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Journal of Econometrics / Elsevier

Citation Profile [Updated: 2026-07-12 11:58:33]
5 Years H Index
240
Impact Factor (IF)
0.49
5 Years IF
1.25
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.27 0.1 4.77 0.33 83 83 7832 377 396 127 34 334 111 4 1.1 12 0.14 0.05
1991 0.39 0.11 3.32 0.4 71 154 2768 486 908 148 57 326 130 4 0.8 18 0.25 0.06
1992 0.31 0.12 2.19 0.28 66 220 10102 465 1389 154 48 344 96 17 3.7 33 0.5 0.06
1993 0.39 0.13 1.59 0.35 97 317 4358 476 1894 137 53 347 122 2 0.4 27 0.28 0.06
1994 0.6 0.14 1.78 0.4 83 400 7192 687 2607 163 98 382 154 2 0.3 26 0.31 0.07
1995 0.68 0.22 3.02 0.81 83 483 23174 1436 4066 180 123 400 325 193 13.4 40 0.48 0.1
1996 0.85 0.25 2.94 0.91 103 586 13276 1697 5790 166 141 400 363 256 15.1 72 0.7 0.11
1997 0.92 0.24 3.15 1.1 107 693 7294 2148 7976 186 171 432 476 241 11.2 45 0.42 0.11
1998 1.04 0.28 3.11 1.09 111 804 19692 2474 10478 210 218 473 515 266 10.8 44 0.4 0.13
1999 0.91 0.3 3.31 1.17 53 857 10233 2780 13314 218 199 487 569 177 6.4 25 0.47 0.14
2000 1.66 0.34 3.96 1.72 85 942 6067 3649 17041 164 273 457 786 257 7 55 0.65 0.16
2001 1.54 0.38 3.8 1.65 91 1033 7191 3826 20971 138 212 459 759 236 6.2 67 0.74 0.17
2002 1.4 0.39 3.87 1.71 97 1130 12196 4274 25342 176 247 447 765 271 6.3 114 1.18 0.21
2003 1.95 0.43 4.52 2.02 95 1225 15221 5427 30881 188 367 437 882 241 4.4 140 1.47 0.21
2004 2.6 0.47 5.12 2.35 90 1315 7296 6639 37613 192 499 421 988 235 3.5 139 1.54 0.21
2005 2.74 0.51 5.24 2.49 83 1398 10575 7147 44935 185 506 458 1139 312 4.4 151 1.82 0.23
2006 2.85 0.5 5.57 2.93 130 1528 11923 8308 53444 173 493 456 1337 423 5.1 255 1.96 0.22
2007 2.88 0.44 4.75 2.92 187 1715 14450 8070 61598 213 614 495 1447 390 4.8 248 1.33 0.2
2008 3.05 0.47 5.47 3.39 168 1883 15162 10199 71900 317 967 585 1981 471 4.6 233 1.39 0.22
2009 2.57 0.46 5.49 2.81 104 1987 5443 10810 82814 355 912 658 1846 327 3 97 0.93 0.23
2010 2.15 0.46 5.07 2.72 145 2132 8087 10724 93622 272 585 672 1826 469 4.4 174 1.2 0.2
2011 2.08 0.5 5.56 2.74 146 2278 7647 12593 106283 249 517 734 2014 493 3.9 295 2.02 0.23
2012 2.4 0.5 6.02 2.72 167 2445 6434 14675 121007 291 697 750 2037 633 4.3 157 0.94 0.21
2013 2.37 0.53 6.33 2.77 95 2540 3867 16049 137090 313 743 730 2023 374 2.3 150 1.58 0.23
2014 2.58 0.52 6.08 2.63 145 2685 6940 16246 153425 262 676 657 1729 514 3.2 183 1.26 0.22
2015 2.69 0.52 6.02 2.66 195 2880 5817 17318 170771 240 645 698 1854 955 5.5 282 1.45 0.22
2016 2.03 0.49 5.53 2.12 146 3026 4915 16722 187516 340 689 748 1585 709 4.2 128 0.88 0.2
2017 1.9 0.51 5.44 1.95 125 3151 2472 17116 204665 341 647 748 1461 676 3.9 104 0.83 0.2
2018 2.08 0.52 5.15 2.14 123 3274 1768 16843 221536 271 565 706 1512 700 4.2 71 0.58 0.22
2019 1.48 0.53 4.88 1.97 157 3431 3973 16732 238275 248 368 734 1449 841 5 160 1.02 0.21
2020 1.89 0.63 5.25 2.15 148 3579 1910 18767 257078 280 529 746 1601 745 4 91 0.61 0.3
2021 1.9 0.72 5.01 1.95 154 3733 6585 18708 275798 305 581 699 1365 812 4.3 337 2.19 0.26
2022 3.32 0.71 4.82 2.54 132 3865 1362 18630 294433 302 1003 707 1797 577 3.1 100 0.76 0.21
2023 5.13 0.66 4.81 3.4 257 4122 1550 19817 314251 286 1467 714 2428 1465 7.4 186 0.72 0.19
2024 1.93 0.71 4.48 3.41 224 4346 662 19466 333717 389 752 848 2889 1096 5.6 159 0.71 0.21
2025 1.84 0.94 4.26 3.32 165 4511 118 19237 352954 481 887 915 3041 994 5.2 54 0.33 0.27
2026 0.49 1.58 1.25 89 4600 14 7246 360200 389 191 932 1169 374 5.2 18 0.2
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11998Initial conditions and moment restrictions in dynamic panel data models. (1998). Blundell, Richard ; Bond, Stephen. In: Journal of Econometrics. RePEc:eee:econom:v:87:y:1998:i:1:p:115-143.

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14450
21995Another look at the instrumental variable estimation of error-components models. (1995). Bover, Olympia ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:29-51.

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11382
31986Generalized autoregressive conditional heteroskedasticity. (1986). Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:3:p:307-327.

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9079
42003Testing for unit roots in heterogeneous panels. (2003). shin, yongcheol ; Pesaran, Mohammad ; Im, Kyung So, . In: Journal of Econometrics. RePEc:eee:econom:v:115:y:2003:i:1:p:53-74.

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7317
52002Unit root tests in panel data: asymptotic and finite-sample properties. (2002). Levin, Andrew ; Lin, Chien-Fu ; Chu, Chia-Shang James. In: Journal of Econometrics. RePEc:eee:econom:v:108:y:2002:i:1:p:1-24.

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6175
61992Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?. (1992). shin, yongcheol ; Schmidt, Peter ; Phillips, Peter ; Kwiatkowski, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178.

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4485
71977Formulation and estimation of stochastic frontier production function models. (1977). Schmidt, Peter ; Lovell, C. ; Lovell, C. A. Knox, ; Aigner, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:6:y:1977:i:1:p:21-37.

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4433
82005A finite sample correction for the variance of linear efficient two-step GMM estimators. (2005). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:1:p:25-51.

Full description at Econpapers || Download paper

3481
91996Impulse response analysis in nonlinear multivariate models. (1996). Potter, Simon ; Pesaran, Mohammad ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:119-147.

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3447
101995Estimating long-run relationships from dynamic heterogeneous panels. (1995). Smith, Ronald ; Pesaran, Mohammad. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:79-113.

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3156
112021Difference-in-Differences with multiple time periods. (2021). Sant'Anna, Pedro ; Callaway, Brantly. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:200-230.

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2813
122014On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil. In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:119-134.

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2720
132021Difference-in-differences with variation in treatment timing. (2021). Goodman-Bacon, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:254-277.

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2715
141999Spurious regression and residual-based tests for cointegration in panel data. (1999). Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:90:y:1999:i:1:p:1-44.

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2557
152008Manipulation of the running variable in the regression discontinuity design: A density test. (2008). McCrary, Justin. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:698-714.

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2547
161995Statistical inference in vector autoregressions with possibly integrated processes. (1995). Yamamoto, Taku ; Toda, Hiro Y.. In: Journal of Econometrics. RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250.

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2542
171974Spurious regressions in econometrics. (1974). Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120.

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2281
181999Threshold effects in non-dynamic panels: Estimation, testing, and inference. (1999). Hansen, Bruce. In: Journal of Econometrics. RePEc:eee:econom:v:93:y:1999:i:2:p:345-368.

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2237
192021Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. (2021). Sun, Liyang ; Abraham, Sarah. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:175-199.

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2182
202008Regression discontinuity designs: A guide to practice. (2008). Lemieux, Thomas ; Imbens, Guido. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:615-635.

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2000
212006Generalized reduced rank tests using the singular value decomposition. (2006). Paap, Richard ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:133:y:2006:i:1:p:97-126.

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1825
222008Testing slope homogeneity in large panels. (2008). Yamagata, Takashi ; Pesaran, Mohammad. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:1:p:50-93.

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1820
231982On the estimation of technical inefficiency in the stochastic frontier production function model. (1982). Schmidt, Peter ; Lovell, C. ; KNOX LOVELL, C. A., ; Jondrow, James ; Materov, Ivan S.. In: Journal of Econometrics. RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238.

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1816
241999GMM estimation with cross sectional dependence. (1999). conley, timothy. In: Journal of Econometrics. RePEc:eee:econom:v:92:y:1999:i:1:p:1-45.

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1779
252005Does matching overcome LaLondes critique of nonexperimental estimators?. (2005). Todd, Petra ; Smith, Jeffrey. In: Journal of Econometrics. RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353.

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1734
261992ARCH modeling in finance : A review of the theory and empirical evidence. (1992). Chou, Ray ; Bollerslev, Tim ; KRONER, Kenneth F.. In: Journal of Econometrics. RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59.

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1684
272007Approximately normal tests for equal predictive accuracy in nested models. (2007). West, Kenneth ; Clark, Todd. In: Journal of Econometrics. RePEc:eee:econom:v:138:y:2007:i:1:p:291-311.

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1678
282007Estimation and inference in two-stage, semi-parametric models of production processes. (2007). Wilson, Paul ; Simar, Leopold. In: Journal of Econometrics. RePEc:eee:econom:v:136:y:2007:i:1:p:31-64.

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1556
292003What is an oil shock?. (2003). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398.

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1535
301982Formulation and estimation of dynamic models using panel data. (1982). hsiao, cheng ; Anderson, T. W.. In: Journal of Econometrics. RePEc:eee:econom:v:18:y:1982:i:1:p:47-82.

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1511
311981Panel data and unobservable individual effects. (1981). Taylor, William ; Hausman, Jerry. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:155-155.

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1422
321996Residual-based tests for cointegration in models with regime shifts. (1996). Hansen, Bruce ; Gregory, Allan. In: Journal of Econometrics. RePEc:eee:econom:v:70:y:1996:i:1:p:99-126.

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1411
331995On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. (1995). Kiviet, Jan. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:53-78.

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1217
341996Fractionally integrated generalized autoregressive conditional heteroskedasticity. (1996). Bollerslev, Tim ; Baillie, Richard ; Mikkelsen, Hans Ole. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:3-30.

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1195
351997Further evidence on breaking trend functions in macroeconomic variables. (1997). Perron, Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:80:y:1997:i:2:p:355-385.

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1152
361976Exact and superlative index numbers. (1976). Diewert, Walter. In: Journal of Econometrics. RePEc:eee:econom:v:4:y:1976:i:2:p:115-145.

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1140
371988Some recent development in a concept of causality. (1988). . In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:1-2:p:199-211.

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1136
381986Random group effects and the precision of regression estimates. (1986). Moulton, Brent. In: Journal of Econometrics. RePEc:eee:econom:v:32:y:1986:i:3:p:385-397.

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1085
392015Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. (2015). Pesaran, Mohammad ; Chudik, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:393-420.

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1075
401990Analysis of time series subject to changes in regime. (1990). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70.

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1034
411988Limited information estimators and exogeneity tests for simultaneous probit models. (1988). Vuong, Quang H. ; Rivers, Douglas. In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:3:p:347-366.

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1013
422008Randomized experiments from non-random selection in U.S. House elections. (2008). Lee, David S.. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:675-697.

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1011
432005Reconsidering heterogeneity in panel data estimators of the stochastic frontier model. (2005). Greene, William. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:2:p:269-303.

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982
441986Errors in variables in panel data. (1986). Hausman, Jerry. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:1:p:93-118.

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949
451994On discrimination and the decomposition of wage differentials. (1994). Ransom, Michael ; Oaxaca, Ronald. In: Journal of Econometrics. RePEc:eee:econom:v:61:y:1994:i:1:p:5-21.

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934
462003Testing for a unit root in the nonlinear STAR framework. (2003). snell, andy ; shin, yongcheol ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:112:y:2003:i:2:p:359-379.

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933
471988Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data. (1988). Coelli, Timothy ; Battese, George E.. In: Journal of Econometrics. RePEc:eee:econom:v:38:y:1988:i:3:p:387-399.

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926
481994Autoregressive conditional heteroskedasticity and changes in regime. (1994). Hamilton, James ; Susmel, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333.

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913
491996Long memory processes and fractional integration in econometrics. (1996). Baillie, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:73:y:1996:i:1:p:5-59.

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906
501981Some properties of time series data and their use in econometric model specification. (1981). . In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:121-130.

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905
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12021Difference-in-Differences with multiple time periods. (2021). Sant'Anna, Pedro ; Callaway, Brantly. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:200-230.

Full description at Econpapers || Download paper

1268
22021Difference-in-differences with variation in treatment timing. (2021). Goodman-Bacon, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:254-277.

Full description at Econpapers || Download paper

1110
31998Initial conditions and moment restrictions in dynamic panel data models. (1998). Blundell, Richard ; Bond, Stephen. In: Journal of Econometrics. RePEc:eee:econom:v:87:y:1998:i:1:p:115-143.

Full description at Econpapers || Download paper

1021
42021Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. (2021). Sun, Liyang ; Abraham, Sarah. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:175-199.

Full description at Econpapers || Download paper

934
51995Another look at the instrumental variable estimation of error-components models. (1995). Bover, Olympia ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:29-51.

Full description at Econpapers || Download paper

700
62014On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil. In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:119-134.

Full description at Econpapers || Download paper

552
72008Testing slope homogeneity in large panels. (2008). Yamagata, Takashi ; Pesaran, Mohammad. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:1:p:50-93.

Full description at Econpapers || Download paper

480
82003Testing for unit roots in heterogeneous panels. (2003). shin, yongcheol ; Pesaran, Mohammad ; Im, Kyung So, . In: Journal of Econometrics. RePEc:eee:econom:v:115:y:2003:i:1:p:53-74.

Full description at Econpapers || Download paper

455
91986Generalized autoregressive conditional heteroskedasticity. (1986). Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:3:p:307-327.

Full description at Econpapers || Download paper

448
101996Impulse response analysis in nonlinear multivariate models. (1996). Potter, Simon ; Pesaran, Mohammad ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:119-147.

Full description at Econpapers || Download paper

341
112002Unit root tests in panel data: asymptotic and finite-sample properties. (2002). Levin, Andrew ; Lin, Chien-Fu ; Chu, Chia-Shang James. In: Journal of Econometrics. RePEc:eee:econom:v:108:y:2002:i:1:p:1-24.

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337
121999Spurious regression and residual-based tests for cointegration in panel data. (1999). Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:90:y:1999:i:1:p:1-44.

Full description at Econpapers || Download paper

289
131999Threshold effects in non-dynamic panels: Estimation, testing, and inference. (1999). Hansen, Bruce. In: Journal of Econometrics. RePEc:eee:econom:v:93:y:1999:i:2:p:345-368.

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287
142019Quantiles via moments. (2019). Santos Silva, João ; Santos Silva, J. M. C., . In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:145-173.

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286
151999GMM estimation with cross sectional dependence. (1999). conley, timothy. In: Journal of Econometrics. RePEc:eee:econom:v:92:y:1999:i:1:p:1-45.

Full description at Econpapers || Download paper

229
162015Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. (2015). Pesaran, Mohammad ; Chudik, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:393-420.

Full description at Econpapers || Download paper

224
172008Manipulation of the running variable in the regression discontinuity design: A density test. (2008). McCrary, Justin. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:698-714.

Full description at Econpapers || Download paper

223
182005A finite sample correction for the variance of linear efficient two-step GMM estimators. (2005). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:1:p:25-51.

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194
192020Doubly robust difference-in-differences estimators. (2020). Sant'Anna, Pedro ; Zhao, Jun. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:101-122.

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188
201977Formulation and estimation of stochastic frontier production function models. (1977). Schmidt, Peter ; Lovell, C. ; Lovell, C. A. Knox, ; Aigner, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:6:y:1977:i:1:p:21-37.

Full description at Econpapers || Download paper

187
212006Generalized reduced rank tests using the singular value decomposition. (2006). Paap, Richard ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:133:y:2006:i:1:p:97-126.

Full description at Econpapers || Download paper

182
221995Estimating long-run relationships from dynamic heterogeneous panels. (1995). Smith, Ronald ; Pesaran, Mohammad. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:79-113.

Full description at Econpapers || Download paper

174
232007Approximately normal tests for equal predictive accuracy in nested models. (2007). West, Kenneth ; Clark, Todd. In: Journal of Econometrics. RePEc:eee:econom:v:138:y:2007:i:1:p:291-311.

Full description at Econpapers || Download paper

167
242008Regression discontinuity designs: A guide to practice. (2008). Lemieux, Thomas ; Imbens, Guido. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:615-635.

Full description at Econpapers || Download paper

150
251992Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?. (1992). shin, yongcheol ; Schmidt, Peter ; Phillips, Peter ; Kwiatkowski, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178.

Full description at Econpapers || Download paper

147
261995Statistical inference in vector autoregressions with possibly integrated processes. (1995). Yamamoto, Taku ; Toda, Hiro Y.. In: Journal of Econometrics. RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250.

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272023What’s trending in difference-in-differences? A synthesis of the recent econometrics literature. (2023). Roth, Jonathan ; Poe, John ; Bilinski, Alyssa. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2218-2244.

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282022Design-based analysis in Difference-In-Differences settings with staggered adoption. (2022). Imbens, Guido ; Athey, Susan. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:62-79.

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107
292019Climate risks and market efficiency. (2019). Xu, Jiangmin ; Hong, Harrison ; Li, Frank Weikai. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:265-281.

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106
302016Dynamic panels with threshold effect and endogeneity. (2016). shin, yongcheol ; SEO, MYUNG HWAN. In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:2:p:169-186.

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87
312009Identification of peer effects through social networks. (2009). Fortin, Bernard ; Djebbari, Habiba ; Bramoullé, Yann ; Bramoulle, Yann. In: Journal of Econometrics. RePEc:eee:econom:v:150:y:2009:i:1:p:41-55.

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87
322007Estimation and inference in two-stage, semi-parametric models of production processes. (2007). Wilson, Paul ; Simar, Leopold. In: Journal of Econometrics. RePEc:eee:econom:v:136:y:2007:i:1:p:31-64.

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82
331974Spurious regressions in econometrics. (1974). Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120.

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76
342016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series. (2016). Whang, Yoon-Jae ; Oka, Tatsushi ; LINTON, OLIVER. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:251-270.

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73
352011Volatility forecast comparison using imperfect volatility proxies. (2011). Patton, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:246-256.

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68
362023Cluster-robust inference: A guide to empirical practice. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:272-299.

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64
371982On the estimation of technical inefficiency in the stochastic frontier production function model. (1982). Schmidt, Peter ; Lovell, C. ; KNOX LOVELL, C. A., ; Jondrow, James ; Materov, Ivan S.. In: Journal of Econometrics. RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238.

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60
382012A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model. (2012). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:164-177.

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59
392021Autoencoder asset pricing models. (2021). Xiu, Dacheng ; Gu, Shihao ; Kelly, Bryan. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:429-450.

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58
402005Does matching overcome LaLondes critique of nonexperimental estimators?. (2005). Todd, Petra ; Smith, Jeffrey. In: Journal of Econometrics. RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353.

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57
412008Randomized experiments from non-random selection in U.S. House elections. (2008). Lee, David S.. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:675-697.

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57
422015Quantile cointegration in the autoregressive distributed-lag modeling framework. (2015). shin, yongcheol ; Kim, Tae-Hwan ; Cho, Jin Seo. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:281-300.

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56
432022Measuring news sentiment. (2022). Wilson, Daniel ; Sudhof, Moritz ; Shapiro, Adam Hale. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:221-243.

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56
442005Reconsidering heterogeneity in panel data estimators of the stochastic frontier model. (2005). Greene, William. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:2:p:269-303.

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56
452006Forecasting the term structure of government bond yields. (2006). Li, Canlin ; Diebold, Francis. In: Journal of Econometrics. RePEc:eee:econom:v:130:y:2006:i:2:p:337-364.

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56
462016TENET: Tail-Event driven NETwork risk. (2016). Wang, Weining ; Hardle, Wolfgang Karl ; Yu, Lining. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:499-513.

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54
472003What is an oil shock?. (2003). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398.

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53
482014The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert. In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:181-192.

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52
492020Double machine learning with gradient boosting and its application to the Big N audit quality effect. (2020). Yang, Jui-Chung ; Chuang, Hui-Ching ; Kuan, Chung-Ming. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:268-283.

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51
502008Instrumental variable quantile regression: A robust inference approach. (2008). Hansen, Christian ; Chernozhukov, Victor. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:1:p:379-398.

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2026Deposit funding, market power and monetary policy transmission. (2026). Conti, Antonio ; Auer, Simone ; Farroni, Paolo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1533_26.

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2026Causal State-Dependent Local Projections. (2026). Wang, Weining ; Jiao, Xiyu ; Giacomini, Raffaella ; David, Joel M. In: Papers. RePEc:arx:papers:2605.05404.

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2026Federal reserve monetary policy and income inequality across US states. (2026). El-Shagi, Makram ; Yamarik, Steven J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002402.

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2026State Dependence of Monetary Policy During Global Supply Chain Disruptions. (2026). Fernandez-Villaverde, Jesus ; Li, Yiliang ; Fernndez-Villaverde, Jess ; Bai, Xiwen ; Zanetti, Francesco. In: CIGS Working Paper Series. RePEc:cnn:wpaper:26-007e.

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2026The asymmetric effects of commodity price shocks in emerging economies. (2026). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Herrera, Vicente. In: European Economic Review. RePEc:eee:eecrev:v:183:y:2026:i:c:s0014292125002697.

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2026Causal State-Dependent Local Projections. (2026). Wang, Weining ; Jiao, Xiyu ; Giacomini, Raffaella ; David, Joel M. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:26/829.

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2026Are there asymmetries in euro area monetary policy? (Michael Pfarrhofer, Anna Stelzer). (2026). Pfarrhofer, Michael ; Stelzer, Anna. In: Working Papers. RePEc:onb:oenbwp:276.

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2026Weak instrument bias in impulse response estimators. (2026). Lewis, Daniel ; Mertens, Karel. In: CeMMAP working papers. RePEc:azt:cemmap:01/26.

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2026Estimator Averaging of Local Projection and VAR Impulse Responses. (2026). Vonnák, Balázs ; Chen, Chaoyi ; Vonnak, Balazs ; Pesavento, Elena. In: Papers. RePEc:arx:papers:2605.05456.

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2026The effects of monetary policy shocks on wage inequality: evidence from Italy. (2026). Raitano, Michele ; di Serio, Mario ; di Bucchianico, Stefano ; Beqiraj, Elton. In: CIMEO Working Paper Series. RePEc:ter:wpaper:00201.

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2026Bank lending standards and the U.S. economy. (2026). Sapriza, Horacio ; Ennis, Huberto ; Pike, Tyler J ; Broadbent, Elijah. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:183:y:2026:i:c:s0165188925002131.

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2026Is growth at risk from natural disasters? Evidence from quantile local projections. (2026). Daher, Nabil. In: Ecological Economics. RePEc:eee:ecolec:v:243:y:2026:i:c:s0921800926000182.

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2026European booms and busts over six centuries. (2026). Fountas, Stilianos ; Karras, Georgios ; Bredin, Don. In: Economics Letters. RePEc:eee:ecolet:v:261:y:2026:i:c:s0165176526000339.

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2026GLS estimation of local projections: Trading robustness for efficiency. (2026). de Vos, Ignace ; Everaert, Gerdie. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407626000035.

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2026Privacy Protection and Accuracy: What Do We Know? Do We Know Things?? Lets Find Out!. (2024). Watson, Thor ; Totty, Evan S. In: NBER Chapters. RePEc:nbr:nberch:15025.

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2026Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2025). Xie, Haitian ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2510.16683.

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2026Difference-in-Differences using Double Negative Controls and Graph Neural Networks for Unmeasured Network Confounding. (2026). Zhang, Zihan ; Fu, Lianyan ; Wang, Dehui. In: Papers. RePEc:arx:papers:2601.00603.

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2026On Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2026). Xie, Haitian ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2497.

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2026Self-normalized tests for multistep conditional predictive ability. (2026). Lai, Shuwen ; Chen, Qitong. In: Papers. RePEc:arx:papers:2605.07404.

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2026Identifying trend reversals in atmospheric ethane from a multi-site analysis. (2026). Mahieu, Emmanuel ; Zhou, Minqiang ; Makarova, Maria ; Lin, Yicong ; Kivi, Rigel ; Koopman, Siem Jan ; Strong, Kimberly ; Jones, Nicholas ; Friedrich, Marina ; Smale, Dan ; Hase, Frank ; Rhling, Amelie Ninja ; Hannigan, James W ; Prignon, Maxime ; Grutter, Michel ; Ortega, Ivan ; Frey, Matthias Max ; Notholt, Justus ; Flood, Victoria ; Nagahama, Tomoo ; de Mazire, Martine ; Murata, Isao ; Smeekes, Stephan ; Morino, Isamu. In: Climatic Change. RePEc:spr:climat:v:179:y:2026:i:4:d:10.1007_s10584-026-04153-0.

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2026Testing Mechanisms. (2024). Roth, Jonathan ; Kwon, Soonwoo. In: Papers. RePEc:arx:papers:2404.11739.

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2026Dairy farming and the rural exodus. (2026). Ulvng, Gran ; Andersson, Jonatan. In: Working Papers. RePEc:hes:wpaper:0303.

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2026A multiscale estimator for pricing error decomposition in high-frequency financial markets. (2026). Piccotti, Louis R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:66:y:2026:i:2:d:10.1007_s11156-025-01417-1.

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2026The evolution of private pensions in Romania and the impact on pensioners. (2026). Popescu, Ana Maria ; Iacob, Stefan Virgil. In: Romanian Journal of Economics. RePEc:ine:journl:v:62:y:2026:i:71:p:166-184.

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2026Strategic Tuition Pricing and Applicant Demand in Differentiated Higher Education Markets: Evidence from Women’s Universities in Japan. (2026). Arai, Koki. In: Research in Higher Education. RePEc:spr:reihed:v:67:y:2026:i:2:d:10.1007_s11162-026-09890-w.

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2026Testing for peer effects without specifying the network structure. (2026). Liu, Xiaodong ; Jung, Hyunseok. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625001782.

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2026Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications. (2026). Polselli, Annalivia ; Naghi, Andrea A ; Clarke, Paul S ; Baiardi, Anna. In: Papers. RePEc:arx:papers:2603.20464.

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2026Is growth at risk from natural disasters? Evidence from quantile local projections. (2026). Daher, Nabil. In: Post-Print. RePEc:hal:journl:hal-05466345.

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2026Climate change-induced agricultural disasters and policy-based agricultural insurance: empirical findings from China. (2026). Wang, Tongjiang ; Zhang, Haina ; Ye, Minghua. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:14:y:2026:i:1:d:10.1186_s40100-026-00477-8.

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2026Realized Regularized Regressions. (2026). Yu, Shifan ; Kolokolov, Aleksey. In: Papers. RePEc:arx:papers:2604.23023.

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2026High dimensional regression coefficient test with high frequency data. (2026). Mykland, Per A ; Feng, Long ; Zhang, Lan ; Chen, Dachuan. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pa:s0304407624001581.

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2026Weak Instrument Bias in Impulse Response Estimators. (2026). Mertens, Karel ; Lewis, Daniel. In: Working Papers. RePEc:fip:feddwp:102343.

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2026From Paris to Pandemic: How Climate Risk and Policy Uncertainty Shapes Fossil and Clean Energy Commodities. (2026). Triantafyllou, A ; Michailides, P ; Koulmas, P ; Karadimitropoulou, A. In: Post-Print. RePEc:hal:journl:hal-05540979.

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2026From Paris to Pandemic: How climate risk and policy uncertainty shapes fossil and clean Energy commodities. (2026). Michaelides, Panayotis ; Karadimitropoulou, Aikaterini ; Triantafyllou, Athanasios ; Koulmas, Pavlos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s240585132600005x.

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2026Dynamic effects of the global common volatility on precious metals and energy markets: Fourier quantile-on-quantile and Fourier quantile regressions. (2026). Chishti, Muhammad Zubair ; Vo, Xuan Vinh ; Xaisongkham, Sorphasith ; Zkan, Oktay ; Gubareva, Mariya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851326000061.

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2026Generative modeling for the bootstrap. (2026). Han, Fang ; Ding, Peng ; Ye, Ting ; Tran, Leon. In: Papers. RePEc:arx:papers:2602.17052.

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2026ESG and firms’ exploitative versus exploratory innovation: Evidence from a large language model approach. (2026). Song, Zhe ; Liu, Yeshen ; Xu, Longhui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:83:y:2026:i:c:s0275531926000322.

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2026Generative Predictive Distributions for Time Series. (2026). Meitz, Mika ; Llorens-Terrazas, Jordi. In: Papers. RePEc:arx:papers:2606.16773.

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2026Do “Evidence‐Based Policy” Clearinghouses Provide Good Advice for Local Policymakers?. (2026). Orr, Larry L. In: Journal of Policy Analysis and Management. RePEc:wly:jpamgt:v:45:y:2026:i:1:n:e70077.

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2026Distributionally Robust Synthetic Control: Ensuring Robustness Against Highly Correlated Controls and Weight Shifts. (2025). Guo, Zijian ; Koo, Taehyeon. In: Papers. RePEc:arx:papers:2511.02632.

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2026Count Data Models with Heterogeneous Peer Effects under Rational Expectations. (2024). Houndetoungan, Aristide. In: Papers. RePEc:arx:papers:2405.17290.

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2026Peer influence in social network: a review of identification, modeling and application. (2026). Wu, Zhibin ; Li, Yueyuan ; Pedrycz, Witold. In: Journal of Business Research. RePEc:eee:jbrese:v:203:y:2026:i:c:s0148296325006290.

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2026Jackknife Instrumental Variable Inference. (2026). Crudu, Federico ; Mellace, Giovanni. In: Papers. RePEc:arx:papers:2604.15437.

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2026Efficient Difference-in-Differences Estimation when Outcomes are Missing at Random. (2025). Reimherr, Matthew ; Kennedy, Edward H ; Testa, Lorenzo. In: Papers. RePEc:arx:papers:2509.25009.

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2026Combining forecasts under structural breaks using Graphical LASSO. (2026). Lee, Tae-Hwy ; Seregina, Ekaterina. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:126-137.

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2026Mixed difference integer-valued GARCH model for Z-valued time series. (2026). Francq, Christian ; Goto, Yuichi ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:128358.

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2026Demographic Transition and the Dynamics of Income Distribution in Japan: A Bayesian State-Space Approach. (2026). Kakamu, Kazuhiko. In: Papers. RePEc:arx:papers:2605.18138.

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2026The Smarter State? Artificial Intelligence and Modern State and Local Public Finance. (2026). Fox, William F ; Agrawal, David R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12716.

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2026Validating Large Language Model Annotations. (2026). Hansen, Anne Lundgaard. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:103001.

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2026Inference on the value of a linear program. (2025). Mbakop, Eric ; Goff, Leonard. In: Papers. RePEc:arx:papers:2506.06776.

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2026Inference for Linear Systems with Unknown Coefficients. (2026). Torgovitsky, Alexander ; Shaikh, Azeem ; Santos, Andres ; Ponomarev, Kirill ; Bai, Yuehao ; Tabord-Meehan, Max. In: Papers. RePEc:arx:papers:2604.24904.

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2026Understanding Fertility Today: Young Couples’ Expectations about the Consequences of Childbearing. (2026). Wang, Chao ; Lu, Kelin. In: MPRA Paper. RePEc:pra:mprapa:128947.

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2026When Knowledge Matters: Learning HIV Status, Sexual Behavior, and Relationship Dynamics. (2026). Brnighausen, Till ; Tanser, Frank ; Vollmer, Sebastian ; Langlotz, Sarah ; Jockers, Dominik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12729.

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2026Statistical Decisions and Partial Identification: With Application to Boundary Discontinuity Design. (2026). Stoye, Jörg ; Qiu, Chen. In: Papers. RePEc:arx:papers:2601.17648.

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2026Data-Automated Policy Learning for Nonlinear Welfare. (2026). Zhang, Zheng ; Wu, Zeqi ; Ai, Chunrong. In: Papers. RePEc:arx:papers:2606.01659.

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2026Variance Estimation with Dependence and Heterogeneous Means. (2026). Yap, Luther. In: Papers. RePEc:arx:papers:2603.11497.

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2026Intelligent load forecasting technologies for diverse scenarios in the new power systems. (2026). Jiang, Meihui ; Shan, Linke ; Goh, Hui Hwang ; Zhu, Hongyu ; Kong, Fannie ; Li, Fangning ; Zhang, Dongdong ; Huang, Chao ; Kurniawan, Tonni Agustiono ; Liu, Tianhao ; Du, Pengcheng. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:226:y:2026:i:pd:s1364032125010391.

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2026Local Gaussian copula inference with structural breaks: testing dependence predictability. (2026). Wied, Dominik ; Oka, Tatsushi ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2603.01721.

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2026Which companies are most at low-carbon transition risks? Evidence from ripple effects in multi-order moments. (2026). Luo, Ting ; Du, Jiangze ; Wang, Haiying ; Jiang, Chonghui. In: International Review of Financial Analysis. RePEc:eee:finana:v:110:y:2026:i:c:s1057521925009305.

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2026Estimation and inference for CP tensor factor models. (2026). Han, Yuefeng ; Yu, Qiyang ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625002209.

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2026Bias-Reduced Estimation of Finite Mixtures: An Application to Latent Group Structures in Panel Data. (2026). Langevin, Raphael. In: Papers. RePEc:arx:papers:2601.20197.

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2026Can AI Master Econometrics? Evidence from Econometrics AI Agent on Expert-Level Tasks. (2025). Luo, Ye ; Wu, Yuxiao ; Li, Jin ; Han, Tianyang ; Chen, Qiang ; Zhou, Tuo ; Zhang, Xiaowei. In: Papers. RePEc:arx:papers:2506.00856.

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2026Mind the tone: Responses of inflation expectations to central bankers’ speeches. (2026). Cho, Dooyeon ; Jung, Jaehun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625001871.

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2026Can the tone of central bankers’ speeches help shape inflation expectations?: Evidence from Japan. (2026). Cho, Dooyeon ; Rho, Seunghwa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:107:y:2026:i:c:s1042443125001738.

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2026(Debiased) Inference for Fixed Effects Estimators with Three-Dimensional Panel and Network Data. (2025). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2512.18678.

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2026Estimation and inference for large-dimensional generalized matrix factor models. (2026). Kong, Xinbing ; Zhang, Tong. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625002325.

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2026Beyond the diploma: The untold consequences of short-cycle tertiary education on GDP growth in Sub-Saharan Africa. (2026). Mutai, Ronald Kipsang ; Mukami, Nyambura Lydiah ; Xiaoguang, Liu ; Lu, Jiang ; Zhiyou, Yao ; Chirwa, William Billy. In: International Journal of Educational Development. RePEc:eee:injoed:v:121:y:2026:i:c:s0738059325002883.

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2026Is complexity always better? A model-free assessment of range-based volatility estimators. (2026). Korkusuz, Burak. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:3:d:10.1007_s00181-025-02873-3.

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2026Uncovering mild drift in asset prices with intraday high-frequency data. (2026). Shi, Shuping ; Phillips, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625002301.

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2026On generalized CCE estimation. (2026). Su, Liangjun ; Lu, Xun ; Ba, Yinglong. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407626000047.

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2026Ranking Treatment Saturations under Clustered Network Interference. (2026). Shin, Youngki ; Owusu, Julius ; Han, Seungjin. In: Papers. RePEc:arx:papers:2606.18590.

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2026Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects. (2025). Zhang, Weisheng ; Zeleneev, Andrei. In: Papers. RePEc:arx:papers:2511.15427.

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2026Flexible Imputation of Incomplete Network Data. (2026). Zhang, Weisheng ; Sun, GE. In: Papers. RePEc:arx:papers:2604.03171.

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2026Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects. (2026). Beyhum, Jad ; Dhaene, Geert ; Miao, Wei ; Xu, Haoyuan. In: Papers. RePEc:arx:papers:2604.26826.

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2026Inference for time-varying factor models under local stationarity. (2026). Hong, Yongmiao ; Zhou, Zhou ; Wu, Weichi. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625002076.

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2026Lee Bounds for Random Objects. (2026). Okamoto, Yuta ; Otsu, Taisuke ; Kurisu, Daisuke. In: Papers. RePEc:arx:papers:2601.09453.

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2026Partial Identification under Stratified Randomization. (2026). Possebom, Vitor ; Ferman, Bruno ; Siqueira, Davi. In: Papers. RePEc:arx:papers:2601.12566.

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2026A Sensitivity Analysis of the Surrogate Index Approach for Estimating Long-Term Treatment Effects. (2026). Qi, Yuan ; Park, Hyeonseok ; Manzanares, Carlos A ; Fan, Yanqin. In: Papers. RePEc:arx:papers:2603.00580.

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2026Randomization Inference For the Always-Reporter Average Treatment Effect. (2026). Yu, Zeyang ; Chang, Haoge. In: Papers. RePEc:arx:papers:2603.24970.

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2026Bias correction for Chatterjees graph-based correlation coefficient. (2025). Azadkia, Mona ; Han, Fang ; Chen, Leihao. In: Papers. RePEc:arx:papers:2508.09040.

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2026Bootstrap consistency for general double/debiased machine learning estimators. (2026). Han, Fang ; Lin, Ziming. In: Papers. RePEc:arx:papers:2604.17239.

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2026Focused Weighted-Average Least Squares Estimator. (2026). Yin, Shou-Yung. In: Papers. RePEc:arx:papers:2603.03008.

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2026Measuring growth and convergence at the mesoscale. (2026). Mengesha, Isaak ; Roy, Debraj. In: Papers. RePEc:arx:papers:2601.12158.

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2026IV regression with distribution-valued outcomes. (2026). Wuthrich, Kaspar ; van Dijcke, David. In: Papers. RePEc:arx:papers:2605.28749.

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2026Modewise Additive Factor Model for Matrix Time Series. (2026). Han, Yuefeng ; Xu, KE ; Li, Jiayu ; Chen, Elynn. In: Papers. RePEc:arx:papers:2512.25025.

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2026What Is a Causal Effect When Firms Interact? Counterfactuals and Interdependence. (2026). Mate, Mariluz. In: Papers. RePEc:arx:papers:2601.00279.

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2026On the falsification of instrumental variable models for heterogeneous treatment effects. (2026). Miranda, Ricardo E. In: Papers. RePEc:arx:papers:2601.14464.

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2026Matrix Time Series Modeling: A Hybrid Framework Combining Autoregression and Common Factors. (2025). Fan, Zhiyun ; Zhang, Xiaoyu ; Chen, Mingyang ; Wang, DI. In: Papers. RePEc:arx:papers:2503.05340.

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2026Kullback-Leibler-based characterizations of score-driven updates. (2024). Punder, Ramon ; Lange, Rutger-Jan ; Dimitriadis, Timo ; de Punder, Ramon. In: Papers. RePEc:arx:papers:2408.02391.

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2026Kullback-Leibler-based characterizations of score-driven updates. (2024). Punder, Ramon ; Lange, Rutger-Jan ; Dimitriadis, Timo ; de Punder, Ramon. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240051.

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2026Self-driving neural networks for term structure modeling. (2026). Zamojski, Marcin ; Schaumburg, Julia ; van Brummelen, Janneke ; Kooiker, Sicco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20260007.

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2026Does incomplete take-up matter? The case of Unemployment Insurance.. (2026). Loureno, Diogo ; Guimaraes, Luis. In: MPRA Paper. RePEc:pra:mprapa:128341.

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2026Weather shocks, recall error and health. (2026). Karimi, Soschia ; Wichert, Julian ; Herr, Annika. In: Journal of Development Economics. RePEc:eee:deveco:v:179:y:2026:i:c:s0304387825001956.

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2026Nonlinear temperature sensitivity of residential electricity demand: Evidence from a distributional regression approach. (2026). Seo, Won-Ki ; Nam, Kyungsik. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s0140988325009065.

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2026Quieted by Questions: The Unintended Consequences of Survey Interviews on Protest in Africa. (2026). Kurosawa, Hiroki ; Kikuta, Kyosuke. In: SocArXiv. RePEc:osf:socarx:xvk6n_v2.

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2026It Takes Two to Make It Right: How Nurses’ Response to Sepsis Alerts Impacts Physicians’ Process Compliance. (2026). Zer, Zalp ; Mobini, Zahra. In: Manufacturing & Service Operations Management. RePEc:inm:ormsom:v:28:y:2026:i:1:p:20-41.

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2026Comment on Development Effects of Electrification: Evidence from the Topographic Placement of Hydropower Plants in Brazil. (2026). Vance, Colin ; Bensch, Gunther ; Ankel-Peters, Jrg. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:294.

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2026Humans in the Loop: The Next Frontier in the Credibility Revolution. (2026). Fischman, Joshua B ; Stevenson, Megan T. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:296.

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2026Supercompliers. (2026). Pei, Zhuan ; Leung, Pauline ; Comey, Matthew. In: IZA Discussion Papers. RePEc:iza:izadps:dp18598.

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2026Gains from air connectivity: effects on manufacturing firm emissions. (2026). Dong, Kangyin ; Ma, Minghui ; Wang, Kun ; Fu, Xiaowen ; Wu, Xiangru. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:205:y:2026:i:c:s0965856425004859.

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2026Dairy Trade Reconsidered: Gravity and the Distributional Effect of Non‐Tariff Barriers and Distance. (2026). Liu, Xin ; Luckstead, Jeff ; Kondaridze, Magda. In: Agricultural Economics. RePEc:bla:agecon:v:57:y:2026:i:1:n:e70081.

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2026Identification and Counterfactual Analysis in Incomplete Models with Support and Moment Restrictions. (2026). Li, Lixiong. In: Papers. RePEc:arx:papers:2603.07722.

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2026Limitations of Randomization Tests in Finite Samples. (2025). Zhang, Xinyi ; Dutz, Deniz. In: Papers. RePEc:arx:papers:2512.07099.

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2026Sequential Estimation of Dynamic Discrete Choice Models with Unobserved Heterogeneity. (2026). Kasahara, Hiroyuki ; Shimotsu, Katsumi ; Chen, Ertian. In: Papers. RePEc:arx:papers:2604.26205.

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2026Robust matrix factor analysis based on a modified huber loss function. (2026). Yang, Fengkai ; Yuan, Xinyu. In: Statistical Papers. RePEc:spr:stpapr:v:67:y:2026:i:3:d:10.1007_s00362-026-01829-8.

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2026Causal decision-making for speed camera allocation: Methodology and an application. (2026). Zhang, Yingheng ; Li, Haojie. In: Evaluation and Program Planning. RePEc:eee:epplan:v:114:y:2026:i:c:s0149718925001806.

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2026Nonparametric Bayesian Policy Learning. (2026). Ye, Haonan. In: Papers. RePEc:arx:papers:2605.17068.

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2026Nonlinear Effects of Trade Integration on Foreign Direct Investment in Sub‐Saharan Africa. (2026). SAWADOGO, Relwendé ; Nebie, Kolo ; Ouedraogo, Idrissa. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:85:y:2026:i:1:p:63-81.

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2026Fintech and bank efficiency: a robust nonparametric approach for Chinese commercial banks. (2026). Zhao, Shirong ; Zhang, Jiyuan ; Qiao, Guangshun. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:65:y:2026:i:1:d:10.1007_s11123-025-00788-w.

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2026Stochastic Frontier meets Breakdown Frontier. (2026). Rosas, Francisco ; Acerenza, Santiago. In: Papers. RePEc:arx:papers:2604.26088.

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2026Estimating Nonseparable Selection Models: A Functional Contraction Approach. (2025). Xin, YI ; Wu, Fan. In: Papers. RePEc:arx:papers:2411.01799.

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2026Finite Population Identification and Design-Based Sensitivity Analysis. (2025). Kline, Brendan ; Masten, Matthew A. In: Papers. RePEc:arx:papers:2504.14127.

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Recent citations received in 2026
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2026(Debiased) Inference for Fixed Effects Estimators with Three-Dimensional Panel and Network Data. (2025). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2512.18678.

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2026Modewise Additive Factor Model for Matrix Time Series. (2026). Han, Yuefeng ; Xu, KE ; Li, Jiayu ; Chen, Elynn. In: Papers. RePEc:arx:papers:2512.25025.

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2026Inference under First-Order Degeneracy. (2026). Navjeevan, Manu ; Bei, Xinyue. In: Papers. RePEc:arx:papers:2602.07377.

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2026Jackknife Inference for Fixed Effects Models. (2026). Higgins, Ayden. In: Papers. RePEc:arx:papers:2602.21903.

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2026Breaking news. (2026). Yao, Wenying ; Winkelmann, Lars. In: Papers. RePEc:arx:papers:2603.22835.

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2026Factor-Augmented Panel Regressions and Variance-Weighted Treatment Effects. (2026). Weidner, Martin ; Juodis, Arturas. In: Papers. RePEc:arx:papers:2604.18078.

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2026Realized Regularized Regressions. (2026). Yu, Shifan ; Kolokolov, Aleksey. In: Papers. RePEc:arx:papers:2604.23023.

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2026Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects. (2026). Beyhum, Jad ; Dhaene, Geert ; Miao, Wei ; Xu, Haoyuan. In: Papers. RePEc:arx:papers:2604.26826.

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2026Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models. (2026). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2605.01665.

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2026Tweedies Formula and Score-Driven Updating. (2026). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2605.15902.

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2026Data-Automated Policy Learning for Nonlinear Welfare. (2026). Zhang, Zheng ; Wu, Zeqi ; Ai, Chunrong. In: Papers. RePEc:arx:papers:2606.01659.

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2026CP-factorization for high dimensional tensor time series and double projection iterations. (2026). Yu, Long ; Yao, Qiwei ; Huang, Guanglin ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2606.08560.

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2026Pivotal and identification-robust nonparametric inference in linear IV models. (2026). Lavergne, Pascal ; Antoine, Bertille. In: Papers. RePEc:arx:papers:2606.12185.

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2026Multivariate Economic Tail Risk and Scenario Analysis using the survey of Professional Forecasters. (2026). Opschoor, Anne ; Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:771.

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2026Leitartikel: Fiskalregeln und die Grenzen der Politikberatung. (2026). Jens, Boysen-Hogrefe. In: Wirtschaftsdienst. RePEc:vrs:wirtsc:v:106:y:2026:i:4:p:230-231:n:1001.

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2025Combining stated and revealed preferences. (2025). Méango, Romuald ; Henry, Marc ; Meango, Romuald ; Mourifie, Ismael. In: Papers. RePEc:arx:papers:2507.13552.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2025Time-Varying Factor-Augmented Models for Volatility Forecasting. (2025). Chen, Elynn ; Mo, Junyi ; Li, Jiayu ; Zhang, Duo. In: Papers. RePEc:arx:papers:2508.01880.

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2025Approximate Factor Model with S-vine Copula Structure. (2025). Li, Yu-Ning ; Han, Jialing. In: Papers. RePEc:arx:papers:2508.11619.

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2025Cohort-Anchored Robust Inference for Event-Study with Staggered Adoption. (2025). Liu, Ziyi. In: Papers. RePEc:arx:papers:2509.01829.

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2025A Practitioners Guide to AI+ML in Portfolio Investing. (2025). Qingliang, Mehmet Caner. In: Papers. RePEc:arx:papers:2509.25456.

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2025Predictive economics: Rethinking economic methodology with machine learning. (2025). Pereira, Miguel Alves. In: Papers. RePEc:arx:papers:2510.04726.

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2025Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934.

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2025SLIM: Stochastic Learning and Inference in Overidentified Models. (2025). Lee, Sokbae ; Kim, Min Seong ; Chen, Xiaohong ; Song, Myunghyun ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.20996.

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2025Control VAR: a counterfactual based approach to inference in macroeconomics. (2025). Pala, Raimondo. In: Papers. RePEc:arx:papers:2510.23762.

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2025Improving control over unobservables with network data. (2025). Starck, Vincent. In: Papers. RePEc:arx:papers:2511.00612.

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2025Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators. (2025). Fava, Bruno. In: Papers. RePEc:arx:papers:2511.04957.

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2025Learning Time-Varying Correlation Networks with FDR Control via Time-Varying P-values. (2025). Wu, Weichi ; Bai, Lujia ; Li, Bufan. In: Papers. RePEc:arx:papers:2512.10467.

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2025Heterogeneous Effects of Endogenous Treatments with Interference and Spillovers in a Large Network. (2025). Sasaki, Yuya ; Chen, Lin. In: Papers. RePEc:arx:papers:2512.14515.

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2025Environmental Policy and Firm Performance in Europe: A Difference-in-Differences Approach with Spillovers. (2025). Moscone, Francesco ; Tosetti, Elisa ; Ciaccio, Andrea. In: Papers. RePEc:arx:papers:2512.15377.

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2025Origins and Nature of Macroeconomic Instability in Vector Autoregressions. (2025). Amir-Ahmadi, Pooyan ; Mlikota, Marko ; Stevanovi, Dalibor. In: Papers. RePEc:arx:papers:2512.20152.

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2025The Not So Quiet Revolution: signal and noise in central bank communication. (2025). Ferreira, Leonardo ; Garzeri, Caio ; Monteiro, Victor ; Lima, Antnio ; Guillen, Diogo. In: Working Papers Series. RePEc:bcb:wpaper:635.

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2025Mapping the space of central bankers ideas. (2025). Shin, Hyun Song ; Perez-Cruz, Fernando ; Park, Taejin. In: BIS Working Papers. RePEc:bis:biswps:1299.

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2025SPEAKING OF INFLATION: THE INFLUENCE OF FED SPEECHES ON EXPECTATIONS. (2025). Melosi, Leonardo ; Larsen, Vegard H ; Meggiorini, Greta ; Granziera, Eleonora. In: Working Papers. RePEc:bny:wpaper:0142.

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2025Improving text classification: logistic regression makes small LLMs strong and explainable ‘tens-of-shot’ classifiers. (2025). Hill, ED ; Buckmann, Marcus. In: Bank of England working papers. RePEc:boe:boeewp:1127.

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2025Multivariate AutoRegressive Smooth Liquidity (MARSLiQ). (2025). Wang, L ; Hafner, C M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2529.

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2025Speaking of Inflation: The Influence of Fed Speeches on Expectations. (2025). Granziera, Eleonora ; Larsen, Vegard H ; Melosi, Leonardo ; Meggiorini, Greta. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11992.

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2025Linear Regressions with Combined Data. (2025). Maurel, Arnaud ; Gaillac, Christophe ; D'Haultfoeuille, Xavier. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12270.

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2025SLIM: Stochastic Learning and Inference in Overidentified Models. (2025). Song, Myunghyun ; Seo, Myung Hwan ; Lee, Sokbae ; Kim, Min Seong ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2472.

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2025Reputation for Confidence. (2025). Gáti, Laura ; Handlan, Amy ; Gti, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20253141.

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2025Climate change and monetary policy in Latin America and the Caribbean. (2025). Pedersen, Michael. In: Macroeconomía del Desarrollo. RePEc:ecr:col037:81906.

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2025Dynamic relationship between renewable energy, economic development, and energy security based on SVAR and ARDL-ECM models: Evidence from China. (2025). Chen, XI ; Deng, Xiaoshang ; Liu, Xiaoran ; Yu, Taize ; Tang, Shiyi ; Cui, Lihang ; Niu, Kunyu. In: Applied Energy. RePEc:eee:appene:v:402:y:2025:i:pa:s0306261925016162.

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2025Can volatility spread fully capture the put–call parity violation?. (2025). Zhu, Songping ; Liu, Shican. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001330.

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2025When structural break meets threshold effect: Factor analysis under structural instabilities. (2025). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000260.

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2025Multivariate stochastic volatility models based on generalized Fisher transformation. (2025). Yu, Jun ; Fei, Yijie ; Chen, Han. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625000958.

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2025Robust estimation for dynamic spatial autoregression models with nearly optimal rates. (2025). Lu, Yin ; Tao, Chunbai ; Uddin, Gazi Salah ; Wang, DI ; Wu, Libo ; Zhu, Xuening. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001198.

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2025Taking advantage of biased proxies for forecast evaluation. (2025). Ren, Roberto ; Buccheri, Giuseppe ; Vocalelli, Giorgio. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001228.

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2025An order-invariant score-driven dynamic factor model. (2025). Artemova, Mariia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001277.

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2025Matrix-valued factor model with time-varying main effects. (2025). Cen, Zetai ; Lam, Clifford. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001599.

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2025HANK on speed: Robust nonlinear solutions using automatic differentiation. (2025). Boehl, Gregor. In: Journal of Economic Theory. RePEc:eee:jetheo:v:230:y:2025:i:c:s0022053125001528.

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2025Robust factorization for high-dimensional matrix-variate observations. (2025). Wang, Yalin ; Yu, Long. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:210:y:2025:i:c:s0047259x25000624.

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2025Dynamic Central Bank Communication. (2025). Daly, Mary. In: FRBSF Economic Letter. RePEc:fip:fedfel:101184.

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2025Stylometric Analysis of Sustainable Central Bank Communications: Revealing Authorial Signatures in Monetary Policy Statements. (2025). Zkan, Brahim ; Emekci, Hakan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:20:p:8979-:d:1768127.

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2025How do Macroeconomic Expectations React to Extreme Weather Shocks?. (2025). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2025-001.

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2025Real-time Hurricane Damage Nowcasts. (2025). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2025-006.

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2025Linking Tax Administration Reform with Tax Reform. (2025). Alm, James. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2025:v:255:i:4:p:57-86.

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2025Linear Regressions with Combined Data. (2025). Maurel, Arnaud ; Gaillac, Christophe ; D'Haultfoeuille, Xavier. In: IZA Discussion Papers. RePEc:iza:izadps:dp18276.

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2025South Asian cross-country impact analysis of macro-economic factors on unemployment: a quantile regression approach. (2025). Kabir, Md Shahriar ; Qi, LI ; Barua, Hero Rana ; Abdi, Ahnaf Aiman ; Akter, Mousumi. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-06244-2.

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2025Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks. (2025). GUPTA, RANGAN ; Balcilar, Mehmet ; Kutu, Kenny ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:202529.

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2025Lessons for Monetary Policy Communication: Communication, Getting Through and Expectation Formation. (2025). McMahon, Michael. In: RBA Annual Conference Papers. RePEc:rba:rbaacp:acp2024-01.

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2025The impact of extreme weather events on the term structure of sovereign debt. (2025). Schaal, Robin ; Moench, Emanuel. In: Working Papers. RePEc:rbz:wpaper:11088.

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2025Two-way fixed effects, the two-way mundlak regression, and difference-in-differences estimators. (2025). Wooldridge, Jeffrey. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:5:d:10.1007_s00181-025-02807-z.

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2025Inequalities in Talents’ Earnings: A Tale of Two European Countries. (2025). Mussida, Chiara ; Addabbo, Tindara. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:180:y:2025:i:2:d:10.1007_s11205-025-03692-w.

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2025Identification of distributional heterogeneity under maximum adjacent separation subspace. (2025). Zhu, Xuehu ; Yu, Luoyao. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:6:d:10.1007_s00362-025-01760-4.

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2024Postharvest Losses from Weather and Climate Change: Evidence from a Million Truckloads. (2024). Beatty, Timothy ; Smith, Sarah. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343613.

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

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2024Income Shocks and their Transmission into Consumption. (2024). Theloudis, Alexandros ; Crawley, Edmund. In: Papers. RePEc:arx:papers:2404.12214.

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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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2024Efficient two-sample instrumental variable estimators with change points and near-weak identification. (2024). Boldea, Otilia ; Antoine, Bertille ; Zaccaria, Niccolo. In: Papers. RePEc:arx:papers:2406.17056.

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2024Dynamic Matrix Factor Models for High Dimensional Time Series. (2024). Han, Yuefeng ; Yu, Ruofan ; Chen, Rong ; Xiao, Han. In: Papers. RePEc:arx:papers:2407.05624.

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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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2024Identification and inference of outcome conditioned partial effects of general interventions. (2024). Zhang, Zhengyu ; Jin, Zequn ; Lin, Lihua. In: Papers. RePEc:arx:papers:2407.16950.

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2024Heterogeneous Grouping Structures in Panel Data. (2024). Kapetanios, George ; Chrysikou, Katerina. In: Papers. RePEc:arx:papers:2407.19509.

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2024Experimental Design For Causal Inference Through An Optimization Lens. (2024). Zhao, Jinglong. In: Papers. RePEc:arx:papers:2408.09607.

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2024Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters. (2024). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2408.10686.

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2024Endogenous Treatment Models with Social Interactions: An Application to the Impact of Exercise on Self-Esteem. (2024). Vella, Francis ; Lin, Zhongjian. In: Papers. RePEc:arx:papers:2408.13971.

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2024Large Bayesian Tensor VARs with Stochastic Volatility. (2024). Chan, Joshua ; Qi, Yaling. In: Papers. RePEc:arx:papers:2409.16132.

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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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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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2024An Adversarial Approach to Identification. (2024). Muris, Chris ; Botosaru, Irene ; Loh, Isaac. In: Papers. RePEc:arx:papers:2411.04239.

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

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

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

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

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

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2024Treatment effects with targeting instruments. (2024). Salanié, Bernard ; Lee, Sokbae (Simon) ; Salanie, Bernard. In: CeMMAP working papers. RePEc:azt:cemmap:23/24.

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

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

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

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

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

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2024Market Size and Spatial Growth—Evidence From Germany’s Post-war Population Expulsions: A Comment. (2024). Nimczik, Jan ; Ciccone, Antonio. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_579.

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2024Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2449.

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

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2024Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y. In: Janeway Institute Working Papers. RePEc:cam:camjip:2423.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Rcker, M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2429.

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2024Measuring Income of the Aged in Household Surveys: Evidence from Linked Administrative Records. (2024). Mitchell, Joshua ; Dushi, Irena ; Trenkamp, Brad ; Bee, Adam. In: Working Papers. RePEc:cen:wpaper:24-32.

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2024Incorporating Administrative Data in Survey Weights for the 2018-2022 Survey of Income and Program Participation. (2024). Yang, Julia ; Eggleston, Jonathan. In: Working Papers. RePEc:cen:wpaper:24-58.

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2024Relationship Stability: Evidence from Labor and Marriage Markets. (2024). Kesternich, Iris ; Smith, James P ; Valder, Franziska ; Siflinger, Bettina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11198.

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2024Labour Market Counter-Reforms in OECD Countries: Conditional Impact on Output and Employment Growth. (2024). Jalles, Joao ; de Haan, Jakob ; Wiese, Rasmus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11199.

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2024Brokering Votes with Information Spread Via Social Networks. (2024). Schechter, Laura ; Larreguy, Horacio ; Duarte, Raúl ; Finan, Frederico. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11349.

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2024Does Immigration Affect the Natives’ Mental Health? Causal Evidence from Forced Syrian Migration to Turkey. (2024). Fidrmuc, Jan ; Zer, Mustafa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11399.

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2024Recidivism and Barriers to Reintegration: A Field Experiment Encouraging Use of Reentry Support. (2024). Petrie, Ragan ; Linardi, Sera ; Castillo, Marco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11554.

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2024Extracting stock-market bubbles from dividend futures. (2024). Wilfling, Bernd ; Branger, Nicole ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10724.

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2024Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data. (2024). Sibbertsen, Philipp ; Escribano, Alvaro ; del Barrio, Tomas. In: UC3M Working papers. Economics. RePEc:cte:werepe:43987.

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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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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2024Monetary policy and growth-at-risk: the role of institutional quality. (2024). Emter, Lorenz ; Moura, Afonso S ; Zorell, Nico ; Setzer, Ralph. In: Working Paper Series. RePEc:ecb:ecbwps:20242989.

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2024Fiscal policy and inflation: accounting for non-linearities in government debt. (2024). Checherita Westphal, Cristina ; Checherita-Westphal, Cristina ; Pesso, Tom. In: Working Paper Series. RePEc:ecb:ecbwps:20242996.

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2024Carbon price shocks and tourism demand. (2024). Boto-Garca, David ; Albert, Juan Francisco ; Gmez-Fernndez, Nerea. In: Annals of Tourism Research. RePEc:eee:anture:v:108:y:2024:i:c:s0160738324000902.

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2024Inference for high-dimensional linear expectile regression with de-biasing method. (2024). Li, Yu-Ning ; Zhang, Li-Xin ; Zhao, Jun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:198:y:2024:i:c:s0167947324000811.

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