Citation analysis for Journal of Econometrics / Elsevier

Citation Profile [Updated: 2023-01-07 21:26:51]

5 Years H Index

220

Impact Factor (IF)

1.93

5 Years IF

1.96

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
1973			0		30	30	0		0
1974			0		30	60	0	2	0
1975			0		39	99	0	9	0
1976			0		29	128	0	15	0
1977			0		55	183	0	17	0							3
1978			0		57	240	0	31	0							7
1979			0		67	307	0	40	0							1
1980			0		74	381	0	46	0
1981			0		89	470	0	64	0							2
1982			0		59	529	0	91	0							4
1983			0		74	603	0	101	0							10
1984			0		64	667	0	130	0							2
1985			0		91	758	0	159	0					4		5
1986			0		53	811	0	173	0							9
1987			0		63	874	0	220	0							5
1988			0		62	936	0	306	0							25
1989			0		65	1001	0	364	0							6
1990	0.27	0.1	0.37	0.34	83	1084	7138	385	400	127	34	334	113	4	1	12	0.14	0.05
1991	0.39	0.1	0.42	0.39	71	1155	2554	470	887	148	57	326	127	4	0.9	16	0.23	0.05
1992	0.31	0.11	0.38	0.27	66	1221	9089	455	1353	154	47	344	93	17	3.7	33	0.5	0.05
1993	0.37	0.13	0.35	0.34	97	1318	3997	449	1815	137	51	347	119	2	0.4	24	0.25	0.06
1994	0.59	0.14	0.46	0.4	83	1401	6460	625	2462	163	96	382	152	1	0.2	24	0.29	0.06
1995	0.67	0.22	0.96	0.8	83	1484	18797	1410	3891	180	120	400	318	192	13.6	38	0.46	0.1
1996	0.83	0.25	1.07	0.89	103	1587	11208	1678	5593	166	138	400	355	255	15.2	72	0.7	0.12
1997	0.88	0.24	1.23	1.08	107	1694	6581	2063	7678	186	164	432	466	240	11.6	44	0.41	0.11
1998	1	0.28	1.35	1.06	111	1805	15927	2420	10117	210	211	473	501	266	11	42	0.38	0.13
1999	0.89	0.3	1.5	1.14	53	1858	7528	2733	12903	218	195	487	555	177	6.5	24	0.45	0.15
2000	1.64	0.35	1.87	1.68	85	1943	5386	3568	16544	164	269	457	770	256	7.2	53	0.62	0.16
2001	1.54	0.38	1.89	1.64	91	2034	6395	3752	20397	138	213	459	751	235	6.3	64	0.7	0.17
2002	1.41	0.41	2.01	1.68	97	2131	10275	4191	24681	176	248	447	749	269	6.4	111	1.14	0.21
2003	1.95	0.44	2.47	2.01	95	2226	12702	5381	30173	188	367	437	879	240	4.5	137	1.44	0.22
2004	2.56	0.49	2.86	2.32	90	2316	6408	6525	36789	192	491	421	976	235	3.6	138	1.53	0.22
2005	2.7	0.5	3.03	2.46	83	2399	8726	7091	44055	185	500	458	1126	311	4.4	148	1.78	0.23
2006	2.75	0.5	3.3	2.9	130	2529	9831	8163	52412	173	476	456	1324	423	5.2	236	1.82	0.23
2007	2.81	0.46	2.95	2.86	187	2716	11807	7938	60427	213	598	495	1415	390	4.9	241	1.29	0.2
2008	3.01	0.49	3.52	3.34	168	2884	11205	10042	70573	317	953	585	1953	471	4.7	224	1.33	0.23
2009	2.53	0.47	3.59	2.77	104	2988	4145	10631	81310	355	897	658	1823	327	3.1	92	0.88	0.23
2010	2.06	0.48	3.4	2.66	145	3133	6355	10556	91954	272	559	672	1788	468	4.4	172	1.19	0.21
2011	2.01	0.52	3.82	2.68	146	3279	5930	12443	104465	249	501	734	1966	491	3.9	284	1.95	0.24
2012	2.31	0.51	4.15	2.64	167	3446	4779	14254	118768	291	671	750	1982	628	4.4	148	0.89	0.22
2013	2.25	0.56	4.38	2.65	95	3541	2994	15462	134262	313	705	730	1932	372	2.4	143	1.51	0.24
2014	2.47	0.55	4.31	2.56	145	3686	4262	15815	150154	262	647	657	1679	513	3.2	173	1.19	0.23
2015	2.58	0.55	4.27	2.55	195	3881	3558	16550	166731	240	620	698	1777	955	5.8	246	1.26	0.23
2016	1.94	0.53	4.06	2.07	147	4028	2949	16316	183069	340	661	748	1545	715	4.4	125	0.85	0.21
2017	1.79	0.55	4.02	1.89	125	4153	1460	16652	199754	342	613	749	1415	675	4.1	94	0.75	0.21
2018	2.04	0.57	3.86	2.1	123	4276	958	16468	216250	272	554	707	1482	698	4.2	71	0.58	0.24
2019	1.48	0.6	3.69	1.96	157	4433	1479	16359	232615	248	366	735	1438	840	5.1	166	1.06	0.24
2020	1.84	0.73	3.99	2.13	148	4581	572	18250	250896	280	514	747	1589	742	4.1	89	0.6	0.34
2021	1.93	1.02	3.84	1.96	154	4735	964	18185	269087	305	590	700	1373	813	4.5	324	2.1	0.38

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

#	Year	Title	Cited
1	1998	Initial 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	11157
2	1995	Another 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	8954
3	1986	Generalized 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	7575
4	2003	Testing 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	5785
5	2002	Unit 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	4892
6	1992	Testing 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	3885
7	1977	Formulation 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. Full description at Econpapers \|\| Download paper	3752
8	2005	A 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	2776
9	1995	Estimating 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. Full description at Econpapers \|\| Download paper	2483
10	1996	Impulse 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	2384
11	1995	Statistical 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	2024
12	1974	Spurious regressions in econometrics. (1974). Granger, Clive ; Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120. Full description at Econpapers \|\| Download paper	2008
13	2008	Manipulation 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	1922
14	1999	Spurious 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	1705
15	2008	Regression 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	1583
16	1992	ARCH 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. Full description at Econpapers \|\| Download paper	1558
17	1982	On 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. Full description at Econpapers \|\| Download paper	1539
18	2005	Does 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. Full description at Econpapers \|\| Download paper	1380
19	1999	Threshold 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	1363
20	1982	Formulation 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. Full description at Econpapers \|\| Download paper	1328
21	2006	Generalized 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	1318
22	2003	What is an oil shock?. (2003). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398. Full description at Econpapers \|\| Download paper	1268
23	1981	Panel 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. Full description at Econpapers \|\| Download paper	1260
24	2007	Estimation 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. Full description at Econpapers \|\| Download paper	1258
25	1996	Residual-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. Full description at Econpapers \|\| Download paper	1233
26	1999	GMM 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	1221
27	2014	On 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	1186
28	1988	Some 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. Full description at Econpapers \|\| Download paper	1132
29	2007	Approximately 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	1118
30	1996	Fractionally 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. Full description at Econpapers \|\| Download paper	1087
31	1995	On 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. Full description at Econpapers \|\| Download paper	1054
32	1997	Further 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. Full description at Econpapers \|\| Download paper	1050
33	1976	Exact and superlative index numbers. (1976). Diewert, Walter. In: Journal of Econometrics. RePEc:eee:econom:v:4:y:1976:i:2:p:115-145. Full description at Econpapers \|\| Download paper	1032
34	1986	Random 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. Full description at Econpapers \|\| Download paper	1025
35	1988	Limited 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. Full description at Econpapers \|\| Download paper	917
36	1990	Analysis 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. Full description at Econpapers \|\| Download paper	910
37	1981	Some 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. Full description at Econpapers \|\| Download paper	903
38	1986	Errors 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. Full description at Econpapers \|\| Download paper	866
39	2008	Randomized 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. Full description at Econpapers \|\| Download paper	847
40	1994	Autoregressive 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. Full description at Econpapers \|\| Download paper	844
41	1994	On 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. Full description at Econpapers \|\| Download paper	843
42	2003	Testing 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. Full description at Econpapers \|\| Download paper	840
43	1996	Long 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. Full description at Econpapers \|\| Download paper	811
44	1988	Prediction 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. Full description at Econpapers \|\| Download paper	796
45	2005	Reconsidering 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. Full description at Econpapers \|\| Download paper	775
46	1992	Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK. (1992). juselius, katarina ; Johansen, Soren. In: Journal of Econometrics. RePEc:eee:econom:v:53:y:1992:i:1-3:p:211-244. Full description at Econpapers \|\| Download paper	763
47	1985	Panel 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. Full description at Econpapers \|\| Download paper	745
48	1995	General purpose technologies Engines of growth?. (1995). Trajtenberg, Manuel ; Bresnahan, Timothy. In: Journal of Econometrics. RePEc:eee:econom:v:65:y:1995:i:1:p:83-108. Full description at Econpapers \|\| Download paper	732
49	2004	Estimating the social return to higher education: evidence from longitudinal and repeated cross-sectional data. (2004). moretti, enrico. In: Journal of Econometrics. RePEc:eee:econom:v:121:y:2004:i:1-2:p:175-212. Full description at Econpapers \|\| Download paper	726
50	2006	Forecasting the term structure of government bond yields. (2006). Diebold, Francis ; Li, Canlin. In: Journal of Econometrics. RePEc:eee:econom:v:130:y:2006:i:2:p:337-364. Full description at Econpapers \|\| Download paper	719

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1998	Initial 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	2372
2	1995	Another 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	2012
3	2003	Testing 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	1240
4	1986	Generalized 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	1096
5	2002	Unit 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	1046
6	2014	On 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	690
7	2005	A 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	612
8	1996	Impulse 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	609
9	1977	Formulation 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. Full description at Econpapers \|\| Download paper	597
10	2008	Manipulation 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	556
11	1995	Estimating 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. Full description at Econpapers \|\| Download paper	520
12	1999	Spurious 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	497
13	1992	Testing 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	472
14	1999	Threshold 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	457
15	1995	Statistical 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	421
16	1999	GMM 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	388
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2021	On the Power Curves of the Conditional Likelihood Ratio and Related Tests for Instrumental Variables Regression with Weak Instruments. (2020). Windmeijer, Frank ; Van de Sijpe, Nicolas. In: Economics Papers. RePEc:nuf:econwp:2009. Full description at Econpapers \|\| Download paper
2021	Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression. (2020). Ridder, Geert ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2008.13042. Full description at Econpapers \|\| Download paper
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2021	Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182. Full description at Econpapers \|\| Download paper
2021	Nonparametric estimation of large covariance matrices with conditional sparsity. (2021). Leng, Chenlei ; Li, Degui ; Peng, Bin ; Wang, Hanchao. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:53-72. Full description at Econpapers \|\| Download paper
2021	Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients. (2021). Xiaodong, Gong ; Jiti, Gao ; Xuan, Liang. In: MPRA Paper. RePEc:pra:mprapa:108497. Full description at Econpapers \|\| Download paper
2021	Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients. (2021). Gao, Jiti ; Liang, Xuan ; Gong, Xiaodong. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-5. Full description at Econpapers \|\| Download paper
2021	Labor productivity forecasts based on a BeveridgeâNelson filter: Is there statistical evidence for a slowdown?. (2021). Biolsi, Christopher. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000276. Full description at Econpapers \|\| Download paper
2021	Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307. Full description at Econpapers \|\| Download paper
2021	An automated approach towards sparse single-equation cointegration modelling. (2021). Smeekes, Stephan ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:247-276. Full description at Econpapers \|\| Download paper
2021	On cointegration and cryptocurrency dynamics. (2021). Keilbar, Georg ; Zhang, Yanfen. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:1:d:10.1007_s42521-021-00027-5. Full description at Econpapers \|\| Download paper
2021	Another look into the factor model black box: factor interpretation and structural (in)stability. (2020). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-02235543. Full description at Econpapers \|\| Download paper
2021	Spatially varying sparsity in dynamic regression models. (2021). Hu, Guanyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:23-34. Full description at Econpapers \|\| Download paper
2021	Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425. Full description at Econpapers \|\| Download paper
2021	Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: MPRA Paper. RePEc:pra:mprapa:111631. Full description at Econpapers \|\| Download paper
2021	Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751. Full description at Econpapers \|\| Download paper
2021	Another look into the factor model black box: factors interpretation and structural (in)stability. (2019). Doz, Catherine ; Despois, Thomas. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02235543. Full description at Econpapers \|\| Download paper
2021	On Edgeworth models for count time series. (2021). Weiss, Christian H. In: Statistics & Probability Letters. RePEc:eee:stapro:v:171:y:2021:i:c:s0167715220302972. Full description at Econpapers \|\| Download paper
2021	Linear regression with many controls of limited explanatory power. (2021). Muller, Ulrich K ; Li, Chenchuan. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:2:p:405-442. Full description at Econpapers \|\| Download paper
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2021	Depth-Weighted Forecast Combination: Application to COVID-19 Cases. (2021). Lee, Yoonseok ; Sul, Donggyu. In: Center for Policy Research Working Papers. RePEc:max:cprwps:238. Full description at Econpapers \|\| Download paper
2021	Forecasting regional long-run energy demand: A functional coefficient panel approach. (2021). Choi, Yongok ; Park, Joon Y ; Miller, Isaac J ; Kim, Chang Sik ; Chang, Yoosoon. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000220. Full description at Econpapers \|\| Download paper
2021	Exogeneity in climate econometrics. (2021). Pretis, Felix. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832100027x. Full description at Econpapers \|\| Download paper
2021	Nonlinear Cointegrating Regression of the Earthâs Surface Mean Temperature Anomalies on Total Radiative Forcing. (2021). Nam, Kyungsik. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:6-:d:495518. Full description at Econpapers \|\| Download paper
2021	The Observed Asymptotic Variance: Hard edges, and a regression approach. (2021). Zhang, Lan ; Mykland, Per A. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:411-428. Full description at Econpapers \|\| Download paper
2021	Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626. Full description at Econpapers \|\| Download paper
2021	A spatio?temporal model for the analysis and prediction of fine particulate matter concentration in Beijing. (2021). Chen, Song ; Huang, Hui ; Xu, Minya ; Wan, Yating. In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:1:n:e2648. Full description at Econpapers \|\| Download paper
2021	Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data. (2021). Wijler, Etienne ; Reuvers, Hanno. In: Papers. RePEc:arx:papers:2108.02864. Full description at Econpapers \|\| Download paper
2021	Modeling high-dimensional unit-root time series. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1535-1555. Full description at Econpapers \|\| Download paper
2021	Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets. (2021). la Rocca, Michele ; Perna, Cira ; Albano, Giuseppina ; Parrella, Maria Lucia. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:4:d:10.1007_s00180-021-01099-y. Full description at Econpapers \|\| Download paper
2021	The impact of household real estate and self-employment: Evidence from China. (2021). Li, Yiming ; Liu, Chenhao ; Xiang, Junyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:873-884. Full description at Econpapers \|\| Download paper
2021	Institutional trading in volatile markets: Evidence from Chinese stock markets. (2021). Zhang, Jinkai ; Darby, Julia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x2030696x. Full description at Econpapers \|\| Download paper
2021	Government Intervention through Informed Trading in Financial Markets. (2021). Wang, Gaowang ; Qiu, Zhigang ; Huang, Shao'An. In: MPRA Paper. RePEc:pra:mprapa:107783. Full description at Econpapers \|\| Download paper
2021	Stock price manipulation, short-sale constraints, and breadth-return relationship. (2021). Sun, Zhenzhen ; Lv, Dayong ; Cao, Zhiqi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000639. Full description at Econpapers \|\| Download paper
2021	Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits. (2021). Wei, Chishen ; Titman, Sheridan ; Zhao, Bin. In: NBER Working Papers. RePEc:nbr:nberwo:29212. Full description at Econpapers \|\| Download paper
2021	Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077. Full description at Econpapers \|\| Download paper
2021	Robustifying Markowitz. (2021). HÃÂ¤rdle, Wolfgang ; Zhivotovskiy, Nikita ; Petukhina, Alla ; Klochkov, Yegor ; Hardle, Wolfgang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021018. Full description at Econpapers \|\| Download paper
2021	Climate change concerns and the performance of green versus brown stocks. (2021). Ardia, David ; Inghelbrecht, Koen ; Boudt, Kris ; Bluteau, Keven. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:21/1011. Full description at Econpapers \|\| Download paper
2021	Price of climate risk hedging under uncertainty. (2021). Evi, Eljko ; Xu, Wei ; Rubtsov, Alexey. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:165:y:2021:i:c:s0040162520312567. Full description at Econpapers \|\| Download paper
2021	The power of ESG ratings on stock markets. (2021). Rzenik, Aleksandra ; Pelizzon, Loriana ; Latino, Carmelo. In: SAFE Working Paper Series. RePEc:zbw:safewp:310. Full description at Econpapers \|\| Download paper
2021	Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701. Full description at Econpapers \|\| Download paper
2021	The pricing of carbon risk in syndicated loans: which risks are priced and why?. (2021). Ehlers, Torsten ; de Greiff, Kathrin ; Packer, Frank. In: BIS Working Papers. RePEc:bis:biswps:946. Full description at Econpapers \|\| Download paper
2021	Climate Transition Risk Metrics: Understanding Convergence and Divergence across Firms and Providers. (2021). Monnin, Pierre ; Senni, Chiara Colesanti ; Bingler, Julia Anna. In: CER-ETH Economics working paper series. RePEc:eth:wpswif:21-363. Full description at Econpapers \|\| Download paper
2021	Are investors aware of climate-related transition risks? Evidence from mutual fund flows. (2021). Reboredo, Juan ; Otero, Luis A. In: Ecological Economics. RePEc:eee:ecolec:v:189:y:2021:i:c:s0921800921002068. Full description at Econpapers \|\| Download paper
2021	Running out of energy: The Price effect of energy deficiency. (2021). Li, Shuo ; Wang, Brian Yutao ; Yang, Zhiqing ; Liu, Guangqiang. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002644. Full description at Econpapers \|\| Download paper
2021	Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20167. Full description at Econpapers \|\| Download paper
2021	What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures. (2021). Ossola, Elisa ; Panzica, Roberto ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000280. Full description at Econpapers \|\| Download paper
2021	Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions. (2021). Pammolli, Fabio ; Spelta, Alessandro ; Flori, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s157230892100036x. Full description at Econpapers \|\| Download paper
2021	Climate change and monetary policy in the euro area. (2021). RÃÂ¶he, Oke ; Popov, Alexander ; Petroulakis, Filippos ; Papadopoulou, Niki ; Parker, Miles ; Mistretta, Alessandro ; Lozej, Matija ; GrÃÂ¼ning, Patrick ; Giovannini, Alessandro ; Garcia Sanchez, Pablo ; DARRACQ PARIES, Matthieu ; Breitenfellner, Andreas ; Bun, Maurice ; Manzanares, Andres ; Diez-Caballero, Arturo ; Prammer, Doris ; Cruz, Lia Vaz ; Weber, Pierre-Franois ; Gruning, Patrick ; Stracca, Livio ; Farkas, Matyas ; Roos, Madelaine ; Aubrechtova, Jana ; Kapp, Daniel ; Osiewicz, Malgorzata ; Holthausen, Cornelia ; Bua, Giovanna ; Manninen, Otso ; di Nino, Virginia ; van den End, Jan Willem ; Moench, Emanuel ; Sotomayor, Beatriz ; Faiella, Ivan ; Rohe, Oke ; Dinino, Virginia ; Isgro, Lorenzo ; Nerlich, Carolin ; Drudi, Francesco ; Garcia-Sanche
2021	What Do You Think about Climate Finance?. (2021). Wurgler, Jeffrey ; Stroebel, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9350. Full description at Econpapers \|\| Download paper
2021	Understanding the Linkages between Climate Change and Inequality in the United States. (2021). Pinkovskiy, Maxim ; Chakrabarti, Rajashri ; Blickle, Kristian ; Janakiraman, Janavi ; Avtar, Ruchi. In: Staff Reports. RePEc:fip:fednsr:93340. Full description at Econpapers \|\| Download paper
2021	Do banks price environmental transition risks? Evidence from a quasi-natural experiment in China. (2021). Wu, YU ; Punzi, Maria Teresa ; Huang, Bihong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001048. Full description at Econpapers \|\| Download paper
2021	Weather, institutional investors and earnings news. (2021). Sun, Lin ; Norris, Dylan ; Jiang, Danling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001115. Full description at Econpapers \|\| Download paper
2021	The impact of climate change on the cost of bank loans. (2021). Masum, Abdullah Al ; Javadi, Siamak. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001401. Full description at Econpapers \|\| Download paper
2021	Do investors care about carbon risk?. (2021). Kacperczyk, Marcin ; Bolton, Patrick. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:517-549. Full description at Econpapers \|\| Download paper
2021	Sustainable investing in equilibrium. (2021). Pastor, Lubos ; Taylor, Lucian A ; Stambaugh, Robert F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:550-571. Full description at Econpapers \|\| Download paper
2021	Market expectations of a warming climate. (2021). Taylor, Charles A ; Schlenker, Wolfram. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:627-640. Full description at Econpapers \|\| Download paper
2021	Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21167. Full description at Econpapers \|\| Download paper
2021	Is drought risk priced in private debt contracts?. (2021). Nguyen, Thu Ha ; Do, Minh ; Truong, Cameron ; Vu, Tram. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:724-737. Full description at Econpapers \|\| Download paper
2021	ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW. (2021). Walther, Thomas ; Nguyen, Duc Khuong ; Breitenstein, Miriam. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:512-538. Full description at Econpapers \|\| Download paper
2021	Do managers hedge disaster risk? Extreme earthquake shock and firm innovations. (2021). Sharma, Susan Sunila ; Hu, Zijiang ; Rao, Yonghui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001803. Full description at Econpapers \|\| Download paper
2021	Achievements and challenges in ESG markets. (2021). Zulaica, Omar ; Zabai, Anna ; Xia, Dora ; Scatigna, Michela . In: BIS Quarterly Review. RePEc:bis:bisqtr:2112f. Full description at Econpapers \|\| Download paper
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2021	Compensatory model for quantile estimation and application to VaR. (2021). Yang, Shuzhen. In: Papers. RePEc:arx:papers:2112.07278. Full description at Econpapers \|\| Download paper
2021	Frequency dependent risk. (2021). Varneskov, Rasmus T ; Neuhierl, Andreas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:644-675. Full description at Econpapers \|\| Download paper
2021	Long- and short-run components of factor betas: Implications for stock pricing. (2021). Christiansen, Charlotte ; Wang, Weining ; Hou, Ai Jun ; Asgharian, Hossein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001281. Full description at Econpapers \|\| Download paper
2021	Spectral factor models. (2021). Tamoni, Andrea ; Lo, Andrew W ; Chaudhuri, Shomesh E ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:214-238. Full description at Econpapers \|\| Download paper
2021	A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:2108.11921. Full description at Econpapers \|\| Download paper
2021	A time-varying network for cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang ; Guo, LI. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021016. Full description at Econpapers \|\| Download paper
2021	Online network monitoring. (2021). Otto, Philipp ; Malinovskaya, Anna. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:5:d:10.1007_s10260-021-00589-z. Full description at Econpapers \|\| Download paper
2021	Financial Risk Meter based on expectiles. (2021). HÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang ; Li, Yingxing ; Lu, Meng-Jou ; Ren, Rui. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021008. Full description at Econpapers \|\| Download paper
2021	FRM Financial Risk Meter for Emerging Markets. (2021). Althof, Michael ; Hardle, Wolfgang Karl ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2102.05398. Full description at Econpapers \|\| Download paper
2021	FRM Financial Risk Meter for Emerging Markets. (2021). Hardle, Wolfgang Karl ; Althof, Michael ; ben Amor, Souhir. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021002. Full description at Econpapers \|\| Download paper
2021	Detection of units with pervasive effects in large panel data models. (2021). Pesaran, M ; Reese, S ; Kapetanios, G. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:510-541. Full description at Econpapers \|\| Download paper
2021	Factor Strengths, Pricing Errors, and Estimation of Risk Premia. (2021). Smith, Ronald ; Pesaran, M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8947. Full description at Econpapers \|\| Download paper
2021	The role of marketing channels in consumersâ promotional point redemption decisions. (2021). Li, Chen ; Kim, Junhee ; Swaminathan, Srinivasan. In: Journal of Business Research. RePEc:eee:jbrese:v:125:y:2021:i:c:p:314-323. Full description at Econpapers \|\| Download paper
2021	Flood Insurance Market Penetration and Expectations of Disaster Assistance. (2021). Petrolia, Daniel ; Landry, Craig ; Turner, Dylan. In: Environmental & Resource Economics. RePEc:kap:enreec:v:79:y:2021:i:2:d:10.1007_s10640-021-00565-x. Full description at Econpapers \|\| Download paper
2021	Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects. (2021). Poskitt, Donald ; Zhao, Xueyan ; Frazier, David T ; Zhang, Lina. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-21. Full description at Econpapers \|\| Download paper
2021	The impact of grade retention on juvenile crime. (2021). Grau, Nicolas ; Reyes, Tatiana ; Diaz, Juan ; Rivera, Jorge. In: Economics of Education Review. RePEc:eee:ecoedu:v:84:y:2021:i:c:s0272775721000728. Full description at Econpapers \|\| Download paper
2021	Early marriage and maternal health care utilisation: Evidence from sub-Saharan Africa. (2021). Shi, Hui ; Cheng, Wenli ; Li, Chuhui. In: Economics & Human Biology. RePEc:eee:ehbiol:v:43:y:2021:i:c:s1570677x21000794. Full description at Econpapers \|\| Download paper
2021	Testing Identifying Assumptions in Bivariate Probit Models. (2021). Kedagni, Desire ; Bartalotti, Otavio ; Acerenza, Santiago. In: ISU General Staff Papers. RePEc:isu:genstf:202103290700001124. Full description at Econpapers \|\| Download paper
2021	Empirical Likelihood for Spatial Autoregressive Models with Spatial Autoregressive Disturbances. (2021). Qin, Yongsong. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:1:d:10.1007_s13171-019-00166-3. Full description at Econpapers \|\| Download paper
2021	Identification of Regression Models with a Misclassified and Endogenous Binary Regressor. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:1904.11143. Full description at Econpapers \|\| Download paper
2021	Marginal Treatment Effects with Misclassified Treatment. (2021). Kedagni, Desire ; Ban, Kyunghoon ; Acerenza, Santiago. In: ISU General Staff Papers. RePEc:isu:genstf:202106180700001132. Full description at Econpapers \|\| Download paper
2021	Do State Snap Policies Influence Program Participation among Seniors?. (2021). Marton, James ; Courtemanche, Charles ; Tchernis, Rusty ; Denteh, Augustine ; Jones, Jordan. In: IZA Discussion Papers. RePEc:iza:izadps:dp14564. Full description at Econpapers \|\| Download paper
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2021	Testing Many Restrictions Under Heteroskedasticity. (2020). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:2003.07320. Full description at Econpapers \|\| Download paper
2021	Interaction and quadratic effects in probit model with endogenous regressors. (2021). Li, Heyang ; Zhou, Xianbo. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304559. Full description at Econpapers \|\| Download paper
2021	Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191. Full description at Econpapers \|\| Download paper
2021	The time-varying risk of Italian GDP. (2021). Pacella, Claudia ; Busetti, Fabio ; delle Monache, Davide ; Caivano, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115. Full description at Econpapers \|\| Download paper
2021	The time-varying evolution of inflation risks. (2021). Korobilis, Dimitris ; Phella, Anthoulla ; Musso, Alberto ; Landau, Bettina. In: Working Paper Series. RePEc:ecb:ecbwps:20212600. Full description at Econpapers \|\| Download paper
2021	Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711. Full description at Econpapers \|\| Download paper
2021	Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930. Full description at Econpapers \|\| Download paper
2021	Testing for relevant dependence change in financial data: a CUSUM copula approach. (2021). Wied, Dominik ; Stark, Florian ; Kutzker, Tim. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-019-01811-4. Full description at Econpapers \|\| Download paper
2021	What are bitcoin market reactions to its-related events?. (2021). Dong, Hao ; Chen, Liming ; Li, Zhenghui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:1-10. Full description at Econpapers \|\| Download paper
2021	Index tracking strategy based on mixed-frequency financial data. (2021). Zhang, Xuan ; Cui, Xiangyu. In: PLOS ONE. RePEc:plo:pone00:0249665. Full description at Econpapers \|\| Download paper
2021	Exponential GARCH-Ito Volatility Models. (2021). Kim, Donggyu. In: Papers. RePEc:arx:papers:2111.04267. Full description at Econpapers \|\| Download paper
2021	Food Price Elasticities for Policy Interventions: Estimates from a Virtual Supermarket Experiment in a Multistage Demand Analysis with (Expert) Prior Information. (2021). Hassan, Andres Ramirez ; Nghiem, Nhung ; Jacobi, Liana ; Blakely, Tony ; Ramirezhassan, Andres. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:457-490. Full description at Econpapers \|\| Download paper
2021	Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps. (2021). Yang, Nian ; Wan, Xiangwei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s016518892100018x. Full description at Econpapers \|\| Download paper
2021	Estimation for high-frequency data under parametric market microstructure noise. (2021). Potiron, Yoann ; Clinet, Simon. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:4:d:10.1007_s10463-020-00762-3. Full description at Econpapers \|\| Download paper
2021	The convergence in various dimensions of energy-economy-environment linkages: A comprehensive citation-based systematic literature review. (2021). Naz, Amber ; Aghdam, Reza Fathollahzadeh ; Ahmad, Nisar ; Menegaki, Angeliki N. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005107. Full description at Econpapers \|\| Download paper
2021	Deep Reinforcement Learning for Active High Frequency Trading. (2021). Briola, Antonio ; Turiel, Jeremy ; Marcaccioli, Riccardo ; Aste, Tomaso. In: Papers. RePEc:arx:papers:2101.07107. Full description at Econpapers \|\| Download paper
2021	Tests for jumps in yield spreads. (2021). Yao, Wenying ; Winkelmann, Lars. In: Discussion Papers. RePEc:zbw:fubsbe:202115. Full description at Econpapers \|\| Download paper
2021	COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Iacopini, Matteo ; Costola, Michele ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2021:05. Full description at Econpapers \|\| Download paper
2021	COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio. In: Papers. RePEc:arx:papers:2101.00422. Full description at Econpapers \|\| Download paper
2021	Markov Switching Panel with Endogenous Synchronization Effects. (2021). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; Agudze, Komla M. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps82. Full description at Econpapers \|\| Download paper
2021	Tail risk measurement in crypto-asset markets. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302477. Full description at Econpapers \|\| Download paper
2021	A semiparametric latent factor model for large scale temporal data with heteroscedasticity. (2021). Wang, Haonan ; Zhou, Wen ; Zhang, Lyuou. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000646. Full description at Econpapers \|\| Download paper
2021	Permutation test for heterogeneous treatment effects with a nuisance parameter. (2021). Olivares, Mauricio ; Chung, Eunyi. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:148-174. Full description at Econpapers \|\| Download paper
2021	How Using Machine Learning Classification as a Variable in Regression Leads to Attenuation Bias and What to Do About It. (2021). Zhang, Han. In: SocArXiv. RePEc:osf:socarx:453jk. 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
2021	Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2108. Full description at Econpapers \|\| Download paper
2021	A test for strict stationarity in a random coefficient autoregressive model of order 1. (2021). Trapani, Lorenzo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001267. Full description at Econpapers \|\| Download paper
2021	Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844. Full description at Econpapers \|\| Download paper
2021	On the empirical estimator of the boundary in inverse first-exit problems. (2021). Potzelberger, Klaus ; Gur, Sercan. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-020-00989-x. Full description at Econpapers \|\| Download paper
2021	Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718. Full description at Econpapers \|\| Download paper
2021	Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271. Full description at Econpapers \|\| Download paper
2021	The Condemned Live Longer â New Evidence of the New Keynesian Phillips Curve in Central and Eastern Europe. (2021). Ertl, Martin ; Zobl, Franz Xaver. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:4:d:10.1007_s11079-020-09604-4. Full description at Econpapers \|\| Download paper
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2021	Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Shimizu, Kenichi ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2021_19. Full description at Econpapers \|\| Download paper
2021	Multivariate stochastic volatility using the HESSIAN method. (2021). Pelletier, Denis ; McCausland, William ; Miller, Shirley . In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:76-94. Full description at Econpapers \|\| Download paper
2021	On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707. Full description at Econpapers \|\| Download paper
2021	Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo. (2021). Czado, Claudia ; Kreuzer, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:130-150. Full description at Econpapers \|\| Download paper
2021	Variational Bayes approximation of factor stochastic volatility models. (2021). Nott, David ; Kohn, Robert ; Gunawan, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1355-1375. Full description at Econpapers \|\| Download paper
2021	Analyzing Global Inequality in Access to Energy: Developing Policy Framework by Inequality Decomposition. (2021). Sinha, Avik ; Saleem, Muhammad Mansoor ; Zafar, Wasif ; Balsalobre-Lorente, Daniel. In: MPRA Paper. RePEc:pra:mprapa:111061. Full description at Econpapers \|\| Download paper
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2021	Region-wide connectedness of Asian equity and currency markets. (2021). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001339. Full description at Econpapers \|\| Download paper
2021	On the joint volatility dynamics in international dairy commodity markets. (2021). Kastner, Gregor ; Rezitis, Anthony N. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:3:p:704-728. Full description at Econpapers \|\| Download paper
2021	Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary. In: Papers. RePEc:arx:papers:2111.07225. Full description at Econpapers \|\| Download paper
2021	The Hard Problem of Prediction for Conflict Prevention. (2021). Mueller, Hannes ; Rauh, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2103. Full description at Econpapers \|\| Download paper
2021	Forecasting financial markets with semantic network analysis in the COVIDâ19 crisis. (2021). Violante, Francesco ; Ravazzolo, Francesco ; Grassi, Stefano ; Colladon, Andrea Fronzetti. In: Working Papers. RePEc:crs:wpaper:2021-06. Full description at Econpapers \|\| Download paper
2021	Economic Policy Uncertainty Index: Extension and optimization of Scott R. Baker, Nicholas Bloom and Steven J. Daviss search term. (2021). Brandt, Richard. In: DoCMA Working Papers. RePEc:zbw:docmaw:5. Full description at Econpapers \|\| Download paper
2021	News-driven inflation expectations and information rigidities. (2021). Thorsrud, Leif ; Larsen, Vegard ; Zhulanova, Julia. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:507-520. Full description at Econpapers \|\| Download paper
2021	The Hard Problem of Prediction for Conflict Prevention. (2021). Rauh, Christopher ; Mueller, Hannes. In: Working Papers. RePEc:bge:wpaper:1244. Full description at Econpapers \|\| Download paper
2021	COMPONENTS OF UNCERTAINTY. (2021). Larsen, Vegard. In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:2:p:769-788. Full description at Econpapers \|\| Download paper
2021	Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data. (2021). Hansen, Stephen ; Battaglia, Laura ; Sacher, Szymon. In: Papers. RePEc:arx:papers:2107.08112. Full description at Econpapers \|\| Download paper
2021	News and narratives in financial systems: Exploiting big data for systemic risk assessment. (2021). Tuckett, David ; Kapadia, Sujit ; Nyman, Rickard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000543. Full description at Econpapers \|\| Download paper
2021	Government-decentralized power: Measurement and effects. (2021). Yang, Haisheng ; Peng, Qing ; Gao, Qing ; Chen, Shaoling. In: Emerging Markets Review. RePEc:eee:ememar:v:48:y:2021:i:c:s1566014120302971. Full description at Econpapers \|\| Download paper
2021	Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication. (2021). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:559. Full description at Econpapers \|\| Download paper
2021	Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena. In: Working Paper Series. RePEc:ecb:ecbwps:20212616. Full description at Econpapers \|\| Download paper
2021	Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements. (2021). Vega, Clara ; Scotti, Chiara ; Gardner, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-74. Full description at Econpapers \|\| Download paper
2021	Enrichment of the Banque de Franceâs monthly business survey: lessons from textual analysis of business leadersâ comments. (2021). Martial, Ranvier ; Mathilde, Gerardin. In: Working papers. RePEc:bfr:banfra:821. Full description at Econpapers \|\| Download paper
2021	Network Based Evidence of the Financial Impact of Covid-19 Pandemic. (2021). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Scaramozzino, Roberta. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0198. Full description at Econpapers \|\| Download paper
2021	Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860. Full description at Econpapers \|\| Download paper
2021	Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87. Full description at Econpapers \|\| Download paper
2021	International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; BÃÂ¶ck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110. Full description at Econpapers \|\| Download paper
2021	Bias optimal vol-of-vol estimation: the role of window overlapping. (2020). Recchioni, Maria Cristina ; Toscano, Giacomo. In: Papers. RePEc:arx:papers:2004.04013. Full description at Econpapers \|\| Download paper
2021	A robust specification test in linear panel data models. (2021). Beyaztas, Beste Hamiye ; Mandal, Abhijit ; Bandyopadhyay, Soutir. In: Papers. RePEc:arx:papers:2104.07723. Full description at Econpapers \|\| Download paper
2021	The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. (2021). Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike G ; Murphy, Anthony. In: Working Papers. RePEc:liv:livedp:202109. Full description at Econpapers \|\| Download paper
2021	Nothing but noise? Price discovery across cryptocurrency exchanges. (2021). Peter, Franziska J ; Dimpfl, Thomas. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300537. Full description at Econpapers \|\| Download paper
2021	The impact of board directors on the innovation of new ventures. (2019). Stephan, Andreas ; LÃÆÃÂ¶ÃÆÃÂ¶f, Hans ; Baum, Christopher ; Viklund-Ros, Ingrid. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:988. Full description at Econpapers \|\| Download paper
2021	Random effects dynamic panel models for unequally-spaced multivariate categorical repeated measures: an application to child-parent exchanges of support. (2020). Grundy, Emily ; Steele, Fiona. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106255. Full description at Econpapers \|\| Download paper
2021	A systematic review of statistical methods for estimating an education production function. (2021). Ogundari, Kolawole. In: MPRA Paper. RePEc:pra:mprapa:105283. Full description at Econpapers \|\| Download paper
2021	Related party transactions and principal-principal conflicts in public companies: Evidence from the maritime shipping industry. (2021). Sigalas, Christos ; Merikas, Andreas ; Andrikopoulos, Andreas. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:145:y:2021:i:c:s1366554520308140. Full description at Econpapers \|\| Download paper
2021	Links between Maternal Employment and Child Nutrition in Rural Tanzania. (2021). Gehrke, Esther ; Qaim, Matin ; Debela, Bethelhem Legesse. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:3:p:812-830. Full description at Econpapers \|\| Download paper
2021	Would A National Sugar?Sweetened Beverage Tax in the United States Be Well Targeted?. (2021). Ng, Shu Wen ; Valizadeh, Pourya. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:3:p:961-986. Full description at Econpapers \|\| Download paper
2021	Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression. (2021). Chernozhukov, Victor ; Syrgkanis, Vasilis ; Quintas-Martinez, Victor ; Newey, Whitney K. In: Papers. RePEc:arx:papers:2104.14737. Full description at Econpapers \|\| Download paper
2021	Customs brokers as intermediaries in international trade. (2021). Medin, Hege. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:157:y:2021:i:2:d:10.1007_s10290-020-00396-w. Full description at Econpapers \|\| Download paper
2021	The gender gap in competitive chess across countries: Commanding queens in command economies. (2021). Dilmaghani, Maryam. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:49:y:2021:i:2:p:425-441. Full description at Econpapers \|\| Download paper
2021	Are long-term care jobs harmful? Evidence from Germany. (2021). Sicsic, Jonathan ; Ronchetti, JÃÂ©rÃÂ´me ; Rapp, Thomas. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:22:y:2021:i:5:d:10.1007_s10198-021-01288-y. Full description at Econpapers \|\| Download paper
2021	Refining vertical productivity spillovers from FDI: Evidence from 32 economies. (2021). Mei, Jen-Chung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:176-191. Full description at Econpapers \|\| Download paper
2021	Household Inflation Expectations and Consumer Spending: Evidence from Panel Data. (2021). Ozdagli, Ali ; Burke, Mary A. In: Working Papers. RePEc:fip:feddwp:92968. Full description at Econpapers \|\| Download paper
2021	The impact of technical efficiency, innovation, and climate policy on the economic viability of renewable electricity generation. (2021). Lee, Jonathan ; Howard, Gregory. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002632. Full description at Econpapers \|\| Download paper
2021	Mapping Poverty of Latin American and Caribbean Countries from Heaven Through Night-Light Satellite Images. (2021). Savio, Giovanni ; Piersimoni, Federica ; Benedetti, Roberto ; Andreano, Maria Simona. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:156:y:2021:i:2:d:10.1007_s11205-020-02267-1. Full description at Econpapers \|\| Download paper
2021	Australian age, period, cohort effects in the gender wage gap - 2001 to 2018. (2021). Kamal, Mustafa ; Blacklow, Paul . In: Working Papers. RePEc:tas:wpaper:37327. Full description at Econpapers \|\| Download paper
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2021	The interplay between renewable portfolio standards and voluntary green power markets in the United States. (2021). Solomon, Barry D ; Zhou, Shan. In: Renewable Energy. RePEc:eee:renene:v:178:y:2021:i:c:p:720-729. Full description at Econpapers \|\| Download paper
2021	Is the patent system a level playing field? The effect of patent attorney firms. (2021). de Rassenfosse, GaÃÂ©tan ; Webster, Elizabeth ; Palangkaraya, Alfons ; Julius, T'Mir ; Jensen, Paul. In: Working Papers. RePEc:iip:wpaper:15. Full description at Econpapers \|\| Download paper
2021	Estimating residential electricity demand: New empirical evidence. (2021). Filippini, Massimo ; Boogen, Nina ; Datta, Souvik. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521004316. Full description at Econpapers \|\| Download paper
2021	Does the accumulation of self-employment experience impact life satisfaction?. (2021). Saridakis, George ; Hand, Chris ; Litsardopoulos, Nicholas. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:16:y:2021:i:c:s2352673421000378. Full description at Econpapers \|\| Download paper
2021	There is no âIâ in team: Career concerns, risk?taking incentives, and team outcomes. (2021). Roberts, Steven. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:30:y:2021:i:1:p:122-138. Full description at Econpapers \|\| Download paper
2021	Random effects dynamic panel models for unequally spaced multivariate categorical repeated measures: an application to childâparent exchanges of support. (2021). Grundy, Emily ; Steele, Fiona. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:1:p:3-23. Full description at Econpapers \|\| Download paper
2021	A Multiple Cohort Study of the Gender Gradient of Life Satisfaction during Adolescence: Longitudinal Evidence from Great Britain. (2021). Chrysanthou, Georgios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1341-1376. Full description at Econpapers \|\| Download paper
2021	Remittances and rural credit markets: Evidence from Senegal. (2021). Mbaye, Linguere Mously. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:1:p:183-199. Full description at Econpapers \|\| Download paper
2021	Trust in the ECB in turbulent times. (2021). Samarina, Anna ; van der Cruijsen, Carin. In: Working Papers. RePEc:dnb:dnbwpp:722. Full description at Econpapers \|\| Download paper
2021	Decomposing the Persistent and Transitory Effect of Information and Communication Technology on Environmental Impacts Assessment in Africa: Evidence from Mundlak Specification. (2021). Shobande, Olatunji. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:4683-:d:541334. Full description at Econpapers \|\| Download paper
2021	Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada. (2021). Rahman, Mohammad Arshad ; Lacroix, Guy ; BRESSON, Georges. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01893-5. Full description at Econpapers \|\| Download paper
2021	Worth the risk? The profit impact of outcome-based service offerings for manufacturing firms. (2021). Kohtamaki, Marko ; Korkeamaki, Lauri ; Parida, Vinit. In: Journal of Business Research. RePEc:eee:jbrese:v:131:y:2021:i:c:p:92-102. Full description at Econpapers \|\| Download paper
2021	Marginal compensated effects in discrete labor supply models. (2021). StrÃÂ¸m, Steinar ; Locatelli, Marilena ; Strom, Steinar ; Dagsvik, John K. In: Journal of choice modelling. RePEc:eee:eejocm:v:41:y:2021:i:c:s1755534521000592. Full description at Econpapers \|\| Download paper
2021	Bounds on distributional treatment effect parameters using panel data with an application on job displacement. (2021). Callaway, Brantly. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:861-881. Full description at Econpapers \|\| Download paper
2021	Difference-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
2021	Limit theorems for network dependent random variables. (2021). Marmer, Vadim ; Kojevnikov, Denis ; Song, Kyungchul. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:882-908. Full description at Econpapers \|\| Download paper
2021	An econometric model of network formation with an application to board interlocks between firms. (2021). Gualdani, Cristina. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:2:p:345-370. Full description at Econpapers \|\| Download paper
2021	An Econometric Model of Network Formation with an Application to Board Interlocks between Firms. (2021). Gualdani, Cristina. In: Post-Print. RePEc:hal:journl:hal-03548907. Full description at Econpapers \|\| Download paper
2021	Some Finite Sample Properties of the Sign Test. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2103.01412. 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	A modified DieboldâMariano test for equal forecast accuracy with clustered dependence. (2021). Zhong, Wanling ; Li, Haiqi ; Zhou, Jin. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521003062. Full description at Econpapers \|\| Download paper
2021	Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data. (2021). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:110899. Full description at Econpapers \|\| Download paper
2021	Dependence-Robust Inference Using Resampled Statistics. (2020). Leung, Michael P. In: Papers. RePEc:arx:papers:2002.02097. Full description at Econpapers \|\| Download paper
2021	Is there a nonlinear relationship between nonperforming loans and bank profitability? Evidence from dynamic panel threshold. (2021). Vo, Xuan Vinh ; Olayeni, Richard Olaolu ; Bolarinwa, Segun Thompson. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:3:p:649-661. Full description at Econpapers \|\| Download paper
2021	Non-Manipulable Machine Learning: The Incentive Compatibility of Lasso. (2021). Eliaz, Kfir ; Caner, Mehmet. In: Papers. RePEc:arx:papers:2101.01144. Full description at Econpapers \|\| Download paper
2021	Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs. (2021). Ura, Takuya ; Chiang, Harold D ; Kato, Kengo ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2102.06586. Full description at Econpapers \|\| Download paper
2021	Generalized Linear Models with Structured Sparsity Estimators. (2021). Caner, Mehmet. In: Papers. RePEc:arx:papers:2104.14371. Full description at Econpapers \|\| Download paper
2021	Bayesian Estimation and Comparison of Conditional Moment Models. (2021). Simoni, Anna ; Shin, Minchul ; Chib, Siddhartha. In: Papers. RePEc:arx:papers:2110.13531. Full description at Econpapers \|\| Download paper
2021	Bayesian Estimation and Comparison of Conditional Moment Models. (2021). Simoni, Anna ; Shin, Minchul ; Chib, Siddhartha. In: Post-Print. RePEc:hal:journl:hal-03504122. Full description at Econpapers \|\| Download paper
2021	Revisiting Identification Concepts in Bayesian Analysis. (2021). Simoni, Anna ; FLORENS, Jean-Pierre. In: Post-Print. RePEc:hal:journl:hal-03504692. Full description at Econpapers \|\| Download paper
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2021	Cyclical drivers of fiscal policy in sub-Saharan Africa: New insights from the time-varying heterogeneity approach. (2021). Altinta, Halil ; Kassouri, Yacouba. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:51-67. Full description at Econpapers \|\| Download paper
2021	Assessing the business values of e-commerce and information technology separately and jointly and their impacts upon US firms performance as measured by productive efficiency. (2021). Chou, Chia-Ching ; Chen, Yueh H ; Lin, Winston T. In: International Journal of Production Economics. RePEc:eee:proeco:v:241:y:2021:i:c:s0925527321002450. Full description at Econpapers \|\| Download paper
2021	Predicting risk in energy markets: Low-frequency data still matter. (2021). VÃÂ½rost, TomÃ¡Å¡ ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers \|\| Download paper
2021	Modelling uncertainty in financial tail risk: a forecasting combination and weighted quantile approach. (2021). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2104.04918. Full description at Econpapers \|\| Download paper
2021	A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting. (2020). Gao, Junbin ; Gerlach, Richard ; Wang, Chao ; Tran, Minh-Ngoc ; Li, Zhengkun. In: Papers. RePEc:arx:papers:2001.08374. Full description at Econpapers \|\| Download paper
2021	Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles. (2020). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2005.04868. Full description at Econpapers \|\| Download paper
2021	A data-driven framework for consistent financial valuation and risk measurement. (2021). Kirkby, Lars J ; Cui, Zhenyu ; Nguyen, Duy. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:381-398. Full description at Econpapers \|\| Download paper
2021	Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099. Full description at Econpapers \|\| Download paper
2021	An Axiomatic Foundation for the Expected Shortfall. (2021). Zitikis, Riardas ; Wang, Ruodu. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1413-1429. Full description at Econpapers \|\| Download paper
2021	Forecast encompassing tests for the expected shortfall. (2021). Schnaitmann, Julie ; Dimitriadis, Timo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:604-621. Full description at Econpapers \|\| Download paper
2021	The uncertainty in extreme risk forecasts from covariate-augmented volatility models. (2021). Hoga, Yannick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:675-686. Full description at Econpapers \|\| Download paper
2021	Dynamic copula-based expectile portfolios. (2021). Sahamkhadam, Maziar. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00210-8. Full description at Econpapers \|\| Download paper
2021	Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation. (2021). Raponi, Valentina ; Petrella, Lea ; Merlo, Luca. In: Papers. RePEc:arx:papers:2106.06518. Full description at Econpapers \|\| Download paper
2021	HCR & HCR-GARCH â novel statistical learning models for Value at Risk estimation. (2021). WoÅºniak, MichaÅ ; Chlebus, Marcin ; Woniak, Micha. In: Working Papers. RePEc:war:wpaper:2021-10. Full description at Econpapers \|\| Download paper
2021	Economic losses from natural disturbances in Norway spruce forests â A quantification using Monte-Carlo simulations. (2021). Seidl, Rupert ; Rammig, Anja ; Chreptun, Claudia ; Thom, Dominik ; Gosling, Elizabeth ; Knoke, Thomas. In: Ecological Economics. RePEc:eee:ecolec:v:185:y:2021:i:c:s092180092100104x. Full description at Econpapers \|\| Download paper
2021	Forecasting Volatility and Tail Risk in Electricity Markets. (2021). Storti, Giuseppe ; Naimoli, Antonio. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:294-:d:582734. Full description at Econpapers \|\| Download paper
2021	Dynamic Large Financial Networks via Conditional Expected Shortfalls. (2021). Caporin, Massimiliano ; Maillet, Bertrand ; Bonaccolto, Giovanni. In: Post-Print. RePEc:hal:journl:hal-03287947. Full description at Econpapers \|\| Download paper
2021	Quantileâ based portfolios: postâ modelâ selection estimation with alternative specifications. (2021). Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00396-7. Full description at Econpapers \|\| Download paper
2021	Better the Devil You Know: Improved Forecasts from Imperfect Models. (2021). Patton, Andrew ; Oh, Dong Hwan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-71. Full description at Econpapers \|\| Download paper
2021	Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation. (2021). Raponi, Valentina ; Petrella, Lea ; Merlo, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002077. Full description at Econpapers \|\| Download paper
2021	Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031. Full description at Econpapers \|\| Download paper
2021	Ethical and unethical investments under extreme market conditions. (2021). Troster, Victor ; Kang, Sang Hoon ; Uddin, Gazi Salah ; Rholm, Anna ; Olofsson, Petter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002726. Full description at Econpapers \|\| Download paper
2021	Marginals Versus Copulas: Which Account For More Model Risk In Multivariate Risk Forecasting?. (2021). Timphus, Maike ; Fritzsch, Simon ; Weiss, Gregor. In: Papers. RePEc:arx:papers:2109.10946. Full description at Econpapers \|\| Download paper
2021	Estimations of the Conditional Tail Average Treatment Effect. (2021). Yen, Yu-Min ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:2109.08793. Full description at Econpapers \|\| Download paper
2021	Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis. (2021). Stephan, Andreas ; Sahamkhadam, Maziar ; Loof, Hans. In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0488. Full description at Econpapers \|\| Download paper
2021	Score-driven time series models. (2021). Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2133. Full description at Econpapers \|\| Download paper
2021	Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262. Full description at Econpapers \|\| Download paper
2021	Empirical Evidences on the Interconnectedness between Sampling and Asset Returnsâ Distributions. (2021). Orlando, Giuseppe ; Bufalo, Michele. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:88-:d:550538. Full description at Econpapers \|\| Download paper
2021	COVID-19, Credit Risk and Macro Fundamentals. (2021). Telg, Sean ; Lucas, Andre ; Dubinova, Anna. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210059. Full description at Econpapers \|\| Download paper
2021	Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004. Full description at Econpapers \|\| Download paper
2021	Time-varying inter-urban housing price spillovers in China: Causes and consequences. (2021). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001251. Full description at Econpapers \|\| Download paper
2021	Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Clark, Todd ; Marcellino, Massimiliano ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:89757. Full description at Econpapers \|\| Download paper
2021	Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary ; Florian, Huber . In: Working Papers. RePEc:jrs:wpaper:202101. Full description at Econpapers \|\| Download paper
2021	On the China factor in the world oil market: A regime switching approach11We thank Hilde BjÃ¸rnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee . (2021). Nguyen, Bao H ; Hou, Chenghan ; Cross, Jamie L. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000244. Full description at Econpapers \|\| Download paper
2021	Forecasting with Shadow-Rate VARs. (2021). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:91780. Full description at Econpapers \|\| Download paper
2021	Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. (2021). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:20-:d:548164. Full description at Econpapers \|\| Download paper
2021	Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543. Full description at Econpapers \|\| Download paper
2021	Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models. (2021). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Working Papers. RePEc:fip:fedpwp:92355. Full description at Econpapers \|\| Download paper
2021	Inflation During the Pandemic: What Happened? What is Next?. (2021). Ohnsorge, Franziska ; Kose, Ayhan M ; Ha, Jongrim. In: MPRA Paper. RePEc:pra:mprapa:108677. Full description at Econpapers \|\| Download paper
2021	Inflation During the Pandemic: What Happened? What is Next?. (2021). Ha, Jongrim ; Ohnsorge, Franziska ; Kose, Ayhan M. In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2108. Full description at Econpapers \|\| Download paper
2021	Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2021). Chan, Joshua. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1212-1226. Full description at Econpapers \|\| Download paper
2021	Simulation smoothing for nowcasting with large mixed-frequency VARs. (2021). Ankargren, Sebastian ; Joneus, Paulina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:97-113. Full description at Econpapers \|\| Download paper
2021	Dividend Momentum and Stock Return Predictability: A Bayesian Approach. (2021). Petrella, Ivan ; Antolin-Diaz, Juan ; Rubio-Ramirez, Juan F. In: Working Papers. RePEc:fda:fdaddt:2021-14. Full description at Econpapers \|\| Download paper
2021	Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:47-73. Full description at Econpapers \|\| Download paper
2021	Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers \|\| Download paper
2021	Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers \|\| Download paper
2021	Dividend Momentum and Stock Return Predictability: A Bayesian Approach. (2021). Rubio-Ramirez, Juan F ; Petrella, Ivan ; Antolin-Diaz, Juan. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:93480. Full description at Econpapers \|\| Download paper
2021	Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle. (2021). Valcarcel, Victor (Vic) ; chen, zhengyang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001494. Full description at Econpapers \|\| Download paper
2021	Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418. Full description at Econpapers \|\| Download paper
2021	The Impact of Monetary Policy on Yield Curve Expectations. (2021). Feldkircher, Martin ; Boeck, Maximilian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:887-901. Full description at Econpapers \|\| Download paper
2021	Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Discussion Papers. RePEc:zbw:bubdps:482021. Full description at Econpapers \|\| Download paper
2021	Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604. Full description at Econpapers \|\| Download paper
2021	Bayesian Local Projections. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1348. Full description at Econpapers \|\| Download paper
2021	Bayesian local projections. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Working Papers. RePEc:hal:wpaper:hal-03373574. Full description at Econpapers \|\| Download paper
2021	Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804. Full description at Econpapers \|\| Download paper
2021	Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15964. Full description at Econpapers \|\| Download paper
2021	Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÆÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers \|\| Download paper
2021	Frequency-Dependent Higher Moment Risks. (2021). BarunÃÂk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers \|\| Download paper
2021	Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers \|\| Download paper
2021	Dynamic industry uncertainty networks and the business cycle. (2021). BarunÃÂk, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957. Full description at Econpapers \|\| Download paper
2021	Uncertainty Network Risk and Currency Returns. (2021). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738. Full description at Econpapers \|\| Download paper
2021	Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687. Full description at Econpapers \|\| Download paper
2021	A Hitchhikerâs Guide to Empirical Macro Models. (2021). ferroni, filippo ; Canova, Fabio. In: Working Paper Series. RePEc:fip:fedhwp:93029. Full description at Econpapers \|\| Download paper
2021	On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2111.00450. Full description at Econpapers \|\| Download paper
2021	On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; GAO, Jiti ; Yan, Yayi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-17. Full description at Econpapers \|\| Download paper
2021	Asymptotics for Time-Varying Vector MA(?) Processes. (2021). GAO, Jiti ; Peng, Bin ; Yan, Yayi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-22. Full description at Econpapers \|\| Download paper
2021	Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises. (2021). Kouaissah, Noureddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:480-493. Full description at Econpapers \|\| Download paper
2021	Analysis of global stock marketsâ connections with emphasis on the impact of COVID-19. (2021). Zhang, Xin ; Yu, Hang ; Zhao, Xinyao ; Guo, Hongfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437121000467. Full description at Econpapers \|\| Download paper
2021	Optimal time-varying tail risk network with a rolling window approach. (2021). Zhang, Shuai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004003. Full description at Econpapers \|\| Download paper
2021	Network vector autoregression with individual effects. (2021). Huang, Tao ; Bai, Yang ; Tang, Yiming. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:6:d:10.1007_s00184-020-00805-y. Full description at Econpapers \|\| Download paper
2021	Networks of news and cross-sectional returns. (2021). HÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang ; Hu, Junjie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021023. Full description at Econpapers \|\| Download paper
2021	Spurious relationships in high-dimensional systems with strong or mild persistence. (2021). Gonzalo, Jesus ; Pitarakis, Jean-Yves. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1480-1497. Full description at Econpapers \|\| Download paper
2021	Cointegration in large VARs. (2020). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2006.14179. Full description at Econpapers \|\| Download paper
2021	Big data and predictive analytics to optimise social and environmental performance of Islamic banks. (2021). Ali, Qaisar ; Parveen, Shazia ; Yaacob, Hakimah ; Zaini, Zaki. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:41:y:2021:i:4:d:10.1007_s10669-021-09823-1. Full description at Econpapers \|\| Download paper
2021	Big Data Applications the Banking Sector: A Bibliometric Analysis Approach. (2021). al Dhanhani, Mona ; Dilshad, Mehroz Nida ; Nobanee, Haitham ; al Shamsi, Saeed ; al Qubaisi, Sultan ; al Neyadi, Maitha. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211067234. Full description at Econpapers \|\| Download paper
2021	Vector Autoregressive Models with Spatially Structured Coefficients for Time Series on a Spatial Grid. (2021). Genton, Marc G ; Huang, Hsin-Cheng ; Yan, Yuan. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:26:y:2021:i:3:d:10.1007_s13253-021-00444-4. Full description at Econpapers \|\| Download paper
2021	A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601. Full description at Econpapers \|\| Download paper
2021	Detecting Latent Communities in Network Formation Models. (2020). Su, Liangjun ; Zhang, Yichong ; Ma, Shujie. In: Papers. RePEc:arx:papers:2005.03226. Full description at Econpapers \|\| Download paper
2021	Parallel integrative learning for large-scale multi-response regression with incomplete outcomes. (2021). Zheng, Zemin ; Li, Daoji ; Dong, Ruipeng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:160:y:2021:i:c:s0167947321000773. Full description at Econpapers \|\| Download paper
2021	A causal inference approach to measure the vulnerability of urban metro systems. (2021). Bansal, Prateek ; Horcher, Daniel ; Graham, Daniel J ; Zhang, Nan. In: Transportation. RePEc:kap:transp:v:48:y:2021:i:6:d:10.1007_s11116-020-10152-6. Full description at Econpapers \|\| Download paper
2021	Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China. (2021). Jin, Chenglu ; Bao, Weiwei ; Chen, Rongda. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:112-129. Full description at Econpapers \|\| Download paper
2021	Multivariate Realized Volatility Forecasting with Graph Neural Network. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2112.09015. Full description at Econpapers \|\| Download paper
2021	Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data. (2019). Bai, Jushan ; Ng, Serena. In: Papers. RePEc:arx:papers:1910.06677. Full description at Econpapers \|\| Download paper
2021	On factor models with random missing: EM estimation, inference, and cross validation. (2021). Su, Liangjun ; Jin, Sainan ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:745-777. Full description at Econpapers \|\| Download paper
2021	International stock return predictability. (2021). Smith, Simon C. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002805. Full description at Econpapers \|\| Download paper
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	Estimation of Conditional Average Treatment Effects with High-Dimensional Data. (2019). Lieli, Robert ; Zhang, Yichong ; Hsu, Yu-Chin ; Fan, Qingliang. In: Papers. RePEc:arx:papers:1908.02399. Full description at Econpapers \|\| Download paper
2021	Automatic Double Machine Learning for Continuous Treatment Effects. (2021). Klosin, Sylvia. In: Papers. RePEc:arx:papers:2104.10334. Full description at Econpapers \|\| Download paper
2021	Multiply Robust Causal Mediation Analysis with Continuous Treatments. (2021). Xu, Yizhen ; Sani, Numair ; Ghassami, Amiremad ; Shpitser, Ilya. In: Papers. RePEc:arx:papers:2105.09254. Full description at Econpapers \|\| Download paper
2021	Indirect inference for locally stationary models. (2021). Koo, Bonsoo ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:1-27. Full description at Econpapers \|\| Download paper
2021	A literature review of new methods in empirical asset pricing: omitted-variable and errors-in-variable bias. (2021). Hemauer, Tobias ; Collot, Solene. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00358-0. Full description at Econpapers \|\| Download paper
2021	Factors and risk premia in individual international stock returns. (2021). Scaillet, Olivier ; Chaieb, Ines ; Langlois, Hugues. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:669-692. Full description at Econpapers \|\| Download paper
2021	When do investors go green? Evidence from a time-varying asset-pricing model. (2021). Ossola, Elisa ; Alessi, Lucia ; Panzica, Roberto. In: Working Papers. RePEc:jrs:wpaper:202113. Full description at Econpapers \|\| Download paper
2021	A BLP Demand Model of Product-Level Market Shares with Complementarity. (2021). Wang, AO. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1351. Full description at Econpapers \|\| Download paper
2021	Causal Inference in Case-Control Studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2004.08318. Full description at Econpapers \|\| Download paper
2021	Phase transition of the monotonicity assumption in learning local average treatment effects. (2021). Zhu, Yinchu. In: Papers. RePEc:arx:papers:2103.13369. Full description at Econpapers \|\| Download paper
2021	Multiple Testing with Covariate Adjustment in Experimental Economics. (2021). Vayalinkal, Atom ; Shaikh, Azeem ; List, John. In: Natural Field Experiments. RePEc:feb:natura:00732. Full description at Econpapers \|\| Download paper
2021	Nonparametric Bounds on Treatment Effects with Imperfect Instruments. (2021). D'esir'e K'edagni, ; Ban, Kyunghoon. In: Papers. RePEc:arx:papers:2109.14785. Full description at Econpapers \|\| Download paper
2021	Identification in nonparametric models for dynamic treatment effects. (2021). Han, Sukjin. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:132-147. Full description at Econpapers \|\| Download paper
2021	The identification region of the potential outcome distributions under instrument independence. (2021). Kitagawa, Toru. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:231-253. Full description at Econpapers \|\| Download paper
2021	Fertility as a driver of maternal employment. (2021). Schmieder, Julia. In: Labour Economics. RePEc:eee:labeco:v:72:y:2021:i:c:s092753712100083x. Full description at Econpapers \|\| Download paper
2021	Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption. (2021). Noack, Claudia. In: Papers. RePEc:arx:papers:2106.06421. Full description at Econpapers \|\| Download paper
2021	Testing Instrument Validity with Covariates. (2021). Kitagawa, Toru ; Carr, Thomas . In: Papers. RePEc:arx:papers:2112.08092. Full description at Econpapers \|\| Download paper
2021	The Long-Run Effects of Consequential School Accountability. (2021). Slichter, David ; Mansfield, Jonathan. In: IZA Discussion Papers. RePEc:iza:izadps:dp14503. Full description at Econpapers \|\| Download paper
2021	Healthy, nudged, and wise: Experimental evidence on the role of cost reminders in healthy decision-making. (2021). Bharati, Tushar. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:21-13. Full description at Econpapers \|\| Download paper
2021	Fast cluster bootstrap methods for linear regression models. (2021). MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1465. Full description at Econpapers \|\| Download paper
2021	Inference On A Distribution From Noisy Draws. (2021). Weidner, Martin ; Jochmans, Koen. In: TSE Working Papers. RePEc:tse:wpaper:126252. Full description at Econpapers \|\| Download paper
2021	Inference on a distribution from noisy draws. (2021). Jochmans, Koen ; Weidner, Martin. In: CeMMAP working papers. RePEc:ifs:cemmap:42/21. Full description at Econpapers \|\| Download paper
2021	Skill, scale, and value creation in the mutual fund industry. (2021). Gagliardini, Patrick ; Scaillet, Olivier ; Barras, Laurent. In: Working Papers. RePEc:gnv:wpgsem:unige:150822. Full description at Econpapers \|\| Download paper
2021	K-expectiles clustering. (2021). HÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang ; Li, Yingxing ; Wang, Bingling. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021003. Full description at Econpapers \|\| Download paper
2021	Do workers, managers, and stations matter for effective policing? A decomposition of productivity into three dimensions of unobserved heterogeneity. (2021). Chaudhary, Amit. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1377. Full description at Econpapers \|\| Download paper
2021	The moderating role of renewable and non-renewable energy in environment-income nexus for ASEAN countries: Evidence from Method of Moments Quantile Regression. (2021). Sharif, Arshian ; Dogan, Eyup ; Siddique, Muhammad ; Anwar, Ahsan. In: Renewable Energy. RePEc:eee:renene:v:164:y:2021:i:c:p:956-967. Full description at Econpapers \|\| Download paper
2021	The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns. (2021). Lee, Chien-Chiang ; Chen, Mei-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:830-852. Full description at Econpapers \|\| Download paper
2021	The value of redistribution: Natural resources and the formation of human capital under weak institutions. (2021). AgÃÂ¼ero, Jorge ; Opo, Hugo ; Maldonado, Stanislao ; Balcazar, Carlos Felipe ; Aguero, Jorge M. In: Journal of Development Economics. RePEc:eee:deveco:v:148:y:2021:i:c:s0304387820301565. Full description at Econpapers \|\| Download paper
2021	The Impact of Import Competition from China on Firm-level Productivity Growth in the EU. (2021). Reinstaller, Andreas ; KÃÂ¼gler, Agnes ; Friesenbichler, Klaus ; Kugler, Agnes. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2021:i:623. Full description at Econpapers \|\| Download paper
2021	Investment and Uncertainty: Are large firms different from small ones?. (2021). Panagiotidis, Theodore ; Printzis, Panagiotis. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_06. Full description at Econpapers \|\| Download paper
2021	Green innovations and patenting renewable energy technologies. (2021). Maasoumi, Esfandiar ; Heshmati, Almas ; Lee, Inhee. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01986-1. Full description at Econpapers \|\| Download paper
2021	Does the overweight epidemic cause energy consumption? A piece of empirical evidence from the European region. (2021). Fuinhas, Jose Alberto ; Koengkan, Matheus. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s036054422032404x. Full description at Econpapers \|\| Download paper
2021	Updating allowance allocations in cap-and-trade: Evidence from the NOx Budget Program. (2021). Maniloff, Peter ; Lange, Ian. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:105:y:2021:i:c:s0095069620301030. Full description at Econpapers \|\| Download paper
2021	Does electronic government deter corruption? Evidence from across the world.. (2021). Martins, JoÃÂ£o ; Fernandes, Bruno ; Veiga, Linda. In: NIPE Working Papers. RePEc:nip:nipewp:02/2021. Full description at Econpapers \|\| Download paper
2021	Investment and uncertainty: Are large firms different from small ones?. (2021). Panagiotidis, Theodore ; Printzis, Panagiotis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:302-317. Full description at Econpapers \|\| Download paper
2021	Does income redistribution impede innovation?. (2021). BRZEZINSKI, Michal . In: OSF Preprints. RePEc:osf:osfxxx:bazxr. Full description at Econpapers \|\| Download paper
2021	The role of information and communication technology in encountering environmental degradation: Proposing an SDG framework for the BRICS countries. (2021). Sinha, Avik ; Chien, Fengsheng ; Razzaq, Asif ; Sharif, Arshian ; Hsu, Ching-Chi ; Anwar, Ahsan. In: MPRA Paper. RePEc:pra:mprapa:108162. Full description at Econpapers \|\| Download paper
2021	The role of information and communication technology in encountering environmental degradation: Proposing an SDG framework for the BRICS countries. (2021). Sinha, Avik ; Hsu, Ching-Chi ; Anwar, Ahsan ; Chien, Fengsheng ; Razzaq, Asif ; Sharif, Arshian. In: Technology in Society. RePEc:eee:teinso:v:65:y:2021:i:c:s0160791x21000622. Full description at Econpapers \|\| Download paper
2021	Exploring the nexus between non-renewable and renewable energy consumptions and economic development: Evidence from panel estimations. (2021). Sharma, Gagan ; Mundi, Hardeep Singh ; Erkut, Burak ; Tiwari, Aviral Kumar. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:146:y:2021:i:c:s136403212100441x. Full description at Econpapers \|\| Download paper
2021	Effects of Domestic Tourism on Urban-Rural Income Inequality: Evidence from China. (2021). Wang, Xiaojun ; Zeng, Zhixin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9009-:d:612881. Full description at Econpapers \|\| Download paper
2021	Last corrupt deed before retirement? Evidence from a lower middle-income country. (2021). Nguyen, Cuong. In: Journal of Development Economics. RePEc:eee:deveco:v:151:y:2021:i:c:s0304387821000523. Full description at Econpapers \|\| Download paper
2021	Premium rates and selection in specialty crop insurance markets: Evidence from the catastrophic coverage participation. (2021). Yu, Jisang ; Lee, Hyunok ; Sumner, Daniel A. In: Food Policy. RePEc:eee:jfpoli:v:101:y:2021:i:c:s0306919221000567. Full description at Econpapers \|\| Download paper
2021	Do public R&D subsidies produce jobs? Evidence from the SBIR/STTR program. (2021). Joshi, Amol M ; Lanahan, Lauren ; Johnson, Evan . In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:7:s0048733321000883. Full description at Econpapers \|\| Download paper
2021	Growth at Risk From Climate Change. (2021). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-54. Full description at Econpapers \|\| Download paper
2021	Semester Course Load and Student Performance. (2021). Huntington-Klein, Nick ; Gill, Andrew. In: Research in Higher Education. RePEc:spr:reihed:v:62:y:2021:i:5:d:10.1007_s11162-020-09614-8. Full description at Econpapers \|\| Download paper
2021	Environmental Performance in the West African Economy: MM-Quantile and 2SLS Approach. (2021). Vespignani, Joaquin ; Nepal, Rabindra ; Yanotti, Maria Belen ; Musibau, Hammed. In: MPRA Paper. RePEc:pra:mprapa:110627. Full description at Econpapers \|\| Download paper
2021	Diaspora Income, Financial Development and Ecological footprint in Africa. (2021). Bila, Santos ; Hassan, Adewale ; Arogundade, Sodiq. In: MPRA Paper. RePEc:pra:mprapa:110819. Full description at Econpapers \|\| Download paper
2021	Effects of Inflation Expectations on Inflation. (2021). Moessner, Richhild. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9467. Full description at Econpapers \|\| Download paper
2021	Financial Development, Reforms and Growth. (2021). Panagiotidis, Theodore ; Voucharas, Georgios ; Boikos, Spyridon. In: Working Paper series. RePEc:rim:rimwps:21-24. Full description at Econpapers \|\| Download paper
2021	The impacts of ICTs on tourism development: International evidence based on a panel quantile approach. (2021). Lee, Chien-Chiang ; Xing, Wenwu ; Wu, Wenmin ; Chen, Mei-Ping. In: Information Technology & Tourism. RePEc:spr:infott:v:23:y:2021:i:4:d:10.1007_s40558-021-00215-4. Full description at Econpapers \|\| Download paper
2021	Measuring heterogeneity with fixed effect quantile regression: Long panels and short panels. (2021). Besstremyannaya, Galina ; Golovan, Sergei. In: Applied Econometrics. RePEc:ris:apltrx:0433. Full description at Econpapers \|\| Download paper
2021	Income inequality and oil resources: Panel evidence from the United States. (2021). GUPTA, RANGAN ; Clance, Matthew ; Chisadza, Carolyn ; Berisha, Edmond. In: Energy Policy. RePEc:eee:enepol:v:159:y:2021:i:c:s0301421521004699. Full description at Econpapers \|\| Download paper
2021	The effect of randomly assigned advisorâs department on student outcomes. (2021). Albert, Aaron. In: Economics of Education Review. RePEc:eee:ecoedu:v:84:y:2021:i:c:s0272775721000856. Full description at Econpapers \|\| Download paper
2021	Energy consumption as an indicator of energy efficiency and emissions in the European Union: A GMM based quantile regression approach. (2021). Nepal, Rabindra ; Jamasb, Tooraj ; Musibau, Hammed Oluwaseyi. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521004420. Full description at Econpapers \|\| Download paper
2021	Financial Development, Reforms and Growth. (2021). Panagiotidis, Theodore ; Voucharas, Georgios ; Boikos, Spyridon. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:98. Full description at Econpapers \|\| Download paper
2021	Terrorism and green innovation in renewable energy. (2021). Chang, Chun-Ping ; Jang, Chyi-Lu ; Feng, Gen-Fu ; Zheng, Mingbo. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005478. Full description at Econpapers \|\| Download paper
2021	Investigating the asymmetric linkages between infrastructure development, green innovation, and consumption-based material footprint: Novel empirical estimations from highly resource-consuming economi. (2021). Suksatan, Wanich ; Irfan, Muhammad ; Li, Jing Claire ; Ajaz, Tahseen ; Razzaq, Asif. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003123. Full description at Econpapers \|\| Download paper
2021	Gender differences under test pressure and their impact on academic performance: A quasi-experimental design. (2021). Montolio, Daniel ; Taberner, Pere A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:1065-1090. Full description at Econpapers \|\| Download paper
2021	Local droughts and income risk among Thai households. (2021). Shabab, Rashaad C. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:4:p:2084-2112. Full description at Econpapers \|\| Download paper
2021	Asymmetric cultural proximity and greenfield foreign direct investment. (2021). Giovannetti, Giorgia ; Santi, Filippo ; Lanati, Mauro ; Fiorini, Matteo. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:9:p:2572-2603. Full description at Econpapers \|\| Download paper
2021	The Use of Quantile Methods in Economic History. (2021). Clarke, Damian ; Pailanir, Daniel ; Jana, Manuel Llorca. In: Papers. RePEc:arx:papers:2108.06055. Full description at Econpapers \|\| Download paper
2021	The Use of Quantile Methods in Economic History. (2021). Clarke, Damian ; Pailair, Daniel ; Llorca-Jaa, Manuel. In: IZA Discussion Papers. RePEc:iza:izadps:dp14659. Full description at Econpapers \|\| Download paper
2021	Decentralization estimators for instrumental variable quantile regression models. (2021). WÃÂ¼thrich, Kaspar ; Kaido, Hiroaki ; Wuthrich, Kaspar. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:2:p:443-475. Full description at Econpapers \|\| Download paper
2021	Quantile Regression under Limited Dependent Variable. (2021). Montes-Rojas, Gabriel ; Alejo, Javier. In: Papers. RePEc:arx:papers:2112.06822. Full description at Econpapers \|\| Download paper
2021	Integrated likelihood based inference for nonlinear panel data models with unobserved effects. (2021). Tripathi, Gautam ; Severini, Thomas A ; Schumann, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:73-95. Full description at Econpapers \|\| Download paper
2021	Bandwidth Selection for Nonparametric Regression with Errors-in-Variables. (2021). Taylor, Luke ; Otsu, Taisuke ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:2104. Full description at Econpapers \|\| Download paper
2021	Robust inference in deconvolution. (2021). Sasaki, Yuya ; Ura, Takuya ; Kato, Kengo. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:1:p:109-142. Full description at Econpapers \|\| Download paper
2021	Max-linear regression models with regularization. (2021). Chan, Vincent ; Zhang, Zhengjun ; Xu, Yuqing ; Cui, Qiurong. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:579-600. Full description at Econpapers \|\| Download paper
2021	A weighted sieve estimator for nonparametric time series models with nonstationary variables. (2021). Linton, Oliver ; Dong, Chaohua ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:909-932. Full description at Econpapers \|\| Download paper
2021	A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation. (2021). Hong, Won-Tak ; Hwang, Eunju. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001324. Full description at Econpapers \|\| Download paper
2021	Saddlepoint approximations for spatial panel data models. (2020). Scaillet, Olivier ; Ronchetti, Elvezio ; la Vecchia, Davide ; Jiang, Chaonan. In: Papers. RePEc:arx:papers:2001.10377. Full description at Econpapers \|\| Download paper
2021	Efficient estimation and filtering for multivariate jumpâdiffusions. (2021). Schwenkler, Gustavo ; Guay, Franois. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:251-275. Full description at Econpapers \|\| Download paper
2021	Moment tests of independent components. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2102. Full description at Econpapers \|\| Download paper
2021	Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Wyloma, Agnieszka ; Janczura, Joanna ; Grzesiek, Aleksandra ; Bielak, Lukasz. In: Papers. RePEc:arx:papers:2107.07142. Full description at Econpapers \|\| Download paper
2021	Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873. Full description at Econpapers \|\| Download paper
2021	Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Janczura, Joanna ; Wyomaska, Agnieszka ; Grzesiek, Aleksandra ; Bielak, Ukasz. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003184. Full description at Econpapers \|\| Download paper
2021	Equity Risk and Return across Hidden Market Regimes. (2021). Khripushin, Denis A ; Korotkikh, Viacheslav V ; Endovitsky, Dmitry A. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:188-:d:662114. Full description at Econpapers \|\| Download paper
2021	Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance. (2021). Ota, Yasushi ; Maki, Daiki. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10014-4. Full description at Econpapers \|\| Download paper
2021	A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado). (2021). Gonzalo, Jesus ; Gadea, Maria Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:32200. Full description at Econpapers \|\| Download paper
2021	Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07. Full description at Econpapers \|\| Download paper
2021	On Spurious Causality, CO2, and Global Temperature. (2021). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.10605. Full description at Econpapers \|\| Download paper
2021	On Multicointegration. (2021). PEter, ; Kheifets, Igor. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2306. Full description at Econpapers \|\| Download paper
2021	The Effect of Amazon Deforestationon Global Climate Variables. (2021). Cornejo, Magdalena ; Ahumada, Hildegart. In: Working Papers. RePEc:aoz:wpaper:94. Full description at Econpapers \|\| Download paper
2021	Testing the Dismal Theorem. (2021). Tol, Richard ; Anthoff, David. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8939. Full description at Econpapers \|\| Download paper
2021	Optimal Climate Policy with Fat-tailed Uncertainty: What the Models Can Tell Us. (2021). Krishnamurthy, Chandra Kiran ; de Bruin, Kelly. In: Papers. RePEc:esr:wpaper:wp697. Full description at Econpapers \|\| Download paper
2021	Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions. (2021). Wagner, Martin ; Knorre, Fabian ; Grupe, Maximilian. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:12-:d:516201. Full description at Econpapers \|\| Download paper
2021	Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach. (2021). Mazzanti, Massimiliano ; Chakraborty, Saptorshee Kanto. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:38:y:2021:i:3:d:10.1007_s40888-021-00232-w. Full description at Econpapers \|\| Download paper
2021	Are economists getting climate dynamics right and does it matter?. (2021). van der Ploeg, Frederick (Rick) ; Venmans, Frank ; Rezai, Armon ; Dietz, Simon. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108887. Full description at Econpapers \|\| Download paper
2021	Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model. (2021). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:2:p:306-329. Full description at Econpapers \|\| Download paper
2021	Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions. (2021). Liu, Yanbo ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2305. Full description at Econpapers \|\| Download paper
2021	On linearization of nonparametric deconvolution estimators for repeated measurements model. (2021). Otsu, Taisuke ; Kurisu, Daisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:615. Full description at Econpapers \|\| Download paper
2021	High-dimensional estimation of quadratic variation based on penalized realized variance. (2021). Podolskij, Mark ; Nielsen, Mikkel Slot ; Christensen, Kim. In: Papers. RePEc:arx:papers:2103.03237. Full description at Econpapers \|\| Download paper
2021	High dimensional minimum variance portfolio estimation under statistical factor models. (2021). Zheng, Xinghua ; Li, Yingying ; Ding, YI. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:502-515. Full description at Econpapers \|\| Download paper
2021	Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio. (2021). Thorsen, Erik ; Parolya, Nestor ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2106.02131. Full description at Econpapers \|\| Download paper
2021	Is 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. Full description at Econpapers \|\| Download paper
2021	Imperfect Competition and Rents in Labor and Product Markets: The Case of the Construction Industry. (2021). Mogstad, Magne ; Setzler, Bradley ; Luo, Yao ; Kroft, Kory. In: Working Papers. RePEc:tor:tecipa:tecipa-695. Full description at Econpapers \|\| Download paper
2021	The term structure of equity risk premia. (2021). Yaron, Amir ; Song, Dongho ; Miller, Shane ; Bansal, Ravi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1209-1228. Full description at Econpapers \|\| Download paper
2021	Nonstationary panel models with latent group structures and cross-section dependence. (2021). Su, Liangjun ; Phillips, Peter ; PEter, ; Jin, Sainan ; Huang, Wenxin. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:198-222. Full description at Econpapers \|\| Download paper
2021	How Does ESG Performance Affect Firm Values and Overinvestments?. (2021). Tatsuyoshi, Okimoto ; Irawan, Denny. In: Discussion papers. RePEc:eti:dpaper:21033. Full description at Econpapers \|\| Download paper
2021	Information content of the risk-free rate for the pricing kernel bound. (2021). Nozari, Milad. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:4:d:10.1057_s41260-021-00209-1. Full description at Econpapers \|\| Download paper
2021	Evaluating the performance of U.S. international equity closed-end funds. (2021). Fletcher, Jonathan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000165. Full description at Econpapers \|\| Download paper
2021	Exact Computation of Maximum Rank Correlation Estimator. (2020). Shin, Youngki ; Todorov, Zvezdomir. In: Papers. RePEc:arx:papers:2009.03844. Full description at Econpapers \|\| Download paper
2021	Nonclassical Measurement Error in the Outcome Variable. (2020). Martin, Stephan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2009.12665. Full description at Econpapers \|\| Download paper
2021	Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1. (2021). Tamer, Elie ; Lan, Xiaoying ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2110.04388. Full description at Econpapers \|\| Download paper
2021	Estimation of high dimensional factor model with multiple threshold-type regime shifts. (2021). Wu, Jianhong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302449. Full description at Econpapers \|\| Download paper
2021	A Data-Driven Multi-Regime Approach for Predicting Energy Consumption. (2021). Kahraman, Muhammet Mustafa ; Kantardzic, Mehmed ; Kotan, Muhammed. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6763-:d:658352. Full description at Econpapers \|\| Download paper
2021	Tail risk contagion between international financial markets during COVID-19 pandemic. (2021). Li, Aihua ; Guo, Yanhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302908. Full description at Econpapers \|\| Download paper
2021	Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting. (2021). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1520-1534. Full description at Econpapers \|\| Download paper
2021	Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach. (2021). Otranto, Edoardo ; Fallanca, Maria Grazia ; Forgione, Antonio Fabio. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:21-:d:475215. Full description at Econpapers \|\| Download paper
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2021	âSmoking your childâs job awayâ: Parental smoking during oneâs childhood and the probability of being employed in adulthood. (2021). Kumar, Sanjesh ; Prakash, Kushneel. In: Journal of Business Research. RePEc:eee:jbrese:v:136:y:2021:i:c:p:86-98. Full description at Econpapers \|\| Download paper
2021	On transformed linear cointegration models. (2021). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304468. Full description at Econpapers \|\| Download paper
2021	Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses. (2021). Wang, Xuexin. In: Working Papers. RePEc:wyi:wpaper:002596. Full description at Econpapers \|\| Download paper
2021	Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data. (2020). Koopman, Siem Jan ; Hoogerkamp, Meindert Heres ; Blasques, Francisco ; van De, Ilka. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200078. Full description at Econpapers \|\| Download paper
2021	Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data. (2021). van De, Ilka ; Koopman, Siem Jan ; Hoogerkamp, Meindert Heres ; Blasques, Francisco. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1426-1441. Full description at Econpapers \|\| Download paper
2021	A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel. (2020). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2012.14886. Full description at Econpapers \|\| Download paper
2021	Global Environmental Value Chain Embeddedness and Enterprise Production Efficiency Improvement. (2021). Song, Malin ; Wang, Shuhong ; Chen, Hanxue. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:58:y:2021:i:c:p:278-290. Full description at Econpapers \|\| Download paper
2021	Production, Investment and Wealth Dynamics under Financial Frictions: An Empirical Investigation of the Selffinancing Channel. (2021). Villacorta, Lucciano ; Tapia, Matias ; Aguirre, Alvaro. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:904. Full description at Econpapers \|\| Download paper
2021	Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg. (2021). Fantazzini, Dean ; Kurbatskii, Alexey ; Mironenkov, Alexey ; Pushchelenko, Julia. In: MPRA Paper. RePEc:pra:mprapa:110452. Full description at Econpapers \|\| Download paper
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2021	A Multivariate VAR Model for Evaluating Sustainable Finance and Natural Resource Curse in West Africa: Evidence from Nigeria and Ghana. (2021). Shobande, Olatunji ; Enemona, Joseph Onuche. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2847-:d:511659. Full description at Econpapers \|\| Download paper
2021	Linear IV regression estimators for structural dynamic discrete choice models. (2021). Scott, Paul T ; Kalouptsidi, Myrto ; Souza-Rodrigues, Eduardo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:778-804. Full description at Econpapers \|\| Download paper
2021	Structural Models: Inception and Frontier. (2021). Galiani, Sebastian ; Pantano, Juan. In: NBER Working Papers. RePEc:nbr:nberwo:28698. Full description at Econpapers \|\| Download paper
2021	A dynamic behavioral model of Korean saving, work, and benefit claiming decisions. (2021). Lee, Jinkook ; Kumar, Krishna ; Garcia, Italo Lopez ; Knapp, David ; Won, Jongwook. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:20:y:2021:i:c:s2212828x21000153. Full description at Econpapers \|\| Download paper
2021	Identification of counterfactuals in dynamic discrete choice models. (2021). Souzarodrigues, Eduardo ; Scott, Paul T ; Kalouptsidi, Myrto. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:2:p:351-403. Full description at Econpapers \|\| Download paper
2021	Robust Estimation of Integrated Volatility. (2021). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2115. Full description at Econpapers \|\| Download paper
2021	Order based versus level book trade reporting: An empirical analysis. (2021). Johnson, Hardy B ; McInish, Thomas ; Upson, James. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000327. Full description at Econpapers \|\| Download paper
2021	Is there any information content of traded stocks in an emerging market? Evidence from Vietnam. (2021). Vo, Duc Hong ; Doan, Bao. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:78-87. Full description at Econpapers \|\| Download paper
2021	Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks. (2021). Park, Sukjin ; Chung, Chaeshick. In: Working Papers. RePEc:sgo:wpaper:2108. Full description at Econpapers \|\| Download paper
2021	Microstructure in the Machine Age. (2021). Jiang, Wei ; Zhang, Zhibai ; Ohara, Maureen ; de Prado, Marcos Lopez ; Easley, David. In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:7:p:3316-3363.. Full description at Econpapers \|\| Download paper
2021	Predictability in commodity markets: Evidence from more than a century. (2021). Simen, Chardin Wese ; Tharann, Bjorn ; Prokopczuk, Marcel ; Hollstein, Fabian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000052. Full description at Econpapers \|\| Download paper
2021	Bayesian criterion?based variable selection. (2021). Ghosh, Santu ; Basu, Sanjib ; Maity, Arnab Kumar. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:4:p:835-857. Full description at Econpapers \|\| Download paper
2021	Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks. (2021). Ouyang, Min ; Li, QI ; Hou, Lei. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:483-509. Full description at Econpapers \|\| Download paper
2021	Interactive 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. Full description at Econpapers \|\| Download paper
2021	Interactive Effects Panel Data Models with General Factors and Regressors. (2021). Yang, Yanrong ; Westerlund, Joakim ; Su, Liangjun ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-23. Full description at Econpapers \|\| Download paper
2021	Inference in high-dimensional regression models without the exact or $L^p$ sparsity. (2021). Sasaki, Yuya ; Chiang, Harold D ; Cha, Jooyoung. In: Papers. RePEc:arx:papers:2108.09520. Full description at Econpapers \|\| Download paper
2021	Realized Volatility, Jump and Beta: evidence from Canadian Stock Market. (2021). Chowdhury, Biplob ; Gajurel, Dinesh. In: Applied Economics. RePEc:taf:applec:v:53:y:2021:i:55:p:6376-6397. Full description at Econpapers \|\| Download paper
2021	Jump activity analysis of the equity index and the corresponding volatility: Evidence from the Chinese market. (2021). Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1055-1073. Full description at Econpapers \|\| Download paper
2021	Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets. (2021). Wong, Wing-Keung ; Hassan, Arshad ; Zada, Hassan. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:92-:d:576215. Full description at Econpapers \|\| Download paper
2021	Transport disrupted â Substituting public transport by bike or car under Covid 19. (2021). Levin-Keitel, Meike ; Tuitjer, Leonie ; Schaefer, Kerstin J. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:153:y:2021:i:c:p:202-217. Full description at Econpapers \|\| Download paper
2021	A Structural Model of Market Friction with Time-Varying Volatility. (2021). Grassi, Stefano ; Buccheri, Giuseppe ; Vocalelli, Giorgio. In: CEIS Research Paper. RePEc:rtv:ceisrp:506. Full description at Econpapers \|\| Download paper
2021	Observation-driven models for realized variances and overnight returns applied to Value-at-Risk and Expected Shortfall forecasting. (2021). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:622-633. Full description at Econpapers \|\| Download paper
2021	Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks. (2021). Lee, Lung-Fei ; Jeong, Hanbat. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001214. Full description at Econpapers \|\| Download paper
2021	Political openness and armed conflict: Evidence from local councils in Colombia. (2021). Galindo-Silva, Hector. In: European Journal of Political Economy. RePEc:eee:poleco:v:67:y:2021:i:c:s0176268020301324. Full description at Econpapers \|\| Download paper
2021	The Forest Behind the Tree: Heterogeneity in How US Governors Party Affects Black Workers. (2021). Kakeu, Johnson ; Tchuente, Guy ; Francois, John Nana. In: Papers. RePEc:arx:papers:2110.00582. Full description at Econpapers \|\| Download paper
2021	The Forest Behind the Tree: Heterogeneity in How US Governors Party Affects Black Workers. (2021). Tchuente, Guy ; Kakeu, Johnson ; Francois, John Nana. In: GLO Discussion Paper Series. RePEc:zbw:glodps:947. Full description at Econpapers \|\| Download paper
2021	Optimal Decision Rules Under Partial Identification. (2021). Yata, Kohei. In: Papers. RePEc:arx:papers:2111.04926. Full description at Econpapers \|\| Download paper
2021	Procuring survival. (2021). Giuffrida, Leonardo M ; Cappelletti, Matilde. In: ZEW Discussion Papers. RePEc:zbw:zewdip:21093. Full description at Econpapers \|\| Download paper
2021	Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381. Full description at Econpapers \|\| Download paper
2021	A new unique information share measure with applications on cross-listed Chinese banks. (2021). Shi, Yanlin ; Li, Hong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000996. Full description at Econpapers \|\| Download paper
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2021	Bilinear Input Normalization for Neural Networks in Financial Forecasting. (2021). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Tran, Dat Thanh. In: Papers. RePEc:arx:papers:2109.00983. Full description at Econpapers \|\| Download paper
2021	Quasi?maximum likelihood estimation of conditional autoregressive Wishart models. (2021). Asai, Manabu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:3:p:271-294. Full description at Econpapers \|\| Download paper
2021	Carry Trade Returns and Segmented Risk Pricing. (2021). Schulze, Gordon. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:49:y:2021:i:1:d:10.1007_s11293-021-09698-2. Full description at Econpapers \|\| Download paper
2021	The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298. Full description at Econpapers \|\| Download paper
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2021	Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market. (2021). Lo, Ingrid ; Lin, Hai ; Qiao, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002119. Full description at Econpapers \|\| Download paper
2021	Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources. (2021). Liu, Wenbin ; Wang, Rui ; Xiao, Helu ; Gao, Meng ; Zhou, Zhongbao. In: Omega. RePEc:eee:jomega:v:104:y:2021:i:c:s0305048321000888. Full description at Econpapers \|\| Download paper
2021	Portfolio selection with parsimonious higher comoments estimation. (2021). Vrins, Frederic ; Lassance, Nathan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s037842662100073x. Full description at Econpapers \|\| Download paper
2021	Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201. Full description at Econpapers \|\| Download paper
2021	How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748. Full description at Econpapers \|\| Download paper
2021	Efficient closed-form estimation of large spatial autoregressions. (2020). Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.12395. Full description at Econpapers \|\| Download paper
2021	Risk aversion and auction design: Theoretical and empirical evidence. (2021). Vasserman, Shoshana ; Watt, Mitchell. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:79:y:2021:i:c:s0167718721000515. Full description at Econpapers \|\| Download paper
2021	Whatâs Missing in Environmental (Self-)Monitoring: Evidence from Strategic Shutdowns of Pollution Monitors. (2021). Rubin, Edward ; Zou, Eric ; Mu, Yingfei. In: NBER Working Papers. RePEc:nbr:nberwo:28735. Full description at Econpapers \|\| Download paper
2021	Loss-Based Variational Bayes Prediction. (2021). Loaiza Maya, RubÃÂ©n ; Frazier, David T ; Koo, Bonsoo ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-8. Full description at Econpapers \|\| Download paper
2021	Techno-economic optimization of a zero emission energy system for a coastal community in Newfoundland, Canada. (2021). Rahaman, Md Habibur ; Das, Pronob ; Islam, M S. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220328164. Full description at Econpapers \|\| Download paper
2021	Estimation and inference in spatial models with dominant units. (2021). Yang, Cynthia Fan ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:591-615. Full description at Econpapers \|\| Download paper
2021	Technology shocks and sectoral labour market spill-overs. (2021). Dragomirescu-Gaina, Catalin ; Elia, Leandro. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000616. Full description at Econpapers \|\| Download paper
2021	Spillovers in global production networks. (2021). Gunnella, Vanessa ; Frohm, Erik. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:3:p:663-680. Full description at Econpapers \|\| Download paper
2021	Kernel density estimation for partial linear multivariate responses models. (2021). Zhou, Yan ; Lin, Bingqing ; Zhang, Jun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000464. Full description at Econpapers \|\| Download paper
2021	The effect of web of science subject categories on clustering: the case of data-driven methods in business and economic sciences. (2021). Schlogl, Christian ; Jesenko, Berndt. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:8:d:10.1007_s11192-021-04060-4. Full description at Econpapers \|\| Download paper
2021	Multiple-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. Full description at Econpapers \|\| Download paper
2021	Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Tu, Yundong ; Gao, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-18. Full description at Econpapers \|\| Download paper
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2021	Better Bunching, Nicer Notching. (2021). Seegert, Nathan ; McCallum, Andrew ; Bertanha, Marinho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-02. Full description at Econpapers \|\| Download paper
2021	Robust Inference for Diffusion-Index Forecasts with Cross-Sectionally Dependent Data. (2021). Kim, Min Seong. In: Working papers. RePEc:uct:uconnp:2021-04. Full description at Econpapers \|\| Download paper
2021	Estimation of firm productivity in the presence of spillovers and common shocks. (2021). Zhao, Shunan ; Kumbhakar, Subal ; Jin, Man. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:6:d:10.1007_s00181-020-01922-3. Full description at Econpapers \|\| Download paper
2021	Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14. Full description at Econpapers \|\| Download paper
2021	Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346. Full description at Econpapers \|\| Download paper
2021	The Impact of the Female Advantage in Education on the Marriage Market. (2021). Rodriguez-Gonzalez, Ana. In: Working Papers. RePEc:hhs:lunewp:2021_005. Full description at Econpapers \|\| Download paper
2021	The effects of paid family leave on food insecurityâevidence from California. (2021). Lenhart, Otto. In: Review of Economics of the Household. RePEc:kap:reveho:v:19:y:2021:i:3:d:10.1007_s11150-020-09537-4. Full description at Econpapers \|\| Download paper
2021	The Power of Lakshmi: Monetary Incentives for Raising a Girl. (2021). Zimmermann, Laura V ; Cornwell, Christopher ; Biswas, Nabaneeta. In: GLO Discussion Paper Series. RePEc:zbw:glodps:888. Full description at Econpapers \|\| Download paper
2021	The Effect of the Sex Buyer Law on the Market for Sex, Sexual Health and Sexual Violence. (2021). Nguyen, Thien ; Backus, Peter. In: Economics Discussion Paper Series. RePEc:man:sespap:2106. Full description at Econpapers \|\| Download paper
2021	Do cultural districts spur urban revitalization: Evidence from Louisiana. (2021). Wagner, Gary A ; Portillo, Javier E. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:651-673. Full description at Econpapers \|\| Download paper
2021	Covariate-adjusted Fisher randomization tests for the average treatment effect. (2021). Ding, Peng ; Zhao, Anqi. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:278-294. Full description at Econpapers \|\| Download paper
2021	Price floors and externality correction. (2021). Smith, Kate ; O'Connell, Martin ; Griffith, Rachel. In: IFS Working Papers. RePEc:ifs:ifsewp:21/40. Full description at Econpapers \|\| Download paper
2021	News or noise: Mobile internet technology and stock market activity. (2021). White, Roger M ; Wermers, Russ ; Elliott, Brooke W ; Brown, Nerissa C. In: CFR Working Papers. RePEc:zbw:cfrwps:2110. Full description at Econpapers \|\| Download paper
2021	Heterogeneous responses to school track choice: Evidence from the repeal of binding track recommendations. (2021). Bach, Maximilian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:21104. Full description at Econpapers \|\| Download paper
2021	Specification tests for non?Gaussian maximum likelihood estimators. (2021). Sentana, Enrique ; Fiorentini, Gabriele. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:3:p:683-742. Full description at Econpapers \|\| Download paper
2021	New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers \|\| Download paper
2021	The long-term causal effect of U.S. bombing missions on economic development: Evidence from the Ho Chi Minh Trail and Xieng Khouang Province in Lao P.D.R. (2021). Yamada, Takahiro. In: Journal of Development Economics. RePEc:eee:deveco:v:150:y:2021:i:c:s0304387820301863. Full description at Econpapers \|\| Download paper
2021	Instrument approval by the Sargan test and its consequences for coefficient estimation. (2021). Kripfganz, Sebastian ; Kiviet, Jan. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002123. Full description at Econpapers \|\| Download paper
2021	Do Boys and Girls Perform Better at Math Just Studying More ?. (2021). Perali, Federico ; Menon, Martina ; Matteazzi, Eleonora. In: CHILD Working Papers Series. RePEc:cca:wchild:96. Full description at Econpapers \|\| Download paper
2021	Complementarities and Intergenerational Educational Mobility: Theory and Evidence from Indonesia. (2021). Shilpi, Forhad ; Emran, M. Shahe ; Ahsan, Nazmul. In: MPRA Paper. RePEc:pra:mprapa:111125. Full description at Econpapers \|\| Download paper
2021	Gender empowerment as an enforcer of individualsâ choice between education and fertility: Evidence from 19th century France. (2021). Mishra, Tapas ; DIEBOLT, Claude ; Perrin, Faustine. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:408-438. Full description at Econpapers \|\| Download paper
2021	Short and Simple Confidence Intervals when the Directions of Some Effects are Known. (2021). McCloskey, Adam ; Ketz, Philipp. In: Papers. RePEc:arx:papers:2109.08222. Full description at Econpapers \|\| Download paper
2021	The Impact of Digital Transformation on the Micrologistic System, and the Open Innovation in Logistics. (2021). Kikkas, Kseniia ; Skripnuk, Djamilia ; Didenko, Nikolay ; Kosinski, Eryk ; Kalinina, Olga. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:2:p:115-:d:539005. Full description at Econpapers \|\| Download paper
2021	Skeptic priors and climate consensus. (2021). McDermott, Grant R. In: Climatic Change. RePEc:spr:climat:v:166:y:2021:i:1:d:10.1007_s10584-021-03089-x. Full description at Econpapers \|\| Download paper
2021	Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration. (2021). Kim, Dukpa ; Carrion-i-Silvestre, Josep. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:22-38. Full description at Econpapers \|\| Download paper
2021	Climate Change and the Social Cost of Carbon: DICE Explained and Expanded. (2021). van Kooten, Gerrit ; Eiswerth, Mark E ; Russell, Alyssa R ; Izett, Jonathon. In: Working Papers. RePEc:rep:wpaper:2021-01. Full description at Econpapers \|\| Download paper
2021	Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311. Full description at Econpapers \|\| Download paper
2021	Modelling non-stationary âBig Dataâ. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575. Full description at Econpapers \|\| Download paper
2021	Estimation and Inference with Near Unit Roots. (2021). PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2304. Full description at Econpapers \|\| Download paper
2021	Behavioral Responses to Supply-Side Drug Policy During the Opioid Epidemic. (2021). Sherry, Tisamarie B ; Maestas, Nicole ; Liebert, Helge ; Balestra, Simone. In: NBER Working Papers. RePEc:nbr:nberwo:29596. Full description at Econpapers \|\| Download paper
2021	Double-Robust Two-Way-Fixed-Effects Regression For Panel Data. (2021). Imbens, Guido ; Luo, Xiaoman ; Lei, Lihua ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2107.13737. Full description at Econpapers \|\| Download paper
2021	What do Firms Gain from Patenting? The Case of the Global ICT Industry. (2021). Ghodsi, Mohammad Mahdi ; Rungi, Armando ; Exadaktylos, Dimitrios. In: Papers. RePEc:arx:papers:2108.00814. Full description at Econpapers \|\| Download paper
2021	The Effects of Reforming a Federal Employment Agency on Labor Demand. (2021). Kraft, Kornelius ; Lammers, Alexander. In: IZA Discussion Papers. RePEc:iza:izadps:dp14629. Full description at Econpapers \|\| Download paper
2021	Labor supply effects of a universal cash transfer. (2021). Gromadzki, Jan. In: IBS Working Papers. RePEc:ibt:wpaper:wp022021. Full description at Econpapers \|\| Download paper
2021	COVID-19, poverty and inclusive development. (2021). Miedema, Esther ; Cardozo, Mieke Lopes ; van Leynseele, Yves ; Hordijk, Michaela ; van Ewijk, Edith ; Bosch, Hilmer ; Verrest, Hebe ; Asubonteng, Kwabena ; Vegelin, Courtney ; Ros-Tonen, Mirjam ; Scholtens, Joeri ; Bavinck, Maarten ; Rammelt, Crelis ; Gupta, Joyeeta ; Pouw, Nicky. In: World Development. RePEc:eee:wdevel:v:145:y:2021:i:c:s0305750x2100139x. Full description at Econpapers \|\| Download paper
2021	Landmines: the local effects of demining. (2021). Vargas, Juan ; Prem, Mounu ; Purroy, M E. In: Documentos de Trabajo. RePEc:col:000092:019588. Full description at Econpapers \|\| Download paper
2021	Landmines: The local effects of demining. (2021). Vargas, Juan ; Prem, Mounu ; Purroy, Miguel. In: Documentos de Trabajo LACEA. RePEc:col:000518:019733. Full description at Econpapers \|\| Download paper
2021	Do City Honors Increase Tourism Economic Growth? A Quasi-Natural Experimental Research Study Based on âCivilized Cityâ Selection in China. (2021). Mao, Yan ; Chen, Qiao. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12545-:d:678271. Full description at Econpapers \|\| Download paper
2021	Estimating 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
2021	Difference-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
2021	The case for negotiated contracts under the transition to a green bus fleet. (2021). Hensher, David A. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:154:y:2021:i:c:p:255-269. Full description at Econpapers \|\| Download paper
2021	Over with carbon? Investors reaction to the Paris Agreement and the US withdrawal. (2021). Kvedaras, Virmantas ; Alessi, Lucia ; Battiston, Stefano. In: Working Papers. RePEc:jrs:wpaper:202112. Full description at Econpapers \|\| Download paper
2021	Landmines: The Local Effects of Demining. (2021). Vargas, Juan ; Purroy, Miguel ; Prem, Mounu. In: Working papers. RePEc:rie:riecdt:86. Full description at Econpapers \|\| Download paper
2021	Make the Economy Scream? U.S. Banks and Foreign Firms During the Cold War. (2021). Prem, Mounu ; Gonzalez, Felipe ; Aldunate, Felipe. In: SocArXiv. RePEc:osf:socarx:bhwk7. Full description at Econpapers \|\| Download paper
2021	How Peace Saves Lives? Evidence from Colombia. (2021). Vargas, Juan ; Purroy, Miguel ; Prem, Mounu ; Perilla, Sergio. In: SocArXiv. RePEc:osf:socarx:cxuwg. Full description at Econpapers \|\| Download paper
2021	Landmines: The Local Effects of Demining. (2021). Vargas, Juan ; Prem, Mounu ; Purroy, Miguel E. In: SocArXiv. RePEc:osf:socarx:3jzk6. Full description at Econpapers \|\| Download paper
2021	Immigration Policy and Remittance Behaviour. (2021). Tchuente, Guy ; Piracha, Matloob ; Tani, Massimiliano. In: GLO Discussion Paper Series. RePEc:zbw:glodps:94r. Full description at Econpapers \|\| Download paper
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2021	The Impact of Higher Education on Economic Growth in ASEAN-5 Countries. (2021). Yamaka, Woraphon ; Maneejuk, Paravee. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:520-:d:476443. Full description at Econpapers \|\| Download paper
2021	Determining the number of breaks in large dimensional factor models with structural changes. (2021). Wu, Jian Hong ; Zhou, Ruichao ; Wang, LU. In: Economics Letters. RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176520304675. Full description at Econpapers \|\| Download paper
2021	Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666. Full description at Econpapers \|\| Download paper
2021	VIX term structure: The role of jump propagation risks. (2021). Chen, JI ; Yang, Xinglin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:785-810. Full description at Econpapers \|\| Download paper
2021	Dissecting Macroeconomic News. (2021). Avino, Davide ; Stancu, Andrei ; Simen, Chardin Wese. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:5:p:1047-1077. Full description at Econpapers \|\| Download paper
2021	A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model. (2021). Zhu, Chunhui ; Zhang, Yuanyuan ; Li, Shaoyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001479. Full description at Econpapers \|\| Download paper
2021	Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Asongu, Simplice ; Shobande, Olatunji A. In: Working Papers. RePEc:exs:wpaper:21/042. Full description at Econpapers \|\| Download paper
2021	Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/042. Full description at Econpapers \|\| Download paper
2021	Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:110639. Full description at Econpapers \|\| Download paper
2021	Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Asongu, Simplice ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/042. Full description at Econpapers \|\| Download paper
2021	Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers \|\| Download paper
2021	Clustering of arrivals in queueing systems: autoregressive conditional duration approach. (2021). Hol, Vladimir ; Tomanova, Petra. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:29:y:2021:i:3:d:10.1007_s10100-021-00744-7. Full description at Econpapers \|\| Download paper
2021	Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299. Full description at Econpapers \|\| Download paper
2021	On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530. Full description at Econpapers \|\| Download paper
2021	Speculation and lottery-like demand in cryptocurrency markets. (2021). Junttila, Juha ; Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000081. Full description at Econpapers \|\| Download paper
2021	Heterogeneous Treatment Effects in Regression Discontinuity Designs. (2021). 'Agoston Reguly, . In: Papers. RePEc:arx:papers:2106.11640. Full description at Econpapers \|\| Download paper
2021	Testing identifying assumptions in fuzzy regression discontinuity designs. (2021). Arai, Yoichi ; Wan, Yuanyuan ; Mourifie, Ismael ; Kitagawa, Toru ; Hsu, Yu-Chin. In: CeMMAP working papers. RePEc:ifs:cemmap:16/21. Full description at Econpapers \|\| Download paper

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Recent citations received in 2021

Year	Citing document
2021	The 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. Full description at Econpapers \|\| Download paper
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2021	The Signaling Values of Nested Wine Names. (2021). le Gallo, Julie ; LeGallo, Julie ; Ay, Jean-Sauveur. In: Working Papers. RePEc:ags:aawewp:321851. Full description at Econpapers \|\| Download paper
2021	Permanent-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. Full description at Econpapers \|\| Download paper
2021	Health 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. Full description at Econpapers \|\| Download paper
2021	Short-Term Covid-19 Forecast for Latecomers. (2021). Zilberman, Eduardo ; Vasconcelos, Gabriel ; Valladao, Davi ; Street, Alexandre ; Medeiros, Marcelo. In: Papers. RePEc:arx:papers:2004.07977. Full description at Econpapers \|\| Download paper
2021	Machine 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. Full description at Econpapers \|\| Download paper
2021	Intertemporal 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. Full description at Econpapers \|\| Download paper
2021	Lockdown 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. Full description at Econpapers \|\| Download paper
2021	Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182. Full description at Econpapers \|\| Download paper
2021	Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587. Full description at Econpapers \|\| Download paper
2021	Graphical Models for Financial Time Series and Portfolio Selection. (2021). Zhan, NI ; Sun, Yijia ; Jakhar, Aman ; Liu, HE. In: Papers. RePEc:arx:papers:2101.09214. Full description at Econpapers \|\| Download paper
2021	The 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. Full description at Econpapers \|\| Download paper
2021	A note on global identification in structural vector autoregressions. (2021). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.04048. 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
2021	Epidemics with Behavior. (2021). Fukuda, Satoshi ; Wolf, Christoph ; Kos, Nenad. In: Papers. RePEc:arx:papers:2103.00591. Full description at Econpapers \|\| Download paper
2021	Robust Inference on Income Inequality: \textit{t-}Statistic Based Approaches. (2021). Ibragimov, Rustam ; Skrobotov, Anton ; Kattuman, Paul. In: Papers. RePEc:arx:papers:2105.05335. Full description at Econpapers \|\| Download paper
2021	Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346. Full description at Econpapers \|\| Download paper
2021	Specification tests for GARCH processes. (2021). Rahbek, Anders ; Perera, Indeewara ; Cavaliere, Giuseppe. In: Papers. RePEc:arx:papers:2105.14081. Full description at Econpapers \|\| Download paper
2021	The Causal Effect of Transport Infrastructure: Evidence from a New Historical Database. (2021). Pettersson-Lidbom, Per ; Tyrefors, BjÃÂ¶rn ; Erik, Lindgren. In: Papers. RePEc:arx:papers:2106.00348. Full description at Econpapers \|\| Download paper
2021	Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio. (2021). Thorsen, Erik ; Parolya, Nestor ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2106.02131. Full description at Econpapers \|\| Download paper
2021	On the Use of Two-Way Fixed Effects Models for Policy Evaluation During Pandemics. (2021). Gauthier, Germain. In: Papers. RePEc:arx:papers:2106.10949. Full description at Econpapers \|\| Download paper
2021	Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models. (2021). Carro, Jesus M ; Aguirregabiria, Victor. In: Papers. RePEc:arx:papers:2107.06141. Full description at Econpapers \|\| Download paper
2021	Realised Volatility Forecasting: Machine Learning via Financial Word Embedding. (2021). Poon, Ser-Huang ; Zohren, Stefan ; Rahimikia, Eghbal. In: Papers. RePEc:arx:papers:2108.00480. Full description at Econpapers \|\| Download paper
2021	What do Firms Gain from Patenting? The Case of the Global ICT Industry. (2021). Ghodsi, Mohammad Mahdi ; Rungi, Armando ; Exadaktylos, Dimitrios. In: Papers. RePEc:arx:papers:2108.00814. Full description at Econpapers \|\| Download paper
2021	Reinforcement Learning for Quantitative Trading. (2021). An, BO ; Wang, Rundong ; Sun, Shuo. In: Papers. RePEc:arx:papers:2109.13851. Full description at Econpapers \|\| Download paper
2021	The 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. Full description at Econpapers \|\| Download paper
2021	Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach. (2021). Peng, Bin ; Gao, Jiti ; Feng, Guohua. In: Papers. RePEc:arx:papers:2111.00449. Full description at Econpapers \|\| Download paper
2021	Multiple-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. Full description at Econpapers \|\| Download paper
2021	Exponential GARCH-Ito Volatility Models. (2021). Kim, Donggyu. In: Papers. RePEc:arx:papers:2111.04267. Full description at Econpapers \|\| Download paper
2021	Bounding Treatment Effects by Pooling Limited Information across Observations. (2021). Weidner, Martin ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2111.05243. Full description at Econpapers \|\| Download paper
2021	Effect 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. Full description at Econpapers \|\| Download paper
2021	Interactive 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. Full description at Econpapers \|\| Download paper
2021	Is 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. Full description at Econpapers \|\| Download paper
2021	Network regression and supervised centrality estimation. (2021). Zhao, Linda ; Shen, Haipeng ; Zhu, WU ; Yang, Dan ; Cai, Junhui. In: Papers. RePEc:arx:papers:2111.12921. Full description at Econpapers \|\| Download paper
2021	Simple Alternatives to the Common Correlated Effects Model. (2021). Brown, Nicholas ; Wooldridge, Jeffrey M ; Schmidt, Peter. In: Papers. RePEc:arx:papers:2112.01486. Full description at Econpapers \|\| Download paper
2021	Avoiding 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. Full description at Econpapers \|\| Download paper
2021	Forecasting 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. Full description at Econpapers \|\| Download paper
2021	Does 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. Full description at Econpapers \|\| Download paper
2021	Presidential Address: How Much âRationalityâ 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. Full description at Econpapers \|\| Download paper
2021	Model?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. Full description at Econpapers \|\| Download paper
2021	Modeling 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. Full description at Econpapers \|\| Download paper
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2021	Score-driven time series models. (2021). Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2133. Full description at Econpapers \|\| Download paper
2021	Specification Lasso and an Application in Financial Markets. (2021). Dong, C ; Li, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2139. Full description at Econpapers \|\| Download paper
2021	The 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. Full description at Econpapers \|\| Download paper
2021	Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07. (2021). Falkenheim, Michael. In: Working Papers. RePEc:cbo:wpaper:57255. Full description at Econpapers \|\| Download paper
2021	College 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. Full description at Econpapers \|\| Download paper

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Recent citations received in 2020

Year	Citing document
2020	Sequential Monitoring of Changes in Housing Prices. (2020). Lu, Shanglin ; Liu, Zhenya ; Horv, Lajos. In: Papers. RePEc:arx:papers:2002.04101. Full description at Econpapers \|\| Download paper
2020	Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496. Full description at Econpapers \|\| Download paper
2020	Dynamic Network Risk. (2020). BarunÃÆÃÂk, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639. Full description at Econpapers \|\| Download paper
2020	Flexible Mixture Priors for Large Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers \|\| Download paper
2020	A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity. (2020). Candelaria, Luis E. In: Papers. RePEc:arx:papers:2007.05403. Full description at Econpapers \|\| Download paper
2020	An estimator for predictive regression: reliable inference for financial economics. (2020). Shephard, Neil. In: Papers. RePEc:arx:papers:2008.06130. Full description at Econpapers \|\| Download paper
2020	How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477. Full description at Econpapers \|\| Download paper
2020	The role of parallel trends in event study settings: An application to environmental economics. (2020). Sant'Anna, Pedro ; Marcus, Michelle. In: Papers. RePEc:arx:papers:2009.01963. Full description at Econpapers \|\| Download paper
2020	Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data. (2020). Tao, Jing ; Peng, Sida ; Ning, Yang. In: Papers. RePEc:arx:papers:2009.03151. Full description at Econpapers \|\| Download paper
2020	Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103. Full description at Econpapers \|\| Download paper
2020	A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application. (2020). GAO, Jiti ; Peng, Bin ; Yan, Yayi. In: Papers. RePEc:arx:papers:2010.01492. Full description at Econpapers \|\| Download paper
2020	Inference with a single treated cluster. (2020). Hagemann, Andreas. In: Papers. RePEc:arx:papers:2010.04076. Full description at Econpapers \|\| Download paper
2020	The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data. (2020). , Weinan ; Huang, Guanhua ; Pang, Yue ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05172. Full description at Econpapers \|\| Download paper
2020	Robust Forecasting. (2020). Moon, Hyungsik Roger ; Christensen, Timothy ; Schorfheide, Frank. In: Papers. RePEc:arx:papers:2011.03153. Full description at Econpapers \|\| Download paper
2020	A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2011.09029. Full description at Econpapers \|\| Download paper
2020	On the effectiveness of the European Central Banks conventional and unconventional policies under uncertainty. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Stelzer, Anna. In: Papers. RePEc:arx:papers:2011.14424. Full description at Econpapers \|\| Download paper
2020	Bayesian Quantile-Based Portfolio Selection. (2020). Lindholm, Mathias ; Bodnar, Taras ; Thors, Erik ; Niklasson, Vilhelm. In: Papers. RePEc:arx:papers:2012.01819. Full description at Econpapers \|\| Download paper
2020	Imperfect Competition and Rents in Labor and Product Markets: The Case of the Construction Industry. (2020). Mogstad, Magne ; Kroft, Kory ; Setzler, Bradley ; Luo, Yao. In: Working Papers. RePEc:bfi:wpaper:2020-7. Full description at Econpapers \|\| Download paper
2020	Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690. Full description at Econpapers \|\| Download paper
2020	Get rich or die tryingÃ¢â¬Â¦ finding revenue model fit using machine learning and multiple cases. (2020). Eisenhardt, Kathleen M ; Tidhar, Ron. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:7:p:1245-1273. Full description at Econpapers \|\| Download paper
2020	Endogeneity Corrected Stochastic Frontier with Market Imperfections. (2020). Neogi, Chiranjib ; Maiti, Dibyendu. In: Working papers. RePEc:cde:cdewps:313. Full description at Econpapers \|\| Download paper
2020	Rules vs. Discretion in Cap-and-Trade Programs: Evidence from the EU Emission Trading System. (2020). Edenhofer, Ottmar ; Friedrich, Marina ; Pahle, Michael ; Fries, Sebastien . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8637. Full description at Econpapers \|\| Download paper
2020	Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models. (2020). Otranto, Edoardo ; Bauwens, L. In: Working Paper CRENoS. RePEc:cns:cnscwp:202007. Full description at Econpapers \|\| Download paper
2020	Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models. (2020). Otranto, Edoardo ; Bauwens, Luc. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2020034. Full description at Econpapers \|\| Download paper
2020	International Migration Responses to Natural Disasters: Evidence from Modern Europes Deadliest Earthquake. (2020). Zimran, Ariell ; Tortorici, Gaspare ; Spitzer, Yannay. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15008. Full description at Econpapers \|\| Download paper
2020	Mandatory Helmet Use and the Severity of Motorcycle Accidents: No Brainer?. (2020). Cid, Alejandro ; Cabrera, JosÃÂ© MarÃÂa ; Carozzi, Felipe ; Blanco, Magdalena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15501. Full description at Econpapers \|\| Download paper
2020	What do international energy prices have in common after taking into account the key drivers?. (2020). Camacho, Maximo ; Sanchez, Daniel Pea ; Navarro, Angela Caro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31647. Full description at Econpapers \|\| Download paper
2020	Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983. Full description at Econpapers \|\| Download paper
2020	Large-scale minimum variance portfolio allocation using double regularization. (2020). Liao, Yin ; Bian, Zhicun ; Zhang, Xueyong ; Shi, Jing ; Oneill, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s016518892030107x. Full description at Econpapers \|\| Download paper
2020	Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Broto, Carmen ; Lamas, Matias. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:217-229. Full description at Econpapers \|\| Download paper
2020	Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301807. Full description at Econpapers \|\| Download paper
2020	On the identification of models with conditional characteristic functions. (2020). Han, Hyojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304343. Full description at Econpapers \|\| Download paper
2020	A note on Portmanteau tests for conditional heteroscedastistic models. (2020). Jiang, Feiyu ; Ben, Youhong. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301257. Full description at Econpapers \|\| Download paper
2020	Asymptotic theory for near integrated processes driven by tempered linear processes. (2020). Phillips, Peter ; Sabzikar, Farzad ; Wang, Qiying. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:192-202. Full description at Econpapers \|\| Download paper
2020	Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids. (2020). Guerre, Emmanuel ; Gimenes, Nathalie. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:1-18. Full description at Econpapers \|\| Download paper
2020	The time-varying asymmetry of exchange rate returns: A stochastic volatility â stochastic skewness model. (2020). Iseringhausen, Martin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:275-292. Full description at Econpapers \|\| Download paper
2020	Effective ways to reduce CO2 emissions from Chinas heavy industry? Evidence from semiparametric regression models. (2020). Lin, Boqiang ; Xu, Bin. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303145. Full description at Econpapers \|\| Download paper
2020	Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter. (2020). Behrendt, Simon ; Ballinari, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311821. Full description at Econpapers \|\| Download paper
2020	Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil. (2020). Cepoi, Cosmin-Octavian. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305912. Full description at Econpapers \|\| Download paper
2020	Extension of the Fama and French model: A study of the largest European financial institutions. (2020). Escolastico, Alba M ; De, Maria ; Jareo, Francisco. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:115-139. Full description at Econpapers \|\| Download paper
2020	Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361. Full description at Econpapers \|\| Download paper
2020	Innovation efficiency in European high-tech industries: Evidence from a Bayesian stochastic frontier approach. (2020). Herwartz, Helmut ; Haschka, Rouven E. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:8:s0048733320301323. Full description at Econpapers \|\| Download paper
2020	Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90. Full description at Econpapers \|\| Download paper
2020	The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:20068. Full description at Econpapers \|\| Download paper
2020	Frequency-Domain Evidence for Climate Change. (2020). Reschenhofer, Erhard ; Mangat, Manveer Kaur. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:28-:d:387111. Full description at Econpapers \|\| Download paper
2020	Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size. (2020). Bauer, Dietmar ; Li, Yuanyuan. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:38-:d:415196. Full description at Econpapers \|\| Download paper
2020	Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature. (2020). Johansen, Soren ; Hillebrand, Eric ; Schmith, Torben . In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:41-:d:438688. Full description at Econpapers \|\| Download paper
2020	The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka. (2020). Murshed, Muntasir ; Mahmood, Haider ; Bassim, Mohga ; Yousef, Tarek Tawfik. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6565-:d:461230. Full description at Econpapers \|\| Download paper
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2020	The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:233-:d:422459. Full description at Econpapers \|\| Download paper

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Recent citations received in 2019

Year	Citing document
2019	Opinion Dynamics and Disagreements on Financial Networks. (2019). Casarin, Roberto ; Billio, Monica ; Frattarolo, Lorenzo ; Costola, Michele. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:24-51. Full description at Econpapers \|\| Download paper
2019	Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: CREATES Research Papers. RePEc:aah:create:2019-05. Full description at Econpapers \|\| Download paper
2019	Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings. (2019). Pea, Daniel ; Rodriguez-Caballero, Carlos Vladimir ; Catao, Duvan Humberto. In: CREATES Research Papers. RePEc:aah:create:2019-23. Full description at Econpapers \|\| Download paper
2019	Linear Quantile Regression and Endogeneity Correction. (2019). MULLER, Christophe. In: Biostatistics and Biometrics Open Access Journal. RePEc:adp:jbboaj:v:9:y:2019:i:5:p:123-128. Full description at Econpapers \|\| Download paper
2019	Public finance sustainability in Europe: a behavioral model. (2019). Suarez, Carolina Ulloa ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1929. Full description at Econpapers \|\| Download paper
2019	Estimation of Dynamic Panel Threshold Model using Stata. (2019). SEO, MYUNG HWAN ; Kim, Young-Joo. In: Papers. RePEc:arx:papers:1902.10318. Full description at Econpapers \|\| Download paper
2019	Inference for First-Price Auctions with Guerre, Perrigne, and Vuongs Estimator. (2019). Marmer, Vadim ; Shneyerov, Artyom. In: Papers. RePEc:arx:papers:1903.06401. Full description at Econpapers \|\| Download paper
2019	Sharp Bounds for the Marginal Treatment Effect with Sample Selection. (2019). Possebom, Vitor. In: Papers. RePEc:arx:papers:1904.08522. Full description at Econpapers \|\| Download paper
2019	Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140. Full description at Econpapers \|\| Download paper
2019	Permutation inference with a finite number of heterogeneous clusters. (2019). Hagemann, Andreas. In: Papers. RePEc:arx:papers:1907.01049. Full description at Econpapers \|\| Download paper
2019	Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075. Full description at Econpapers \|\| Download paper
2019	Large Volatility Matrix Prediction with High-Frequency Data. (2019). Song, Xinyu. In: Papers. RePEc:arx:papers:1907.01196. Full description at Econpapers \|\| Download paper
2019	Audits as Evidence: Experiments, Ensembles, and Enforcement. (2019). Kline, Patrick ; Walters, Christopher. In: Papers. RePEc:arx:papers:1907.06622. Full description at Econpapers \|\| Download paper
2019	Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107. Full description at Econpapers \|\| Download paper
2019	Critical Decisions for Asset Allocation via Penalized Quantile Regression. (2019). Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:1908.04697. Full description at Econpapers \|\| Download paper
2019	Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1908.06325. Full description at Econpapers \|\| Download paper
2019	Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109. Full description at Econpapers \|\| Download paper
2019	Averaging estimation for instrumental variables quantile regression. (2019). Liu, Xin. In: Papers. RePEc:arx:papers:1910.04245. Full description at Econpapers \|\| Download paper
2019	An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation. (2019). Wang, Xuexin ; Sun, Yixiao. In: Papers. RePEc:arx:papers:1911.03771. Full description at Econpapers \|\| Download paper
2019	A Scrambled Method of Moments. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1911.09128. Full description at Econpapers \|\| Download paper
2019	Mean-shift least squares model averaging. (2019). Takanashi, Kosaku ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1912.01194. Full description at Econpapers \|\| Download paper
2019	Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231. Full description at Econpapers \|\| Download paper
2019	Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models. (2019). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Papers. RePEc:arx:papers:1912.03100. Full description at Econpapers \|\| Download paper
2019	The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158. Full description at Econpapers \|\| Download paper
2019	Network Data. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1912.06346. Full description at Econpapers \|\| Download paper
2019	Estimation of Auction Models with Shape Restrictions. (2019). Schurter, Karl ; Pinkse, Joris. In: Papers. RePEc:arx:papers:1912.07466. Full description at Econpapers \|\| Download paper
2019	Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: Papers. RePEc:arx:papers:1912.12527. Full description at Econpapers \|\| Download paper
2019	From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947. Full description at Econpapers \|\| Download paper
2019	Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713. Full description at Econpapers \|\| Download paper
2019	Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162. Full description at Econpapers \|\| Download paper
2019	Spillovers from US monetary policy: evidence from a time varying parameter global vector autoÃ¢â¬Âregressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861. Full description at Econpapers \|\| Download paper
2019	News-driven inflation expectations and information rigidities. (2019). Thorsrud, Leif ; Larsen, Vegard ; Zhulanova, Julia. In: Working Papers. RePEc:bny:wpaper:0075. Full description at Econpapers \|\| Download paper
2019	Narrative monetary policy surprises and the media. (2019). Thorsrud, Leif ; Larsen, Vegard H ; Ellen, Saskia Ter. In: Working Papers. RePEc:bny:wpaper:0078. Full description at Econpapers \|\| Download paper
2019	Housing wealth, household debt and financial assets: are there implications for consumption?. (2019). Papapetrou, Evangelia ; Palaios, Panagiotis ; Manou, Konstantina. In: Working Papers. RePEc:bog:wpaper:263. Full description at Econpapers \|\| Download paper
2019	Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data. (2019). Laeven, Roger ; Vellekoop, M H ; Laeven, R. J. A., ; Li, Z M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1952. Full description at Econpapers \|\| Download paper
2019	Influencers and Communities in Social Networks. (2019). Klochkov, Y ; Hardle, W K ; Chen, C. Y-H., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1998. Full description at Econpapers \|\| Download paper
2019	Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19. Full description at Econpapers \|\| Download paper
2019	Audits as Evidence: Experiments, Ensembles, and Enforcement. (2019). Kline, Patrick ; Walters, Christopher. In: Institute for Research on Labor and Employment, Working Paper Series. RePEc:cdl:indrel:qt3z72m9kn. Full description at Econpapers \|\| Download paper
2019	Estimation of Varying Coefficient Models with Measurement Error. (2019). Taylor, Luke ; Dong, Hao ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:607. Full description at Econpapers \|\| Download paper
2019	Business Cycle Narratives. (2019). Thorsrud, Leif ; Larsen, Vegard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7468. Full description at Econpapers \|\| Download paper
2019	Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers \|\| Download paper
2019	The Hard Problem of Prediction for Conflict Prevention. (2019). Rauh, Christopher ; Mueller, Hannes Felix. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13748. Full description at Econpapers \|\| Download paper
2019	Finance and Carbon Emissions. (2019). Popov, Alexander ; de Haas, Ralph. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14012. Full description at Econpapers \|\| Download paper
2019	Inflation at Risk. (2019). Loria, Francesca ; Lopez-Salido, David J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14074. Full description at Econpapers \|\| Download paper
2019	Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554. Full description at Econpapers \|\| Download paper
2019	Comparing Forecasts of Extremely Large Conditional Covariance Matrices. (2019). Ruiz, Esther ; Moura, Guilherme. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29291. Full description at Econpapers \|\| Download paper
2019	Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963. Full description at Econpapers \|\| Download paper
2019	Finance and carbon emissions. (2019). Popov, Alexander ; De Haas, Ralph. In: Working Paper Series. RePEc:ecb:ecbwps:20192318. Full description at Econpapers \|\| Download paper
2019	A time-varying parameter structural model of the UK economy. (2019). Waldron, Matt ; Masolo, Riccardo M. ; Petrova, Katerina ; Kapetanios, George. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:5. Full description at Econpapers \|\| Download paper
2019	Pricing and Exercising American Options: an Asymptotic Expansion Approach. (2019). Ye, Yongxin ; Li, Chenxu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:11. Full description at Econpapers \|\| Download paper

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Recent citations received in 2018

Year	Citing document
2018	Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). TerÃÆÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14. Full description at Econpapers \|\| Download paper
2018	Threshold regression with endogeneity for short panels. (2018). WÃÆÃÂ¼rtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: CREATES Research Papers. RePEc:aah:create:2018-27. Full description at Econpapers \|\| Download paper
2018	Effects of Taxes and Safety Net Pensions on life-cycle Labor Supply, Savings and Human Capital: the Case of Australia. (2018). Iskhakov, Fedor. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-661. Full description at Econpapers \|\| Download paper
2018	Threshold regression with endogeneity for short panels. (2018). WÃÆÃÂ¼rtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-665. Full description at Econpapers \|\| Download paper
2018	Nonparametric Regression with Multiple Thresholds: Estimation and Inference. (2018). Chen, Jau-Er ; Chiou, Yan-Yu. In: Papers. RePEc:arx:papers:1705.09418. Full description at Econpapers \|\| Download paper
2018	Bootstrap Methods in Econometrics. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.04016. Full description at Econpapers \|\| Download paper
2018	Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2018). Lee, Ying-Ying. In: Papers. RePEc:arx:papers:1811.00157. Full description at Econpapers \|\| Download paper
2018	Bootstrapping Structural Change Tests. (2018). Cornea-Madeira, Adriana ; Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:1811.04125. Full description at Econpapers \|\| Download paper
2018	High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization. (2018). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:1811.09540. Full description at Econpapers \|\| Download paper
2018	Inference in Games Without Nash Equilibrium: An Application to Restaurants, Competition in Opening Hours. (2018). Xie, Erhao . In: Staff Working Papers. RePEc:bca:bocawp:18-60. Full description at Econpapers \|\| Download paper
2018	Asymptotically unbiased inference for a panel VAR model with p lags. (2018). Melo-Velandia, Luis ; Cubillos-Rocha, Juan. In: Borradores de Economia. RePEc:bdr:borrec:1059. Full description at Econpapers \|\| Download paper
2018	Evaluating research and education performance in Indian agricultural development. (2018). Schimmelpfennig, David ; Rada, Nicholas. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:395-406. Full description at Econpapers \|\| Download paper
2018	Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations. (2018). Hamilton, James ; Baumeister, Christiane. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_014. Full description at Econpapers \|\| Download paper
2018	High Dimensional Semiparametric Moment Restriction Models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1881. Full description at Econpapers \|\| Download paper
2018	Applied Welfare Analysis for Discrete Choice with Interval-data on Income. (2018). Bhattacharya, Debopam ; Lee, Y-Y., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1882. Full description at Econpapers \|\| Download paper
2018	Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7048. Full description at Econpapers \|\| Download paper
2018	Inference in Second-Order IdentiÃ¯Â¬Âed Models. (2018). Hall, Alastair ; Kleibergen, Frank ; Dovonon, Prosper. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-36. Full description at Econpapers \|\| Download paper
2018	A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; BrÃÆÃÂ¤uning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342. Full description at Econpapers \|\| Download paper
2018	Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?. (2018). Fletcher, Jonathan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:114-129. Full description at Econpapers \|\| Download paper
2018	A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models. (2018). Xiang, Jingjie ; Cui, Guowei ; Li, Kunpeng. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:144-148. Full description at Econpapers \|\| Download paper
2018	Testing for self-excitation in jumps. (2018). Boswijk, H. Peter ; Yang, Xiye. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:256-266. Full description at Econpapers \|\| Download paper
2018	Testing for jumps and jump intensity path dependence. (2018). Corradi, Valentina ; Swanson, Norman R ; Silvapulle, Mervyn J. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:248-267. Full description at Econpapers \|\| Download paper
2018	Exit dynamics of start-up firms: Structural estimation using indirect inference. (2018). Golombek, Rolf ; Raknerud, Arvid. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:204-225. Full description at Econpapers \|\| Download paper
2018	Nonparametric regression with multiple thresholds: Estimation and inference. (2018). Chen, Jau-er ; Chiou, Yan-Yu. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:472-514. Full description at Econpapers \|\| Download paper
2018	Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. (2018). Kurov, Alexander ; Wolfe, Marketa Halova ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:1-18. Full description at Econpapers \|\| Download paper
2018	Improvement pathway of energy consumption structure in Chinas industrial sector: From the perspective of directed technical change. (2018). Shao, Shuai ; Miao, Zhuang ; Yang, Lili. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:166-176. Full description at Econpapers \|\| Download paper
2018	Interval decomposition ensemble approach for crude oil price forecasting. (2018). Sun, Shaolong ; Wei, Yunjie ; Wang, Shouyang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:274-287. Full description at Econpapers \|\| Download paper
2018	National research funding and energy efficiency: Evidence from the National Science Foundation of China. (2018). Du, Minzhe ; Zhang, Ning ; Wang, Bing. In: Energy Policy. RePEc:eee:enepol:v:120:y:2018:i:c:p:335-346. Full description at Econpapers \|\| Download paper
2018	Parallel and reliable probabilistic load forecasting via quantile regression forest and quantile determination. (2018). Zhang, Wenjie ; Srinivasan, Dipti ; Quan, Hao. In: Energy. RePEc:eee:energy:v:160:y:2018:i:c:p:810-819. Full description at Econpapers \|\| Download paper
2018	Covariance forecasting in equity markets. (2018). Symeonidis, Lazaros ; Markellos, Raphael ; Kourtis, Apostolos ; Symitsi, Efthymia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:153-168. Full description at Econpapers \|\| Download paper
2018	Smiling twice: The Heston++ model. (2018). Pacati, Claudio ; Reno, Roberto ; Pompa, Gabriele . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:185-206. Full description at Econpapers \|\| Download paper
2018	Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis. (2018). Liu, Pengfei ; Hu, Yingyao ; An, Yonghong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:152:y:2018:i:c:p:124-146. Full description at Econpapers \|\| Download paper
2018	Efficient implementation with interdependent valuations and maxmin agents. (2018). Song, Yangwei. In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:693-726. Full description at Econpapers \|\| Download paper
2018	Exploring the sources of default clustering. (2018). Azizpour, S ; Schwenkler, G ; Giesecke, K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:154-183. Full description at Econpapers \|\| Download paper
2018	Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: Journal of Monetary Economics. RePEc:eee:moneco:v:100:y:2018:i:c:p:48-65. Full description at Econpapers \|\| Download paper
2018	Confidence regions for entries of a large precision matrix. (2018). Zou, Tao ; Yao, Qiwei ; Qiu, Yumou ; Chang, Jinyuan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87513. Full description at Econpapers \|\| Download paper
2018	Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88110. Full description at Econpapers \|\| Download paper
2018	Economic policy uncertainty and stock market liquidity: Does financial crisis make any difference?. (2018). Debata, Byomakesh ; Mahakud, Jitendra. In: Journal of Financial Economic Policy. RePEc:eme:jfeppp:jfep-09-2017-0088. Full description at Econpapers \|\| Download paper
2018	Monte Carlo Comparison for Nonparametric Threshold Estimators. (2018). Sun, Yiguo ; Chen, Chaoyi. In: JRFM. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:49-:d:164335. Full description at Econpapers \|\| Download paper
2018	The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632. Full description at Econpapers \|\| Download paper
2018	Bootstrap methods in econometrics. (2018). Horowitz, Joel L. In: CeMMAP working papers. RePEc:ifs:cemmap:53/18. Full description at Econpapers \|\| Download paper
2018	Robust Bayesian inference for set-identified models. (2018). Kitagawa, Toru ; Giacomini, Raffaella. In: CeMMAP working papers. RePEc:ifs:cemmap:61/18. Full description at Econpapers \|\| Download paper
2018	High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: CeMMAP working papers. RePEc:ifs:cemmap:69/18. Full description at Econpapers \|\| Download paper
2018	Bounds on Average and Quantile Treatment Effects on Duration Outcomes under Censoring, Selection, and Noncompliance. (2018). Flores-Lagunes, Alfonso ; Chen, Xuan ; Blanco, German. In: IZA Discussion Papers. RePEc:iza:izadps:dp11864. Full description at Econpapers \|\| Download paper
2018	Heterogeneous spillovers among Spanish provinces: a generalized spatial stochastic frontier model. (2018). Orea, Luis ; ÃÂlvarez, Inmaculada ; Gude, Alberto. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0540-z. Full description at Econpapers \|\| Download paper
2018	BOOTSTRAP INFERENCE ON THE BOUNDARY OF THE PARAMETER SPACE WITH APPLICATION TO CONDITIONAL VOLATILITY MODELS. (2018). Cavaliere, Giuseppe ; Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Nielsen, Heino Bohn . In: Discussion Papers. RePEc:kud:kuiedp:1810. Full description at Econpapers \|\| Download paper
2018	A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures. (2018). Li, Yuyi ; Jawadi, Fredj ; Bu, Ruijun. In: Working Papers. RePEc:liv:livedp:20183. Full description at Econpapers \|\| Download paper
2018	High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-23. Full description at Econpapers \|\| Download paper
2018	Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations. (2018). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:24597. Full description at Econpapers \|\| Download paper
2018	Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). TerÃÆÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	80	6141
2	Journal of Econometrics / Elsevier	220	4294
3	MPRA Paper / University Library of Munich, Germany	119	3359
4	Energy Economics / Elsevier	148	1705
5	Sustainability / MDPI	58	1693
6	Empirical Economics / Springer	67	1468
7	Economic Modelling / Elsevier	77	1382
8	IZA Discussion Papers / Institute of Labor Economics (IZA)	127	1265
9	Resources Policy / Elsevier	55	960
10	International Journal of Forecasting / Elsevier	81	892
11	NBER Working Papers / National Bureau of Economic Research, Inc	319	863