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Citation Profile [Updated: 2022-10-03 11:31:34]
5 Years H
217
Impact Factor
1.95
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
1990 0.27 0.1 4.76 0.34 83 83 7056 380 395 127 34 334 112 4 1.1 12 0.14 0.05
1991 0.39 0.1 3.14 0.39 71 154 2539 466 878 148 57 326 126 4 0.9 16 0.23 0.05
1992 0.31 0.11 2.1 0.27 66 220 8993 450 1339 154 47 344 92 17 3.8 31 0.47 0.05
1993 0.37 0.13 1.44 0.34 97 317 3938 442 1794 137 51 347 117 2 0.5 23 0.24 0.06
1994 0.58 0.14 1.61 0.39 83 400 6392 620 2436 163 94 382 150 1 0.2 24 0.29 0.07
1995 0.66 0.22 2.92 0.78 83 483 18386 1389 3844 180 118 400 313 191 13.8 38 0.46 0.1
1996 0.83 0.25 2.9 0.89 103 586 11019 1674 5542 166 138 400 355 254 15.2 72 0.7 0.12
1997 0.88 0.24 3.01 1.08 107 693 6484 2062 7626 186 164 432 467 240 11.6 44 0.41 0.11
1998 1 0.28 3.04 1.06 111 804 15564 2425 10070 210 209 473 501 266 11 42 0.38 0.13
1999 0.89 0.3 3.25 1.14 53 857 7262 2734 12857 218 194 487 555 177 6.5 24 0.45 0.15
2000 1.63 0.35 3.85 1.68 85 942 5280 3552 16482 164 268 457 769 256 7.2 52 0.61 0.17
2001 1.54 0.38 3.72 1.64 91 1033 6309 3746 20328 138 213 459 751 235 6.3 64 0.7 0.17
2002 1.41 0.41 3.79 1.67 97 1130 10060 4183 24606 176 249 447 747 268 6.4 110 1.13 0.21
2003 1.96 0.44 4.48 2.01 95 1225 12437 5377 30094 188 368 437 880 240 4.5 137 1.44 0.22
2004 2.56 0.49 5.02 2.31 90 1315 6308 6511 36696 192 491 421 973 235 3.6 136 1.51 0.22
2005 2.7 0.5 5.18 2.44 83 1398 8535 7063 43934 185 499 458 1117 309 4.4 148 1.78 0.23
2006 2.74 0.5 5.45 2.89 130 1528 9609 8137 52263 173 474 456 1317 423 5.2 235 1.81 0.23
2007 2.81 0.46 4.65 2.84 187 1715 11515 7901 60241 213 598 495 1407 390 4.9 236 1.26 0.2
2008 2.99 0.49 5.37 3.33 168 1883 10888 10007 70351 317 949 585 1950 470 4.7 224 1.33 0.23
2009 2.51 0.47 5.38 2.76 104 1987 4047 10588 81045 355 892 658 1818 325 3.1 92 0.88 0.24
2010 2.05 0.48 4.97 2.65 145 2132 6172 10504 91636 272 558 672 1782 466 4.4 172 1.19 0.21
2011 2.01 0.51 5.47 2.67 146 2278 5774 12387 104090 249 500 734 1958 489 3.9 280 1.92 0.24
2012 2.3 0.51 5.82 2.64 167 2445 4635 14182 118316 291 668 750 1980 626 4.4 148 0.89 0.22
2013 2.23 0.56 6.07 2.63 95 2540 2891 15391 133739 313 699 730 1923 372 2.4 138 1.45 0.24
2014 2.45 0.55 5.9 2.55 145 2685 4010 15764 149578 262 642 657 1674 512 3.2 172 1.19 0.23
2015 2.57 0.55 5.74 2.54 195 2880 3355 16503 166105 240 616 698 1773 948 5.7 245 1.26 0.23
2016 1.93 0.53 5.51 2.07 147 3027 2754 16661 182785 340 656 748 1552 712 4.3 125 0.85 0.21
2017 1.77 0.54 5.27 1.88 125 3152 1353 16587 199401 342 607 749 1407 673 4.1 94 0.75 0.21
2018 2.03 0.57 5.01 2.08 123 3275 854 16386 215808 272 552 707 1474 693 4.2 69 0.56 0.24
2019 1.47 0.6 4.74 1.95 157 3432 1268 16277 232091 248 364 735 1434 838 5.1 165 1.05 0.24
2020 1.78 0.74 5.01 2.08 148 3580 476 17925 250030 280 499 747 1552 740 4.1 86 0.58 0.34
2021 1.95 1.05 4.82 1.96 154 3734 652 17980 268010 305 595 700 1372 811 4.5 311 2.02 0.39
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11998Initial conditions and moment restrictions in dynamic panel data models. (1998). Blundell, Richard ; Bond, Stephen . In: Journal of Econometrics. RePEc:eee:econom:v:87:y:1998:i:1:p:115-143.

Full description at Econpapers || Download paper

10846
21995Another look at the instrumental variable estimation of error-components models. (1995). Bover, Olympia ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:29-51.

Full description at Econpapers || Download paper

8703
31986Generalized autoregressive conditional heteroskedasticity. (1986). Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:3:p:307-327.

Full description at Econpapers || Download paper

7471
42003Testing for unit roots in heterogeneous panels. (2003). shin, yongcheol ; Pesaran, M ; Im, Kyung So, . In: Journal of Econometrics. RePEc:eee:econom:v:115:y:2003:i:1:p:53-74.

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5625
52002Unit root tests in panel data: asymptotic and finite-sample properties. (2002). Levin, Andrew ; Chu, Chia-Shang James ; Lin, Chien-Fu. In: Journal of Econometrics. RePEc:eee:econom:v:108:y:2002:i:1:p:1-24.

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4730
61992Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?. (1992). shin, yongcheol ; Schmidt, Peter ; Phillips, Peter ; Kwiatkowski, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178.

Full description at Econpapers || Download paper

3831
71977Formulation and estimation of stochastic frontier production function models. (1977). Schmidt, Peter ; Lovell, C. ; Aigner, Dennis ; Lovell, C. A. Knox, ; Lovell,C. A. Knox, ; Lovell, C. A. Knox, . In: Journal of Econometrics. RePEc:eee:econom:v:6:y:1977:i:1:p:21-37.

Full description at Econpapers || Download paper

3697
82005A finite sample correction for the variance of linear efficient two-step GMM estimators. (2005). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:1:p:25-51.

Full description at Econpapers || Download paper

2691
91995Estimating 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

2411
101996Impulse 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

2281
111974Spurious regressions in econometrics. (1974). Granger, Clive ; Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120.

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1994
121995Statistical 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

1990
132008Manipulation 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

1871
141999Spurious regression and residual-based tests for cointegration in panel data. (1999). Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:90:y:1999:i:1:p:1-44.

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1621
152008Regression 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

1549
161992ARCH modeling in finance : A review of the theory and empirical evidence. (1992). Chou, Ray ; Bollerslev, Tim ; KRONER, Kenneth F.. In: Journal of Econometrics. RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59.

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1545
171982On the estimation of technical inefficiency in the stochastic frontier production function model. (1982). Schmidt, Peter ; Lovell, C. ; Materov, Ivan S. ; KNOX LOVELL, C. A., ; Jondrow, James. In: Journal of Econometrics. RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238.

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1524
182005Does matching overcome LaLondes critique of nonexperimental estimators?. (2005). Todd, Petra ; Smith, Jeffrey. In: Journal of Econometrics. RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353.

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1353
191982Formulation and estimation of dynamic models using panel data. (1982). hsiao, cheng ; Anderson, T. W.. In: Journal of Econometrics. RePEc:eee:econom:v:18:y:1982:i:1:p:47-82.

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1301
201999Threshold 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.

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1291
212006Generalized reduced rank tests using the singular value decomposition. (2006). Paap, Richard ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:133:y:2006:i:1:p:97-126.

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1266
221981Panel data and unobservable individual effects. (1981). Taylor, William ; Hausman, Jerry. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:155-155.

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1248
232003What is an oil shock?. (2003). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398.

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1234
242007Estimation and inference in two-stage, semi-parametric models of production processes. (2007). Wilson, Paul ; Simar, Leopold. In: Journal of Econometrics. RePEc:eee:econom:v:136:y:2007:i:1:p:31-64.

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1224
251996Residual-based tests for cointegration in models with regime shifts. (1996). Hansen, Bruce ; Gregory, Allan. In: Journal of Econometrics. RePEc:eee:econom:v:70:y:1996:i:1:p:99-126.

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1212
261999GMM estimation with cross sectional dependence. (1999). conley, timothy. In: Journal of Econometrics. RePEc:eee:econom:v:92:y:1999:i:1:p:1-45.

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1159
271988Some recent development in a concept of causality. (1988). Granger, Clive. In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:1-2:p:199-211.

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1125
282014On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:119-134.

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1074
291996Fractionally integrated generalized autoregressive conditional heteroskedasticity. (1996). Bollerslev, Tim ; Baillie, Richard ; Mikkelsen, Hans Ole. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:3-30.

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1069
302007Approximately normal tests for equal predictive accuracy in nested models. (2007). West, Kenneth ; Clark, Todd. In: Journal of Econometrics. RePEc:eee:econom:v:138:y:2007:i:1:p:291-311.

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1053
311995On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. (1995). Kiviet, Jan. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:53-78.

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1033
321976Exact and superlative index numbers. (1976). Diewert, Walter. In: Journal of Econometrics. RePEc:eee:econom:v:4:y:1976:i:2:p:115-145.

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1028
331986Random group effects and the precision of regression estimates. (1986). Moulton, Brent. In: Journal of Econometrics. RePEc:eee:econom:v:32:y:1986:i:3:p:385-397.

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1022
341997Further evidence on breaking trend functions in macroeconomic variables. (1997). Perron, Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:80:y:1997:i:2:p:355-385.

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1021
351990Analysis of time series subject to changes in regime. (1990). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70.

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906
361988Limited information estimators and exogeneity tests for simultaneous probit models. (1988). Rivers, Douglas ; Vuong, Quang H.. In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:3:p:347-366.

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906
371981Some properties of time series data and their use in econometric model specification. (1981). Granger, Clive. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:121-130.

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893
381986Errors in variables in panel data. (1986). Hausman, Jerry ; Griliches, Zvi. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:1:p:93-118.

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856
391994Autoregressive conditional heteroskedasticity and changes in regime. (1994). Hamilton, James ; Susmel, Raul . In: Journal of Econometrics. RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333.

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836
401994On discrimination and the decomposition of wage differentials. (1994). Ransom, Michael ; Oaxaca, Ronald. In: Journal of Econometrics. RePEc:eee:econom:v:61:y:1994:i:1:p:5-21.

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831
412003Testing for a unit root in the nonlinear STAR framework. (2003). snell, andy ; shin, yongcheol ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:112:y:2003:i:2:p:359-379.

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831
422008Randomized experiments from non-random selection in U.S. House elections. (2008). Lee, David S.. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:675-697.

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829
431996Long memory processes and fractional integration in econometrics. (1996). Baillie, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:73:y:1996:i:1:p:5-59.

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803
441988Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data. (1988). Coelli, Timothy ; Battese, George E.. In: Journal of Econometrics. RePEc:eee:econom:v:38:y:1988:i:3:p:387-399.

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780
451992Testing 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.

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757
462005Reconsidering heterogeneity in panel data estimators of the stochastic frontier model. (2005). Greene, William. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:2:p:269-303.

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745
471985Panel data from time series of cross-sections. (1985). Deaton, Angus. In: Journal of Econometrics. RePEc:eee:econom:v:30:y:1985:i:1-2:p:109-126.

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732
481995General 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.

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723
492004Estimating 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.

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712
501980Long memory relationships and the aggregation of dynamic models. (1980). Granger, Clive. In: Journal of Econometrics. RePEc:eee:econom:v:14:y:1980:i:2:p:227-238.

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710
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11998Initial conditions and moment restrictions in dynamic panel data models. (1998). Blundell, Richard ; Bond, Stephen . In: Journal of Econometrics. RePEc:eee:econom:v:87:y:1998:i:1:p:115-143.

Full description at Econpapers || Download paper

2064
21995Another look at the instrumental variable estimation of error-components models. (1995). Bover, Olympia ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:29-51.

Full description at Econpapers || Download paper

1768
32003Testing 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

1074
41986Generalized 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

972
52002Unit root tests in panel data: asymptotic and finite-sample properties. (2002). Levin, Andrew ; Chu, Chia-Shang James ; Lin, Chien-Fu. In: Journal of Econometrics. RePEc:eee:econom:v:108:y:2002:i:1:p:1-24.

Full description at Econpapers || Download paper

910
62014On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:119-134.

Full description at Econpapers || Download paper

577
71977Formulation and estimation of stochastic frontier production function models. (1977). Schmidt, Peter ; Lovell, C. ; Aigner, Dennis ; Lovell, C. A. Knox, ; Lovell,C. A. Knox, ; Lovell, C. A. Knox, . In: Journal of Econometrics. RePEc:eee:econom:v:6:y:1977:i:1:p:21-37.

Full description at Econpapers || Download paper

539
82005A finite sample correction for the variance of linear efficient two-step GMM estimators. (2005). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:1:p:25-51.

Full description at Econpapers || Download paper

530
91996Impulse response analysis in nonlinear multivariate models. (1996). Potter, Simon ; Pesaran, M ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:119-147.

Full description at Econpapers || Download paper

506
102008Manipulation 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

503
111995Estimating 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

444
121999Spurious 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

426
131992Testing 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

416
141999Threshold 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

387
151995Statistical 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

382
161999GMM 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

330
172007Approximately 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

325
182008Regression 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

314
192006Generalized 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

287
202007Estimation and inference in two-stage, semi-parametric models of production processes. (2007). Wilson, Paul ; Simar, Leopold. In: Journal of Econometrics. RePEc:eee:econom:v:136:y:2007:i:1:p:31-64.

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245
212015Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. (2015). Chudik, Alexander ; Pesaran, Hashem M. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:393-420.

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243
222008Testing slope homogeneity in large panels. (2008). Yamagata, Takashi ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:1:p:50-93.

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231
232021Difference-in-differences with variation in treatment timing. (2021). Goodman-Bacon, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:254-277.

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229
242003What 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

197
251982On 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

192
262005Does 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

189
272005Reconsidering 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

184
281974Spurious regressions in econometrics. (1974). Granger, Clive ; Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120.

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179
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152
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146
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133
342016A weak instrument F-test in linear IV models with multiple endogenous variables. (2016). Windmeijer, Frank ; Sanderson, Eleanor . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:212-221.

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132
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130
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130
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129
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128
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121
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121
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117
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117
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116
442014The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert. In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:181-192.

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113
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109
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108
472002Nonparametric frontier estimation: a robust approach. (2002). Simar, Leopold ; Florens, Jean-Pierre ; Cazals, Catherine. In: Journal of Econometrics. RePEc:eee:econom:v:106:y:2002:i:1:p:1-25.

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107
481990Analysis of time series subject to changes in regime. (1990). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70.

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106
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105
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2021Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182.

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2021Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

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2021The 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.

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2021Divide-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.

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2021Sparse 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.

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2021Modeling 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.

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2021Bootstrap 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.

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2021The 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.

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2021Institutional 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.

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2021Government Intervention through Informed Trading in Financial Markets. (2021). Wang, Gaowang ; Qiu, Zhigang ; Huang, Shao'An. In: MPRA Paper. RePEc:pra:mprapa:107783.

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2021Stock 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.

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2021Corporate 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.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2021Robustifying Markowitz. (2021). Härdle, Wolfgang ; Zhivotovskiy, Nikita ; Petukhina, Alla ; Klochkov, Yegor ; Hardle, Wolfgang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021018.

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2021Climate 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.

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2021Price 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.

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2021The power of ESG ratings on stock markets. (2021). Rzenik, Aleksandra ; Pelizzon, Loriana ; Latino, Carmelo. In: SAFE Working Paper Series. RePEc:zbw:safewp:310.

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2021Air 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.

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2021The 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.

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2021Climate 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.

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2021Are 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.

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2021Running 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.

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2021Society, 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.

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2021What 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.

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2021Commodity 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.

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2021Climate change and monetary policy in the euro area. (2021). Röhe, Oke ; Popov, Alexander ; Petroulakis, Filippos ; Papadopoulou, Niki ; Parker, Miles ; Mistretta, Alessandro ; Lozej, Matija ; Grüning, 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
2021What Do You Think about Climate Finance?. (2021). Wurgler, Jeffrey ; Stroebel, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9350.

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2021Understanding 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.

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2021Do 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.

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2021Weather, 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.

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2021The 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.

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2021Do 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.

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2021Sustainable 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.

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2021Market 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.

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2021Society, 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.

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2021Is 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.

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2021ENVIRONMENTAL 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.

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2021Do 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.

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2021Achievements and challenges in ESG markets. (2021). Zulaica, Omar ; Zabai, Anna ; Xia, Dora ; Scatigna, Michela . In: BIS Quarterly Review. RePEc:bis:bisqtr:2112f.

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2021.

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2021Compensatory model for quantile estimation and application to VaR. (2021). Yang, Shuzhen. In: Papers. RePEc:arx:papers:2112.07278.

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2021Frequency 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.

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2021Long- 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.

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2021Spectral 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.

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2021A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:1802.03708.

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2021A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:2108.11921.

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2021A time-varying network for cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang ; Guo, LI. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021016.

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2021Online 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.

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2021Financial Risk Meter based on expectiles. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Li, Yingxing ; Lu, Meng-Jou ; Ren, Rui. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021008.

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2021FRM Financial Risk Meter for Emerging Markets. (2021). Althof, Michael ; Hardle, Wolfgang Karl ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2102.05398.

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2021FRM Financial Risk Meter for Emerging Markets. (2021). Hardle, Wolfgang Karl ; Althof, Michael ; ben Amor, Souhir. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021002.

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2021.

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2021Detection 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.

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2021Factor Strengths, Pricing Errors, and Estimation of Risk Premia. (2021). Smith, Ronald ; Pesaran, M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8947.

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2021The role of marketing channels in consumers’ 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.

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2021Weak Identification in Discrete Choice Models. (2020). Renault, Eric ; Frazier, David T ; Zhao, Xueyan ; Zhang, Lina. In: Papers. RePEc:arx:papers:2011.06753.

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2021Weak Identification in Discrete Choice Models. (2021). Zhao, Xueyan ; Zhang, Lina ; Renault, Eric ; Frazier, David T. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1336.

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2021Flood Insurance Market Penetration and Expectations of Disaster Assistance. (2021). Petrolia, Daniel ; Turner, Dylan ; Landry, Craig E. In: Environmental & Resource Economics. RePEc:kap:enreec:v:79:y:2021:i:2:d:10.1007_s10640-021-00565-x.

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2021Decomposing 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.

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2021The 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.

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2021Early 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.

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2021Testing Identifying Assumptions in Bivariate Probit Models. (2021). Kedagni, Desire ; Bartalotti, Otavio ; Acerenza, Santiago. In: ISU General Staff Papers. RePEc:isu:genstf:202103290700001124.

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2021Empirical 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.

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2021Identification of Regression Models with a Misclassified and Endogenous Binary Regressor. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:1904.11143.

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2021Marginal Treatment Effects with Misclassified Treatment. (2021). Kedagni, Desire ; Ban, Kyunghoon ; Acerenza, Santiago. In: ISU General Staff Papers. RePEc:isu:genstf:202106180700001132.

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2021Do 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.

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2021.

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2021Testing Many Restrictions Under Heteroskedasticity. (2020). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:2003.07320.

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2021Interaction 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.

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2021Forecasting 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.

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2021The 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.

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2021The time-varying evolution of inflation risks. (2021). Korobilis, Dimitris ; Phella, Anthoulla ; Musso, Alberto ; Landau, Bettina. In: Working Paper Series. RePEc:ecb:ecbwps:20212600.

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2021Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930.

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2021Testing 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.

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2021What 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.

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2021Index tracking strategy based on mixed-frequency financial data. (2021). Zhang, Xuan ; Cui, Xiangyu. In: PLOS ONE. RePEc:plo:pone00:0249665.

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

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2021Food 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.

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2021The 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.

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2021Deep Reinforcement Learning for Active High Frequency Trading. (2021). Briola, Antonio ; Turiel, Jeremy ; Marcaccioli, Riccardo ; Aste, Tomaso. In: Papers. RePEc:arx:papers:2101.07107.

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2021Tests for jumps in yield spreads. (2021). Yao, Wenying ; Winkelmann, Lars. In: Discussion Papers. RePEc:zbw:fubsbe:202115.

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2021COVID-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.

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2021COVID-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.

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2021Markov 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.

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2021Tail 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.

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2021A 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.

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2021How 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.

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2021Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894.

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2021Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2108.

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2021A 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.

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2021Deep 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.

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2021Spatially 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.

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2021On 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.

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2021Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718.

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2021Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271.

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2021The Condemned Live Longer – 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.

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2021.

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2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: MPRA Paper. RePEc:pra:mprapa:111631.

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2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751.

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2021Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660.

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2021Multivariate 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.

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2021On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707.

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2021Bayesian 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.

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2021Variational 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.

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2021Analyzing 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.

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2021.

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2021Region-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.

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2021On 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.

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2021Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary. In: Papers. RePEc:arx:papers:2111.07225.

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2021Another 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.

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2021Factor 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.

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2021Another 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.

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2021The Hard Problem of Prediction for Conflict Prevention. (2021). Mueller, Hannes ; Rauh, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2103.

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2021Forecasting financial markets with semantic network analysis in the COVID—19 crisis. (2021). Violante, Francesco ; Ravazzolo, Francesco ; Grassi, Stefano ; Colladon, Andrea Fronzetti. In: Working Papers. RePEc:crs:wpaper:2021-06.

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2021Economic 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.

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2021News-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.

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2021The Hard Problem of Prediction for Conflict Prevention. (2021). Rauh, Christopher ; Mueller, Hannes. In: Working Papers. RePEc:bge:wpaper:1244.

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2021COMPONENTS OF UNCERTAINTY. (2021). Larsen, Vegard. In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:2:p:769-788.

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2021Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data. (2021). Hansen, Stephen ; Battaglia, Laura ; Sacher, Szymon. In: Papers. RePEc:arx:papers:2107.08112.

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2021News 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.

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2021Government-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.

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2021Forecasting 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.

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2021Nowcasting 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.

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2021Words 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.

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2021Enrichment of the Banque de France’s monthly business survey: lessons from textual analysis of business leaders’ comments. (2021). Martial, Ranvier ; Mathilde, Gerardin. In: Working papers. RePEc:bfr:banfra:821.

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2021Network 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.

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2021Forecasting 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.

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2021Bayesian 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.

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2021Boosting 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.

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2021International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110.

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2021Bias optimal vol-of-vol estimation: the role of window overlapping. (2020). Recchioni, Maria Cristina ; Toscano, Giacomo. In: Papers. RePEc:arx:papers:2004.04013.

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2021A robust specification test in linear panel data models. (2021). Beyaztas, Beste Hamiye ; Mandal, Abhijit ; Bandyopadhyay, Soutir. In: Papers. RePEc:arx:papers:2104.07723.

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2021The 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.

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2021Nothing 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.

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2021The impact of board directors on the innovation of new ventures. (2019). Stephan, Andreas ; Lööf, Hans ; Baum, Christopher ; Viklund-Ros, Ingrid. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:988.

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2021Random 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.

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2021A systematic review of statistical methods for estimating an education production function. (2021). Ogundari, Kolawole. In: MPRA Paper. RePEc:pra:mprapa:105283.

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2021Related 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.

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2021Links 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.

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2021Would 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.

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2021Automatic 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.

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2021Customs 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.

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2021The 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.

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2021Are long-term care jobs harmful? Evidence from Germany. (2021). Sicsic, Jonathan ; Ronchetti, Jerome ; 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.

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2021Refining 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.

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2021Household Inflation Expectations and Consumer Spending: Evidence from Panel Data. (2021). Ozdagli, Ali ; Burke, Mary A. In: Working Papers. RePEc:fip:feddwp:92968.

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2021The 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.

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2021Mapping Poverty of Latin American and Caribbean Countries from Heaven Through Night-Light Satellite Images. (2021). Benedetti, Roberto ; Andreano, Maria Simona ; Savio, Giovanni ; Piersimoni, Federica. 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.

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2021Australian age, period, cohort effects in the gender wage gap - 2001 to 2018. (2021). Kamal, Mustafa ; Blacklow, Paul . In: Working Papers. RePEc:tas:wpaper:37327.

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2021.

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2021The 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.

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2021Is the patent system a level playing field? The effect of patent attorney firms. (2021). de Rassenfosse, Gaétan ; Webster, Elizabeth ; Palangkaraya, Alfons ; Julius, T'Mir ; Jensen, Paul. In: Working Papers. RePEc:iip:wpaper:15.

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2021Estimating 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.

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2021Does 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.

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2021There is no ‘I’ 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.

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2021Random effects dynamic panel models for unequally spaced multivariate categorical repeated measures: an application to child–parent 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.

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2021A 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.

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2021Remittances 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.

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2021Trust in the ECB in turbulent times. (2021). Samarina, Anna ; van der Cruijsen, Carin. In: Working Papers. RePEc:dnb:dnbwpp:722.

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2021Decomposing 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.

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2021Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada. (2021). Lacroix, Guy ; BRESSON, Georges ; Rahman, Mohammad Arshad. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01893-5.

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2021Worth 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.

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2021Peltzman Revisited: Quantifying 21st Century Opportunity Costs of FDA Regulation. (2021). Mulligan, Casey. In: NBER Working Papers. RePEc:nbr:nberwo:29574.

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2021The FDA and the COVID?19: A political economy perspective. (2021). March, Raymond J. In: Southern Economic Journal. RePEc:wly:soecon:v:87:y:2021:i:4:p:1210-1228.

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2021Marginal compensated effects in discrete labor supply models. (2021). Strøm, Steinar ; Locatelli, Marilena ; Strom, Steinar ; Dagsvik, John K. In: Journal of choice modelling. RePEc:eee:eejocm:v:41:y:2021:i:c:s1755534521000592.

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2021Bounds 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.

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

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2021Limit 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.

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2021An 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.

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2021An Econometric Model of Network Formation with an Application to Board Interlocks between Firms. (2021). Gualdani, Cristina. In: Post-Print. RePEc:hal:journl:hal-03548907.

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2021A simple way to assess inference methods. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1912.08772.

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2021Some Finite Sample Properties of the Sign Test. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2103.01412.

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2021Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters. (2021). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:106227.

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2021Simple 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.

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2021Inference 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.

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2021A modified Diebold–Mariano 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.

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2021Size-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.

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2021Dependence-Robust Inference Using Resampled Statistics. (2020). Leung, Michael P. In: Papers. RePEc:arx:papers:2002.02097.

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2021Is 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.

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2021Non-Manipulable Machine Learning: The Incentive Compatibility of Lasso. (2021). Eliaz, Kfir ; Caner, Mehmet. In: Papers. RePEc:arx:papers:2101.01144.

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2021Linear 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.

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2021Generalized Linear Models with Structured Sparsity Estimators. (2021). Caner, Mehmet. In: Papers. RePEc:arx:papers:2104.14371.

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2021Inference on Individual Treatment Effects in Nonseparable Triangular Models. (2021). Yu, Zhengfei ; Marmer, Vadim. In: Papers. RePEc:arx:papers:2107.05559.

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2021Bayesian Estimation and Comparison of Conditional Moment Models. (2021). Simoni, Anna ; Shin, Minchul ; Chib, Siddhartha. In: Papers. RePEc:arx:papers:2110.13531.

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2021Bayesian Estimation and Comparison of Conditional Moment Models. (2021). Simoni, Anna ; Shin, Minchul ; Chib, Siddhartha. In: Post-Print. RePEc:hal:journl:hal-03504122.

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2021Revisiting Identification Concepts in Bayesian Analysis. (2021). Simoni, Anna ; FLORENS, Jean-Pierre. In: Post-Print. RePEc:hal:journl:hal-03504692.

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2021Cyclical 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.

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2021Inference in the Nonparametric Stochastic Frontier Model. (2021). Zelenyuk, Valentin ; VanKeilegom, Ingrid ; van Keilegom, Ingrid ; Simar, Leopold ; Parmeter, Christopher F. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021029.

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2021Inference in the Nonparametric Stochastic Frontier Model. (2021). Zelenyuk, Valentin ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Simar, Leopold ; Parameter, Christopher F. In: CEPA Working Papers Series. RePEc:qld:uqcepa:167.

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2021Assessing 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.

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2021Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

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2021Modelling uncertainty in financial tail risk: a forecasting combination and weighted quantile approach. (2021). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2104.04918.

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2021A 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.

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2021Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles. (2020). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2005.04868.

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2021A 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.

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2021Dynamic 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.

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2021An 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.

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2021Forecast 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.

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2021The 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.

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2021Dynamic 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.

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2021Forecasting 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.

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2021HCR & HCR-GARCH – novel statistical learning models for Value at Risk estimation. (2021). Woźniak, Michał ; Chlebus, Marcin ; Woniak, Micha. In: Working Papers. RePEc:war:wpaper:2021-10.

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2021Economic losses from natural disturbances in Norway spruce forests – 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.

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2021Forecasting Volatility and Tail Risk in Electricity Markets. (2021). Storti, Giuseppe ; Naimoli, Antonio. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:294-:d:582734.

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2021Dynamic Large Financial Networks via Conditional Expected Shortfalls. (2021). Caporin, Massimiliano ; Maillet, Bertrand ; Bonaccolto, Giovanni. In: Post-Print. RePEc:hal:journl:hal-03287947.

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2021Quantile– based portfolios: post– model– 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.

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2021Better 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.

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2021Forecasting 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.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2021Ethical 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.

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2021Marginals 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.

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2021Estimations of the Conditional Tail Average Treatment Effect. (2021). Yen, Yu-Min ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:2109.08793.

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2021Is 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.

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

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2021Cointegrating 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.

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2021Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions. (2021). Orlando, Giuseppe ; Bufalo, Michele. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:88-:d:550538.

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2021COVID-19, Credit Risk and Macro Fundamentals. (2021). Telg, Sean ; Lucas, Andre ; Dubinova, Anna. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210059.

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2021Machine 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.

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2021Time-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.

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2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Clark, Todd ; Marcellino, Massimiliano ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:89757.

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2021Nowcasting 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.

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2021On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, 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.

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2021Forecasting with Shadow-Rate VARs. (2021). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:91780.

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2021Structural 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.

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2021Combining 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.

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2021Macroeconomic 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.

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2021Inflation During the Pandemic: What Happened? What is Next?. (2021). Ohnsorge, Franziska ; Kose, Ayhan M ; Ha, Jongrim. In: MPRA Paper. RePEc:pra:mprapa:108677.

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2021Inflation During the Pandemic: What Happened? What is Next?. (2021). Ha, Jongrim ; Ohnsorge, Franziska ; Kose, Ayhan M. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2108.

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2021Minnesota-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.

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2021Simulation 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.

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2021Dividend 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.

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2021Using 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.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624.

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2021Dividend 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.

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2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Shimizu, Kenichi ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2021_19.

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2021Monetary 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.

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2021Forecasting 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.

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2021The 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.

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2021Do 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.

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2021Do 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.

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2021Bayesian Local Projections. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1348.

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2021Bayesian local projections. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Working Papers. RePEc:hal:wpaper:hal-03373574.

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2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804.

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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2021Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2021Dynamic industry uncertainty networks and the business cycle. (2021). Baruník, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957.

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2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2021Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687.

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2021A Hitchhiker’s Guide to Empirical Macro Models. (2021). ferroni, filippo ; Canova, Fabio. In: Working Paper Series. RePEc:fip:fedhwp:93029.

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2021On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2111.00450.

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2021On 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.

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2021Asymptotics 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.

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2021Analysis of global stock markets’ 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.

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2021Optimal 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.

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2021Network vector autoregression with individual effects. (2021). Bai, Yang ; Tang, Yiming ; Huang, Tao. 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.

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2021Networks of news and cross-sectional returns. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Hu, Junjie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021023.

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2021Spurious 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.

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2021Cointegration in large VARs. (2020). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2006.14179.

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2021Big data and predictive analytics to optimise social and environmental performance of Islamic banks. (2021). Ali, Qaisar ; Zaini, Zaki ; Parveen, Shazia ; Yaacob, Hakimah. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:41:y:2021:i:4:d:10.1007_s10669-021-09823-1.

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2021Big 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.

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2021Vector Autoregressive Models with Spatially Structured Coefficients for Time Series on a Spatial Grid. (2021). Huang, Hsin-Cheng ; Yan, Yuan ; Genton, Marc G. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:26:y:2021:i:3:d:10.1007_s13253-021-00444-4.

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2021A 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.

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2021Detecting Latent Communities in Network Formation Models. (2020). Su, Liangjun ; Zhang, Yichong ; Ma, Shujie. In: Papers. RePEc:arx:papers:2005.03226.

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2021Parallel 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.

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2021A causal inference approach to measure the vulnerability of urban metro systems. (2021). Zhang, Nan ; Bansal, Prateek ; Horcher, Daniel ; Graham, Daniel J. In: Transportation. RePEc:kap:transp:v:48:y:2021:i:6:d:10.1007_s11116-020-10152-6.

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2021Investor 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.

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2021Multivariate Realized Volatility Forecasting with Graph Neural Network. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2112.09015.

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2021Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data. (2019). Bai, Jushan ; Ng, Serena. In: Papers. RePEc:arx:papers:1910.06677.

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2021On 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.

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2021Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773.

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2021International stock return predictability. (2021). Smith, Simon C. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002805.

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2021A machine learning approach to volatility forecasting. (2021). Veliyev, Bezirgen ; Christensen, Kim ; Siggaard, Mathias. In: CREATES Research Papers. RePEc:aah:create:2021-03.

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2021Estimation 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.

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2021Automatic Double Machine Learning for Continuous Treatment Effects. (2021). Klosin, Sylvia. In: Papers. RePEc:arx:papers:2104.10334.

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2021Multiply Robust Causal Mediation Analysis with Continuous Treatments. (2021). Xu, Yizhen ; Sani, Numair ; Ghassami, Amiremad ; Shpitser, Ilya. In: Papers. RePEc:arx:papers:2105.09254.

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2021Indirect 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.

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2021A 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.

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2021Factors 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.

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2021When 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.

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2021Causal Inference in Case-Control Studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2004.08318.

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2021Phase transition of the monotonicity assumption in learning local average treatment effects. (2021). Zhu, Yinchu. In: Papers. RePEc:arx:papers:2103.13369.

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2021Multiple Testing with Covariate Adjustment in Experimental Economics. (2021). Vayalinkal, Atom ; Shaikh, Azeem ; List, John. In: Natural Field Experiments. RePEc:feb:natura:00732.

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2021Nonparametric Bounds on Treatment Effects with Imperfect Instruments. (2021). D'esir'e K'edagni, ; Ban, Kyunghoon. In: Papers. RePEc:arx:papers:2109.14785.

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2021Identification 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.

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2021The 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.

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2021Fertility as a driver of maternal employment. (2021). Schmieder, Julia. In: Labour Economics. RePEc:eee:labeco:v:72:y:2021:i:c:s092753712100083x.

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2021Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption. (2021). Noack, Claudia. In: Papers. RePEc:arx:papers:2106.06421.

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2021Testing Instrument Validity with Covariates. (2021). Kitagawa, Toru ; Carr, Thomas . In: Papers. RePEc:arx:papers:2112.08092.

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2021Algorithmic subsampling under multiway clustering. (2021). Sasaki, Yuya ; Li, Jiatong ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2103.00557.

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2021The Long-Run Effects of Consequential School Accountability. (2021). Slichter, David ; Mansfield, Jonathan. In: IZA Discussion Papers. RePEc:iza:izadps:dp14503.

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2021Healthy, 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.

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2021Fast cluster bootstrap methods for linear regression models. (2021). MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1465.

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2021Inference On A Distribution From Noisy Draws. (2021). Weidner, Martin ; Jochmans, Koen. In: TSE Working Papers. RePEc:tse:wpaper:126252.

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2021Inference on a distribution from noisy draws. (2021). Jochmans, Koen ; Weidner, Martin. In: CeMMAP working papers. RePEc:ifs:cemmap:42/21.

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2021Skill, scale, and value creation in the mutual fund industry. (2021). Gagliardini, Patrick ; Scaillet, Olivier ; Barras, Laurent. In: Working Papers. RePEc:gnv:wpgsem:unige:150822.

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2021What’s 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.

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2021K-expectiles clustering. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Li, Yingxing ; Wang, Bingling. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021003.

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2021Do 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.

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2021The 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.

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2021The 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.

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2021The value of redistribution: Natural resources and the formation of human capital under weak institutions. (2021). Agüero, 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.

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2021The Impact of Import Competition from China on Firm-level Productivity Growth in the EU. (2021). Reinstaller, Andreas ; Kügler, Agnes ; Friesenbichler, Klaus ; Kugler, Agnes. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2021:i:623.

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2021Investment and Uncertainty: Are large firms different from small ones?. (2021). Panagiotidis, Theodore ; Printzis, Panagiotis. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_06.

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2021Green innovations and patenting renewable energy technologies. (2021). Heshmati, Almas ; Maasoumi, Esfandiar ; Lee, Inhee. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01986-1.

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2021Does 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.

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2021Updating 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.

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2021Does electronic government deter corruption? Evidence from across the world.. (2021). Martins, João ; Fernandes, Bruno ; Veiga, Linda. In: NIPE Working Papers. RePEc:nip:nipewp:02/2021.

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2021Investment 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.

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2021Does income redistribution impede innovation?. (2021). BRZEZINSKI, Michal . In: OSF Preprints. RePEc:osf:osfxxx:bazxr.

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2021The 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.

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2021The 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.

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2021Exploring 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.

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2021Effects of Domestic Tourism on Urban-Rural Income Inequality: Evidence from China. (2021). Wang, Xiao Jun ; Zeng, Zhixin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9009-:d:612881.

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2021Last 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.

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2021Premium 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.

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2021Do 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.

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2021Growth at Risk From Climate Change. (2021). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-54.

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2021Semester 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.

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2021Environmental 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.

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2021Diaspora Income, Financial Development and Ecological footprint in Africa. (2021). Bila, Santos ; Hassan, Adewale ; Arogundade, Sodiq. In: MPRA Paper. RePEc:pra:mprapa:110819.

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2021Effects of Inflation Expectations on Inflation. (2021). Moessner, Richhild. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9467.

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2021Financial Development, Reforms and Growth. (2021). Panagiotidis, Theodore ; Voucharas, Georgios ; Boikos, Spyridon. In: Working Paper series. RePEc:rim:rimwps:21-24.

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2021The 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.

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2021Measuring heterogeneity with fixed effect quantile regression: Long panels and short panels. (2021). Besstremyannaya, Galina ; Golovan, Sergei. In: Applied Econometrics. RePEc:ris:apltrx:0433.

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2021Income 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.

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2021The effect of randomly assigned advisor’s department on student outcomes. (2021). Albert, Aaron. In: Economics of Education Review. RePEc:eee:ecoedu:v:84:y:2021:i:c:s0272775721000856.

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2021Energy 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.

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2021Financial Development, Reforms and Growth. (2021). Panagiotidis, Theodore ; Voucharas, Georgios ; Boikos, Spyridon. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:98.

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2021Terrorism 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.

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2021Investigating 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.

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2021Gender 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.

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2021Local 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.

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2021Asymmetric 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.

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2021The Use of Quantile Methods in Economic History. (2021). Clarke, Damian ; Pailanir, Daniel ; Jana, Manuel Llorca. In: Papers. RePEc:arx:papers:2108.06055.

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2021The Use of Quantile Methods in Economic History. (2021). Clarke, Damian ; Pailair, Daniel ; Llorca-Jaa, Manuel. In: IZA Discussion Papers. RePEc:iza:izadps:dp14659.

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2021Conditional quantile estimators: A small sample theory. (2020). Gafarov, Bulat ; Franguridi, Grigory ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2011.03073.

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2021Decentralization estimators for instrumental variable quantile regression models. (2021). Wüthrich, Kaspar ; Kaido, Hiroaki ; Wuthrich, Kaspar. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:2:p:443-475.

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2021Quantile Regression under Limited Dependent Variable. (2021). Montes-Rojas, Gabriel ; Alejo, Javier. In: Papers. RePEc:arx:papers:2112.06822.

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2021Integrated 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.

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2021Bandwidth Selection for Nonparametric Regression with Errors-in-Variables. (2021). Taylor, Luke ; Otsu, Taisuke ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:2104.

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2021Robust 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.

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2021Max-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.

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2021A 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.

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2021A 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.

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2021Saddlepoint approximations for spatial panel data models. (2020). Scaillet, Olivier ; Ronchetti, Elvezio ; la Vecchia, Davide ; Jiang, Chaonan. In: Papers. RePEc:arx:papers:2001.10377.

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2021Inference 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.

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2021Efficient estimation and filtering for multivariate jump–diffusions. (2021). Schwenkler, Gustavo ; Guay, Franois. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:251-275.

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2021Moment tests of independent components. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2102.

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2021Market 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.

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2021Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873.

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2021Market 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.

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2021Equity Risk and Return across Hidden Market Regimes. (2021). Endovitsky, Dmitry A ; Khripushin, Denis A ; Korotkikh, Viacheslav V. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:188-:d:662114.

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2021Testing 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.

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2021A 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.

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2021Is 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.

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2021On Multicointegration. (2021). PEter, ; Kheifets, Igor. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2306.

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2021Testing the Dismal Theorem. (2021). Tol, Richard ; Anthoff, David. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8939.

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2021Optimal 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.

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2021Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions. (2021). Wagner, Martin ; Grupe, Maximilian ; Knorre, Fabian. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:12-:d:516201.

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2021Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach. (2021). Chakraborty, Saptorshee Kanto ; Mazzanti, Massimiliano. 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.

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2021A Structural Model of Market Friction with Time-Varying Volatility. (2021). Grassi, Stefano ; Buccheri, Giuseppe ; Vocalelli, Giorgio. In: CEIS Research Paper. RePEc:rtv:ceisrp:506.

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2021Clustering 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.

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2021Adaptive 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.

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2021Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions. (2021). Liu, Yanbo ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2305.

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2021On linearization of nonparametric deconvolution estimators for repeated measurements model. (2021). Otsu, Taisuke ; Kurisu, Daisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:615.

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2021High-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.

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2021High 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.

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

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

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2021The 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.

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2021Nonstationary 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.

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2021How Does ESG Performance Affect Firm Values and Overinvestments?. (2021). Tatsuyoshi, Okimoto ; Irawan, Denny. In: Discussion papers. RePEc:eti:dpaper:21033.

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2021Information 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.

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2021Evaluating 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.

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2021Exact Computation of Maximum Rank Correlation Estimator. (2020). Shin, Youngki ; Todorov, Zvezdomir. In: Papers. RePEc:arx:papers:2009.03844.

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2021Nonclassical Measurement Error in the Outcome Variable. (2020). Martin, Stephan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2009.12665.

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2021Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1. (2021). Tamer, Elie ; Lan, Xiaoying ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2110.04388.

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2021Estimation 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.

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2021A Data-Driven Multi-Regime Approach for Predicting Energy Consumption. (2021). Kahraman, Abdulgani ; Kotan, Muhammed ; Kantardzic, Mehmed . In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6763-:d:658352.

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2021Tail 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.

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2021Robustness 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.

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2021.

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2021“Smoking your child’s job away”: Parental smoking during one’s 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.

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2021On transformed linear cointegration models. (2021). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304468.

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2021Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses. (2021). Wang, Xuexin. In: Working Papers. RePEc:wyi:wpaper:002596.

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2021Dynamic 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.

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2021Dynamic 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.

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2021A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel. (2020). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2012.14886.

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2021Global 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.

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2021Production, 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.

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2021Forecasting 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.

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2021.

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2021A Multivariate VAR Model for Evaluating Sustainable Finance and Natural Resource Curse in West Africa: Evidence from Nigeria and Ghana. (2021). Enemona, Joseph Onuche ; Shobande, Olatunji Abdul. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2847-:d:511659.

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2021Linear 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.

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2021Structural Models: Inception and Frontier. (2021). Galiani, Sebastian ; Pantano, Juan. In: NBER Working Papers. RePEc:nbr:nberwo:28698.

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2021A 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.

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2021Identification 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.

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2021Efficient closed-form estimation of large spatial autoregressions. (2020). Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.12395.

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2021Order 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.

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2021Is 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.

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2021Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks. (2021). Park, Sukjin ; Chung, Chaeshick. In: Working Papers. RePEc:sgo:wpaper:2108.

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2021Predictability 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.

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2021Bayesian 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.

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2021Transport disrupted – 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.

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2021Observation-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.

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2021Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX. (2021). Raffiee, Kambiz ; Kolay, Madhuparna ; Chatrath, Arjun ; Adrangi, Bahram. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:114-:d:513963.

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2021Spatial 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.

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2021Political 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.

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2021The 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.

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2021The 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.

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2021Optimal Decision Rules Under Partial Identification. (2021). Yata, Kohei. In: Papers. RePEc:arx:papers:2111.04926.

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2021Procuring survival. (2021). Giuffrida, Leonardo M ; Cappelletti, Matilde. In: ZEW Discussion Papers. RePEc:zbw:zewdip:21093.

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2021Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381.

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2021Deep Learning Statistical Arbitrage. (2021). Pelger, Markus ; Guijarro-Ordonez, Jorge ; Zanotti, Greg. In: Papers. RePEc:arx:papers:2106.04028.

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2021A 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.

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2021.

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2021Bilinear 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.

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2021Quasi?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.

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2021Carry 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.

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2021The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298.

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2021.

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2021Macroeconomic 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.

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2021Big 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.

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2021Portfolio 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.

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2021Forecasting 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.

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2021How 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.

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2021Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach. (2021). Otranto, Edoardo ; Forgione, Antonio Fabio ; Fallanca, Mariagrazia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:21-:d:475215.

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2021Fiscal Deficits, Bank Credit Risk, and Loan-Loss Provisions. (2021). Gurgel, Felipe Bastos. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:56:y:2021:i:5:p:1537-1589_2.

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2021Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2021Identifcation-Robust Nonparametric Inference in a Linear IV Model. (2021). Antoine, Bertille ; Lavergne, Pascal. In: Discussion Papers. RePEc:sfu:sfudps:dp21-12.

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2021On 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.

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2021Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression. (2020). Ridder, Geert ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2008.13042.

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2021Hermite 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.

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2021Revisiting 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.

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

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2021Interactive 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.

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2021Using 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.

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2021Loss-Based Variational Bayes Prediction. (2021). Loaiza Maya, Rubén ; Frazier, David T ; Koo, Bonsoo ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-8.

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2021Techno-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.

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2021Estimation 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.

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2021Technology 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.

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2021Spillovers 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.

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2021Kernel 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.

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2021A 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.

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2021The 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.

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

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2021Multiple-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.

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2021Imperfect 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.

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2021The Impact of Digital Transformation on the Micrologistic System, and the Open Innovation in Logistics. (2021). Didenko, Nikolay ; Kosinski, Eryk ; Kalinina, Olga ; Kikkas, Kseniia ; Skripnuk, Djamilia. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:7:y:2021:i:2:p:115-:d:539005.

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2021.

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2021Better Bunching, Nicer Notching. (2021). Seegert, Nathan ; McCallum, Andrew ; Bertanha, Marinho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-02.

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2021Robust Inference for Diffusion-Index Forecasts with Cross-Sectionally Dependent Data. (2021). Kim, Min Seong. In: Working papers. RePEc:uct:uconnp:2021-04.

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2021Estimation of firm productivity in the presence of spillovers and common shocks. (2021). Kumbhakar, Subal C ; Jin, Man ; Zhao, Shunan. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:6:d:10.1007_s00181-020-01922-3.

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2021Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14.

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

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2021The Impact of the Female Advantage in Education on the Marriage Market. (2021). Rodriguez-Gonzalez, Ana. In: Working Papers. RePEc:hhs:lunewp:2021_005.

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2021The effects of paid family leave on food insecurity—evidence 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.

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2021The 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.

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2021The 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.

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2021Do 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.

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2021Covariate-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.

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2021Price floors and externality correction. (2021). Smith, Kate ; O'Connell, Martin ; Griffith, Rachel. In: IFS Working Papers. RePEc:ifs:ifsewp:21/40.

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2021News 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.

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2021Heterogeneous responses to school track choice: Evidence from the repeal of binding track recommendations. (2021). Bach, Maximilian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:21104.

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2021Specification 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.

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2021New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2021The 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.

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2021Instrument 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.

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2021Do 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.

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2021Complementarities and Intergenerational Educational Mobility: Theory and Evidence from Indonesia. (2021). Shilpi, Forhad ; Emran, M. Shahe ; Ahsan, Nazmul. In: MPRA Paper. RePEc:pra:mprapa:111125.

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2021Gender empowerment as an enforcer of individuals’ 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.

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2021Short and Simple Confidence Intervals when the Directions of Some Effects are Known. (2021). McCloskey, Adam ; Ketz, Philipp. In: Papers. RePEc:arx:papers:2109.08222.

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2021Permutation 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.

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2021A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency. (2021). Skevas, Ioannis. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:3:p:1131-1142.

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2021What do we know from the vast literature on efficiency and productivity in healthcare? A Systematic Review and Bibliometric Analysis. (2021). Zelenyuk, Valentin ; Sickles, Robin C ; Nguyen, Bao Hoang. In: CEPA Working Papers Series. RePEc:qld:uqcepa:163.

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2021Estimation and Inference with Near Unit Roots. (2021). PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2304.

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2021Behavioral 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.

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2021Double-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.

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2021What 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.

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2021The Effects of Reforming a Federal Employment Agency on Labor Demand. (2021). Kraft, Kornelius ; Lammers, Alexander. In: IZA Discussion Papers. RePEc:iza:izadps:dp14629.

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2021Labor supply effects of a universal cash transfer. (2021). Gromadzki, Jan. In: IBS Working Papers. RePEc:ibt:wpaper:wp022021.

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2021COVID-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.

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2021Landmines: the local effects of demining. (2021). Vargas, Juan ; Prem, Mounu ; Purroy, M E. In: Documentos de Trabajo. RePEc:col:000092:019588.

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2021Landmines: The local effects of demining. (2021). Vargas, Juan ; Prem, Mounu ; Purroy, Miguel. In: Documentos de Trabajo LACEA. RePEc:col:000518:019733.

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2021Do City Honors Increase Tourism Economic Growth? A Quasi-Natural Experimental Research Study Based on “Civilized City” Selection in China. (2021). Mao, Yan ; Chen, Qiao. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12545-:d:678271.

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

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

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2021The 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.

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2021Over 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.

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2021Landmines: The Local Effects of Demining. (2021). Vargas, Juan ; Purroy, Miguel ; Prem, Mounu. In: Working papers. RePEc:rie:riecdt:86.

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2021Make 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.

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2021How Peace Saves Lives? Evidence from Colombia. (2021). Vargas, Juan ; Purroy, Miguel ; Prem, Mounu ; Perilla, Sergio. In: SocArXiv. RePEc:osf:socarx:cxuwg.

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2021Landmines: The Local Effects of Demining. (2021). Vargas, Juan ; Prem, Mounu ; Purroy, Miguel E. In: SocArXiv. RePEc:osf:socarx:3jzk6.

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2021Immigration Policy and Remittance Behaviour. (2021). Tchuente, Guy ; Piracha, Matloob ; Tani, Massimiliano. In: GLO Discussion Paper Series. RePEc:zbw:glodps:94r.

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2021Policy Evaluation during a Pandemic. (2021). Callaway, Brantly ; Li, Tong. In: Papers. RePEc:arx:papers:2105.06927.

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2021.

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2021The 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.

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2021Determining 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.

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2021Quasi-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.

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2021VIX 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.

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2021Dissecting 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.

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2021A 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.

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2021Realized 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.

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2021Do 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.

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2021Financial 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.

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2021Financial 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.

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2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:110639.

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2021Financial 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.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299.

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2021On 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.

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2021Speculation 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.

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2021Depth-Weighted Forecast Combination: Application to COVID-19 Cases. (2021). Lee, Yoonseok ; Sul, Donggyu. In: Center for Policy Research Working Papers. RePEc:max:cprwps:238.

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2021Forecasting 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.

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2021Heterogeneous Treatment Effects in Regression Discontinuity Designs. (2021). 'Agoston Reguly, . In: Papers. RePEc:arx:papers:2106.11640.

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2021Testing 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.

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

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

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

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

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

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

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

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

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2021Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587.

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

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

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

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

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

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

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

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

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

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

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2021Deep Learning Statistical Arbitrage. (2021). Pelger, Markus ; Guijarro-Ordonez, Jorge ; Zanotti, Greg. In: Papers. RePEc:arx:papers:2106.04028.

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

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2021Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models. (2021). Carro, Jesus M ; Aguirregabiria, Victor. In: Papers. RePEc:arx:papers:2107.06141.

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2021Realised Volatility Forecasting: Machine Learning via Financial Word Embedding. (2021). Poon, Ser-Huang ; Zohren, Stefan ; Rahimikia, Eghbal. In: Papers. RePEc:arx:papers:2108.00480.

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2021What 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.

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

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

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

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

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

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2021Bounding Treatment Effects by Pooling Limited Information across Observations. (2021). Weidner, Martin ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2111.05243.

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2021Bounds for Treatment Effects in the Presence of Anticipatory Behavior. (2021). Gong, Aibo. In: Papers. RePEc:arx:papers:2111.06573.

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

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

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

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2021Network regression and supervised centrality estimation. (2021). Zhao, Linda ; Shen, Haipeng ; Zhu, WU ; Yang, Dan ; Cai, Junhui. In: Papers. RePEc:arx:papers:2111.12921.

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

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2021The Oracle estimator is suboptimal for global minimum variance portfolio optimisation. (2021). Challet, Damien ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2112.07521.

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

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

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

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

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

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

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

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

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

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2020Sequential Monitoring of Changes in Housing Prices. (2020). Lu, Shanglin ; Liu, Zhenya ; Horv, Lajos. In: Papers. RePEc:arx:papers:2002.04101.

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2020Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2020A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity. (2020). Candelaria, Luis E. In: Papers. RePEc:arx:papers:2007.05403.

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2020An estimator for predictive regression: reliable inference for financial economics. (2020). Shephard, Neil. In: Papers. RePEc:arx:papers:2008.06130.

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2020How 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.

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2020The 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.

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2020Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data. (2020). Tao, Jing ; Peng, Sida ; Ning, Yang. In: Papers. RePEc:arx:papers:2009.03151.

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2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

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2020A 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.

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2020Inference with a single treated cluster. (2020). Hagemann, Andreas. In: Papers. RePEc:arx:papers:2010.04076.

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2020The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data. (2020). , Weinan ; Huang, Guanhua ; Pang, Yue ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05172.

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2020Robust Forecasting. (2020). Moon, Hyungsik Roger ; Christensen, Timothy ; Schorfheide, Frank. In: Papers. RePEc:arx:papers:2011.03153.

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2020A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2011.09029.

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2020On 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.

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2020Bayesian Quantile-Based Portfolio Selection. (2020). Lindholm, Mathias ; Bodnar, Taras ; Thors, Erik ; Niklasson, Vilhelm. In: Papers. RePEc:arx:papers:2012.01819.

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2020Imperfect 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.

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2020Bootstrap 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.

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2020Get rich or die trying… 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.

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2020Endogeneity Corrected Stochastic Frontier with Market Imperfections. (2020). Neogi, Chiranjib ; Maiti, Dibyendu. In: Working papers. RePEc:cde:cdewps:313.

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2020Rules 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.

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2020Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models. (2020). Otranto, Edoardo ; Bauwens, L. In: Working Paper CRENoS. RePEc:cns:cnscwp:202007.

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2020Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models. (2020). Otranto, Edoardo ; Bauwens, Luc. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2020034.

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2020What 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.

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2020Forecasting 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.

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2020Large-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.

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2020Is 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.

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2020Volatility 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.

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2020On the identification of models with conditional characteristic functions. (2020). Han, Hyojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304343.

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2020A 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.

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2020Asymptotic 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.

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2020Nonparametric 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.

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2020The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model. (2020). Iseringhausen, Martin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:275-292.

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2020Effective 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.

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2020Structural 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.

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2020Asymmetric 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.

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2020Extension 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.

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2020Radial 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.

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2020Innovation 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.

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2020Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90.

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2020The 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.

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2020Frequency-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.

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2020Modeling 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.

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2020Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature. (2020). Johansen, Soren ; Schmith, Torben ; Hillebrand, Eric. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:41-:d:438688.

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2020The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka. (2020). , HaiderMahmood ; Murshed, Muntasir ; Bassim, Mohga ; Yousef, Tarek Tawfik ; Mahmood, Haider. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6565-:d:461230.

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2020The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:233-:d:422459.

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2020Governmental Intervention and Its Impact on Growth, Economic Development, and Technology in OECD Countries. (2020). Bora, Andrei ; Feniser, Cristina ; Radu, Claudia Florina ; Sadeh, Arik. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:166-:d:468725.

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2019Opinion 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.

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2019Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: CREATES Research Papers. RePEc:aah:create:2019-05.

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2019Wavelet 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.

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2019Linear 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.

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2019Public finance sustainability in Europe: a behavioral model. (2019). Suarez, Carolina Ulloa ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1929.

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2019Estimation of Dynamic Panel Threshold Model using Stata. (2019). SEO, MYUNG HWAN ; Kim, Young-Joo. In: Papers. RePEc:arx:papers:1902.10318.

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2019Inference for First-Price Auctions with Guerre, Perrigne, and Vuongs Estimator. (2019). Marmer, Vadim ; Shneyerov, Artyom. In: Papers. RePEc:arx:papers:1903.06401.

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2019Sharp Bounds for the Marginal Treatment Effect with Sample Selection. (2019). Possebom, Vitor. In: Papers. RePEc:arx:papers:1904.08522.

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2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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2019Permutation inference with a finite number of heterogeneous clusters. (2019). Hagemann, Andreas. In: Papers. RePEc:arx:papers:1907.01049.

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2019Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075.

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2019Large Volatility Matrix Prediction with High-Frequency Data. (2019). Song, Xinyu. In: Papers. RePEc:arx:papers:1907.01196.

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2019Audits as Evidence: Experiments, Ensembles, and Enforcement. (2019). Kline, Patrick ; Walters, Christopher. In: Papers. RePEc:arx:papers:1907.06622.

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2019Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107.

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2019Critical Decisions for Asset Allocation via Penalized Quantile Regression. (2019). Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:1908.04697.

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2019Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1908.06325.

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2019Averaging estimation for instrumental variables quantile regression. (2019). Liu, Xin. In: Papers. RePEc:arx:papers:1910.04245.

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2019An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation. (2019). Wang, Xuexin ; Sun, Yixiao. In: Papers. RePEc:arx:papers:1911.03771.

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2019A Scrambled Method of Moments. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1911.09128.

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2019Mean-shift least squares model averaging. (2019). Takanashi, Kosaku ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1912.01194.

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2019Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231.

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2019Triple 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.

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2019The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2019Network Data. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1912.06346.

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2019Estimation of Auction Models with Shape Restrictions. (2019). Schurter, Karl ; Pinkse, Joris. In: Papers. RePEc:arx:papers:1912.07466.

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2019Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: Papers. RePEc:arx:papers:1912.12527.

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2019From 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.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019Forecasting 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.

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2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive 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.

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2019News-driven inflation expectations and information rigidities. (2019). Thorsrud, Leif ; Larsen, Vegard ; Zhulanova, Julia. In: Working Papers. RePEc:bny:wpaper:0075.

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2019Narrative monetary policy surprises and the media. (2019). Thorsrud, Leif ; Larsen, Vegard H ; Ellen, Saskia Ter. In: Working Papers. RePEc:bny:wpaper:0078.

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2019Housing 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.

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2019Dependent 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.

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2019Influencers 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.

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2019Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19.

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2019Audits 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.

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2019Estimation of Varying Coefficient Models with Measurement Error. (2019). Taylor, Luke ; Dong, Hao ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:607.

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2019Business Cycle Narratives. (2019). Thorsrud, Leif ; Larsen, Vegard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7468.

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2019Macro-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.

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2019The Hard Problem of Prediction for Conflict Prevention. (2019). Rauh, Christopher ; Mueller, Hannes Felix. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13748.

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2019Finance and Carbon Emissions. (2019). Popov, Alexander ; de Haas, Ralph. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14012.

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2019Inflation at Risk. (2019). Loria, Francesca ; Lopez-Salido, David J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14074.

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2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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2019Comparing Forecasts of Extremely Large Conditional Covariance Matrices. (2019). Ruiz, Esther ; Moura, Guilherme. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29291.

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2019Time-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.

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2019Finance and carbon emissions. (2019). Popov, Alexander ; De Haas, Ralph. In: Working Paper Series. RePEc:ecb:ecbwps:20192318.

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2019A 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.

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2019Pricing 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.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

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2018Threshold regression with endogeneity for short panels. (2018). Würtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: CREATES Research Papers. RePEc:aah:create:2018-27.

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2018Effects 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.

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2018Threshold regression with endogeneity for short panels. (2018). Würtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-665.

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2018Nonparametric Regression with Multiple Thresholds: Estimation and Inference. (2018). Chen, Jau-Er ; Chiou, Yan-Yu. In: Papers. RePEc:arx:papers:1705.09418.

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2018Bootstrap Methods in Econometrics. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.04016.

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2018Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2018). Lee, Ying-Ying. In: Papers. RePEc:arx:papers:1811.00157.

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2018Bootstrapping Structural Change Tests. (2018). Cornea-Madeira, Adriana ; Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:1811.04125.

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2018High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization. (2018). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:1811.09540.

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2018Inference 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.

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2018Asymptotically 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.

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2018Evaluating 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.

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2018Inference 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.

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2018High Dimensional Semiparametric Moment Restriction Models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1881.

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2018Applied 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.

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2018Inference 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.

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2018Inference in Second-Order Identified Models. (2018). Hall, Alastair ; Kleibergen, Frank ; Dovonon, Prosper. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-36.

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2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, 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.

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2018Betas 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.

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2018A 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.

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2018Testing 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.

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2018Testing 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.

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2018Exit 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.

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2018Nonparametric 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.

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2018Relief 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.

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2018Improvement 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.

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2018Interval 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.

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2018National 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.

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2018Parallel 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.

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2018Covariance 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.

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2018Smiling 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.

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2018Estimating 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.

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2018Efficient 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.

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2018Exploring 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.

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2018Inference 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.

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2018Confidence 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.

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2018Simultaneous 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.

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2018Monte Carlo Comparison for Nonparametric Threshold Estimators. (2018). Chen, Chaoyi ; Sun, Yiguo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:49-:d:164335.

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2018The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632.

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2018Bootstrap methods in econometrics. (2018). Horowitz, Joel L. In: CeMMAP working papers. RePEc:ifs:cemmap:53/18.

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2018Robust Bayesian inference for set-identified models. (2018). Kitagawa, Toru ; Giacomini, Raffaella. In: CeMMAP working papers. RePEc:ifs:cemmap:61/18.

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2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: CeMMAP working papers. RePEc:ifs:cemmap:69/18.

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2018Bounds 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.

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2018Heterogeneous spillovers among Spanish provinces: a generalized spatial stochastic frontier model. (2018). Álvarez, Inmaculada ; Orea, Luis ; Gude, Alberto. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0540-z.

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2018BOOTSTRAP 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.

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2018A 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.

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2018High 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.

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2018Inference 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.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

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2018Productivity growth, firm turnover and new varieties. (2018). Iancu, Diana-Cristina ; Raknerud, Arvid ; von Brasch, Thomas. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-11.

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