26
H index
42
i10 index
2192
Citations
Aarhus Universitet | 26 H index 42 i10 index 2192 Citations RESEARCH PRODUCTION: 59 Articles 127 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Morten Ørregaard Nielsen. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Paper / Economics Department, Queen's University | 55 |
Discussion Papers / University of Copenhagen. Department of Economics | 8 |
Papers / arXiv.org | 7 |
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2021 | A machine learning approach to volatility forecasting. (2021). Veliyev, Bezirgen ; Christensen, Kim ; Siggaard, Mathias. In: CREATES Research Papers. RePEc:aah:create:2021-03. Full description at Econpapers || Download paper | |
2021 | Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15. Full description at Econpapers || Download paper | |
2022 | Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10. Full description at Econpapers || Download paper | |
2021 | Religious Leaders and Rule Of Law. (2021). Seror, Avner ; Mehmood, Sultan. In: Working Papers. RePEc:abo:neswpt:w0280. Full description at Econpapers || Download paper | |
2021 | Inequality and Growth in China. (2021). Lin, Haiyan ; Brueckner, Markus. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2021-682. Full description at Econpapers || Download paper | |
2021 | Oil extraction and spillover effects into local labour market: Evidence from Ghana. (2021). Doko Tchatoka, Firmin ; Cheng, Terence ; Ampofo, Akwasi. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-03. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | The impact of Presidential appointment of judges: Montesquieu or the Federalists?. (2021). Mehmood, Sultan. In: AMSE Working Papers. RePEc:aim:wpaimx:2118. Full description at Econpapers || Download paper | |
2022 | Lasting Impact on Health from Natural Disasters, Potential Mechanisms and Mitigating Effects. (2022). Sen, Gitanjali ; Dhamija, Gaurav. In: Working Papers. RePEc:alr:wpaper:2022-03. Full description at Econpapers || Download paper | |
2021 | The COVID-19 Pandemics Effects on Voter Turnout. (2021). SANTOLINI, RAFFAELLA ; Picchio, Matteo ; Santoloni, Raffaella. In: Working Papers. RePEc:anc:wpaper:454. Full description at Econpapers || Download paper | |
2022 | Many Average Partial Effects: with An Application to Text Regression. (2019). CHIANG, HAROLD. In: Papers. RePEc:arx:papers:1812.09397. Full description at Econpapers || Download paper | |
2022 | Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1909.01782. Full description at Econpapers || Download paper | |
2021 | COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486. Full description at Econpapers || Download paper | |
2021 | Inference for high-dimensional exchangeable arrays. (2020). Sasaki, Yuya ; Kato, Kengo ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2009.05150. Full description at Econpapers || Download paper | |
2022 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2021 | Theory and Applications of Financial Chaos Index. (2021). Peyghami, Reza M ; Yang, Zijiang ; Chen, Shengyuan ; Ataei, Masoud. In: Papers. RePEc:arx:papers:2101.02288. Full description at Econpapers || Download paper | |
2021 | Monitoring the pandemic: A fractional filter for the COVID-19 contact rate. (2021). Hartl, Tobias. In: Papers. RePEc:arx:papers:2102.10067. Full description at Econpapers || Download paper | |
2022 | Algorithmic subsampling under multiway clustering. (2021). Sasaki, Yuya ; Li, Jiatong ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2103.00557. Full description at Econpapers || Download paper | |
2022 | Panel Data with Unknown Clusters. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2106.05503. Full description at Econpapers || Download paper | |
2021 | Recent Developments in Inference: Practicalities for Applied Economics. (2021). Michler, Jeffrey ; Josephson, Anna. In: Papers. RePEc:arx:papers:2107.09736. Full description at Econpapers || Download paper | |
2021 | Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894. Full description at Econpapers || Download paper | |
2022 | Multiway empirical likelihood. (2021). Otsu, Taisuke ; Matsushita, Yukitoshi ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2108.04852. Full description at Econpapers || Download paper | |
2022 | Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707. Full description at Econpapers || Download paper | |
2022 | Dyadic Double/Debiased Machine Learning for Analyzing Determinants of Free Trade Agreements. (2021). Sasaki, Yuya ; Rodrigue, Joel ; Ma, Yukun ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2110.04365. Full description at Econpapers || Download paper | |
2022 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper | |
2022 | Standard errors for two-way clustering with serially correlated time effects. (2022). Sasaki, Yuya ; Hansen, Bruce E ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2201.11304. Full description at Econpapers || Download paper | |
2022 | Extremal Dependence in Australian Electricity Markets. (2022). Han, Lin ; Trueck, Stefan ; Cribben, Ivor. In: Papers. RePEc:arx:papers:2202.09970. Full description at Econpapers || Download paper | |
2022 | Estimation and Inference by Stochastic Optimization. (2022). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2205.03254. Full description at Econpapers || Download paper | |
2022 | Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249. Full description at Econpapers || Download paper | |
2022 | Schooling and Labor Market Consequences of School Construction in Indonesia: Comment. (2022). Roodman, David. In: Papers. RePEc:arx:papers:2207.09036. Full description at Econpapers || Download paper | |
2022 | Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method. (2022). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2210.16991. Full description at Econpapers || Download paper | |
2022 | A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288. Full description at Econpapers || Download paper | |
2021 | The effect of COVID?19 on the global stock market. (2021). Treepongkaruna, Sirimon ; Sarajoti, Pattarake ; Jindahra, Pavitra ; Chatjuthamard, Pattanaporn. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4923-4953. Full description at Econpapers || Download paper | |
2022 | Is no news bad news? The impact of disclosing COVID?19 tracing information on consumer dine out decisions. (2022). Gao, Yuan ; Lopez, Rigoberto A ; Liao, Ruili ; Liu, Xiaoou. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:5:p:811-825. Full description at Econpapers || Download paper | |
2021 | COVID?19s Lockdown and Crime Victimization: The State of Emergency under the Abe Administration. (2021). Noguchi, Haruko ; Fu, Rong ; Shen, Yichen. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:327-348. Full description at Econpapers || Download paper | |
2021 | Heterogeneity across Families in the Impact of Compulsory Schooling Laws. (2021). Domnisoru, Ciprian. In: Economica. RePEc:bla:econom:v:88:y:2021:i:350:p:399-429. Full description at Econpapers || Download paper | |
2021 | ‘til Dissolution Do Us Part: (Re)Assessing the First Contract and Trial Marriage Goals of First Contract Arbitration in Ontario. (2021). Weinberg, Bradley R. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:60:y:2021:i:1:p:119-144. Full description at Econpapers || Download paper | |
2022 | Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046. Full description at Econpapers || Download paper | |
2021 | DOES EDUCATION REALLY IMPROVE HEALTH? A META?ANALYSIS. (2021). Zhang, Wangyongxin ; Cheng, Mingmei ; Xue, Xindong. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:71-105. Full description at Econpapers || Download paper | |
2022 | Quantitative easing and economic growth in Japan: A meta?analysis. (2022). Sequeira, Tiago ; Lopes, Alexandra ; Martins, Luis Filipe ; Linhares, Pedro ; Ferreiralopes, Alexandra. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:235-268. Full description at Econpapers || Download paper | |
2021 | Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting. (2021). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:118-149. Full description at Econpapers || Download paper | |
2022 | Autoregressive spectral estimates under ignored changes in the mean. (2022). Hosseinkouchack, Mehdi ; Demetrescu, Matei. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:329-340. Full description at Econpapers || Download paper | |
2022 | Automatability of Work and Preferences for Redistribution. (2022). van Hoorn, André. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:130-157. Full description at Econpapers || Download paper | |
2021 | Fixed costs, markups and concentration in Eswatini (Swaziland): A firm?level analysis of panel data. (2021). Rankin, Neil ; Mhlanga, Samuel Vika. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:3:p:391-416. Full description at Econpapers || Download paper | |
2021 | Consumption, Aggregate Wealth and Expected Stock Returns: An FCVAR Approach. (2021). Quineche, Ricardo. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:21-42:n:4. Full description at Econpapers || Download paper | |
2021 | A Replication of “The effect of the conservation reserve program on rural economies: Deriving a statistical verdict from a null finding” (American Journal of Agricultural Economics, 2019). (2021). Tian, Jiarui. In: Working Papers in Economics. RePEc:cbt:econwp:21/12. Full description at Econpapers || Download paper | |
2021 | Does growing up in a recession increase compassion? The case of attitudes towards immigration. (2021). Dur, Robert ; Meier, Stephan ; Cotofan, Maria. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1757. Full description at Econpapers || Download paper | |
2022 | Omnia Juncta in Uno*: foreign powers and trademark protection in Shanghais concession era. (2022). Steinwender, Claudia ; Hong, Junjie ; Chen, Maggie X ; Bao, Cathy ; Alfaro, Laura. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1827. Full description at Econpapers || Download paper | |
2022 | Tuition fees and educational attainment. (2022). Weinhardt, Felix ; Marcus, Jan ; Leibing, Andreas ; Bietenbeck, Jan. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1839. Full description at Econpapers || Download paper | |
2021 | Multiway empirical likelihood. (2021). Chiang, Harold D ; Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:617. Full description at Econpapers || Download paper | |
2021 | Collective Memories on the 2010 European Debt Crisis. (2021). Potrafke, Niklas ; Konrad, Kai A ; Arnemann, Laura. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8825. Full description at Econpapers || Download paper | |
2021 | Shareholder Liability and Bank Failure. (2021). Koudijs, Peter ; Korteweg, Arthur ; Jenter, Dirk ; Aldunate, Felipe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9168. Full description at Econpapers || Download paper | |
2021 | Can Institutional Transplants Work? A Reassessment of the Evidence from Nineteenth-Century Prussia. (2021). Edwards, Jeremy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9333. Full description at Econpapers || Download paper | |
2022 | Can Schools Change Religious Attitudes? Evidence from German State Reforms of Compulsory Religious Education. (2022). Zierow, Larissa ; Woessmann, Ludger ; Arold, Benjamin W. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9504. Full description at Econpapers || Download paper | |
2022 | Omnia Juncta in Uno: Foreign Powers and Trademark Protection in Shanghais Concession Era. (2022). Hong, Junjie ; Chen, Maggie X ; Bao, Cathy ; Alfaro, Laura. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9548. Full description at Econpapers || Download paper | |
2022 | Sick Leave Cuts and (Unhealthy) Returns to Work. (2022). Castello, Judit Vall ; Marie, Olivier. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9550. Full description at Econpapers || Download paper | |
2022 | Alcohol, Violence and Injury-Induced Mortality: Evidence from a Modern-Day Prohibition. (2022). Matzopoulos, Richard ; Laubscher, Ria ; Groenewald, Pam ; Dorrington, Rob ; Bradshaw, Debbie ; Charles, ; Barron, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9595. Full description at Econpapers || Download paper | |
2022 | Social Media and Mental Health. (2022). Levy, Ro'ee ; Makarin, Alexey ; Braghieri, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9723. Full description at Econpapers || Download paper | |
2022 | No Surprises, Please: Voting Costs and Electoral Turnout. (2022). Lindlacher, Valentin ; Alipour, Jean-Victor. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9759. Full description at Econpapers || Download paper | |
2022 | Teacher Subject Knowledge, Didactic Skills, and Student Learning in Francophone Sub-Saharan Africa. (2022). Sepahvand, Mohammad H ; Irmert, Natalie ; Bietenbeck, Jan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9781. Full description at Econpapers || Download paper | |
2022 | Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2022). Gil-Alana, Luis A ; de Dios, Jose Javier ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9950. Full description at Econpapers || Download paper | |
2021 | School Track Decisions and Teacher Recommendations: Evidence from German State Reforms. (2021). Grewenig, Elisabeth. In: ifo Working Paper Series. RePEc:ces:ifowps:_353. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Conditions When Young Shape Job Preferences for Life. (2021). Dur, Robert ; Cassar, Lea ; Meier, Stephan ; Cotofan, Maria. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15639. Full description at Econpapers || Download paper | |
2021 | Collective Memories on the 2010 European Debt Crisis *. (2021). Potrafke, Niklas ; Konrad, Kai ; Arnemann, Laura. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15683. Full description at Econpapers || Download paper | |
2021 | Skilled and Unskilled Labor Are Less Substitutable than Commonly Thought. (2021). Irsova, Zuzana ; Havranek, Tomas ; Zeynalova, Olesia ; Laslopova, Lubica. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15724. Full description at Econpapers || Download paper | |
2021 | The Impact of Natural Disasters on Migration: Findings from Vietnam. (2021). Feeny, Simon ; Posso, Alberto ; Trong-Anh, Trinh. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:87:y:2021:i:3:p:479-510. Full description at Econpapers || Download paper | |
2022 | Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350. Full description at Econpapers || Download paper | |
2021 | Face Mask Use and Physical Distancing before and after Mandatory Masking: No Evidence on Risk Compensation in Public Waiting Lines. (2021). Seres, Gyula ; Suer, Muge ; Friedrichsen, Jana ; Cerutti, Nicola ; Balleyer, Anna. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1971. Full description at Econpapers || Download paper | |
2022 | Teacher Subject Knowledge, Didactic Skills, and Student Learning in Francophone Sub-Saharan Africa. (2022). Sepahvand, Mohammad ; Irmert, Natalie ; Bietenbeck, Jan. In: Working Papers ECARES. RePEc:eca:wpaper:2013/344129. Full description at Econpapers || Download paper | |
2021 | Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886. Full description at Econpapers || Download paper | |
2022 | Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions. (2022). Contreras-Reyes, Javier E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004787. Full description at Econpapers || Download paper | |
2021 | Divorce laws and intimate partner violence: Evidence from Mexico. (2021). Garcia-Ramos, Aixa. In: Journal of Development Economics. RePEc:eee:deveco:v:150:y:2021:i:c:s030438782030198x. Full description at Econpapers || Download paper | |
2021 | The effect of refugees on native adolescents’ test scores: Quasi-experimental evidence from PISA. (2021). Tumen, Semih. In: Journal of Development Economics. RePEc:eee:deveco:v:150:y:2021:i:c:s0304387821000122. Full description at Econpapers || Download paper | |
2021 | Give me your tired and your poor: Impact of a large-scale amnesty program for undocumented refugees. (2021). Ibáñez, Ana ; Bahar, Dany ; Rozo, Sandra V ; Ibaez, Ana Maria. In: Journal of Development Economics. RePEc:eee:deveco:v:151:y:2021:i:c:s0304387821000316. Full description at Econpapers || Download paper | |
2021 | Keeping it in the family: Female inheritance, inmarriage, and the status of women. (2021). Bahrami-Rad, Duman. In: Journal of Development Economics. RePEc:eee:deveco:v:153:y:2021:i:c:s0304387821000882. Full description at Econpapers || Download paper | |
2022 | Natural disasters, intra-national FDI spillovers, and economic divergence: Evidence from India. (2022). Friedt, Felix ; Toner-Rodgers, Aidan. In: Journal of Development Economics. RePEc:eee:deveco:v:157:y:2022:i:c:s0304387822000438. Full description at Econpapers || Download paper | |
2021 | Time-frequency connectedness between Asian electricity sectors. (2021). TAGHIZADEH-HESARY, Farhad ; Ngo, Thanh ; Naeem, Muhammad Abubakr ; Arif, Muhammad ; Hasan, Mudassar ; Taghizadehhesary, Farhad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:208-224. Full description at Econpapers || Download paper | |
2021 | Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275. Full description at Econpapers || Download paper | |
2022 | Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832. Full description at Econpapers || Download paper | |
2021 | The effect of import competition on educational attainment at the postsecondary level: Evidence from NAFTA. (2021). Lee, Maxine J. In: Economics of Education Review. RePEc:eee:ecoedu:v:82:y:2021:i:c:s0272775721000364. Full description at Econpapers || Download paper | |
2021 | Inequalities in test scores between Indigenous and non-Indigenous youth in Canada. (2021). , Maggie ; Barber, Michael. In: Economics of Education Review. RePEc:eee:ecoedu:v:83:y:2021:i:c:s0272775721000583. Full description at Econpapers || Download paper | |
2021 | Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115. Full description at Econpapers || Download paper | |
2021 | The daily relationship between U.S. asset prices and stock prices of American countries. (2021). Paphakin, Warinthorn ; Chin, Chang-Chiang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000346. Full description at Econpapers || Download paper | |
2021 | Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-RodrÃguez, Jorge ; Perez-Rodriguez, Jorge V ; Rachinger, Heiko ; Andrada-Felix, Julian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100067x. Full description at Econpapers || Download paper | |
2021 | Forecasting stock market volatility: Can the risk aversion measure exert an important role?. (2021). Chang, Xiaoming ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001297. Full description at Econpapers || Download paper | |
2022 | Trade friction and price discovery in the USD–CAD spot and forward markets. (2022). Xu, Ke ; Song, Victor ; Chen, Jian ; Yan, Meng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002217. Full description at Econpapers || Download paper | |
2022 | Forecasting risk measures using intraday and overnight information. (2022). Candido, Osvaldo ; Tofoli, Paula V ; Santos, Douglas G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000250. Full description at Econpapers || Download paper | |
2021 | Waxing power, waning pollution: The effect of COVID-19 on Russian environmental policymaking. (2021). Popova, Olga ; Hartwell, Christopher ; Otrachshenko, Vladimir. In: Ecological Economics. RePEc:eee:ecolec:v:184:y:2021:i:c:s0921800921000616. Full description at Econpapers || Download paper | |
2021 | Confidence intervals for the trade cost parameters of cross-section gravity models. (2021). Pfaffermayr, Michael. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000641. Full description at Econpapers || Download paper | |
2021 | The more choice, the better? Evidence from experimental auctions in rural Senegal. (2021). Usmani, Faraz ; Ndiaye, Ousmane ; Jeuland, Marc. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002469. Full description at Econpapers || Download paper | |
2021 | Simple and trustworthy cluster-robust GMM inference. (2021). Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:993-1023. Full description at Econpapers || Download paper | |
2021 | Inference in time series models using smoothed-clustered standard errors. (2021). Vogelsang, Timothy J ; Rho, Seunghwa. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:113-133. Full description at Econpapers || Download paper | |
2021 | Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244. Full description at Econpapers || Download paper | |
2022 | Energy consumption and GDP: a panel data analysis with multi-level cross-sectional dependence. (2022). RodrÃÂguez Caballero, Carlos ; RodrÃÂÂguez Caballero, Carlos ; RodrÃguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:128-146. Full description at Econpapers || Download paper | |
2022 | Public banking and economic growth: The experiences of 10 countries since the 1950s until 2017. (2022). Hodelin, Reynaldo Senra. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000868. Full description at Econpapers || Download paper | |
2021 | A time to print, a time to reform. (2021). Severgnini, Battista ; Rubin, Jared ; Boerner, Lars. In: European Economic Review. RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001641. Full description at Econpapers || Download paper | |
2021 | Civic capital and service outsourcing: Evidence from Italy. (2021). Minerva, Gaetano Alfredo ; Mammi, Irene ; Burker, Matthias. In: European Economic Review. RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001835. Full description at Econpapers || Download paper | |
2022 | More or less unmarried. The impact of legal settings of cohabitation on labour market outcomes. (2022). Leturcq, Marion ; Gousse, Marion. In: European Economic Review. RePEc:eee:eecrev:v:149:y:2022:i:c:s0014292122001519. Full description at Econpapers || Download paper | |
2022 | International travel in times of the COVID-19 pandemic: The case of German school breaks. (2022). Backhaus, Andreas. In: Economics & Human Biology. RePEc:eee:ehbiol:v:44:y:2022:i:c:s1570677x21001155. Full description at Econpapers || Download paper | |
2021 | Global equity market leadership positions through implied volatility measures. (2021). Padungsaksawasdi, Chaiyuth ; Parhizgari, A M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:180-205. Full description at Econpapers || Download paper | |
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2007 | Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 108 |
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2008 | A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 14 |
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2010 | Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 41 |
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2010 | A necessary moment condition for the fractional functional central limit theorem In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
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2010 | A Necessary Moment Condition for the Fractional Functional Central Limit Theorem.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | A Necessary Moment Condition For The Fractional Functional Central Limit Theorem.(2010) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2012 | The impact of financial crises on the risk-return tradeoff and the leverage effect In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 14 |
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2012 | The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect.(2012) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2012 | Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 13 |
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2012 | Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2012 | The role of initial values in nonstationary fractional time series models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
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2013 | Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets.(2013) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2014 | A fractionally cointegrated VAR analysis of economic voting and political support In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 29 |
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2014 | A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support.(2014) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
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2014 | A fractionally cointegrated VAR analysis of price discovery in commodity futures markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 39 |
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2014 | Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 15 |
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2011 | Asymptotics For The Conditional-sum-of-squares Estimator In Multivariate Fractional Time Series Models.(2011) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2016 | The cointegrated vector autoregressive model with general deterministic terms In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
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2016 | The cointegrated vector autoregressive model with general deterministic terms.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2016 | The Cointegrated Vector Autoregressive Model With General Deterministic Terms.(2016) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2016 | Forecasting daily political opinion polls using the fractionally cointegrated VAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 9 |
2015 | Forecasting daily political opinion polls using the fractionally cointegrated VAR model.(2015) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2017 | Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2016 | Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form.(2016) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Testing the CVAR in the fractional CVAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | Testing the CVAR in the Fractional CVAR Model.(2018) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2017 | Testing the CVAR in the fractional CVAR model.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2017 | Testing The Cvar In The Fractional Cvar Model.(2017) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2018 | Nonstationary cointegration in the fractionally cointegrated VAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 13 |
2019 | Nonstationary Cointegration in the Fractionally Cointegrated VAR Model.(2019) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2018 | Nonstationary cointegration in the fractionally cointegrated VAR model.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
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2018 | Fast and Wild: Bootstrap Inference in Stata Using boottest In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 312 |
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2017 | Economic significance of commodity return forecasts from the fractionally cointegrated VAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 21 |
2017 | Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model.(2017) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2018 | Economic significance of commodity return forecasts from the fractionally cointegrated VAR model.(2018) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2019 | Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 32 |
2019 | Asymptotic theory and wild bootstrap inference with clustered errors.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2018 | Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors.(2018) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2020 | Wild Bootstrap and Asymptotic Inference with Multiway Clustering In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 24 |
2019 | Wild Bootstrap and Asymptotic Inference with Multiway Clustering.(2019) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
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2019 | Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends.(2019) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Adaptive Inference in Heteroskedastic Fractional Time Series Models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
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2020 | To infinity and beyond: Efficient computation of ARCH(1) models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
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2020 | Inference on the dimension of the nonstationary subspace in functional time series.(2020) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2022 | Truncated sum-of-squares estimation of fractional time series models with generalized power law trend In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
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2023 | Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference In: Papers. [Full Text][Citation analysis] | paper | 0 |
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2007 | Local Whittle Analysis of Stationary Fractional Cointegration and the ImpliedRealized Volatility Relation In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 37 |
2008 | Asset Market Perspectives on the Israeli–Palestinian Conflict In: Economica. [Full Text][Citation analysis] | article | 52 |
2006 | Asset Market Perspectives on the Israeli-Palestinian Conflict.(2006) In: Bank of Israel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2018 | Forecasting daily political opinion polls using the fractionally cointegrated vector auto?regressive model In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 10 |
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2019 | Special Issue of the Journal of Time Series Analysis in Honour of the 35th Anniversary of the Publication of Geweke and Porter?Hudak (1983): Guest Editors Introduction In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
2021 | To infinity and beyond: Efficient computation of ARCH(?) models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
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2012 | The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models.(2012) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2008 | A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | A Powerful Tuning Parameter Free Test Of The Autoregressive Unit Root Hypothesis.(2008) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2005 | Noncontemporaneous cointegration and the importance of timing In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2007 | Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 55 |
2006 | Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach.(2006) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2008 | Finite sample accuracy and choice of sampling frequency in integrated volatility estimation In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 25 |
2005 | Finite Sample Accuracy Of Integrated Volatility Estimators.(2005) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2016 | A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 27 |
2015 | A Fractionally Cointegrated Var Model With Deterministic Trends And Application To Commodity Futures Markets.(2015) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2008 | Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration In: Working Paper. [Full Text][Citation analysis] | paper | 3 |
2005 | The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
2005 | Forecasting Exchange Rate Volatility In The Presence Of Jumps In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
2006 | The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
2005 | Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration In: Working Paper. [Full Text][Citation analysis] | paper | 34 |
2005 | Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration.(2005) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
2014 | Fcvarmodel.m: A Matlab Software Package For Estimation And Testing In The Fractionally Cointegrated Var Model In: Working Paper. [Full Text][Citation analysis] | paper | 9 |
2018 | A Matlab Program And Users Guide For The Fractionally Cointegrated Var Model In: Working Paper. [Full Text][Citation analysis] | paper | 34 |
2017 | Validity Of Wild Bootstrap Inference With Clustered Errors In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
2017 | Bootstrap And Asymptotic Inference With Multiway Clustering In: Working Paper. [Full Text][Citation analysis] | paper | 10 |
2020 | To infinity and beyond: Efficient computation of ARCH(\infty) models In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | Testing for the appropriate level of clustering in linear regression models In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
2022 | Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
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