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Journal of Business & Economic Statistics / Taylor & Francis Journals

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
64
Impact Factor (IF)
1.24
5 Years IF
2.65
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
2009 0 0.46 1.33 0 3 3 29 2 27 0 0 0 2 0.67 0.23
2010 0.33 0.46 1 0.33 1 4 37 1 31 3 1 3 1 0 0 0.2
2011 1 0.51 1.15 1 78 82 4448 87 125 4 4 4 4 2 2.3 83 1.06 0.24
2012 2.14 0.5 1.92 2.12 53 135 3145 244 384 79 169 82 174 0 63 1.19 0.21
2013 2.79 0.54 2.68 2.72 44 179 2514 475 864 131 366 135 367 2 0.4 71 1.61 0.24
2014 3.39 0.53 3.2 3.58 58 237 945 742 1622 97 329 179 641 4 0.5 37 0.64 0.22
2015 2.2 0.53 3.09 3.09 48 285 1333 865 2504 102 224 234 724 8 0.9 43 0.9 0.22
2016 1.74 0.5 3.01 2.93 52 337 1617 1003 3519 106 184 281 824 10 1 48 0.92 0.2
2017 1.7 0.52 2.9 2.4 45 382 632 1078 4625 100 170 255 612 11 1 28 0.62 0.21
2018 1.95 0.53 2.98 2.28 60 442 962 1281 5942 97 189 247 564 10 0.8 33 0.55 0.22
2019 1.72 0.54 3.23 2.01 60 502 3264 1596 7565 105 181 263 528 0 151 2.52 0.21
2020 4.77 0.64 3.82 3.59 71 573 889 2162 9754 120 572 265 952 0 71 1 0.3
2021 4.82 0.74 3.63 3.44 76 649 761 2354 12113 131 632 288 992 1 0 75 0.99 0.27
2022 1.83 0.74 2.87 3.15 169 818 664 2347 14460 147 269 312 983 1 0 56 0.33 0.22
2023 1.38 0.7 2.97 2.63 87 905 176 2684 17145 245 338 436 1147 0 13 0.15 0.2
2024 1.24 0.82 2.77 2.65 108 1013 116 2805 19951 256 317 463 1226 1 0 41 0.38 0.24
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

1781
22011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

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1428
32012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

1224
42013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

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629
52011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

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572
62016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

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480
72019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

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467
82011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

378
92011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

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374
102013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

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277
112012Dynamic Equicorrelation. (2012). Engle, Robert ; Kelly, Bryan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

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266
122013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

253
132011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Gneiting, Tilmann ; Ranjan, Roopesh . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

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242
142012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

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242
152015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

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235
162013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

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217
172015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

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199
182012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

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198
192015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

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179
202012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

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172
212012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

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170
222011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

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168
232016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

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139
242020The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications. (2020). Lang, Kevin ; Kahn-Lang, Ariella. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:3:p:613-620.

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130
252013Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44.

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127
262019Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133.

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125
272019Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Schwandt, Hannes ; Pischke, Jorn-Steffen ; Pei, Zhuan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216.

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123
282018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387.

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118
292018HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559.

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116
302015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

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114
312013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

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114
322011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227.

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114
332021Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods. (2021). Zilberman, Eduardo ; Medeiros, Marcelo ; Veiga, Alvaro. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:1:p:98-119.

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109
342013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

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107
352011A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438.

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105
362016Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287.

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105
372015Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269.

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104
382019Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Engle, Robert ; Wolf, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375.

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103
392014Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284.

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103
402012Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Urga, Giovanni ; Dumitru, Ana-Maria. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255.

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100
412018Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Patton, Andrew ; Oh, Dong Hwan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195.

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94
422017The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28.

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94
432017Modeling Dependence in High Dimensions With Factor Copulas. (2017). Patton, Andrew ; Oh, Dong Hwan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:139-154.

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93
442018HAR Inference: Recommendations for Practice Rejoinder. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:574-575.

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92
452014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216.

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91
462019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

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91
472014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500.

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88
482014Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68.

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87
492011Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160.

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87
502012Forecast Rationality Tests Based on Multi-Horizon Bounds. (2012). Patton, Andrew ; Timmermann, Allan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:1-17.

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85
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

874
22012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

446
32011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

261
42013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

243
52019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

Full description at Econpapers || Download paper

202
62016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

Full description at Econpapers || Download paper

188
72011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

103
82021Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods. (2021). Zilberman, Eduardo ; Medeiros, Marcelo ; Veiga, Alvaro. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:1:p:98-119.

Full description at Econpapers || Download paper

75
92011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Gneiting, Tilmann ; Ranjan, Roopesh . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

Full description at Econpapers || Download paper

74
102015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

Full description at Econpapers || Download paper

73
112020The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications. (2020). Lang, Kevin ; Kahn-Lang, Ariella. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:3:p:613-620.

Full description at Econpapers || Download paper

71
122019Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133.

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59
132012Dynamic Equicorrelation. (2012). Engle, Robert ; Kelly, Bryan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

59
142011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

57
152018HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559.

Full description at Econpapers || Download paper

56
162019Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Engle, Robert ; Wolf, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375.

Full description at Econpapers || Download paper

54
172018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387.

Full description at Econpapers || Download paper

53
182015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

Full description at Econpapers || Download paper

52
192013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

Full description at Econpapers || Download paper

51
202018HAR Inference: Recommendations for Practice Rejoinder. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:574-575.

Full description at Econpapers || Download paper

51
212019Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Schwandt, Hannes ; Pischke, Jorn-Steffen ; Pei, Zhuan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216.

Full description at Econpapers || Download paper

50
222012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

50
232015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

Full description at Econpapers || Download paper

47
242011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

Full description at Econpapers || Download paper

46
252022Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates. (2022). Pfeifer, Gregor ; Klossner, Stefan ; Schieler, Manuel ; Kaul, Ashok. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1362-1376.

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45
262022The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation. (2022). Reese, Simon ; Juodis, Artras. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1191-1203.

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45
272020Words are the New Numbers: A Newsy Coincident Index of the Business Cycle. (2020). Thorsrud, Leif. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:2:p:393-409.

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42
282012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

Full description at Econpapers || Download paper

39
292013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

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38
302019Testing for Slope Heterogeneity Bias in Panel Data Models. (2019). Galvao, Antonio ; Juhl, Ted ; Campello, Murillo. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:4:p:749-760.

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312017Modeling Dependence in High Dimensions With Factor Copulas. (2017). Patton, Andrew ; Oh, Dong Hwan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:139-154.

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322015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

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332016Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data. (2016). Xiu, Dacheng ; Fan, Jianqing ; Furger, Alex. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:489-503.

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35
342016Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287.

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352019Changing Macroeconomic Dynamics at the Zero Lower Bound. (2019). Zanetti, Francesco ; Theodoridis, Konstantinos ; Liu, Philip ; Mumtaz, Haroon. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:391-404.

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362018Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Patton, Andrew ; Oh, Dong Hwan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195.

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372022Machine Learning Time Series Regressions With an Application to Nowcasting. (2022). Babii, Andrii ; Striaukas, Jonas ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1094-1106.

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382016Inference in High-Dimensional Panel Models With an Application to Gun Control. (2016). Hansen, Christian ; Chernozhukov, Victor ; Kozbur, Damian ; Belloni, Alexandre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:590-605.

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31
392020Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure. (2020). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:1:p:68-79.

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402019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

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412013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

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30
422011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

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29
432017Regression Kink With an Unknown Threshold. (2017). Hansen, Bruce. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:2:p:228-240.

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442016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

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452021Wild Bootstrap and Asymptotic Inference With Multiway Clustering. (2021). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:2:p:505-519.

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28
462013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

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27
472021Who is the Key Player? A Network Analysis of Juvenile Delinquency. (2021). Zenou, Yves ; Liu, Xiaodong ; Lee, Lung-Fei ; Patacchini, Eleonora. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:3:p:849-857.

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26
482018Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models. (2018). Pustejovsky, James ; Tipton, Elizabeth. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:672-683.

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25
492016Post-Selection Inference for Generalized Linear Models With Many Controls. (2016). Chernozhukov, Victor ; Wei, Ying ; Belloni, Alexandre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:606-619.

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25
502016Testing Hypotheses in Nonparametric Models of Production. (2016). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:435-456.

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Citing documents used to compute impact factor: 317
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2024Heterogeneous Impacts of Trade Shocks on Workers. (2024). Sauré, Philip ; Gubler, Matthias ; Saure, Philip ; Egger, Pether H ; Arni, Patrick ; Erhardt, Katharina. In: Working Papers. RePEc:jgu:wpaper:2409.

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2024Reciprocity and the interaction between the unemployed and the caseworker. (2024). Kesternich, Iris ; Siflinger, Bettina M ; Mller, Gerrit ; van den Berg, Gerard J. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:227:y:2024:i:c:s0167268124003123.

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2024Counterfactual copula. (2024). Lai, Tsung-Chih ; Su, Jiun-Hua. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003136.

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2024Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11119.

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2024Testing for Clustering Under Switching. (2024). Joo, Igor Custodio. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240052.

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2024Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096.

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2024Composite Quantile Factor Model. (2024). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

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2024Distributed debiased estimation of high-dimensional partially linear models with jumps. (2024). Zhang, Yuchun ; Liu, Yuan ; Zhao, Yan-Yong ; Ismail, Noriszura. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:191:y:2024:i:c:s0167947323001688.

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2024Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287.

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2024Sparse Interval-valued Time Series Modeling with Machine Learning. (2024). Wang, Shouyang ; Sun, Yuying ; Hong, Yongmiao ; Bao, Haowen. In: Papers. RePEc:arx:papers:2411.09452.

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2024Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects. (2024). Kato, Masahiro. In: Papers. RePEc:arx:papers:2403.03240.

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2024Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching. (2024). Zhang, Xinyu ; Zhong, Wei ; Shi, Pengfei. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001629.

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2024Double/Debiased CoCoLASSO of Treatment Effects with Mismeasured High-Dimensional Control Variables. (2024). Song, Suyong ; Kim, Geonwoo. In: Papers. RePEc:arx:papers:2408.14671.

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2024Estimation and Inference for Causal Functions with Multiway Clustered Data. (2024). Sasaki, Yuya ; Liu, Yanbo. In: Papers. RePEc:arx:papers:2409.06654.

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2024A Nonparametric Test of Heterogeneous Treatment Effects under Interference. (2024). Owusu, Julius. In: Papers. RePEc:arx:papers:2410.00733.

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2024Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081.

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

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

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2024Nonlinear sufficient dimension reduction for distribution-on-distribution regression. (2024). Zhang, QI ; Xue, Lingzhou ; Li, Bing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000095.

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2024Inside the NBA Bubble: how Black players performed better without fans. (2024). Caselli, Mauro ; Falco, Paolo ; Somekh, Babak. In: Journal of Population Economics. RePEc:spr:jopoec:v:37:y:2024:i:2:d:10.1007_s00148-024-01021-y.

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2024Inflation Measurement in the Presence of Stockpiling and Smoothing of Consumption. (2024). von Auer, Ludwig. In: Research Papers in Economics. RePEc:trr:wpaper:202402.

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2024HOUSEHOLD INVENTORY, TEMPORARY SALES, PRICE INDICES. (2024). Ueda, Kozo ; Watanabe, Tsutomu. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:1:p:217-251.

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2024Asymptotic normality of the local linear estimator of the functional expectile regression. (2024). Litimein, Ouahiba ; Rachdi, Mustapha ; Ait-Hennani, Larbi ; Mechab, Boubaker ; Laksaci, Ali. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x23001276.

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2024Linearized maximum rank correlation estimation when covariates are functional. (2024). Zhang, Xinyu ; Xu, Wenchao ; Liang, Hua. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000083.

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2024Deep functional factor models: forecasting high-dimensional functional time series via Bayesian nonparametric factorization. (2024). Wang, Liying ; Pei, Yulong ; Qiao, Xinghao ; Liu, Yirui. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125587.

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2024On some stable linear functional regression estimators based on random projections. (2024). Karoui, Abderrazek ; ben Saber, Asma. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:7:d:10.1007_s00362-024-01554-0.

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2024An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. (2024). Herrera, Rodrigo ; Candia, Claudio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000239.

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2024Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000465.

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2024Hypothesis testing for varying coefficient models in tail index regression. (2024). Yoshida, Takuma ; Momoki, Koki. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-024-01538-0.

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2024A simple but powerful tail index regression. (2024). Rodrigues, Paulo ; Nicolau, Joao. In: Papers. RePEc:arx:papers:2409.13531.

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2024Modeling citation concentration through a mixture of Leimkuhler curves. (2024). Dorta-González, Pablo ; Dorta-Gonzalez, Pablo ; Gomez-Deniz, Emilio. In: Journal of Informetrics. RePEc:eee:infome:v:18:y:2024:i:2:s1751157724000324.

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2024What makes econometric ideas popular: The role of connectivity. (2024). Mignon, Valérie ; Candelon, Bertrand ; Joets, Marc. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:7:s004873332400074x.

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2024Applications of dual regularized Laplacian matrix for community detection. (2024). Qing, Huan ; Wang, Jingli. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:18:y:2024:i:4:d:10.1007_s11634-023-00565-3.

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2024Co-jumps in the Chinese stock market before, during and after the COVID-19 pandemic: A network perspective. (2024). He, Zhipeng ; Zhang, Shuguang ; Zou, Renhao ; Hao, Chenlu. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013114.

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

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2024DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R. (2024). Chernozhukov, Victor ; Bach, Philipp ; Spindler, Martin ; Kurz, Malte S. In: Papers. RePEc:arx:papers:2103.09603.

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2024Identifying Causal Effects of Discrete, Ordered and ContinuousTreatments using Multiple Instrumental Variables. (2024). Van, Nadja. In: Papers. RePEc:arx:papers:2311.17575.

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20242SLS with multiple treatments. (2024). Sigstad, Henrik ; Bhuller, Manudeep. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001313.

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2024Bellman filtering and smoothing for state–space models. (2024). Lange, Rutger-Jan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003482.

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2024Doubly multiplicative error models with long- and short-run components. (2024). Gallo, Giampiero ; Amendola, Alessandra ; Candila, V ; Cipollini, F. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002768.

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2024A stochastic volatility model for volatility asymmetry and propagation. (2024). Lopes, Maria Helena ; Marin, Juan Miguel ; Romero, Eva. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:43887.

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2024State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices. (2024). Tsai, Ping Chen ; Wang, Chou Wen ; Eom, Cheoljun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003442.

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2024Forecasting day-ahead electricity prices with spatial dependence. (2024). Li, YI ; Yang, Yifan ; Guo, Jue ; Zhou, Jiandong. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1255-1270.

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2024Social restrictions, leisure and well-being. (2024). Foliano, Francesca ; Tonei, Valentina ; Sevilla, Almudena. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121996.

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2024Social restrictions, leisure and well-being. (2024). Foliano, Francesca ; Tonei, Valentina ; Sevilla, Almudena. In: Labour Economics. RePEc:eee:labeco:v:87:y:2024:i:c:s0927537123001604.

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2024The Easterlin paradox at 50. (2024). Clark, Andrew ; Oparina, Ekaterina ; Layard, Richard. In: CEP Discussion Papers. RePEc:cep:cepdps:dp2048.

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2024The Easterlin paradox at 50. (2024). Clark, Andrew E ; Oparina, Ekaterina ; Layard, Richard. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126798.

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2024Model averaging for estimating treatment effects. (2024). , Geoffrey ; Zou, Guohua ; Zhang, Xinyu ; Zhao, Zhihao. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:1:d:10.1007_s10463-023-00876-4.

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2024Panel quantile regression for extreme risk. (2024). Zhou, Yinggang ; Leng, Xuan ; Peng, Liang. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000204.

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2024Can inflation predict energy price volatility?. (2024). Batten, Jonathan ; Mo, DI ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006564.

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2024EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning. (2024). Poulos, Zissis ; Wang, Zeyu ; Malekzadeh, Parvin ; Plataniotis, Konstantinos N ; Chen, Jacky. In: Papers. RePEc:arx:papers:2408.12446.

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2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper series. RePEc:rim:rimwps:24-01.

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2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

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2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000655.

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2024An instrumental variable approach under dependent censoring. (2024). van Keilegom, Ingrid ; Beyhum, Jad ; Crommen, Gilles. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:2:d:10.1007_s11749-023-00903-9.

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2024Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI. (2024). Uribe, Jorge ; Chuliá, Helena ; Khalili, Sabuhi ; Chulia, Helena. In: IREA Working Papers. RePEc:ira:wpaper:202402.

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2024Estimating Causal Effects with Double Machine Learning -- A Method Evaluation. (2024). Berens, Philipp ; Fuhr, Jonathan ; Papies, Dominik. In: Papers. RePEc:arx:papers:2403.14385.

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2024Jackknife Inference with Two-Way Clustering. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1516.

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2024Jackknife inference with two-way clustering. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Papers. RePEc:arx:papers:2406.08880.

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2024Can official development assistance promote renewable energy in sub-Saharan Africa countries? A matter of institutional transparency of recipient countries. (2024). Li, Rongrong ; Wang, Qiang ; Guo, Jiaqi. In: Energy Policy. RePEc:eee:enepol:v:186:y:2024:i:c:s0301421524000193.

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2024Double Machine Learning meets Panel Data -- Promises, Pitfalls, and Potential Solutions. (2024). Fuhr, Jonathan ; Papies, Dominik. In: Papers. RePEc:arx:papers:2409.01266.

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2024Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590.

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2024Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations. (2024). Jacobs, Jan ; Osborn, Denise R ; Tian, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1260-1289.

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2024Local projections in unstable environments. (2024). Wang, Yiru ; Rossi, Barbara ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000721.

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2024Forecasted Treatment Effects. (2024). Giacomini, Raffaella ; Weidner, Martin ; Botosaru, Irene. In: Papers. RePEc:arx:papers:2309.05639.

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2024Impact of China’s free trade zones on the innovation performance of firms: evidence from a quasi-natural experiment. (2024). Su, Xin ; Wang, Shengwen. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-023-02523-y.

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2024Democracy Doesn’t Always Happen Over Night: Regime Change in Stages and Economic Growth. (2024). Eberhardt, Markus ; Boese-Schlosser, Vanessa. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:295128.

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2024Hierarchical false discovery rate control for high-dimensional survival analysis with interactions. (2024). Liang, Weijuan ; Ma, Shuangge ; Zhang, Qingzhao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:192:y:2024:i:c:s0167947323002177.

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2024Aging out of WIC and child nutrition: Evidence from a regression discontinuity design. (2024). Valizadeh, Pourya ; Smith, Travis. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:106:y:2024:i:2:p:904-924.

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

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2024Keeping refugee children in school and out of work: Evidence from the worlds largest humanitarian cash transfer program. (2024). Stoeffler, Quentin ; Koyuncu, Murat ; Kırdar, Murat ; Aygun, Aysun Hizirolu. In: Journal of Development Economics. RePEc:eee:deveco:v:168:y:2024:i:c:s0304387824000154.

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2024The effect of required minimum distributions on intergenerational transfers. (2024). Leganza, Jonathan. In: Journal of Public Economics. RePEc:eee:pubeco:v:232:y:2024:i:c:s0047272724000276.

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2024Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term: Evidence from the euro area experiments. (2024). Varraso, Paolo ; Marques, Aurea ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000354.

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

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2024Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084.

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2024Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

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

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06.

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2024Testing for strong exogeneity in Proxy-VARs. (2024). Keweloh, Sascha A ; Bruns, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002215.

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2024Aversion and ambiguity: On the robustness of the macroeconomic uncertainty measure framework. (2024). Sharif, Taimur ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001367.

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2024Carbon pricing in the EU: fundamentals or market sentiment?. (2024). Gazzani, Andrea Giovanni ; Taboga, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_901_24.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2024Markowitz Portfolio Construction at Seventy. (2024). Schmelzer, Thomas ; Boyd, Stephen ; Kahn, Ronald ; Schiele, Philipp ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2401.05080.

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2024Improving Estimation of Portfolio Risk Using New Statistical Factors. (2024). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Papers. RePEc:arx:papers:2409.17182.

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

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2024Multidimensional homophily. (2024). Zuckerman, David. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:486-513.

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2024An iterative consumer-centric and technology-driven product innovation strategy based on selective and dynamic consumer attention. (2024). Shafiee, Sara ; Wang, YU ; Ye, XU. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005110.

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2024Marginal treatment effects in the absence of instrumental variables. (2024). Pan, Zhewen ; Wang, Zhengxin ; Zhou, Yahong ; Zhang, Junsen. In: Papers. RePEc:arx:papers:2401.17595.

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2024Why Dont Jobseekers Search More? Barriers and Returns to Search on a Job Matching Platform. (2024). Garlick, Robert ; Field, Erica ; Subramanian, Nivedhitha ; Vyborny, Kate. In: IZA Discussion Papers. RePEc:iza:izadps:dp17520.

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2024Do petrol prices affect inflation and inflation expectations? Evidence from New Zealand. (2024). Vatsa, Puneet ; Pino, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006479.

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2024The Transmission of Supply Shocks in Different Inflation Regimes. (2024). Enders, Zeno ; Arndt, Sarah. In: Working papers. RePEc:bfr:banfra:938.

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2024Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Zixiang, Zhu ; Jia, Liyu ; Ming, Che. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x.

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2024Enhancing Black-Scholes Delta Hedging via Deep Learning. (2024). Wan, Xiangwei ; Qiao, Chunhui. In: Papers. RePEc:arx:papers:2407.19367.

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2024A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging. (2024). Wu, YI ; Xiao, BO ; Zhou, Xiang ; Peng, Xianhua. In: Papers. RePEc:arx:papers:2411.09659.

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2024Distributed estimation and inference for spatial autoregression model with large scale networks. (2024). Li, Zhe ; Gao, Yuan ; Ren, Yimeng ; Zhu, Xuening ; Wang, Hansheng. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003457.

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2024Generalized latent space model for one-mode networks with awareness of two-mode networks. (2024). Fan, Xinyan ; Qin, Ruixuan ; Fang, Kuangnan ; Pu, Dan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:193:y:2024:i:c:s0167947323002268.

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

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2024Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets. (2024). Yang, Yanrong ; Wu, Ruike ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2410.01826.

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2024More than Joints: Multi-Substance Use, Choice Limitations, and Policy Implications. (2024). Sun, Tao ; Sovinsky, Michelle ; Jacobi, Liana ; Allocca, Alessandra. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_501.

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

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2024The Spherical Parametrisation for Correlation Matrices and its Computational Advantages. (2024). Pedini, Luca ; Lucchetti, Riccardo (Jack). In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10467-3.

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2024Hybrid unadjusted Langevin methods for high-dimensional latent variable models. (2024). Loaiza-Maya, Ruben ; Nibbering, Didier ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000873.

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2024Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax. (2024). Sun, Tao. In: Papers. RePEc:arx:papers:2412.05794.

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2024Intra-household resource shares under poverty transfers: evidence from Ecuador. (2024). Casco, José. In: Review of Economics of the Household. RePEc:kap:reveho:v:22:y:2024:i:3:d:10.1007_s11150-023-09691-5.

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2024Partial Identification of Marginal Treatment Effects with Discrete Instruments and Misreported Treatment*. (2024). Acerenza, Santiago. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:74-100.

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2024Instrumental variables with unobserved heterogeneity in treatment effects. (2024). Torgovitsky, Alexander ; Mogstad, Magne. In: Handbook of Labor Economics. RePEc:eee:labchp:v:5:y:2024:i:c:p:1-114.

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2024Estimating Heterogeneous Effects: Applications to Labor Economics. (2024). Denis, Angela ; Bonhomme, Stephane. In: Papers. RePEc:arx:papers:2404.01495.

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2024Estimating heterogeneous effects: Applications to labor economics. (2024). Denis, Angela ; Bonhomme, Stphane. In: Labour Economics. RePEc:eee:labeco:v:91:y:2024:i:c:s0927537124001349.

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

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

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Does risk matter more in recessions than in expansions? Implications for monetary policy. (2024). Castelnuovo, Efrem ; Andreasen, Martin M ; Pellegrino, Giovanni ; Caggiano, Giovanni. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001290.

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2024The Impact of Aggregate Fluctuations Across the UK Income Distribution. (2024). Key, Tomas ; Lenney, Jamie. In: Discussion Papers. RePEc:cfm:wpaper:2430.

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2024The impact of aggregate fluctuations across the UK income distribution. (2024). Key, Tomas ; Lenney, Jamie. In: Bank of England working papers. RePEc:boe:boeewp:1083.

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2024An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks. (2024). Fierro, Luca ; Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2024/30.

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2024Extreme Weather Shocks and State-Level Inflation of the United States. (2024). GUPTA, RANGAN ; Sheng, Xin ; Liao, Wenting ; Karmakar, Sayar. In: Working Papers. RePEc:pre:wpaper:202402.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456.

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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202420.

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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Koop, Gary ; Huber, Florian ; Gary, Koop ; Florian, Huber ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2.

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2024Extreme weather shocks and state-level inflation of the United States. (2024). GUPTA, RANGAN ; Sheng, Xin ; Liao, Wenting ; Karmakar, Sayar. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001976.

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2024Forecasting euro area inflation using a huge panel of survey expectations. (2024). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1042-1054.

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2024Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

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2024The geography of wealth: shocks, mobility, and precautionary savings. (2024). Dvorkin, Maximiliano ; Greaney, Brian. In: Working Papers. RePEc:fip:fedlwp:98888.

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2024When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616.

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2024Tail mean-variance portfolio selection with estimation risk. (2024). Huang, Zhenzhen ; Wei, Pengyu ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:218-234.

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2024Shrinkage and thresholding approaches for expected utility portfolios: An analysis in terms of predictive ability. (2024). Dutta, Sumanjay ; Jain, Shashi. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004562.

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2024Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns. (2024). Babazadeh, Reza ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2409.14510.

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2024Improved estimation of the correlation matrix using reinforcement learning and text-based networks. (2024). Simaan, Majeed ; Ndiaye, Papa Momar ; Lu, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005040.

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2024Evaluating SoJump.com as a tool for online behavioral research in China. (2024). Seow, Wei Jie ; Lim, Noah ; Ang, Lina ; del Ponte, Alessandro. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000200.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Li, Yingying ; Lu, Wenbin ; Wan, Runzhe ; Song, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2024The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/377116.

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2024Performance of Empirical Risk Minimization For Principal Component Regression. (2024). Brownlees, Christian ; Wang, Yaping ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2409.03606.

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2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

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2024Are Intraday Returns Autocorrelated?. (2024). Li, Yufei ; Giraitis, Liudas ; Sucarrat, Genaro. In: Working Papers. RePEc:qmw:qmwecw:987.

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2024Subjective–Objective Method of Maximizing the Average Variance Extracted From Sub-indicators in Composite Indicators. (2024). Ekel, Petr Iakovlevitch ; Gomes, Douglas Alexandre ; Alvez, Alexandre Magno ; Librio, Matheus Pereira. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:175:y:2024:i:2:d:10.1007_s11205-024-03385-w.

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2024Mahalanobis balancing: A multivariate perspective on approximate covariate balancing. (2024). Yan, Ying ; Dai, Yimin. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1450-1471.

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

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2024Statistical inference for GQARCH‐Itô‐jumps model based on the realized range volatility. (2024). Yu, Jin ; Liu, Guangying ; Hao, Hongxia ; Lin, Jin Guan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:613-638.

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2024Handling Distinct Correlated Effects with CCE. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194.

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2024International stock market volatility: A global tail risk sight. (2024). Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2024Cross-section bootstrap for CCE regressions. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

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2024DO DIGITAL PAYMENTS SPUR GST REVENUE: INDIAN EXPERIENCE. (2024). Kumar, Surender. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:3d:p:459-482.

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2024The impact of the integration of the digital economy and the real economy on the risk of stock price collapse. (2024). Kong, Tao ; Yin, Lei ; Sun, Guanglin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001240.

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2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Hansen, Erwin ; Diaz, Juan D ; Cabrera, Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

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2024Inference for Two-Stage Extremum Estimators. (2024). Houndetoungan, Aristide ; Maoude, Abdoul Haki. In: Papers. RePEc:arx:papers:2402.05030.

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2024Inference for Two-Stage Extremum Estimators. (2024). Houndetoungan, Aristide ; Maoude, Abdoul Haki. In: THEMA Working Papers. RePEc:ema:worpap:2024-01.

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2024From Buzz to Bust: How Fake News Shapes the Business Cycle. (2024). Huber, Stefanie ; Fève, Patrick ; Assenza, Tiziana ; Feve, Patrick ; Collard, Fabrice. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:287.

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2024From Buzz to Bust: How Fake News Shapes the Business Cycle. (2024). Huber, Stefanie ; Fève, Patrick ; Assenza, Tiziana ; Feve, Patrick ; Collard, Fabrice. In: TSE Working Papers. RePEc:tse:wpaper:129184.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024Measuring digitalization capabilities using machine learning. (2024). Yao, Zheng ; Yang, Jinglan ; Liu, Jianghuai ; Ma, Chaoqun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001739.

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2024Natural Language Processing Techniques for Long Financial Document. (2024). Mavillonio, Maria Saveria. In: Discussion Papers. RePEc:pie:dsedps:2024/317.

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

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2024Corporate Green Pledges. (2024). Bauer, Michael ; Wilms, Ole ; Renkel, Marlene ; Offner, Eric ; Huber, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11507.

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

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2024Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics. (2024). Thlissaint, Josu. In: Economics Working Paper Archive (University of Rennes & University of Caen). RePEc:tut:cremwp:2024-14.

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2024Corporate green pledges. (2024). Bauer, Michael ; Wilms, Ole ; Huber, Daniel ; Renkel, Marlene ; Offner, Eric. In: IMFS Working Paper Series. RePEc:zbw:imfswp:306828.

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2024Integrating Natural Language Processing Techniques of Text Mining Into Financial System: Applications and Limitations. (2024). Baci, Nevila ; Vika, Blerina ; Millo, Denisa. In: Papers. RePEc:arx:papers:2412.20438.

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2024Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Lietti, Benjamin ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Post-Print. RePEc:hal:journl:hal-05104995.

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2024The Time-Varying Multivariate Autoregressive Index Model. (2024). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano. In: CEIS Research Paper. RePEc:rtv:ceisrp:571.

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2024UK Foreign Direct Investment in Uncertain Economic Times. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas. In: Discussion Paper Series. RePEc:mcd:mcddps:2024_04.

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2024UK Foreign Direct Investment in Uncertain Economic Times. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas. In: Working Paper series. RePEc:rim:rimwps:24-09.

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

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2024Time-Varying Structural Approximate Dynamic Factor Model. (2024). Liu, Qingfeng ; Zhao, Ziyan. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:2401.

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2024Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects. (2024). Attilio, Luccas Assis ; Mollick, Andre Varella. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003517.

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2024A Survey of Spatial Unit Roots. (2024). Baltagi, Badi ; Shu, Junjie. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:7:p:1052-:d:1367961.

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2024Peer effects in digital inclusive finance participation decisions: Evidence from rural China. (2024). Zhang, Jiajun ; Yu, Leng ; Lyu, Wenyi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004438.

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2024A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083.

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2024One more piece of the family firm debt puzzle: the influence of socioemotional wealth dimensions. (2024). Blanco-Mazagatos, Virginia ; Santamaria-Mariscal, Marcos ; Delgado-Garcia, Juan Bautista ; Romero-Merino, Elena M. In: Small Business Economics. RePEc:kap:sbusec:v:63:y:2024:i:2:d:10.1007_s11187-024-00881-8.

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2024Getting the right tail right: Modeling tails of health expenditure distributions. (2024). Ziebarth, Nicolas ; Karlsson, Martin ; Wang, Yulong. In: Journal of Health Economics. RePEc:eee:jhecon:v:97:y:2024:i:c:s0167629624000572.

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2024Market price determination: Interpreting quote order imbalance under zero-profit equilibrium. (2024). Long, Yunshen ; Wu, Liang ; Yan, Jingzhou. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000646.

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2024Spatial copula-based modeling of claim frequency and claim size in third-party car insurance: A Poisson-mixed approach for predictive analysis. (2024). Ghanbarzadeh, Mitra ; Tadayon, Vahid. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:119-129.

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2024Robust estimation and inference in panels with interactive fixed effects. (2024). Zeleneev, Andrei ; Armstrong, Timothy B ; Weidner, Martin. In: CeMMAP working papers. RePEc:azt:cemmap:28/24.

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2024Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity. (2024). Schorfheide, Frank ; Moon, Hyungsik Roger ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2310.13785.

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

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2024Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach. (2024). Wilms, Ines ; Hecq, Alain ; Ricardo, Ivan. In: Papers. RePEc:arx:papers:2407.07973.

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2024On the Estimation of a Class of Threshold Regression Models. (2024). T. V. S. Ramamohan Rao, . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:1:d:10.1007_s40953-023-00370-x.

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2024Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202401.

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2024Time-Varying effects of extreme weather shocks on output growth of the United States. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013473.

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2024Measuring Swiss Employment Growth: A Measurement-Error Approach. (2024). Stucki, Yannic. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-024-00104-9.

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

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2024Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30.

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2024Enhancing Model Selection by Obtaining Optimal Tuning Parameters in Elastic-Net Quantile Regression, Application to Crude Oil Prices. (2024). Sek, Siok Kun ; Ismail, Mohd Tahir ; Ari, Kivan Halil ; Ayyoub, Heba N ; Manzi, Giancarlo ; Al-Jawarneh, Abdullah S. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:323-:d:1443634.

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

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

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2024Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure. (2024). Shin, Minseok ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202418.

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2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

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2024Teacher value-added and the test score gender gap. (2024). Rau, Tomás ; Poblete, Sebastian ; Garcia-Echalar, Andres. In: Labour Economics. RePEc:eee:labeco:v:89:y:2024:i:c:s0927537124000836.

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2024Latent Position-Based Modeling of Parameter Heterogeneity. (2024). Vainora, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2455.

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2024Tuning parameter selection in econometrics. (2024). Chetverikov, Denis. In: Papers. RePEc:arx:papers:2405.03021.

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2024Simultaneous inference and uniform test for eigensystems of functional data. (2024). Hu, Qirui ; Cai, Leheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:192:y:2024:i:c:s0167947323002116.

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2024Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes. (2024). Petersen, Alexander. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:204:y:2024:i:c:s0047259x24000629.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Niu, Zibo ; Zhu, Xuehong ; Suleman, Muhammad Tahir ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

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2024Addressing Google Trends inconsistencies. (2024). Domenech, Josep ; Cebrian, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001148.

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2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

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2024The Missing Link? Using LinkedIn Data to Measure Race, Ethnic, and Gender Differences in Employment Outcomes at Individual Companies. (2024). Maloney, Elizabeth ; Neumark, David ; Berry, Alexander. In: NBER Chapters. RePEc:nbr:nberch:14962.

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2024Carbon dioxide emissions and economic growth: New evidence from GDP forecasting. (2024). Feng, Lin ; Ma, Feng ; Lu, Fei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524002609.

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2024DIY google trends indicators in social sciences: A methodological note. (2024). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000253.

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

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2024A Simple Interactive Fixed Effects Estimator for Short Panels. (2024). Phillips, Robert ; Williams, Benjamin D. In: Papers. RePEc:arx:papers:2410.12709.

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2024ARMA model checking with data-driven portmanteau tests. (2024). Baragona, Roberto ; Battaglia, Francesco ; Cucina, Domenico. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:3:d:10.1007_s10260-023-00720-2.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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

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

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2024Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions. (2024). Kock, Anders ; Pedersen, Rasmus Sondergaard ; Sorensen, Jesper Riis-Vestergaard. In: Papers. RePEc:arx:papers:2403.06657.

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

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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

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2024Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression*. (2024). Raftapostolos, Aristeidis ; Kapetanios, George ; Chronopoulos, Ilias. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:3:p:636-669..

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2024Influential assets in Large-Scale Vector AutoRegressive Models. (2024). Trimborn, Simon ; Zhang, Kexin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240080.

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2024Benchmarking econometric and machine learning methodologies in nowcasting GDP. (2024). Hopp, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02515-6.

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2024The Finite Sample Performance of Instrumental Variable-Based Estimators of the Local Average Treatment Effect When Controlling for Covariates. (2024). Lechner, Michael ; Huber, Martin ; Bodory, Hugo. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10507-y.

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

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

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

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2024Efficient covariate balancing for the average treatment effect with missing outcome. (2024). Zhang, Tong ; Jiang, Qingshan ; Tang, Shengfang. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004452.

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

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2024Peer effects with multifaceted network dependence structures in R&D investment decisions: Evidence from Chinese listed firms. (2024). Zhu, Yanli ; Lu, Xueyan ; Yin, LI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001338.

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2024Generalized additive spatial smoothing (GASS): A multiscale regression framework for modeling neighborhood effects across spatial supports. (2024). Oshan, Taylor M ; Liao, Mengyu. In: OSF Preprints. RePEc:osf:osfxxx:9ekwy_v1.

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2024Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Choi, Sung Hoon ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202424.

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2024Nonparametric estimation for high-frequency data incorporating trading information. (2024). Cui, Wenhao ; Hu, Jie ; Wang, Jiandong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000368.

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2024Economic incentives surrounding fertility: Evidence from Alaska’s permanent fund dividend. (2024). Yonzan, Nishant ; Timilsina, Laxman ; Kelly, Inas Rashad. In: Economics & Human Biology. RePEc:eee:ehbiol:v:52:y:2024:i:c:s1570677x23001156.

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2024Banks and the Economy: Evidence from the Irish Bank Strike of 1966. (2024). Lennard, Jason ; Kenny, Sean ; Horgan, Emma. In: Lund Papers in Economic History. RePEc:hhs:luekhi:0256.

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2024Determining the impact of the 2004 Australian Baby Bonus on fertility rates using a synthetic control analysis. (2024). Reich, Genevieve. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:s1:p:23-32.

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2024Retail Electricity Market Restructuring and Retail Rates. (2024). Upton, Gregory ; Rose, Kenneth ; Tarufelli, Brittany. In: The Energy Journal. RePEc:sae:enejou:v:45:y:2024:i:1:p:1-49.

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2024Downward minimum wage rigidity: Evidence from a temporary four-month increase in St. Louis. (2024). Abrahams, Scott. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:30-47.

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2024The effect of cap-and-trade on sectoral emissions: Evidence from California. (2024). Kramer, Niklas ; Lessmann, Christian. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000867.

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2024Price effects and pass-through of a VAT increase on restaurants in Germany: causal evidence for the first months and a mega sports event. (2024). Firgo, Matthias. In: Papers. RePEc:arx:papers:2409.01180.

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2024Populist Constitutional Backsliding and Judicial Independence: Evidence from Turkiye. (2024). Spruk, Rok ; Garoupa, Nuno. In: Papers. RePEc:arx:papers:2410.02439.

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2024Computing Synthetic Controls Using Bilevel Optimization. (2024). Kuosmanen, Timo ; Zhou, Xun ; Eskelinen, Juha ; Malo, Pekka. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10471-7.

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2024Adopting the euro: A synthetic control approach. (2024). Gabriel, Ricardo Duque ; Pessoa, Ana Sofia. In: European Journal of Political Economy. RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000399.

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2024Using synthetic control method to estimate the growth effects of economic liberalisation: Evidence from transition economies. (2024). Spruk, Rok ; Kantorowicz, Jaroslaw. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:6:p:2332-2360.

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2024Effects of Organic Equivalence Agreements on Organic Production: Evidence from the Synthetic Control Method. (2024). Sato, Takeshi ; Li, Bojing ; Suzuki, Nobuhiro ; Kawasaki, Kentaro. In: Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics). RePEc:ags:jpjjre:348870.

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2024The boulevard of broken dreams? Long-run effects of labor-managed socialism. (2024). Rok, Mitja Kovac. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:21:y:2024:i:2:p:167-210.

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2024Estimating the effects of Syrian civil war. (2024). Spruk, Rok ; Keeljevi, Aleksandar. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02470-2.

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2024Lifting the Cap on Non-Resident University Enrollment: Evidence from Wisconsin. (2024). Wiltshire, Justin ; Wiltsire, Justin C. In: Department Discussion Papers. RePEc:vic:vicddp:2408.

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2024The fiscal effects of immigration on local governments: Revisiting the Mariel Boatlift. (2024). st Clair, Travis. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:109:y:2024:i:c:s016604622400084x.

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2024First to $15: Alberta€™s Minimum Wage Policy on Employment by Wages, Ages, and Places. (2024). Marchand, Joseph ; Fossati, Sebastian. In: ILR Review. RePEc:sae:ilrrev:v:77:y:2024:i:1:p:119-142.

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2024What’s Across the Border? Re-Evaluating the Cross-Border Evidence on Minimum Wage Effects. (2024). Jha, Priyaranjan ; Neumark, David ; Rodriguez-Lopez, Antonio. In: NBER Working Papers. RePEc:nbr:nberwo:32901.

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2024Minimum Wages at a Turning Point?. (2024). Égert, Balázs ; Botev, Jarmila ; Turner, Dave ; Egert, Balazs. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11586.

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2024Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors. (2024). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2407.06883.

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2024Estimation for conditional moment models based on martingale difference divergence. (2024). Song, Kunyang ; Zhu, KE ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:2404.11092.

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2024A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152.

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2024Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. (2024). Xia, Yingcun ; Wongsa-Art, Pipat ; Kim, Namhyun ; Moscone, Francesco. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000334.

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2024Identification and Inference for Synthetic Control Methods with Spillover Effects: Estimating the Economic Cost of the Sudan Split. (2024). Sakaguchi, Shosei ; Tagawa, Hayato. In: Papers. RePEc:arx:papers:2408.00291.

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2024Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors. (2024). Chen, Hao ; Li, Bogui. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01584-8.

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2024Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects. (2024). Wei, Chuanhua ; Su, Yunan ; Tian, Lingling. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01607-4.

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2024Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application. (2024). Ju, Gaosheng ; Hong, Han ; Yan, Karen X ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002288.

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2024A post-screening diagnostic study for ultrahigh dimensional data. (2024). Zhou, Yeqing ; Zhang, Yaowu ; Zhu, Liping. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001877.

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2024Assessing natural resources, rebounding trends, digital economic structure and green recovery dynamics in China. (2024). Xie, Yuan ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011935.

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2024The impact of domestic R&D and North–South R&D spillovers on energy intensity in developing countries. (2024). Herzer, Dierk. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09591-3.

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2024RETRACTED ARTICLE: Achieving environmental sustainability through renewable energy transition in the Next Eleven countries: the importance of establishing sound democratic governance. (2024). Sinha, Avik ; Murshed, Muntasir ; Alam, Mohammad Mahtab ; Ozturk, Ilhan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09595-z.

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2024Does energy technology R&D save energy in OECD countries?. (2024). Wang, Zijian ; Ikegami, Masako. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09588-y.

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2024Analysis of the long-run relationship between public capital, economic growth, and (non-)renewable energy consumption: a pooled mean group approach. (2024). Pham, Thai-Binh. In: Economics and Business Letters. RePEc:ove:journl:aid:20499.

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2024Can renewable energy transition drive green growth? The role of good governance in promoting carbon emission-adjusted economic growth in Next Eleven countries. (2024). Murshed, Muntasir. In: Innovation and Green Development. RePEc:eee:ingrde:v:3:y:2024:i:2:s2949753123000917.

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2024Exploring the dynamics: Biodiversity impacts of natural resource extraction with moderating influence of FinTech for sustainable practices in resource-rich nations. (2024). Arshed, Noman ; Iqbal, Mubasher ; Chan, Ling-Foon. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003003.

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2024Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm. (2024). Kock, Anders ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2407.17888.

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2024How Much Should We Trust Modern Difference-in-Differences Estimates?. (2024). Weiss, Amanda. In: OSF Preprints. RePEc:osf:osfxxx:bqmws.

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2024Exploring the Impact of Good Governance and Innovation on Export Earnings, Clean Energy, Remittances, and Zero Carbon Emissions in Sub-Saharan African Countries. (2024). Farzana, Nusrat ; Qamruzzaman, MD ; Mindia, Piana Monsur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-24.

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2024Assessing Determinants of E-waste in Eurozone Countries: An Empirical Study. (2024). Sardianou, Eleni ; Frogoudaki, Olympia ; Kostakis, Ioannis ; Abeliotis, Konstadinos. In: Circular Economy and Sustainability. RePEc:spr:circec:v:4:y:2024:i:3:d:10.1007_s43615-024-00388-0.

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2024Firms growth opportunities and accruals earnings management nexus: does corporate and national governance systems play a role?. (2024). Ackah, Peter ; Saleh, Mamdouh Abdulaziz ; Mensah, Emmanuel. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:10:d:10.1007_s43546-024-00700-y.

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2024Breaking barriers, cultivating sustainability: Discovering the trifecta influence of digitalization, natural resources, and globalization on eco-innovations across 27 European nations. (2024). Simionescu, Mihaela ; Usman, Muhammad ; Radulescu, Magdalena ; Balsalobre-Lorente, Daniel. In: Resources Policy. RePEc:eee:jrpoli:v:94:y:2024:i:c:s0301420724004768.

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2024A panel data analysis of the long-run effect of environmental taxes on R&D expenditures at the macro-level. (2024). Herzer, Dierk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00331.

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2024Does Declining Air Pollution Levels Always Signal Higher Premium for Housing Market?. (2024). Lin, Boqiang ; Lan, Hao ; Zhao, Sheng ; Dogah, Kingsley E. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:11:d:10.1007_s10640-024-00920-8.

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2024Uncovering the impact of cultural heritage on economic growth: empirical evidence from Greek regions, 2000–2019. (2024). Kostakis, Ioannis ; Lolos, Sarantis. In: The Annals of Regional Science. RePEc:spr:anresc:v:73:y:2024:i:3:d:10.1007_s00168-024-01280-3.

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2024How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test. (2024). Pesaran, Hashem M ; Xie, Yimeng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11470.

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2024Macroprudential policies, capital controls, and income inequality. (2024). You, YU ; Hu, Xiaoying ; Huang, Zongye. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:4:p:1824-1867.

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2024The interaction between ICT penetration and sustainable development: empirical evidence from African countries. (2024). Yelkesen, Oguzhan ; Bayar, Yilmaz ; Yorulmaz, Zlem ; Toader, Valentin. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04174-z.

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2024How Much Should We Trust Modern Difference-in-Differences Estimates?. (2024). Weiss, Amanda. In: OSF Preprints. RePEc:osf:osfxxx:bqmws_v1.

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2024The impact of South-South and North-South FDI on energy intensity in developing countries. (2024). Herzer, Dierk ; Schmelmer, Niklas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00267.

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2024Natural resource dependence, policy and institutions for environmental sustainability and African welfare. (2024). Mengba, Jennifer Dokbila ; Mpuure, Desmond Mbenyire. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:3:p:2176-2193.

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2024Examining the Military Spending Economic Growth Nexus in the Presence of Informality: Evidence from the Balkan Peninsula. (2024). Ourania, Dimitraki ; Alban, Asllani ; Kyriakos, Emmanouilidis. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:30:y:2024:i:4:p:505-523:n:1004.

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2024Your MMM is Broken: Identification of Nonlinear and Time-varying Effects in Marketing Mix Models. (2024). Dew, Ryan ; Padilla, Nicolas ; Shchetkina, Anya. In: Papers. RePEc:arx:papers:2408.07678.

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2024FDR control for linear log-contrast models with high-dimensional compositional covariates. (2024). Yuan, Panxu ; Li, Gaorong ; Jin, Changhan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:197:y:2024:i:c:s0167947324000574.

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2024The Contribution of Employer Changes to Aggregate Wage Mobility. (2024). Mueller, Steffen ; Muller, Steffen ; Hollandt, Nils Torben. In: IZA Discussion Papers. RePEc:iza:izadps:dp17259.

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2024The contribution of employer changes to aggregate wage mobility. (2024). Mueller, Steffen ; Muller, Steffen ; Hollandt, Nils Torben. In: IWH Discussion Papers. RePEc:zbw:iwhdps:302192.

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2024Do Survey Data Help Identify Supply and Demand Shocks in Sign-restricted SVARs?. (2024). Salzmann, Leonard. In: EconStor Preprints. RePEc:zbw:esprep:289576.

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2024Global supply chain inflationary pressures and monetary policy in Mexico. (2024). Ventosa-Santaulària, Daniel ; Hernandez, Juan ; Valencia, Eduardo J ; Ventosa-Santaularia, Daniel. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000948.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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

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2024Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity. (2024). Zhao, Huanyu ; Zhang, Gongtao ; Fan, Rujie. In: PLOS ONE. RePEc:plo:pone00:0308967.

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2024The boosted HP filter is more general than you might think. (2024). Shi, Zhentao ; Phillips, Peter ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Stock returns and monetary policy stance. (2024). So, Inhwan ; Jang, Bosung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:851-869.

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

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2024On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles. (2024). Siemers, Lars-Hinrich ; Lars-H. R. Siemers, . In: MAGKS Papers on Economics. RePEc:mar:magkse:202421.

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2024Assessing the Potential Output for Switzerland: Determinants, Trends and Drivers. (2024). Glocker, Christian ; Wegmller, Philipp ; Kaniovski, Serguei ; Fischer, Sarah. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00100-z.

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2024On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles. (2024). Siemers, Lars-Hinrich ; Lars-H. R. Siemers, . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00107-0.

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2024Excess capacity and hysteresis in EU Countries. A structural approach. (2024). Bassi, Federico. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:116-134.

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2024Setting up a Sovereign Wealth Fund to Reduce Currency Crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2417.

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2024Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Lecourt, Christelle ; Siagh, Souhila. In: Post-Print. RePEc:hal:journl:hal-04742966.

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2024Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000864.

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2024Extreme expectile estimation for short-tailed data. (2024). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-04672516.

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2024Extreme expectile estimation for short-tailed data. (2024). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001167.

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2024Recursive Estimation of the Expectile-Based Shortfall in Functional Ergodic Time Series. (2024). Almulhim, Fatimah A ; Alamari, Mohammed B ; Rachdi, Mustapha ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3956-:d:1545194.

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2024Estimation of the conditional tail moment for Weibull‐type distributions. (2024). Qin, Jing ; Guillou, Armelle ; Goegebeur, Yuri. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1782-1815.

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Recent citations
Recent citations received in 2024
YearCiting document
2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012.

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2024Bayesian modelling of VAR precision matrices using stochastic block networks. (2024). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Scheckel, Tobias. In: Papers. RePEc:arx:papers:2407.16349.

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2024A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality. (2024). Cox, Gregory Fletcher. In: Papers. RePEc:arx:papers:2409.09962.

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2024Consistent Estimation of the High-Dimensional Efficient Frontier. (2024). Parolya, Nestor ; Hautsch, Nikolaus ; Okhrin, Yarema ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2409.15103.

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2024How to Compare Copula Forecasts?. (2024). Hoga, Yannick ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2410.04165.

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2024Sparse Interval-valued Time Series Modeling with Machine Learning. (2024). Wang, Shouyang ; Sun, Yuying ; Hong, Yongmiao ; Bao, Haowen. In: Papers. RePEc:arx:papers:2411.09452.

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

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

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

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2024Conditions for extrapolating differences in consumption to differences in welfare. (2024). Kaplan, David ; Zhao, Wei. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1090-1104.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081.

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2024The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/377116.

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2024Assessing time-varying risk in China’s GDP growth. (2024). Ye, Wuyi ; Jiao, Shoukun ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400380x.

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

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2024Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application. (2024). Ju, Gaosheng ; Hong, Han ; Yan, Karen X ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002288.

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2024Multivariate spatiotemporal models with low rank coefficient matrix. (2024). Yu, Jihai ; Zhang, Qingzhao ; Lan, Wei ; Fang, Kuangnan ; Pu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002483.

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2024Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788.

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2024Big portfolio selection by graph-based conditional moments method. (2024). Zhu, Zhoufan ; Zhang, Ningning. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000689.

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

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2024Avoiding jumps in the rotation matrix of time-varying factor models. (2024). Cheung, Ying Lun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008997.

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2024Comparing and quantifying tail dependence. (2024). Siburg, Karl Friedrich ; Weiss, Gregor ; Strothmann, Christopher. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:95-103.

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2024China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372.

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2024Instrumental variables with unobserved heterogeneity in treatment effects. (2024). Torgovitsky, Alexander ; Mogstad, Magne. In: Handbook of Labor Economics. RePEc:eee:labchp:v:5:y:2024:i:c:p:1-114.

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2024High-Dimensional U-Statistics Type Hypothesis Testing via Jackknife Pseudo-Values with Multiplier Bootstrap. (2024). Jin, Libin ; Zhang, Mingjuan. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3837-:d:1536751.

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2024Recursive Estimation of the Expectile-Based Shortfall in Functional Ergodic Time Series. (2024). Almulhim, Fatimah A ; Alamari, Mohammed B ; Rachdi, Mustapha ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3956-:d:1545194.

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2024Who Cares about Investing Responsibly? Attitudes and Financial Decisions. (2024). Taylor, Karl ; Montagnoli, Alberto. In: IZA Discussion Papers. RePEc:iza:izadps:dp16952.

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2024Beyond the Degree: Fertility Outcomes of First in Family Graduates. (2024). Lovasz, Anna ; Adamecz-Völgyi, Anna ; Vujic, Suncica. In: IZA Discussion Papers. RePEc:iza:izadps:dp17216.

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2024Handling Endogenous Marketing Mix Regressors in Correlated Heterogeneous Panels with Copula Augmented Mean Group Estimation. (2024). Xie, Hui ; Qian, YI ; Yang, Liying. In: NBER Working Papers. RePEc:nbr:nberwo:33265.

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2024Lost in the Design Space? Construct Validity in the Microfinance Literature. (2024). Peters, Jörg ; Masselus, Lise ; Ankel-Peters, Jorg ; Petrik, Christina. In: OSF Preprints. RePEc:osf:osfxxx:nwp8k.

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2024Lost in the Design Space? Construct Validity in the Microfinance Literature. (2024). Peters, Jörg ; Masselus, Lise ; Ankel-Peters, Jrg ; Petrik, Christina. In: OSF Preprints. RePEc:osf:osfxxx:nwp8k_v1.

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2024Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Foglia, Matteo ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202432.

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2024Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

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2024Governmental support and multidimensional poverty alleviation: efficiency assessment in rural areas of Vietnam. (2024). Nguyen-Thi, Huong ; Vu-Tien, Vuong ; To-The, Nguyen ; Do-Hoang, Phuong ; Tran-Duc, Hiep ; Nguyen-Anh, Tuan ; Nguyen-Thu, Hang ; Hoang-Duc, Chinh. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:22:y:2024:i:4:d:10.1007_s10888-024-09620-1.

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2024Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2024). Lucas, Andre ; D'Innocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240069.

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2024Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure. (2024). Shin, Minseok ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202418.

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2024Long-Term Effects of the Targeting the Ultra-Poor Program - A Reproducibility and Replicability Assessment of Banerjee et al. (2021). (2024). Peters, Jörg ; Rose, Julian ; Ankel-Peters, Jorg ; Neubauer, Florian. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:142.

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2024Lost in the design space? Construct validity in the microfinance literature. (2024). Peters, Jörg ; Ankel-Peters, Jorg ; Petrik, Christina ; Masselus, Lise. In: Ruhr Economic Papers. RePEc:zbw:rwirep:302180.

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2024Long-term effects of the targeting the ultra-poor program: A reproducibility and replicability assessment of Banerjee et al. (2021). (2024). Peters, Jörg ; Neubauer, Florian ; Rose, Julian ; Ankel-Peters, Jrg. In: Ruhr Economic Papers. RePEc:zbw:rwirep:306837.

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Recent citations received in 2023
YearCiting document
2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Occasionally Misspecified. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2312.05342.

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2023Estimation and inference in factor copula models with exogenous covariates. (2023). Wied, Dominik ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1500-1521.

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2023Stable outcomes and information in games: An empirical framework. (2023). Koh, Paul S. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002154.

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2023Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment. (2023). Xu, Yixiong ; Zhang, Feipeng ; Fan, Caiyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300368x.

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2023Are gross financial inflows expansionary or contractionary? Evidence from emerging economies. (2023). Garg, Bhavesh ; Sahoo, Pravakar. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007018.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2023Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels. (2023). Karamti, Chiraz ; Jeribi, Ahmed. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x.

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2023Indian institutional investors portfolio concentration decision: skill and performance. (2023). Sharma, Anil Kumar ; Pandey, Amit. In: Journal of Advances in Management Research. RePEc:eme:jamrpp:jamr-05-2023-0134.

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2023Bootstrapping State-Space Models: Distribution-Free Estimation in View of Prediction and Forecasting. (2023). Costa, Marco ; Lima, Jose Francisco ; Pereira, Fernanda Catarina ; Gonalves, Arminda Manuela. In: Forecasting. RePEc:gam:jforec:v:6:y:2023:i:1:p:3-54:d:1308555.

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2023Inference for extremal regression with dependent heavy-tailed data. (2023). STUPFLER, Gilles ; Usseglio-Carleve, Antoine ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-04554050.

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2023The conditional mode in parametric frontier models. (2023). Horrace, William ; Yang, YI ; Jung, Hyun Seok. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00699-8.

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2023Environmental data science: Part 2. (2023). Burr, Wesley S ; Newlands, Nathaniel K ; Zammitmangion, Andrew. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:2:n:e2788.

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2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07.

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2022Estimation of optimal portfolio compositions for small sampleand singular covariance matrix. (2022). Nguyen, Hoang ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2022_015.

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2022Job Satisfaction and Trade Union Membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: IZA Discussion Papers. RePEc:iza:izadps:dp15459.

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2022Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment. (2022). Wooldridge, Jeffrey ; Uysal, Selver ; Słoczyński, Tymon ; Sloczynski, Tymon. In: IZA Discussion Papers. RePEc:iza:izadps:dp15727.

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2022The causal effects of the darker side of financial development. (2022). Eberhardt, Markus ; Desbordes, Rodolphe ; Cho, Rachel. In: Discussion Papers. RePEc:not:notgep:2022-04.

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2022Systemic Discrimination Among Large U.S. Employers*. (2022). Walters, Christopher ; Kline, Patrick ; Rose, Evan K. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:137:y:2022:i:4:p:1963-2036..

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2022The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions. (2022). Read, Matthew. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2022-04.

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2022On a bivariate copula for modeling negative dependence: application to New York air quality data. (2022). Ghosh, Shyamal ; Bhuyan, Prajamitra ; Finkelstein, Maxim. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:5:d:10.1007_s10260-022-00636-3.

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2022Extreme Value Inference for General Heterogeneous Data. (2022). Einmahl, John ; He, Y. In: Discussion Paper. RePEc:tiu:tiucen:fd8dd91c-086f-40e6-ac29-3785bd0b56cd.

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Recent citations received in 2021
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2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Schütte, Erik Christian ; Borup, Daniel ; Montes, Erik Christian ; Rapach, David E. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2021). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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

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2021Extremal points of Lorenz curves and applications to inequality analysis. (2021). , Javier ; Mora-Corral, Carlos ; Ba, Amparo. In: Papers. RePEc:arx:papers:2103.03286.

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2021Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs. (2021). Boulet, Lucien. In: Papers. RePEc:arx:papers:2109.01044.

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

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

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

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2021Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108.

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2021Green Technologies, Environmental Policy and Regional Growth. (2021). Klarl, Torben ; Wendler, Tobias ; Kerner, Philip. In: Bremen Papers on Economics & Innovation. RePEc:atv:wpaper:2104.

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2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). Santos, Andre ; Demiguel, Victor ; Gil-Bazo, Javier ; Nogales, Francisco J. In: Working Papers. RePEc:bge:wpaper:1245.

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2021What does machine learning say about the drivers of inflation?. (2021). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:980.

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2021Do cross‐border mergers and acquisitions reflect participations into global value chains?. (2021). Pozzolo, Alberto ; Cipollina, Maria ; Pietrovito, Filomena. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:11:p:3168-3201.

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2021Forecasting UK inflation bottom up. (2022). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Anesti, Nikoleta ; Kalamara, Eleni. In: Bank of England working papers. RePEc:boe:boeewp:0923.

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2021Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks. (2021). Caspi, Itamar ; Benchimol, Jonathan ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). LINTON, OLIVER ; Zhang, Z ; Huang, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2113.

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2021Forecasting Canadian GDP Growth with Machine Learning. (2021). Chu, Ba ; Qureshi, Shafiullah ; Demers, Fanny S. In: Carleton Economic Papers. RePEc:car:carecp:21-05.

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2021Multiway empirical likelihood. (2021). Matsushita, Yukitoshi ; Otsu, Taisuke ; Chiang, Harold D. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:617.

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2021Conditional Quantile Estimators: A Small Sample Theory. (2021). Wüthrich, Kaspar ; Gafarov, Bulat ; Wuthrich, Kaspar ; Franguridi, Grigory. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9046.

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2021Horizon-K Farsightedness in Criminal Networks. (2021). Vannetelbosch, Vincent ; Herings, P. Jean-Jacques ; Mauleon, Ana. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2021004.

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2021Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models. (2021). Beran, Philip ; Vogler, Arne. In: EWL Working Papers. RePEc:dui:wpaper:2102.

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2021The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Jianlei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

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2021Detecting groups in large vector autoregressions. (2021). Guðmundsson, Guðmundur ; Brownlees, Christian ; Gumundsson, Gumundur Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:2-26.

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2021Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions. (2021). Yamagata, Takashi ; Tarui, Nori ; Smith, Vanessa L. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s014098832100075x.

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2021The interplay between oil and food commodity prices: Has it changed over time?. (2021). Van der Veken, Wouter ; Rüth, Sebastian ; Peersman, Gert ; Ruth, Sebastian K. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001203.

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2021Mixed random forest, cointegration, and forecasting gasoline prices. (2021). Escribano, Alvaro ; Wang, Dandan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1442-1462.

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2021Dowries, resource allocation, and poverty. (2021). Calvi, Rossella ; Keskar, Ajinkya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:268-303.

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2021Leaders in juvenile crime. (2021). Zenou, Yves ; Verdier, Thierry ; Patacchini, Eleonora ; Diaz, Carlos. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:638-667.

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2021Consumer willingness to pay for bio-based products: Do certifications matter?. (2021). Morone, Andrea ; Caferra, Rocco ; Falcone, Pasquale Marcello ; D'Adamo, Idiano ; Imbert, Enrica. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321002243.

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2021Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet ; Berisha, Edmond. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:87-92.

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2021A Starting Note: A Historical Perspective in Lasso. (2021). Caner, Mehmet. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:1:p:1-3.

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2021Inflation and Inflation Uncertainty in Growth Model of Barro: An Application of Random Forest Method. (2021). Senoussi, Houcine. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:1:p:4-23.

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2021Explaining Machine Learning by Bootstrapping Partial Dependence Functions and Shapley Values. (2021). Palmer, Nathan ; Gupton, Greg ; Cook, Thomas ; Modig, Zach. In: Research Working Paper. RePEc:fip:fedkrw:93596.

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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

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2021The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Seip, Knut Lehre ; Zhang, Dan. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333.

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2021Horizon- K Farsightedness in Criminal Networks. (2021). Vannetelbosch, Vincent ; Herings, P. Jean-Jacques ; Mauleon, Ana. In: Games. RePEc:gam:jgames:v:12:y:2021:i:3:p:56-:d:588876.

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2021Can Recurrent Neural Networks Predict Inflation in Euro Zone as Good as Professional Forecasters?. (2021). Arneric, Josip ; Estanovi, Tea. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:19:p:2486-:d:649726.

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2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011.

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2021Preferences and Covid-19 Vaccination Intentions. (2021). Sicsic, Jonathan ; Langot, Francois ; Blondel, Serge ; Mueller, Judith. In: Working Papers. RePEc:hal:wpaper:hal-03381425.

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