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125941.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2024Good enough for outstanding growth: The experience of Bangladesh in comparative perspective. (2024). Wacker, Konstantin. In: Development Policy Review. RePEc:bla:devpol:v:42:y:2024:i:2:n:e12750.

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2024A powerful local governments optimal discretion in simple menu contract of monopoly regulation. (2024). Ren, Qiyu ; Hao, Peng ; Wang, Jiancheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:280-300.

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2024Simulation methods and error analysis for trawl processes and ambit fields. (2024). , Almut ; Leonte, Dan. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:518-542.

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2024Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns. (2023). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564.

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2024Heteroscedasticity of residual spending after risk equalization: a potential source of selection incentives in health insurance markets with premium regulation. (2024). Douven, Rudy ; van Kleef, Richard C ; Oskam, Michel. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:25:y:2024:i:3:d:10.1007_s10198-023-01592-9.

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2024The volatility mechanism and intelligent fusion forecast of new energy stock prices. (2024). Hong, Wei-Chiang ; Yeh, Yi-Hsuan ; Peng, Li-Ling ; Fan, Guo-Feng ; Zhang, Ruo-Tong ; Cao, Cen-Cen. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00621-7.

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2024Beliefs about social norms and gender-based polarization of COVID-19 vaccination readiness. (2024). Lergetporer, Philipp ; Glatzle-Rutzler, Daniela ; Angerer, Silvia ; Rittmannsberger, Thomas. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292123002684.

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2024Power enhancement for testing multi-factor asset pricing models via Fisher’s method. (2024). Xue, Lingzhou ; Yao, Jiawei ; Yu, Xiufan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623001525.

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2024Mean–variance optimization under affine GARCH: A utility-based solution. (2024). Escobar Anel, Marcos ; Spies, Ben ; Escobar-Anel, Marcos ; Zagst, Rudi. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011212.

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2024Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves. (2024). Su, GE ; Hong, Zhiwu ; Lin, Mucai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:597-615.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Closing the clean cooking gap: Which policies and institutional qualities matter?. (2024). , Siti ; Bin, Abdul Rais ; Shittu, Ibrahim. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005499.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2024High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media. (2024). Sasaki, Yuya ; Wang, Yulong ; Tao, Jing. In: Papers. RePEc:arx:papers:2403.01318.

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2024A simple but powerful tail index regression. (2024). Joao, Nicolau. In: Working Papers. RePEc:ptu:wpaper:w202412.

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2024Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler. (2024). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi. In: Papers. RePEc:arx:papers:2404.13986.

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2024A Learning Model with Memory in the Financial Markets. (2024). Mishra, Tapas ; DIEBOLT, Claude ; Chandrasena, Supun ; Sing, Shikta ; Enilov, Martin ; Alhussain, Abdullah ; Shi, Yue. In: Working Papers. RePEc:afc:wpaper:06-24.

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2024The gray zone: How not imposing a strict lockdown at the beginning of a pandemic can cost many lives. (2024). Crudu, Federico ; Tiezzi, Silvia ; di Stefano, Roberta ; Mellace, Giovanni. In: Labour Economics. RePEc:eee:labeco:v:89:y:2024:i:c:s0927537124000757.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

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2024Deconvolution from two order statistics. (2024). Xiao, Ruli ; Luo, Yao ; Cho, Joonhwan. In: Papers. RePEc:arx:papers:2403.17777.

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2024Weak Identification with Many Instruments. (2023). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535.

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2024A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

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2024Testing for Peer Effects without Specifying the Network Structure. (2023). Liu, Xiaodong ; Jung, Hyunseok. In: Papers. RePEc:arx:papers:2306.09806.

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2024Supporting early childhood development remotely: Experimental evidence from SMS messages. (2024). Naslund-Hadley, Emma ; Namen, Olga ; Hernandez-Agramonte, Juan Manuel ; Biehl, Maria Loreto. In: Journal of Development Economics. RePEc:eee:deveco:v:166:y:2024:i:c:s0304387823001578.

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2024Estimating Spillover Effects in the Presence of Isolated Nodes. (2024). Kim, Bora. In: Papers. RePEc:arx:papers:2412.05919.

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2024Spatial Diffusion of Economic Shocks in the Labor Market: Evidence from a Mining Boom and Bust. (2024). Rickardsson, Jonna ; Rodrguez-Puello, Gabriel. In: OSF Preprints. RePEc:osf:osfxxx:tzmf2_v1.

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2024Nonparametric identification and estimation of stochastic block models from many small networks. (2024). Jochmans, Koen. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001519.

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2024Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators. (2024). Robins, James M ; Mukherjee, Rajarshi ; Liu, Lin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623002166.

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2024Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization. (2024). Jiang, Wenyu ; Song, Yanglei ; Zhao, Zixuan ; Tu, Dongsheng. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:2:p:861-890.

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2024Inference after discretizing unobserved heterogeneity. (2024). Mugnier, Martin ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2412.07352.

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2024.

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2024Inference after discretizing unobserved heterogeneity. (2024). Mugnier, Martin ; Beyhum, Jad. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04840588.

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2024An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

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2024Factor and Idiosyncratic VAR-Ito Volatility Models for Heavy-Tailed High-Frequency Financial Data. (2024). Fan, Jianqing ; Kim, Donggyu ; Shin, Minseok ; Wang, Yazhen. In: Working Papers. RePEc:ucr:wpaper:202415.

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2024Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751.

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2024The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531.

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2024Consumption in asset returns. (2024). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126152.

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2024Risks of heterogeneously persistent higher moments. (2024). Baruník, Jozef ; Kurka, Josef ; Barunk, Jozef. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005052.

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2024Global mispricing matters. (2024). Yu, Jiasheng ; Liu, Hongkui ; Tang, Guohao ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001232.

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2024Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2024Time-Varying Factor Model Components for Effective Momentum Strategy. (2024). van Dijk, Herman ; Hoogerheide, Lennart ; Cross, Jamie. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240068.

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2024The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133.

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2024A nonparametric test of mth-degree inverse stochastic dominance. (2024). Hu, Shiyun ; Sun, Zhenting ; Jiang, Hongyi. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004622.

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2024Reproducible Aggregation of Sample-Split Statistics. (2023). Romano, Joseph P ; Ritzwoller, David M. In: Papers. RePEc:arx:papers:2311.14204.

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2024Uniform Inference for Subsampled Moment Regression. (2024). Syrgkanis, Vasilis ; Ritzwoller, David M. In: Papers. RePEc:arx:papers:2405.07860.

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2024Application barriers and the socioeconomic gap in child care enrollment. (2024). Hermes, Henning ; Wiederhold, Simon ; Peter, Frauke ; Lergetporer, Philipp. In: IWH Discussion Papers. RePEc:zbw:iwhdps:289798.

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2024Inference on LATEs with covariates. (2024). Nibbering, Didier ; Boot, Tom. In: Papers. RePEc:arx:papers:2402.12607.

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2024Estimating Counterfactual Distribution Functions via Optimal Distribution Balancing with Applications. (2024). Wu, Yaqian ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202415.

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2024Double debiased transfer learning for adaptive Huber regression. (2024). Lian, Heng ; Wang, Lei. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1472-1505.

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2024Neglected Heterogeneity, Simpson’s Paradox, and the Anatomy of Least Squares. (2024). Rainer, Winkelmann. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:13:y:2024:i:1:p:131-144:n:7.

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2024Energy intensity constraints and corporate investment strategies: Evidence from Chinese listed enterprises. (2024). Chen, Zhanbo ; Hao, Zixuan ; Ge, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004963.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2024Geometric Deep Learning for Realized Covariance Matrix Forecasting. (2024). Zhang, Chao ; Palma, Michele ; Bucci, Andrea. In: Papers. RePEc:arx:papers:2412.09517.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Sohn, Wook ; Jombo, Wytone ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165.

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2024A systematic literature review of the implications of media on inflation expectations. (2024). Law, Chee-Hong ; Goh, Kim Huat. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00591-2.

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2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

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2024Public Opinion and Chinese Exports: Evidence from Twitter Sentiment Analysis. (2024). Wu, Yanrui ; Wang, Haicheng ; Deng, Yuping. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:24-03.

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2024Functional Spatial Autoregressive Models. (2024). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2402.14763.

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2024Testing linearity of spatial interaction functions \`a la Ramsey. (2024). Lee, Jungyoon ; Rossi, Francesca ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2412.14778.

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2024Predictive ability tests with possibly overlapping models. (2024). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

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2024Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Neaimeh, Andrios ; Karaki, Mohamad B. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571.

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2024Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

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2024Does the inflation pass-through of gasoline price shocks depend on the level of inflation?. (2024). Grundler, Daniel. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524004129.

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2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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2024Communicating about Monetary Policy: A speech at Central Bank Communications: Theory and Practice,” a conference hosted by the Federal Reserve Bank of Cleveland, Cleveland, Ohio., May 13, 2024. (2024). Jefferson, Philip N. In: Speech. RePEc:fip:fedgsq:98225.

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2024Effects of the ECB’s communication on government bond spreads. (2024). Garcia, Sebastian Camarero ; Zimmermann, Lilli ; Russnak, Jan ; Neugebauer, Frederik. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000287.

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2024Monetary policy in the news: communication pass-through and inflation expectations. (). Sandri, Damiano ; Mijakovic, Andrej ; Maurin, Alexis ; de Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:1231.

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2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin. In: Working Paper Series. RePEc:hhs:rbnkwp:0434.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024REINVIGORATING GVA NOWCASTING IN THE POSTPANDEMIC PERIOD: A CASE STUDY FOR INDIA. (2024). Ghosh, Saurabh ; Bhadury, Soumya. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:sig:p:95-130.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871.

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2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

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2024E-commerce and foreign direct investment: pioneering a new era of trade strategies. (2024). He, Yugang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03062-w.

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2024.

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2024Inference for low-rank completion without sample splitting with application to treatment effect estimation. (2024). Liao, Yuan ; Kwon, Hyukjun ; Choi, Jungjun. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000289.

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2024Missing values handling for machine learning portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000382.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024Causal inference using factor models. (2024). Bai, Jushan ; Wang, Peng. In: MPRA Paper. RePEc:pra:mprapa:120585.

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2024Food security and the COVID-19 employment shock in Nigeria: Any ex-ante mitigating effects of past remittances?. (2024). AKIM, Al-mouksit ; Ayivodji, Firmin ; Kouton, Jeffrey. In: Food Policy. RePEc:eee:jfpoli:v:122:y:2024:i:c:s0306919223001720.

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2024
2024A closed-form solution for spot volatility from options under limited data. (2024). Zhou, Chunyang ; Zhang, Aoran. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008717.

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2024Income and wage inequality in democratic Portugal, 1974–2020. (2024). Oliveira, Carlos. In: Fiscal Studies. RePEc:wly:fistud:v:45:y:2024:i:3:p:393-414.

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2024Pinkwashing in the banking industry: The relevance of board characteristics. (2024). Pennetta, Daniela ; Pedrazzoli, Alessia ; Venturelli, Valeria ; Gualandri, Elisabetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002374.

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2024Determining the nexus between Dynamic Working Capital Management and Operational Efficiency in Emerging Southeast Asia. (2024). Bashir, Rabia. In: GATR Journals. RePEc:gtr:gatrjs:jfbr224.

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2024Minerals at the crossroads: Economic policies, global trade, and renewable energy in the global South. (2024). Chavriya, Shubham ; Parihar, Jaya Singh ; Srivastava, Mrinalini ; Rao, Amar ; Hosen, Mosharrof. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400624x.

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2024Enhancing energy security and efficiency through a regional integration policy: The case of the Southern Cone. (2024). Macedo, Sebastian Vargas ; Fernandez-Vazquez, Simon ; Alvarez, Juan Martinez ; Ortega-Andrade, Adrian. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s030142152400404x.

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2024DETERMINANTS OF LABOR PRODUCTIVITY IN ASEAN-6 COUNTRIES : USING DYNAMIC PANEL SYS-GMM. (2024). Dandi, Tasya ; Atiyatna, Dirta Pratama. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:12:y:2024:i:2:p:83-92.

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2024.

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2024More money, more effect? Employment effects of job search programs in Veneto. (2024). Junquera, Alvaro F. In: SocArXiv. RePEc:osf:socarx:rjshu.

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2024More money, more effect? Employment effects of job search programs in Veneto. (2024). Junquera, Lvaro F. In: SocArXiv. RePEc:osf:socarx:rjshu_v1.

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2024Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory. (2024). Manski, Charles F ; Dominitz, Jeff. In: Papers. RePEc:arx:papers:2403.11016.

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2024Regret Analysis in Threshold Policy Design. (2024). Crippa, Federico. In: Papers. RePEc:arx:papers:2404.11767.

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2024UK Foreign Direct Investment in uncertain economic times. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001190.

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2024Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints. (2024). Caner, Mehmet ; Li, Yingying ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2402.17523.

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2024Smooth transition moving average models: Estimation, testing, and computation. (2024). Li, Dong ; Zhang, Xinyu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:463-478.

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2024Can financial technology enhance corporate investment efficiency? Evidence from the COVID-19 pandemic. (2024). Dong, Liang ; Zhu, Ziyan. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003951.

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2024Does broadband affect local economic outcomes less than we thought? Micro evidence from Louisiana. (2024). Ji, Hyun ; Wagner, Gary A. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:1:p:68-93.

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2024Labor Market Effects of a Youth Summer Employment Program in Sweden. (2024). Tyrefors, Bjorn ; Knutsson, Daniel. In: Working Paper Series. RePEc:hhs:iuiwop:1485.

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2024Retirement and healthcare utilization: Evidence from pension eligibility ages in South Korea. (2024). Oh, Byeung-Kuk. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:27:y:2024:i:c:s2212828x23000580.

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2024Misinformation technology: Internet use and political misperceptions in Africa. (2024). Maurel, Mathilde ; Elkhateeb, Yasmine ; Cariolle, Joel. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:52:y:2024:i:2:p:400-433.

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2024The value relevance of voluntary disclosure through social media platforms: Evidence from European Union listed firms. (2024). Zagaria, Claudia ; Prisco, Martina ; Macchioni, Riccardo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124000892.

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2024ESTIMATION OF A PRODUCTION FUNCTION OF BRAZIL WITH DOMESTIC AND FOREIGN CAPITAL STOCK, 1991-2017. (2024). Ziesemer, Thomas. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:24:y:2024:i:2_7.

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2024Clean sweep: Electricity liberalization and the direction of technological change in the electricity sector. (2024). Romagnoli, Matteo. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:8:s0048733324001045.

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2024Effects of Grandmothers Proximity on Mothers Labour Force Participation*. (2024). Akyol, Pelin ; Yilmaz, Zeynep. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1122-1162.

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2024Does free cancer screening make a difference? Evidence from the effects of a free-coupon program in Japan. (2024). Zhao, Meng. In: The Japanese Economic Review. RePEc:spr:jecrev:v:75:y:2024:i:4:d:10.1007_s42973-024-00174-5.

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2024Beauty and Professional Success: A Meta-Analysis. (2024). Irsova, Zuzana ; Havranek, Tomas ; Bortnikova, Kseniya. In: MetaArXiv. RePEc:osf:metaar:c7qvn.

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2024Beauty and Professional Success: A Meta-Analysis. (2024). Irsova, Zuzana ; Havranek, Tomas ; Bortnikova, Kseniya. In: EconStor Preprints. RePEc:zbw:esprep:289435.

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2024Work from home and the racial gap in female wages. (2024). Kouki, Amairisa. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001934.

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2024The fattening speed: Understanding the impact of internet speed on obesity, and the mediating role of sedentary behaviour. (2024). Ackermann, Klaus ; Churchill, Sefa Awaworyi ; Lin, Michelle I-Hsuan. In: Economics & Human Biology. RePEc:eee:ehbiol:v:55:y:2024:i:c:s1570677x24000911.

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2024Sequential Synthetic Difference in Differences. (2024). Samkov, Aleksei ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2404.00164.

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2024Study on the Impact of Carbon Emission Trading Pilot on Green Land Use Efficiency in Cities. (2024). Sun, Hui ; Xu, Luyao. In: Land. RePEc:gam:jlands:v:13:y:2024:i:4:p:526-:d:1376526.

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2024Intimate Partner Abuse and Child Health. (2024). Vu, Loan ; Mavisakalyan, Astghik ; Bharati, Tushar. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1413.

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2024More Power Generation, More Wheat Losses? Evidence from Wheat Productivity in North China. (2024). Yang, LU ; Lyu, Sihan ; Yi, Fujin. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:4:d:10.1007_s10640-024-00841-6.

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2024Effects of nurse visit copayment on primary care use: Do low-income households pay the price?. (2024). Tukiainen, Janne ; Kortelainen, Mika ; Bockerman, Petri ; Haaga, Tapio. In: Journal of Health Economics. RePEc:eee:jhecon:v:94:y:2024:i:c:s0167629624000110.

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2024Unleashing the power of industrial robotics on firm productivity: Evidence from China. (2024). Jin, Yanhong ; Cheng, Mingwang ; Li, Daiyue. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:500-520.

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2024Do Cooperatives Exercise Market Power? Evidence from Pass-Through to Retail Prices. (2024). Bajo-Buenestado, Raul ; Accursi, Federico M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11473.

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2024Retrieving Organs, Losing Motivation? The Response of Medical Staff to Corruption News. (2024). Sorrenti, Giuseppe ; Sangrigoli, Alida ; Mhr, Maximilian ; Turati, Gilberto. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11511.

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2024Early Modern Academies, Universities and Growth. (2024). Zanardello, Chiara. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2024012.

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2024Interaction effects of market-based and incentive-driven low-carbon policies on carbon emissions. (2024). Jia, Zhijie ; Wen, Shiyan. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004845.

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2024Impacts of supermarkets on child nutrition in China. (2024). Liu, Zhen ; Qaim, Matin ; Kornher, Lukas. In: Food Policy. RePEc:eee:jfpoli:v:127:y:2024:i:c:s0306919224000927.

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2024Beyond the target: The spillover effect of shareholder activism on corporate tax avoidance. (2024). Wang, Junkai ; Tian, Haowen ; Wu, Sirui. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001203.

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2024Investigating the complexity of naloxone distribution: Which policies matter for pharmacies and potential recipients. (2024). Powell, David ; Pacula, Rosalie ; Smart, Rosanna ; Davis, Corey S ; Abouk, Rahi ; Peet, Evan. In: Journal of Health Economics. RePEc:eee:jhecon:v:97:y:2024:i:c:s0167629624000626.

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2024Targeting poverty alleviation and stock price crash risk. (2024). Wang, Yizhi ; Lin, Yongjia ; Shi, Xuanyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011887.

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2024Revisiting the effect of bank deregulation on income inequality. (2024). Hoover, Gary ; Hankins, William ; Stone, Anna-Leigh. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02527-2.

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2024Russell and slack-based measures of efficiency: A unifying framework. (2024). Zelenyuk, Valentin ; Zhao, Shirong. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:867-876.

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2024Productivity and efficiency: Do we need a bridge?. (2024). Zhao, Shunan ; Hou, Zhezhi ; Kumbhakar, Subal C. In: International Journal of Production Economics. RePEc:eee:proeco:v:274:y:2024:i:c:s0925527324001440.

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2024Aggregation in efficiency and productivity analysis: a brief review with new insights and justifications for constant returns to scale. (2024). Zelenyuk, Valentin. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:62:y:2024:i:3:d:10.1007_s11123-023-00671-6.

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2024Cubic-based Prediction Approach for Large Volatility Matrix using High-Frequency Financial Data. (2024). Choi, Sung Hoon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2412.04293.

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2024Robust High-Dimensional Time-Varying Coefficient Estimation. (2024). Shin, Minseok ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202417.

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2024Dynamic Realized Minimum Variance Portfolio Models. (2024). Oh, Minseog ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202421.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2024Measuring systemic risk in Asian foreign exchange markets. (2024). Chen, Yanghan ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001220.

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2024Portfolio selection via high-dimensional stochastic factor Copula. (2024). Chen, Zhenlong ; Hao, Xiaozhen ; Chang, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007815.

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2024Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532.

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2024Make the Difference! Computationally Trivial Estimators for Grouped Fixed Effects Models. (2022). Mugnier, Martin. In: Papers. RePEc:arx:papers:2203.08879.

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2024Latent utility and permutation invariance: A revealed preference approach. (2024). Rehbeck, John ; Allen, Roy. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001891.

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2024Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved. (2024). Patel, Kaushil ; Epstein, Larry G. In: Papers. RePEc:arx:papers:2405.09500.

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2024Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models. (2024). Boudt, Kris ; Huang, Guanglin ; Lu, Wanbo. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:24/1085.

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2024Bayesian (non-)unique sparse factor modelling. (2024). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2304r.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Tsyvinski, Aleh ; Liu, Yukun ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:2404.08129.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Tsyvinski, Aleh ; Liu, Yukun ; Chetverikov, Denis. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2386.

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2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

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2024Inference in Coarsened Time Series via Generalized Method of Moments. (2024). Chan, Kin Wai ; Ip, Man Fai. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:823-846.

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2024Spectral clustering with variance information for group structure estimation in panel data. (2024). Volgushev, Stanislav ; Yu, LU. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000551.

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2024Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). Hong, Yongmiao ; Linton, Oliver ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196.

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2024A Spatial Sample Selection Model. (2024). Bao, Yong ; Liu, Xiaotian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:928-950.

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2024Functional coefficient cointegration models with Box–Cox transformation. (2024). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004986.

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2024Stein-like Common Correlated Effects Estimation under Structural Breaks. (2024). Parsaeian, Shahnaz. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:11-:d:1378087.

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2024Financial Development and Fragility : A Clustering Analysis. (2024). Lucas, Andre ; Schaumburg, Julia ; Joao, Igor Custodio ; Calice, Pietro. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10850.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024The Cost of Coming Out. (2024). Di Francesco, Riccardo ; Brox, Enzo. In: Papers. RePEc:arx:papers:2403.03649.

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2024A Simple Approach to Staggered Difference-in-Differences in the Presence of Spillovers. (2024). Pfeifer, Gregor ; Fiorini, Mario ; Lee, Wooyong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11011.

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2024Contexts of Convenience: Generalizing from Published Evaluations of School Finance Policies. (2024). Hanushek, Eric A ; Handel, Danielle V. In: Evaluation Review. RePEc:sae:evarev:v:48:y:2024:i:3:p:461-494.

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2024The effect of water pollution regulation on prices: Evidence from Wisconsins phosphorus rule and sewer utility bills. (2024). Meyer, Andrew ; Raff, Zach. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:124:y:2024:i:c:s0095069623001328.

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2024Corporate Green Pledges. (2024). Bauer, Michael ; Wilms, Ole ; Renkel, Marlene ; Offner, Eric ; Huber, Daniel. In: Working Paper Series. RePEc:fip:fedfwp:99236.

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2024Treatment Effect Estimators as Weighted Outcomes. (2024). Knaus, Michael. In: Papers. RePEc:arx:papers:2411.11559.

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2024Do natural disasters affect household saving? Evidence from the August 2002 flood in Germany. (2024). Steinhardt, Max ; Tutt, Jascha ; Haustein, Erik ; Berlemann, Michael. In: Discussion Papers. RePEc:zbw:fubsbe:306363.

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2024Biased Calibration: Exacerbating Instead of Mitigating Entrepreneurial Overplacement with Reference Values. (2024). Schwienbacher, Armin ; Blaseg, Daniel. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:48:y:2024:i:5:p:1131-1159.

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2024Devaluation, exports, and recovery from the Great Depression. (2024). Lennard, Jason ; Paker, Meredith. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126517.

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2024Impact of the comprehensive agricultural water use reform policy on food production: Quasinatural experimental evidence from China. (2024). Zhou, Kun ; Li, Jianqiang. In: Agricultural Water Management. RePEc:eee:agiwat:v:302:y:2024:i:c:s0378377424003160.

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2024Can the construction of smart cities promote the capital allocation efficiency: Evidence from China. (2024). Liu, Jiashu ; Cui, Shuhui. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s004016252400475x.

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2024The effects of electronic monitoring on offenders and their families. (2024). Grnqvist, Hans ; Grenet, Julien ; Niknami, Susan. In: Post-Print. RePEc:hal:journl:halshs-04630125.

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2024The effects of electronic monitoring on offenders and their families. (2024). Niknami, Susan ; Grnqvist, Hans ; Grenet, Julien. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-04630125.

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2024The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity. (2024). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300341x.

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2024Change-point analysis of time series with evolutionary spectra. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s030440762400157x.

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2024Noising the GARCH volatility: A random coefficient GARCH model. (2024). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120456.

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2024Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x.

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2024Inference for Interval-Identified Parameters Selected from an Estimated Set. (2024). McCloskey, Adam ; Han, Sukjin. In: Papers. RePEc:arx:papers:2403.00422.

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2024Dynamic Local Average Treatment Effects. (2024). Syrgkanis, Vasilis ; Sojitra, Ravi B. In: Papers. RePEc:arx:papers:2405.01463.

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2024A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances. (2024). Tabord-Meehan, Max ; Shaikh, Azeem M ; Bai, Yuehao. In: Papers. RePEc:arx:papers:2405.03910.

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2024Monetary Incentives, Landowner Preferences: Estimating Cross-Elasticities in Farmland Conversion to Renewable Energy. (2024). Tchuente, Guy ; Kunwar, Binayak ; Fiechter, Chad. In: Papers. RePEc:arx:papers:2411.10600.

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2024Inter-firm Heterogeneity in Production. (2024). Battisti, Michele ; Dardanoni, Valentino ; Demichelis, Stefano. In: Papers. RePEc:arx:papers:2411.15980.

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2024From rotational to scalar invariance: Enhancing identifiability in score-driven factor models. (2024). Dzuverovic, Emilija ; Corsi, Fulvio ; Buccheri, Giuseppe. In: Papers. RePEc:arx:papers:2412.01367.

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2024A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

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2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko ; Marcellino, Massimiliano. In: Papers. RePEc:arx:papers:2412.07649.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2024Difference-in-Differences with a Misclassified Treatment. (2024). Negi, Akanksha. In: Working Papers. RePEc:ash:wpaper:121.

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2024Interest rate risk exposures of non-financial corporates and households. (2024). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:70.

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2024A Conversation With Marc Hallin. (2024). Genest, Christian. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:137-159.

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2024A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic. (2024). Camacho, Maximo ; Ruiz, Manuel ; Ramallo, Salvador. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:833-855.

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2024Statistical inference for generative adversarial networks and other minimax problems. (2024). Meitz, Mika. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1323-1356.

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2024Invalid proxies and volatility changes. (2024). Fanelli, Luca ; Neri, Luca ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1193.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Raucker, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

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2023The Unequal Consequences of Job Loss across Countries. (2023). Saggio, Raffaele ; Lombardi, Stefano ; Gulyas, Andreas ; Barcelo, Cristina ; Acabbi, Edoardo Maria ; Bertheau, Antoine. In: American Economic Review: Insights. RePEc:aea:aerins:v:5:y:2023:i:3:p:393-408.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023Testing and Identifying Substitution and Complementarity Patterns. (2023). Wang, Rui. In: Papers. RePEc:arx:papers:2304.00678.

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2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

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2023Matrix GARCH Model: Inference and Application. (2023). Zhu, KE ; Jiang, Feiyu ; Li, Dong ; Yu, Cheng. In: Papers. RePEc:arx:papers:2306.05169.

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2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271.

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2023The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation. (2023). Basu, Deepankar. In: Papers. RePEc:arx:papers:2307.12731.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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2023Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models. (2023). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2308.02364.

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2023A Guide to Impact Evaluation under Sample Selection and Missing Data: Teachers Aides and Adolescent Mental Health. (2023). Nielsen, Helena Skyt ; Heiler, Phillip ; Beuchert, Louise ; Andersen, Simon Calmar. In: Papers. RePEc:arx:papers:2308.04963.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Testing Partial Instrument Monotonicity. (2023). Sun, Zhenting ; Jiang, Hongyi. In: Papers. RePEc:arx:papers:2308.08390.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2310.01950.

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2023On changepoint detection in functional data using empirical energy distance. (2023). Trapani, Lorenzo ; Horv, Lajos ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2310.04853.

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2023Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2310.08173.

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2023A Semiparametric Instrumented Difference-in-Differences Approach to Policy Learning. (2023). Cui, Yifan ; Zhao, Pan. In: Papers. RePEc:arx:papers:2310.09545.

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2023Dynamic Realized Minimum Variance Portfolio Models. (2023). Oh, Minseog ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2310.13511.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Estimating Functionals of the Joint Distribution of Potential Outcomes with Optimal Transport. (2023). Ober-Reynolds, Daniel. In: Papers. RePEc:arx:papers:2311.09435.

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2023Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market. (2023). Mahmoudi, Mohammadreza. In: Papers. RePEc:arx:papers:2311.10739.

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2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671.

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2023(Frisch-Waugh-Lovell): On the Estimation of Regression Models by Row. (2023). Clarke, Damian ; Paris, Nicol'As ; Villena-Rold, Benjam'In. In: Papers. RePEc:arx:papers:2311.15829.

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2023Robust Conditional Wald Inference for Over-Identified IV. (2023). McCrary, Justin ; Lee, David S ; Yap, Luther ; Porter, Jack ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2311.15952.

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2023Identification in Endogenous Sequential Treatment Regimes. (2023). Picchetti, Pedro. In: Papers. RePEc:arx:papers:2311.18555.

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2023Identification and Inference for Synthetic Controls with Confounding. (2023). Viviano, Davide ; Imbens, Guido W. In: Papers. RePEc:arx:papers:2312.00955.

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2023Influence Analysis with Panel Data. (2023). Polselli, Annalivia. In: Papers. RePEc:arx:papers:2312.05700.

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2023Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249.

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2023A testing approach to clustering scalar time series. (2023). Peña, Daniel ; Pea, Daniel ; Tsay, Ruey S. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:5-6:p:667-685.

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2023A note of caution on the relation between money growth and inflation. (2023). Österholm, Pär ; Karlsson, Sune ; Berger, Helge. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:70:y:2023:i:5:p:479-496.

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2023Industry Wage Differentials: A Firm-Based Approach. (2023). Yi, Moises ; Rothstein, Jesse ; Card, David. In: Working Papers. RePEc:cen:wpaper:23-40.

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2023AI Adoption in America: Who, What, and Where. (2023). Zolas, Nikolas ; Kroff, Zachary ; Foster, Lucia ; Dinlersoz, Emin ; Brynjolfsson, Erik ; Li, Frank J ; McElheran, Kristina. In: Working Papers. RePEc:cen:wpaper:23-48.

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2023Coworker Networks and the Labor Market Outcomes of Displaced Workers: Evidence from Portugal. (2023). Garcia-Louzao, Jose ; Silva, Marta. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10442.

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2023Macroeconomic Expectations and State-Dependent Factor Returns. (2023). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10720.

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2023Differences in On-the-Job Learning across Firms. (2023). Saltiel, Fernando ; Arellano-Bover, Jaime. In: CAGE Online Working Paper Series. RePEc:cge:wacage:670.

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2023Carbon costs and industrial firm performance: Evidence from international microdata. (2023). Hille, Erik ; Trinks, Arjan. In: CPB Discussion Paper. RePEc:cpb:discus:445.

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2023Bank Funding, SME lending and Risk Taking. (2023). Elbourne, Adam ; Schmitz, Robert ; Giuliodori, Massimo ; Lammers, Sander. In: CPB Discussion Paper. RePEc:cpb:discus:447.

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2022A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure. (2022). Shapiro, Jesse M ; Sun, Liyang. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:193-204.

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2022Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255.

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2022Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving. (2022). Sasaki, Yuya ; Dong, Hao. In: Papers. RePEc:arx:papers:2209.05914.

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2022The Network Propensity Score: Spillovers, Homophily, and Selection into Treatment. (2022). Sanchez-Becerra, Alejandro. In: Papers. RePEc:arx:papers:2209.14391.

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2022Sentiment Analysis on Inflation after Covid-19. (2022). Tang, Zihan ; Li, Xinyu. In: Papers. RePEc:arx:papers:2209.14737.

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2022Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime. (2022). Syrgkanis, Vasilis ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2210.11003.

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2022Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments. (2022). Rose, Christiern ; Gautier, Eric. In: Papers. RePEc:arx:papers:2211.02249.

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2022Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives. (2022). Zhang, Zhengyu ; Lin, Lihua ; Jin, Zequn. In: Papers. RePEc:arx:papers:2211.07903.

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2022Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market. (2022). Pecora, Alexandre Reggi ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:571.

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2022Using newspapers for textual indicators: which and how many?. (2022). Pérez, Javier ; Molina Sánchez, Luis ; Ghirelli, Corinna ; Andres-Escayola, Erik ; Vidal, Elena ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2235.

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2022Textual analysis of a Twitter corpus during the COVID-19 pandemics. (2022). Marcucci, Juri ; Langiulli, Marco ; Crispino, Marta ; Astuti, Valerio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_692_22.

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2022Press news and social media in credit risk assessment: the experience of Banca d’Italia’s In-house Credit Assessment System. (2022). Viggiano, Gianluca ; Gariano, Giulio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_024_22.

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2022Do Evictions Increase Crime? Evidence from Nuisance Ordinances in Ohio. (2022). Falcone, Stefano. In: Working Papers. RePEc:bge:wpaper:1359.

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2022Contributing to carbon peak: Estimating the causal impact of eco?industrial parks on low?carbon development in China. (2022). Wang, Han ; Wu, Jianxian ; Nie, Xin ; Li, Lihua ; Huang, Chengdao. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:26:y:2022:i:4:p:1578-1593.

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2022Lost in transition? Earnings losses of displaced petroleum workers. (2022). Espegren, Caroline ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0109.

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2022A City of God: Afterlife Beliefs and Job Support in Brazil. (2022). Vaziri, M ; Roerig, C ; Rauh, C ; Iyer, S ; Cavalcanti, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2268.

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2022Procuring Survival. (2022). Giuffrida, Leonardo Maria ; Rovigatti, Gabriele ; Cappelletti, Matilde. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10124.

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2022Effort and Selection Effects of Performance Pay in Knowledge Creation. (2022). Ytsma, Erina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10153.

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2022Firm Expectations and News: Micro v Macro. (2022). Enders, Zeno ; Muller, Gernot ; Niemann, Knut ; Menkhoff, Manuel ; Born, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10192.

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2022No Surprises, Please: Voting Costs and Electoral Turnout. (2022). Lindlacher, Valentin ; Alipour, Jean-Victor. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9759.

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2022The demand and supply of information about inflation. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano. In: CIRANO Working Papers. RePEc:cir:cirwor:2022s-27.

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2022Canadian Immigration Policy and the Russo-Ukraine War. (2022). Falconer, Robert. In: SPP Research Papers. RePEc:clh:resear:v:15:y:2022:i:23.

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2022Make the Difference! computationally Trivial Estimators for Grouped Fixed Effects Models. (2022). Mugnier, Martin. In: Working Papers. RePEc:crs:wpaper:2022-07.

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2022Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Rohloff, Hannes ; Herwartz, Helmut ; Wang, Shu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622.

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2022Do welfare counsellors help at-risk upper secondary school students?. (2022). Jorde, Astrid Marie ; Salvanes, Kari Vea ; Reiling, Rune Borgan. In: Economics of Education Review. RePEc:eee:ecoedu:v:89:y:2022:i:c:s0272775722000474.

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2022First-in-their-family students at university: Can non-cognitive skills compensate for social origin?. (2022). Harmon, Colm ; Schurer, Stefanie ; Gibson, Rachael ; Edwards, Rebecca. In: Economics of Education Review. RePEc:eee:ecoedu:v:91:y:2022:i:c:s0272775722000917.

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2022A benchmark model for fixed-target Arctic sea ice forecasting. (2022). Diebold, Francis ; Gobel, Maximilian. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001161.

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2022Injectivity and the law of demand. (2022). Allen, Roy. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001252.

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2022Nonparametric estimation of first price auctions via density–quantile function. (2022). Zhang, Yu Yvette. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001604.

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2022Interpreting the coefficients in dynamic two-way fixed effects regressions with time-varying covariates. (2022). Zhang, Zhengyu ; Lin, Lihua. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001823.

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2022Cross-validation for selecting the penalty factor in least squares model averaging. (2022). Tian, Wenling ; Yang, Qiwei ; Fang, Fang. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002300.

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2022Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks. (2022). Fanelli, Luca ; Marsi, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001696.

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2022The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23. (2022). Zhou, Xiaoqing ; Kilian, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003735.

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2022Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns. (2022). Wang, Jianqiong ; Xu, Yongan ; Yang, MO ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001338.

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2022The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892.

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2022The Kimchi premium and bitcoin-cashing outlets. (2022). Oh, Taehee ; Lee, Jangyoun. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004056.

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2022When central bank research meets Google search: A sentiment index of global financial stress. (2022). Stolbov, Mikhail ; Karminsky, Alexander ; Shchepeleva, Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001640.

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2022State mental health insurance parity laws and college educational outcomes. (2022). Dasgupta, Kabir ; Solomon, Keisha T. In: Journal of Health Economics. RePEc:eee:jhecon:v:86:y:2022:i:c:s016762962200090x.

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2022Oil prices, exchange rates and interest rates. (2022). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000821.

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2022Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). Prange, Philipp ; Peter, Franziska J ; Thomas, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115.

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2022The impact of environmental regulation policy on firms energy-saving behavior: A quasi-natural experiment based on Chinas low-carbon pilot city policy. (2022). Gong, Liutang ; Ni, Hongfu ; Cui, Xiaoyong ; Zhou, Qianling. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005456.

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2022The reliability of students’ earnings expectations. (2022). Nilsson, William ; Diaz-Serrano, Luis. In: Labour Economics. RePEc:eee:labeco:v:76:y:2022:i:c:s0927537122000732.

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2022The convenience of electronic payments and consumer cash demand. (2022). Stix, Helmut ; Mettler, Hannes ; Hentschel, Nicole ; Brown, Martin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:130:y:2022:i:c:p:86-102.

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2022What goes around comes around: How large are spillbacks from US monetary policy?. (2022). Schumann, Ben ; Georgiadis, Georgios ; Breitenlechner, Max. In: Journal of Monetary Economics. RePEc:eee:moneco:v:131:y:2022:i:c:p:45-60.

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2022Measuring news media sentiment using big data for Chinese stock markets. (2022). Gao, DA ; Shuai, Yulin ; Xia, LE ; Shen, Shulin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001056.

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2021The Economic and Social Impact of Teleworking in Romania: Present Practices and Post Pandemic Developments. (2021). Ahsan, Syed Muhammad ; Yu, Zhang ; Bibi, Munaza ; Godil, Danish Iqbal ; Rehman, Syed Abdul. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:58:p:787.

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2021The Signaling Values of Nested Wine Names. (2021). le Gallo, Julie ; LeGallo, Julie ; Ay, Jean-Sauveur. In: Working Papers. RePEc:ags:aawewp:321851.

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2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367.

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2021Health Externalities and Policy: The Role of Social Preferences. (2021). Faia, Ester ; Saidi, Farzad ; Lamersdorf, Nora ; Alfaro, Laura. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:109.

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2021Short-Term Covid-19 Forecast for Latecomers. (2021). Zilberman, Eduardo ; Vasconcelos, Gabriel ; Valladao, Davi ; Street, Alexandre ; Medeiros, Marcelo. In: Papers. RePEc:arx:papers:2004.07977.

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2021Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios. (2020). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2008.03600.

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2021Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Papers. RePEc:arx:papers:2008.05507.

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2021Lockdown effects in US states: an artificial counterfactual approach. (2021). Zilberman, Eduardo ; Pires, Henrique F ; Medeiros, Marcelo C ; Ferreira, I'Uri H ; Carneiro, Carlos B. In: Papers. RePEc:arx:papers:2009.13484.

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2021Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182.

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2021Graphical Models for Financial Time Series and Portfolio Selection. (2021). Zhan, NI ; Sun, Yijia ; Jakhar, Aman ; Liu, HE. In: Papers. RePEc:arx:papers:2101.09214.

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2021The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy. (2021). Ventura, Marco ; Cerqueti, Roy ; Coppier, Raffaella ; Girardi, Alessandro. In: Papers. RePEc:arx:papers:2101.11901.

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2021A note on global identification in structural vector autoregressions. (2021). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.04048.

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2021Monitoring the pandemic: A fractional filter for the COVID-19 contact rate. (2021). Hartl, Tobias. In: Papers. RePEc:arx:papers:2102.10067.

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2021Epidemics with Behavior. (2021). Fukuda, Satoshi ; Wolf, Christoph ; Kos, Nenad. In: Papers. RePEc:arx:papers:2103.00591.

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2021Robust Inference on Income Inequality: \textit{t-}Statistic Based Approaches. (2021). Ibragimov, Rustam ; Skrobotov, Anton ; Kattuman, Paul. In: Papers. RePEc:arx:papers:2105.05335.

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2021Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346.

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2021Specification tests for GARCH processes. (2021). Rahbek, Anders ; Perera, Indeewara ; Cavaliere, Giuseppe. In: Papers. RePEc:arx:papers:2105.14081.

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2021The Causal Effect of Transport Infrastructure: Evidence from a New Historical Database. (2021). Pettersson-Lidbom, Per ; Tyrefors, Björn ; Erik, Lindgren. In: Papers. RePEc:arx:papers:2106.00348.

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2021Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio. (2021). Thorsen, Erik ; Parolya, Nestor ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2106.02131.

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2021On the Use of Two-Way Fixed Effects Models for Policy Evaluation During Pandemics. (2021). Gauthier, Germain. In: Papers. RePEc:arx:papers:2106.10949.

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2021Dynamic Games in Empirical Industrial Organization. (2021). Aguirregabiria, Victor ; Ryan, Stephen P ; Collard-Wexler, Allan. In: Papers. RePEc:arx:papers:2109.01725.

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2021Reinforcement Learning for Quantitative Trading. (2021). An, BO ; Wang, Rundong ; Sun, Shuo. In: Papers. RePEc:arx:papers:2109.13851.

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2021The Impacts of Mobility on Covid-19 Dynamics: Using Soft and Hard Data. (2021). Martins, Leonardo ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2110.00597.

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2021Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach. (2021). Peng, Bin ; Gao, Jiti ; Feng, Guohua. In: Papers. RePEc:arx:papers:2111.00449.

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2021Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Gao, Jiti ; Dong, Chaohua ; Tu, Yundong. In: Papers. RePEc:arx:papers:2111.02023.

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2021Exponential GARCH-Ito Volatility Models. (2021). Kim, Donggyu. In: Papers. RePEc:arx:papers:2111.04267.

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2021Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective. (2021). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2111.09655.

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2021Interactive Effects Panel Data Models with General Factors and Regressors. (2021). Peng, Bin ; Yang, Yanrong ; Westerlund, Joakim ; Su, Liangjun. In: Papers. RePEc:arx:papers:2111.11506.

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2021Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?. (2021). Parolya, Nestor ; Thors, Erik ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2111.12532.

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2021Simple Alternatives to the Common Correlated Effects Model. (2021). Brown, Nicholas ; Wooldridge, Jeffrey M ; Schmidt, Peter. In: Papers. RePEc:arx:papers:2112.01486.

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2021Avoiding Taxes: Escaping the Exchange of Information: Tax Evasion via Citizenship-by-Investment. (2021). Zyska, Lennard ; Langenmayr, Dominika. In: Working Papers. RePEc:bav:wpaper:204_langenmayrzyska.

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2021Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21.

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2021Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following Bad Bank Closures. (2021). Mamonov, Mikhail ; Ongena, Steven ; Goncharenko, Roman. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps90.

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2021Does constitutional entrenchment matter for economic freedom?. (2021). Young, Andrew T ; Callais, Justin. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:4:p:808-830.

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2021Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

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2021Model?assisted analyses of cluster?randomized experiments. (2021). Ding, Peng ; Su, Fangzhou. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:5:p:994-1015.

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2021Modeling the spread of COVID?19 in New York City. (2021). Sanso-Navarro, Marcos ; SANSONAVARRO, MARCOS ; Olmo, Jose. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:5:p:1209-1229.

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2021Estimating Nonlinear Network Data Models with Fixed Effects. (2021). Hughes, David W. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1058.

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2021Score-driven time series models. (2021). Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2133.

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2021Specification Lasso and an Application in Financial Markets. (2021). Dong, C ; Li, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2139.

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2021The Effect of ACA Medicaid Expansions on Foster Care Admissions. (2021). Kim, Dongwoo ; Beland, Louis-Philippe ; Huh, Jason. In: Carleton Economic Papers. RePEc:car:carecp:21-07.

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2021Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07. (2021). Falkenheim, Michael. In: Working Papers. RePEc:cbo:wpaper:57255.

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2021College Major Restrictions and Student Stratification. (2021). Bleemer, Zachary ; Mehta, Aashish. In: University of California at Berkeley, Center for Studies in Higher Education. RePEc:cdl:cshedu:qt513249vg.

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2021Run Effects of Military Service: Evidence from the 911 Attacks. (2021). Carpenter, Craig ; Anders, John. In: Working Papers. RePEc:cen:wpaper:21-36.

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