Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
238
Impact Factor (IF)
1.6
5 Years IF
2.75
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 7744 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 2745 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 10007 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 4314 476 1894 137 53 347 122 2 0.4 27 0.28 0.06
1994 0.6 0.14 1.67 0.4 83 400 7115 641 2561 163 98 382 154 2 0.3 26 0.31 0.07
1995 0.68 0.22 3.02 0.81 83 483 22567 1436 4020 180 123 400 325 193 13.4 40 0.48 0.1
1996 0.85 0.25 2.94 0.91 103 586 13013 1697 5744 166 141 400 363 256 15.1 72 0.7 0.11
1997 0.92 0.24 3.09 1.1 107 693 7228 2106 7888 186 171 432 476 241 11.4 45 0.42 0.11
1998 1.04 0.27 3.11 1.09 111 804 19076 2474 10390 210 218 473 515 266 10.8 44 0.4 0.13
1999 0.91 0.29 3.31 1.17 53 857 9858 2783 13229 218 199 487 569 177 6.4 25 0.47 0.14
2000 1.66 0.34 3.95 1.72 85 942 5999 3642 16949 164 272 457 784 257 7.1 54 0.64 0.16
2001 1.54 0.38 3.8 1.65 91 1033 7097 3820 20873 138 212 459 757 236 6.2 67 0.74 0.17
2002 1.4 0.39 3.87 1.71 97 1130 11973 4275 25245 176 247 447 765 271 6.3 114 1.18 0.2
2003 1.95 0.43 4.53 2.02 95 1225 14899 5432 30790 188 367 437 882 241 4.4 140 1.47 0.21
2004 2.6 0.47 5.12 2.35 90 1315 7211 6644 37527 192 499 421 989 235 3.5 139 1.54 0.21
2005 2.75 0.51 5.25 2.49 83 1398 10340 7170 44873 185 508 458 1141 312 4.4 151 1.82 0.23
2006 2.85 0.49 5.58 2.93 130 1528 11651 8321 53395 173 493 456 1338 423 5.1 255 1.96 0.22
2007 2.88 0.44 4.76 2.92 187 1715 14087 8074 61553 213 613 495 1446 390 4.8 251 1.34 0.2
2008 3.05 0.47 5.47 3.38 168 1883 14601 10195 71851 317 968 585 1979 471 4.6 233 1.39 0.22
2009 2.58 0.46 5.51 2.81 104 1987 5274 10837 82795 355 917 658 1852 327 3 97 0.93 0.23
2010 2.15 0.46 5.08 2.72 145 2132 7864 10739 93620 272 586 672 1828 469 4.4 174 1.2 0.2
2011 2.08 0.51 5.57 2.74 146 2278 7436 12613 106301 249 517 734 2013 493 3.9 295 2.02 0.23
2012 2.4 0.5 6.03 2.72 167 2445 6211 14686 121036 291 699 750 2040 633 4.3 158 0.95 0.21
2013 2.38 0.54 6.33 2.77 95 2540 3768 16053 137123 313 745 730 2024 374 2.3 152 1.6 0.24
2014 2.59 0.53 6.09 2.64 145 2685 6566 16250 153462 262 679 657 1734 514 3.2 184 1.27 0.22
2015 2.69 0.52 6.02 2.66 195 2880 5485 17310 170800 240 645 698 1855 955 5.5 282 1.45 0.22
2016 2.02 0.5 5.53 2.12 146 3026 4626 16722 187545 340 688 748 1585 709 4.2 128 0.88 0.2
2017 1.9 0.52 5.45 1.96 125 3151 2338 17150 204728 341 649 748 1467 676 3.9 105 0.84 0.21
2018 2.08 0.53 5.16 2.14 123 3274 1645 16859 221615 271 565 706 1514 700 4.2 71 0.58 0.22
2019 1.49 0.54 4.88 1.98 157 3431 3598 16731 238353 248 370 734 1453 841 5 160 1.02 0.21
2020 1.89 0.64 5.25 2.15 148 3579 1682 18752 257141 280 529 746 1603 745 4 91 0.61 0.3
2021 1.91 0.74 5 1.96 154 3733 5497 18670 275823 305 584 699 1371 812 4.3 340 2.21 0.27
2022 3.32 0.73 4.79 2.55 132 3865 1133 18490 294318 302 1003 707 1801 577 3.1 100 0.76 0.22
2023 5.1 0.69 4.76 3.37 257 4122 1211 19639 313958 286 1459 714 2407 1465 7.5 185 0.72 0.2
2024 1.93 0.81 4.44 3.37 224 4346 483 19317 333275 389 751 848 2857 1096 5.7 166 0.74 0.23
2025 1.6 3.46 2.75 165 4511 58 15622 348899 481 769 915 2513 750 4.8 54 0.33
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.

Full description at Econpapers || Download paper

13904
21995Another look at the instrumental variable estimation of error-components models. (1995). Bover, Olympia ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:29-51.

Full description at Econpapers || Download paper

10996
31986Generalized autoregressive conditional heteroskedasticity. (1986). Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:3:p:307-327.

Full description at Econpapers || Download paper

8832
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.

Full description at Econpapers || Download paper

7099
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.

Full description at Econpapers || Download paper

6021
61992Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?. (1992). shin, yongcheol ; Schmidt, Peter ; Phillips, Peter ; Kwiatkowski, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178.

Full description at Econpapers || Download paper

4425
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.

Full description at Econpapers || Download paper

4322
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

3383
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.

Full description at Econpapers || Download paper

3302
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.

Full description at Econpapers || Download paper

3069
112014On 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

2496
121995Statistical 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.

Full description at Econpapers || Download paper

2477
132008Manipulation of the running variable in the regression discontinuity design: A density test. (2008). McCrary, Justin. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:698-714.

Full description at Econpapers || Download paper

2446
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.

Full description at Econpapers || Download paper

2418
152021Difference-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

2295
161974Spurious regressions in econometrics. (1974). Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120.

Full description at Econpapers || Download paper

2249
172021Difference-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

2237
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.

Full description at Econpapers || Download paper

2137
192008Regression 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

1929
202021Estimating 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

1768
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

1742
221982On 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.

Full description at Econpapers || Download paper

1732
232005Does matching overcome LaLondes critique of nonexperimental estimators?. (2005). Todd, Petra ; Smith, Jeffrey. In: Journal of Econometrics. RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353.

Full description at Econpapers || Download paper

1706
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.

Full description at Econpapers || Download paper

1694
251992ARCH modeling in finance : A review of the theory and empirical evidence. (1992). Chou, Ray ; Bollerslev, Tim ; KRONER, Kenneth F.. In: Journal of Econometrics. RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59.

Full description at Econpapers || Download paper

1676
262007Approximately 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

1601
272008Testing 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

1601
282003What is an oil shock?. (2003). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398.

Full description at Econpapers || Download paper

1520
292007Estimation and inference in two-stage, semi-parametric models of production processes. (2007). Wilson, Paul ; Simar, Leopold. In: Journal of Econometrics. RePEc:eee:econom:v:136:y:2007:i:1:p:31-64.

Full description at Econpapers || Download paper

1512
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.

Full description at Econpapers || Download paper

1490
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.

Full description at Econpapers || Download paper

1404
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.

Full description at Econpapers || Download paper

1388
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.

Full description at Econpapers || Download paper

1206
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.

Full description at Econpapers || Download paper

1185
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.

Full description at Econpapers || Download paper

1144
361988Some 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.

Full description at Econpapers || Download paper

1136
371976Exact and superlative index numbers. (1976). Diewert, Walter. In: Journal of Econometrics. RePEc:eee:econom:v:4:y:1976:i:2:p:115-145.

Full description at Econpapers || Download paper

1129
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.

Full description at Econpapers || Download paper

1077
391990Analysis of time series subject to changes in regime. (1990). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70.

Full description at Econpapers || Download paper

1023
401988Limited 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.

Full description at Econpapers || Download paper

1004
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.

Full description at Econpapers || Download paper

995
422015Common 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

956
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.

Full description at Econpapers || Download paper

946
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.

Full description at Econpapers || Download paper

939
452003Testing for a unit root in the nonlinear STAR framework. (2003). snell, andy ; shin, yongcheol ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:112:y:2003:i:2:p:359-379.

Full description at Econpapers || Download paper

926
461994On discrimination and the decomposition of wage differentials. (1994). Ransom, Michael ; Oaxaca, Ronald. In: Journal of Econometrics. RePEc:eee:econom:v:61:y:1994:i:1:p:5-21.

Full description at Econpapers || Download paper

920
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.

Full description at Econpapers || Download paper

906
481981Some 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.

Full description at Econpapers || Download paper

905
491994Autoregressive conditional heteroskedasticity and changes in regime. (1994). Hamilton, James ; Susmel, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333.

Full description at Econpapers || Download paper

902
501996Long memory processes and fractional integration in econometrics. (1996). Baillie, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:73:y:1996:i:1:p:5-59.

Full description at Econpapers || Download paper

885
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

1492
21998Initial 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

1381
32021Difference-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

1244
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

1082
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

988
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

791
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

694
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

667
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

658
102002Unit 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.

Full description at Econpapers || Download paper

532
111996Impulse 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

516
121999Threshold effects in non-dynamic panels: Estimation, testing, and inference. (1999). Hansen, Bruce. In: Journal of Econometrics. RePEc:eee:econom:v:93:y:1999:i:2:p:345-368.

Full description at Econpapers || Download paper

468
131999Spurious 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

409
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.

Full description at Econpapers || Download paper

373
152015Common 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

322
161999GMM estimation with cross sectional dependence. (1999). conley, timothy. In: Journal of Econometrics. RePEc:eee:econom:v:92:y:1999:i:1:p:1-45.

Full description at Econpapers || Download paper

281
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

279
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.

Full description at Econpapers || Download paper

268
191992Testing 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

268
201995Estimating 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

261
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

244
221977Formulation 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

234
231995Statistical 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.

Full description at Econpapers || Download paper

233
242007Approximately 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

217
252008Regression 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

186
262020Doubly 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.

Full description at Econpapers || Download paper

184
272019Climate 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.

Full description at Econpapers || Download paper

149
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.

Full description at Econpapers || Download paper

126
292022Design-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.

Full description at Econpapers || Download paper

122
302023What’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.

Full description at Econpapers || Download paper

112
312016Dynamic 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.

Full description at Econpapers || Download paper

109
322003What is an oil shock?. (2003). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398.

Full description at Econpapers || Download paper

108
331974Spurious regressions in econometrics. (1974). Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120.

Full description at Econpapers || Download paper

94
342009Identification 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.

Full description at Econpapers || Download paper

92
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.

Full description at Econpapers || Download paper

91
362012A 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.

Full description at Econpapers || Download paper

90
372016The 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.

Full description at Econpapers || Download paper

90
382005Does matching overcome LaLondes critique of nonexperimental estimators?. (2005). Todd, Petra ; Smith, Jeffrey. In: Journal of Econometrics. RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353.

Full description at Econpapers || Download paper

88
392008Randomized experiments from non-random selection in U.S. House elections. (2008). Lee, David S.. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:675-697.

Full description at Econpapers || Download paper

84
402016TENET: 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.

Full description at Econpapers || Download paper

79
412015Quantile 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.

Full description at Econpapers || Download paper

78
422008Panel data methods for fractional response variables with an application to test pass rates. (2008). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Econometrics. RePEc:eee:econom:v:145:y:2008:i:1-2:p:121-133.

Full description at Econpapers || Download paper

77
432016A weak instrument F-test in linear IV models with multiple endogenous variables. (2016). Windmeijer, Frank ; Sanderson, Eleanor. In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:212-221.

Full description at Econpapers || Download paper

76
441982On 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.

Full description at Econpapers || Download paper

75
452005Reconsidering heterogeneity in panel data estimators of the stochastic frontier model. (2005). Greene, William. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:2:p:269-303.

Full description at Econpapers || Download paper

74
462021Autoencoder 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.

Full description at Econpapers || Download paper

73
471995Assessing cross-sectional correlation in panel data. (1995). Frees, Edward W.. In: Journal of Econometrics. RePEc:eee:econom:v:69:y:1995:i:2:p:393-414.

Full description at Econpapers || Download paper

73
481981Panel data and unobservable individual effects. (1981). Taylor, William ; Hausman, Jerry. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:155-155.

Full description at Econpapers || Download paper

71
492006Forecasting 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.

Full description at Econpapers || Download paper

71
501982Formulation and estimation of dynamic models using panel data. (1982). hsiao, cheng ; Anderson, T. W.. In: Journal of Econometrics. RePEc:eee:econom:v:18:y:1982:i:1:p:47-82.

Full description at Econpapers || Download paper

67
Citing documents used to compute impact factor: 769
YearTitle
2025Differential Test Performance and Peer Effects. (2024). Prucha, Ingmar ; Kuersteiner, Guido ; Zeng, Ying. In: Papers. RePEc:arx:papers:2406.05283.

Full description at Econpapers || Download paper

2025Modeling and Estimating Two-Layer Network Interactions with Unknown Heteroskedasticity. (2025). Chen, Jiankun ; Yang, Yang ; Lin, Yanli. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:25-03.

Full description at Econpapers || Download paper

2025Quantile regression with group-level treatments. (2025). Chen, Songnian. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001332.

Full description at Econpapers || Download paper

2025Individualized Policy Evaluation and Learning under Clustered Network Interference. (2025). Zhang, YI ; Imai, Kosuke. In: Papers. RePEc:arx:papers:2311.02467.

Full description at Econpapers || Download paper

2025A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances. (2025). Tabord-Meehan, Max ; Shaikh, Azeem ; Bai, Yuehao. In: Papers. RePEc:arx:papers:2405.03910.

Full description at Econpapers || Download paper

2025The Dynamic and Heterogeneous Effects of COVID‐19 Vaccination Mandates in the USA. (2025). Nguyen, Manhhung ; Hoang, Vietngu ; Nghiem, Son. In: Health Economics. RePEc:wly:hlthec:v:34:y:2025:i:3:p:518-536.

Full description at Econpapers || Download paper

2025Robust Bayes Treatment Choice with Partial Identification. (2024). Stoye, Jörg ; Tinda, Serdil ; Jos'e Luis Montiel Olea, ; Qiu, Chen ; Fern, Andr'Es Aradillas. In: Papers. RePEc:arx:papers:2408.11621.

Full description at Econpapers || Download paper

2025Active labor market policies for the long-term unemployed: New evidence from causal machine learning. (2025). Lechner, Michael ; Goller, Daniel ; Pongratz, Tamara ; Wolff, Joachim. In: Labour Economics. RePEc:eee:labeco:v:94:y:2025:i:c:s0927537125000533.

Full description at Econpapers || Download paper

2025Analyzing greedy vaccine allocation algorithms for metapopulation disease models. (2025). Pemmaraju, Sriram V ; Adhikari, Bijaya ; Choudhuri, Akash ; Keithley, Jeffrey. In: PLOS Computational Biology. RePEc:plo:pcbi00:1012539.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Semiparametric partially linear varying coefficient higher-order spatial autoregressive model. (2025). Li, Yanhui. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01681-2.

Full description at Econpapers || Download paper

2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1295.

Full description at Econpapers || Download paper

2025Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Gogas, Periklis ; Papadimitriou, Theophilos ; Alexakis, Christos ; Sofianos, Emmanouil. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09849-w.

Full description at Econpapers || Download paper

2025Short- and long-run cross-border European sustainability interdependences. (2025). Yfanti, S ; Karanasos, M ; Wu, J ; Vourvachis, P. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05765-w.

Full description at Econpapers || Download paper

2025The impact of the official statistics revision on the accuracy of the Russian macroeconomic indicators nowcasting models. (2025). Makeeva, Natalia. In: Applied Econometrics. RePEc:ris:apltrx:021520.

Full description at Econpapers || Download paper

2025A tale of the two recessions 2008 and 2020: What do the Taylor rule, the Phillips curve and Okuns law tell?. (2025). Seip, Knut L ; Zhang, Dan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:3:p:681-701.

Full description at Econpapers || Download paper

2025Estimating the Output Gap of the Russian Economy: A Multivariate Approach Based on BVAR and the Beveridge€“Nelson Filter. (2025). Kislyak, Nadezhda ; Zverev, Ilya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:22-46.

Full description at Econpapers || Download paper

2025Nonparametric testing of first-order structure in point processes on linear networks. (2025). Borrajo, Mara Isabel ; Gonzlez-Prez, Ignacio ; Gonzlez-Manteiga, Wenceslao. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01657-8.

Full description at Econpapers || Download paper

2025Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600.

Full description at Econpapers || Download paper

2025Estimating time-varying networks for high-dimensional time series. (2025). Chen, Jia ; Li, Degui ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002926.

Full description at Econpapers || Download paper

2025Community influence analysis in social networks. (2025). Zhang, Qingzhao ; Tsai, Chih-Ling ; Lan, Wei ; Fang, Kuangnan ; Chen, Yuanxing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:202:y:2025:i:c:s016794732400121x.

Full description at Econpapers || Download paper

2025Estimation of High-dimensional Nonlinear Vector Autoregressive Models. (2025). Han, Yuefeng ; Chen, Likai ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2511.18641.

Full description at Econpapers || Download paper

2025Partitioned Wild Bootstrap for Panel Data Quantile Regression. (2025). Lamarche, Carlos ; Galvao, Antonio ; Parker, Thomas. In: Papers. RePEc:arx:papers:2507.18494.

Full description at Econpapers || Download paper

2025A Robust Residual-Based Test for Structural Changes in Factor Models. (2025). Su, Liangjun ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2406.00941.

Full description at Econpapers || Download paper

2025Regularized multigroup exploratory approximate factor analysis for easy analysis of complex data. (2025). Mols, Floortje ; Malinowski, Jakub ; van Deun, Katrijn ; Schoormans, Dounya. In: OSF Preprints. RePEc:osf:osfxxx:9twbk_v1.

Full description at Econpapers || Download paper

2025Portfolio selection revisited. (2025). Shkolnik, Alex ; Gurdogan, Hubeyb ; Kercheval, Alec ; Bar, Haim ; Goldberg, Lisa R. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06340-7.

Full description at Econpapers || Download paper

2025Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections. (2025). Keijsers, Bart ; Boot, Tom. In: Papers. RePEc:arx:papers:2506.09575.

Full description at Econpapers || Download paper

2025SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting. (2025). Yang, Qing ; Chen, YU ; Hao, Yifan ; Shu, Lei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x2400112x.

Full description at Econpapers || Download paper

2025How weak are weak factors? Uniform inference for signal strength in signal plus noise models. (2025). Sodin, Sasha ; Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2507.18554.

Full description at Econpapers || Download paper

2025Large-dimensional Factor Analysis with Weighted PCA. (2025). Yuan, Ming ; Lyu, Zhongyuan. In: Papers. RePEc:arx:papers:2508.15675.

Full description at Econpapers || Download paper

2025Bias Correction in Factor-Augmented Regression Models with Weak Factors. (2025). Yamagata, Takashi ; Uematsu, Yoshimasa ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2509.02066.

Full description at Econpapers || Download paper

2025Dynamic factor analysis of high-dimensional recurrent events. (2025). Zhou, Kangjie ; Chen, Yunxiao ; Ying, Zhiliang. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127778.

Full description at Econpapers || Download paper

2025An alternative bootstrap procedure for factor-augmented regression models. (2025). Yamagata, Takashi ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2510.00947.

Full description at Econpapers || Download paper

2025Huber Principal Component Analysis for large-dimensional factor models. (2025). He, Yong ; Zhou, Wen-Xin ; Liu, Dong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000478.

Full description at Econpapers || Download paper

2025Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

Full description at Econpapers || Download paper

2025Multilevel matrix factor model. (2025). Hui, Yongchang ; Song, Junrong ; Zhang, Yuteng ; Zheng, Shurong. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625000879.

Full description at Econpapers || Download paper

2025A robust residual-based test for structural changes in factor models. (2025). Yan, Yayi ; Su, Liangjun ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s030440762500096x.

Full description at Econpapers || Download paper

2025Fast inference for quantile regression with tens of millions of observations. (2025). Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Shin, Youngki. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000198.

Full description at Econpapers || Download paper

2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

Full description at Econpapers || Download paper

2025Higher-order Moment Inequality Restrictions for SVARs. (2025). Melosi, Leonardo ; ferroni, filippo ; Andrade, Philippe. In: Working Papers. RePEc:fip:fedbwp:99752.

Full description at Econpapers || Download paper

2025Comment on Local Projections or VARs? A Primer for Macroeconomists. (2025). Baumeister, Christiane. In: NBER Chapters. RePEc:nbr:nberch:15141.

Full description at Econpapers || Download paper

2025Locally- but not Globally-identified SVARs. (2025). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2504.01441.

Full description at Econpapers || Download paper

2025A break from the norm? Parametric representations of preference heterogeneity for discrete choice models in health. (2025). Buckell, John ; Wreford, Alice ; Quaife, Matthew ; Hancock, Thomas O. In: Papers. RePEc:arx:papers:2506.14099.

Full description at Econpapers || Download paper

2025Bregman model averaging for forecast combination. (2025). Liu, Chu-An ; Chen, Yi-Ting ; Su, Jiun-Hua. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001307.

Full description at Econpapers || Download paper

2025Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series. (2024). Zhang, Wei. In: Papers. RePEc:arx:papers:2409.08354.

Full description at Econpapers || Download paper

2025Robust matrix factor analysis method with adaptive parameter adjustment using Cauchy weighting. (2025). Li, Junchen. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01548-4.

Full description at Econpapers || Download paper

2025A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599.

Full description at Econpapers || Download paper

2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

Full description at Econpapers || Download paper

2025Identification of spatial spillovers: Do’s and donts. (2025). Debarsy, Nicolas ; le Gallo, Julie. In: Post-Print. RePEc:hal:journl:hal-04549691.

Full description at Econpapers || Download paper

2025The pricing ability of factor model based on machine learning: Evidence from high-frequency data in China. (2025). Zhang, Xuan ; Pan, Mengmeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003168.

Full description at Econpapers || Download paper

2025High frequency factor analysis with partially observable factors. (2025). Lu, Wenqi ; Chen, Dachuan ; Xie, Siyu. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001125.

Full description at Econpapers || Download paper

2025Semi-functional varying coefficient mode-based regression. (2025). Wang, Tao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x2400109x.

Full description at Econpapers || Download paper

2025Optimal distributed Poisson subsampling for modal regression with massive data. (2025). Luo, Ruihan ; Li, Cheng ; Yang, Jian-Feng. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:5:d:10.1007_s00362-025-01747-1.

Full description at Econpapers || Download paper

2025Judgment can spur long memory. (2025). Zanetti Chini, Emilio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001970.

Full description at Econpapers || Download paper

2025Heterogeneous peer effects and gender-based interventions for teenage obesity. (2025). Fortin, Bernard ; Dieye, Rokhaya ; Comola, Margherita. In: Journal of Health Economics. RePEc:eee:jhecon:v:102:y:2025:i:c:s016762962500058x.

Full description at Econpapers || Download paper

2025Robust Structural Estimation under Misspecified Latent-State Dynamics. (2025). Chen, Ertian. In: Papers. RePEc:arx:papers:2510.22347.

Full description at Econpapers || Download paper

2025Bayesian prior robustness using general $$\phi $$ ϕ -divergence measure. (2025). Atil, Lynda ; Harrouche, Lyasmine ; Fellag, Hocine. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01628-z.

Full description at Econpapers || Download paper

2025Aggregated Intersection Bounds and Aggregated Minimax Values. (2024). Semenova, Vira. In: Papers. RePEc:arx:papers:2303.00982.

Full description at Econpapers || Download paper

2025Estimating the impact of social distance policy in mitigating COVID-19 spread with factor-based imputation approach. (2025). Huang, Difang ; Wu, Boyao ; Liang, Ying ; Ye, Yanyi. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02649-1.

Full description at Econpapers || Download paper

2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Papers. RePEc:arx:papers:2501.02381.

Full description at Econpapers || Download paper

2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Working Papers. RePEc:ris:albaec:2025_001.

Full description at Econpapers || Download paper

2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Staff Working Papers. RePEc:bca:bocawp:25-10.

Full description at Econpapers || Download paper

2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

Full description at Econpapers || Download paper

2025Mixingale and physical dependence equality with applications. (2025). Hill, Jonathan B. In: Statistics & Probability Letters. RePEc:eee:stapro:v:221:y:2025:i:c:s0167715225000252.

Full description at Econpapers || Download paper

2025Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204.

Full description at Econpapers || Download paper

2025Supervised factor modeling for high-dimensional linear time series. (2025). Lu, Kexin ; Huang, Feiqing ; Zheng, Yao ; Li, Guodong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000491.

Full description at Econpapers || Download paper

2025xtdml: Double Machine Learning Estimation to Static Panel Data Models with Fixed Effects in R. (2025). Polselli, Annalivia. In: Papers. RePEc:arx:papers:2512.15965.

Full description at Econpapers || Download paper

2025Scaled envelope models for multivariate time series. (2025). Samadi, Yaser S ; Wiranthe, H M. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000770.

Full description at Econpapers || Download paper

2025Job insecurity, equilibrium determinacy and E-stability in a New Keynesian model with asymmetric information. Theory and simulation analysis. (2025). Errichiello, Luisa ; Vota, Luca. In: Papers. RePEc:arx:papers:2512.13627.

Full description at Econpapers || Download paper

2025Robust Inference for Time Varying Predictability: A Sieve-IVX Approach. (2025). Phillips, Peter ; Liu, Yanbo ; Zhang, Yajie. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2431.

Full description at Econpapers || Download paper

2025State-Varying Model Averaging Prediction. (2025). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202507.

Full description at Econpapers || Download paper

2025Penalized Optimal Forecast Combination for Quantile Regressions. (2025). Wang, Shouyang ; Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202514.

Full description at Econpapers || Download paper

2025Iterated Dynamic Model Averaging and application to inflation forecasting. (2025). Chen, Sihan ; Ming, Lei ; Yang, Haoxi. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001826.

Full description at Econpapers || Download paper

2025Quantile prediction with factor-augmented regression: Structural instability and model uncertainty. (2025). Wang, Siwei ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000533.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Sieve estimation of state-varying factor models. (2025). Su, Liangjun ; Jin, Sainan ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001186.

Full description at Econpapers || Download paper

2025Policy Learning with $\alpha$-Expected Welfare. (2025). Xu, Gaoqian ; Qi, Yuan ; Fan, Yanqin. In: Papers. RePEc:arx:papers:2505.00256.

Full description at Econpapers || Download paper

2025Ranking Policies Under Loss Aversion and Inequality Aversion. (2025). Parker, Thomas ; Kurek, Radoslaw ; Kobus, Martyna. In: Papers. RePEc:arx:papers:2510.09590.

Full description at Econpapers || Download paper

2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

Full description at Econpapers || Download paper

2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Learning from crises: A new class of time-varying parameter VARs with observable adaptation. (2025). Korobilis, Dimitris ; Hardy, Nicolas. In: Papers. RePEc:arx:papers:2512.03763.

Full description at Econpapers || Download paper

2025Learning from crises: A new class of time-varying parameter VARs with observable adaptation. (2025). Korobilis, Dimitris ; Hardy, Nicolas. In: Working Papers. RePEc:gla:glaewp:2025_12.

Full description at Econpapers || Download paper

2025Threshold mixed data sampling logit model with an application to forecasting US bank failures. (2025). Bai, Jianming ; Ren, Mingjian ; Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:1:d:10.1007_s00181-024-02639-3.

Full description at Econpapers || Download paper

2025Assessment of Low-Carbon Utilization in Territorial Space and Identification of Its Driving Factors: A Case Study of the Yangtze River Economic Belt in China. (2025). Li, Junmin ; Tang, Peng ; Chen, Liangzhao. In: Land. RePEc:gam:jlands:v:14:y:2025:i:4:p:738-:d:1623742.

Full description at Econpapers || Download paper

2025Agricultural crime victimization and food security outcomes among smallholder farmers in rural Tanzania. (2025). Ochieng, Nelson A ; Grote, Ulrike. In: Food Security: The Science, Sociology and Economics of Food Production and Access to Food. RePEc:spr:ssefpa:v:17:y:2025:i:3:d:10.1007_s12571-025-01541-9.

Full description at Econpapers || Download paper

2025The longer the daily commute to school, the lower the student attendance: evidence from Brazil. (2025). Silveira Neto, Raul ; Costa, Diego Firmino ; Pereira, Rubens Lopes. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:3:d:10.1007_s00168-025-01410-5.

Full description at Econpapers || Download paper

2025Factors of Economic Growth in Bulgaria 1995-2019. (2025). Tsvetkov, Tsvetomir. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:7:p:75-97.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025A two-sample test for high-dimensional mean vectors via double verification. (2025). Jiang, Ruizhe ; Huang, Xiaowen. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:6:d:10.1007_s00362-025-01744-4.

Full description at Econpapers || Download paper

2025Strategic Responses to Technological Change: Evidence from Online Labor Markets. (2025). Liu, Ted ; Yiu, Shun ; Seamans, Rob ; Raj, Manav. In: Papers. RePEc:arx:papers:2403.15262.

Full description at Econpapers || Download paper

2025A quantile-based nonadditive fixed effects model. (2024). Liu, Xin. In: Papers. RePEc:arx:papers:2405.03826.

Full description at Econpapers || Download paper

2025Continuous difference-in-differences with double/debiased machine learning. (2025). Zhang, Lucas. In: Papers. RePEc:arx:papers:2408.10509.

Full description at Econpapers || Download paper

2025Learning by exporting with a dose-response function. (2025). Cerulli, Giovanni ; Rungi, Armando ; Micocci, Francesca. In: Papers. RePEc:arx:papers:2505.03328.

Full description at Econpapers || Download paper

2025A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data. (2025). Shi, Zhentao ; Xie, Haitian. In: Papers. RePEc:arx:papers:2505.22388.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation. (2025). Shao, Peng ; Schorfheide, Frank ; Cheng, XU. In: PIER Working Paper Archive. RePEc:pen:papers:25-014.

Full description at Econpapers || Download paper

2025What Occupations Do. (2025). Price, David ; Arbour, William. In: Working Papers. RePEc:tor:tecipa:tecipa-800.

Full description at Econpapers || Download paper

2025Employee-owned firms and the careers of young workers. (2025). Garcia-Louzao, Jose ; Burdin, Gabriel. In: Labour Economics. RePEc:eee:labeco:v:93:y:2025:i:c:s0927537125000132.

Full description at Econpapers || Download paper

2025The Role of Firms and Job Mobility in the Assimilation of Immigrants: Former Soviet Union Jews in Israel 1990€“2019. (2025). Arellano-Bover, Jaime ; San, Shmuel. In: CAGE Online Working Paper Series. RePEc:cge:wacage:764.

Full description at Econpapers || Download paper

2025What Do (Thousands of) Union Do? Union-Specific Pay Premia and Inequality. (2025). Gerard, Francois ; Derenoncourt, Ellora ; Montialoux, Claire ; Lagos, Lorenzo. In: IZA Discussion Papers. RePEc:iza:izadps:dp18065.

Full description at Econpapers || Download paper

2025Job Ladders by Firm Wage and Productivity. (2025). Vejlin, Rune ; Bertheau, Antoine. In: Review of Economic Dynamics. RePEc:red:issued:23-8.

Full description at Econpapers || Download paper

2025Behavioral Responses to Environmental Emergency Alerts and Temporary Driving Restrictions: Evidence from Cyclists in Mexico City. (2025). Flores, Daniel ; Castro, Jos Eduardo. In: Environmental & Resource Economics. RePEc:kap:enreec:v:88:y:2025:i:6:d:10.1007_s10640-025-00985-z.

Full description at Econpapers || Download paper

2025Inference in IV models with clustered dependence, many instruments and weak identification. (2024). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

Full description at Econpapers || Download paper

2025Drivers of COVID-19 in U.S. counties: A wave-level analysis. (2024). Otero, Jesus ; HENRY, MIGUEL ; Garcia-Suaza, Andres ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1067.

Full description at Econpapers || Download paper

2025Clustered Network Connectedness:A New Measurement Frameworkwith Application to Global Equity Markets. (2025). Yilmaz, Kamil ; Diebold, Francis X ; Buchwalter, Bastien. In: PIER Working Paper Archive. RePEc:pen:papers:25-009.

Full description at Econpapers || Download paper

2025Spurious Precision in Meta-Analysis of Observational Research. (2025). Irsova, Zuzana ; Havranek, Tomas ; Rachinger, Heiko. In: MetaArXiv. RePEc:osf:metaar:3qp2w_v2.

Full description at Econpapers || Download paper

2025Spillover effects of Medicaid expansion on Medicare: Evidence from administrative data. (2025). Barkowski, Scott ; Jun, Dajung ; Zhang, Yuting. In: Journal of Policy Analysis and Management. RePEc:wly:jpamgt:v:44:y:2025:i:2:p:579-611.

Full description at Econpapers || Download paper

2025Farmers as prosumers: Evidence from cadmium‐contaminated rice in China. (2025). Zhao, Jinhua ; Liu, Zongzhi ; Zhou, LI. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:107:y:2025:i:2:p:635-654.

Full description at Econpapers || Download paper

2025Growth in Chains: EU Value Chain Productivity and its Slowdown. (2025). Lähdemäki, Sakari ; Lhdemki, Sakari ; Kuusi, Tero. In: ETLA Working Papers. RePEc:rif:wpaper:128.

Full description at Econpapers || Download paper

2025Mask wars: Sourcing a critical medical product from China in times of COVID-19. (2025). Wang, Feicheng ; Turbanisch, Felix ; Leue, Sebastian ; Kis-Katos, Krisztina ; Kaplan, Lennart ; Fuchs, Andreas. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:318268.

Full description at Econpapers || Download paper

2025Is social capital a driver of the green transition in the European Union?. (2025). Picazo-Tadeo, Andres ; Rios, Vicente ; Gianmoena, Lisa ; Peir-Palomino, Jess. In: Ecological Economics. RePEc:eee:ecolec:v:230:y:2025:i:c:s0921800924003975.

Full description at Econpapers || Download paper

2025Administrative areas and regional identity formation: The case of East Germany. (2025). Kellermann, Kim Leonie ; Gbler, Stefanie. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:111:y:2025:i:c:s0166046225000055.

Full description at Econpapers || Download paper

2025Testing above the limit: Drinking water contamination and test scores. (2025). Marcus, Michelle. In: Journal of Public Economics. RePEc:eee:pubeco:v:243:y:2025:i:c:s0047272725000118.

Full description at Econpapers || Download paper

2025Seeking blessings by doing good: Top executive superstitions and corporate philanthropy. (2025). Pan, Yukun ; Liao, Lin ; Cai, Xianjun ; Wang, Kun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000434.

Full description at Econpapers || Download paper

2025The impact of ESG advantages on the economic development of neighboring regions. (2025). Hao, Simin ; Huang, Chongle ; Ma, Limei. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002555.

Full description at Econpapers || Download paper

2025Guilty or scapegoat? Land consolidation and the hedgerow decline. (2025). Chakir, Raja ; Cocco, Valentin ; Mouysset, Lauriane. In: Post-Print. RePEc:hal:journl:hal-04658788.

Full description at Econpapers || Download paper

2025A New Equilibrium: COVID-19 Lockdowns and WFH Persistence. (2025). Ketter, Laura ; Morris, Todd ; Yu, Lizi. In: IZA Discussion Papers. RePEc:iza:izadps:dp17975.

Full description at Econpapers || Download paper

2025Re-exhuming the old hatchet: The effects of affirmative action policies on political preferences in post-apartheid South Africa. (2025). Belmonte, Alessandro ; Ticchi, Davide ; Ubaldi, Michele. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1626.

Full description at Econpapers || Download paper

2025Central banks’ financial stability orientation and bank risk-taking. (2025). Raz, Arisyi ; Mariana, Christy Dwita. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000385.

Full description at Econpapers || Download paper

2025Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity. (2025). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:125017.

Full description at Econpapers || Download paper

2025Affirmative Actions, Economic Insecurity, and Ethnic Conflicts: Evidence from South Africa Post-Apartheid. (2025). Ubaldi, Michele ; Ticchi, Davide ; Belmonte, Alessandro. In: Working Papers. RePEc:anc:wpaper:496.

Full description at Econpapers || Download paper

2025A new equilibrium: COVID-19 lockdowns and WFH persistence. (2025). Yu, Lizi ; Morris, Todd ; Ketter, Laura. In: Papers. RePEc:arx:papers:2506.16671.

Full description at Econpapers || Download paper

2025Fast Cluster Bootstrap Methods for Spatial Error Models. (2025). Zheng, YU ; Fan, Honggang. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:2913-:d:1745436.

Full description at Econpapers || Download paper

2025Sweets for my sweet: The impact of partner unemployment on individual physical health. (2025). Gallo, Giovanni ; Ubaldi, Michele. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1638.

Full description at Econpapers || Download paper

2025Spurious precision in meta-analysis of observational research. (2025). Irsova, Zuzana ; Havranek, Tomas ; Rachinger, Heiko. In: Nature Communications. RePEc:nat:natcom:v:16:y:2025:i:1:d:10.1038_s41467-025-63261-0.

Full description at Econpapers || Download paper

2025The impact of a sudden asylum seeker influx on host attitudes: Quasi-experimental evidence from South Korea. (2025). Shin, Seonho. In: World Development. RePEc:eee:wdevel:v:192:y:2025:i:c:s0305750x2500066x.

Full description at Econpapers || Download paper

2025Legal effectiveness and external capital: The role of foreign debt. (2025). Allayannis, George ; Brown, Gregory W ; Klapper, Leora F. In: Journal of Economics and Business. RePEc:eee:jebusi:v:134-135:y:2025:i::s0148619525000128.

Full description at Econpapers || Download paper

2025The proof of the pudding is in the heating: A field experiment on household engagement with heat pump flexibility. (2025). Ovaere, Marten ; Rigaux, Baptiste ; Hamels, Sam. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325003895.

Full description at Econpapers || Download paper

2025The effect of NYSE American’s latency delay on informed trading. (2025). Xu, KE ; Morris, Jeremy. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004533.

Full description at Econpapers || Download paper

2025Do policies reshape attitudes? Evidence from maternity leave expansion in China. (2025). Jia, Ning ; Huang, Chen. In: China Economic Review. RePEc:eee:chieco:v:93:y:2025:i:c:s1043951x25001208.

Full description at Econpapers || Download paper

2025The effect of temperatures on household electricity consumption in northern China: Evidence from smart meters. (2025). Xu, Junbing ; Chen, Hanyi ; Shi, Tie ; Wang, Xuebin. In: Utilities Policy. RePEc:eee:juipol:v:96:y:2025:i:c:s0957178725001377.

Full description at Econpapers || Download paper

2025Health and creativity: Evidence from corporate innovation. (2025). Wu, Yanhui ; Keng, Kelvin Jui ; Do, Truc. In: Research Policy. RePEc:eee:respol:v:54:y:2025:i:9:s0048733325001398.

Full description at Econpapers || Download paper

2025The dynamics of crop diversity and seed use in the context of recurrent climate shocks and poverty: Seasonal panel data evidence from rural Uganda. (2025). Makate, Clifton ; Mulesa, Teshome Hunduma ; Angelsen, Arild ; Westengen, Ola Tveitereid. In: World Development Perspectives. RePEc:eee:wodepe:v:39:y:2025:i:c:s2452292925000438.

Full description at Econpapers || Download paper

2025Nonparametric methods for comparing distribution functionals for dependent samples with application to inequality measures. (2025). He, Tianyu ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2512.21862.

Full description at Econpapers || Download paper

2025Do workers or firms drive the foreign acquisition wage gap?. (2025). Oort, Frank ; Gerritse, Michiel ; Roesch, Marcus ; van Oort, Frank ; Karreman, Bas ; Loog, Bart. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001552.

Full description at Econpapers || Download paper

2025Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm. (2025). Qin, Shenghao ; Ma, LI ; Xia, Yin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:206:y:2025:i:c:s0047259x24001027.

Full description at Econpapers || Download paper

2025Unintended environmental gains: The impact of social insurance contribution cut on corporate carbon emission reduction. (2025). Xiang, Lijin ; Si, Deng-Kui ; Su, Junjia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1839-1857.

Full description at Econpapers || Download paper

2025Sequential quantile regression for stream data by least squares. (2025). Fan, YE ; Lin, Nan. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624001374.

Full description at Econpapers || Download paper

2025Feature-splitting algorithms for ultrahigh dimensional quantile regression. (2025). Wang, Christina Dan ; Jiang, Yifan ; Li, Runze ; Wen, Jiawei ; Yang, Songshan. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407623000714.

Full description at Econpapers || Download paper

2025Statistical inference for smoothed quantile regression with streaming data. (2025). Xie, Jinhan ; Yan, Xiaodong ; Jiang, Bei ; Kong, Linglong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624002756.

Full description at Econpapers || Download paper

2025Inference on time series nonparametric conditional moment restrictions using nonlinear sieves. (2025). Wang, Weichen ; Chen, Xiaohong ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624002719.

Full description at Econpapers || Download paper

2025Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761.

Full description at Econpapers || Download paper

2025A Selective Overview of Quantile Regression for Large-Scale Data. (2025). Sun, Weixi ; Zhong, Hanyu ; Hu, Xiaoxue ; Cao, Wei ; Wang, Shanshan. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:837-:d:1603908.

Full description at Econpapers || Download paper

2025Non-parametric Quantile Regression and Uniform Inference with Unknown Error Distribution. (2025). Zhang, Zheng ; Huang, Wei ; Hou, Haoze. In: Papers. RePEc:arx:papers:2504.01761.

Full description at Econpapers || Download paper

2025Does fertility affect growth? Evidence and simulation results from alternative quantile regression estimators. (2025). Marques, Andr M. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02707-8.

Full description at Econpapers || Download paper

2025Integrative tensor regression for stratified data with application to neuroimaging analysis. (2025). Liu, Lei ; Lin, LU ; He, Yong ; Guo, Dingzi. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:5:d:10.1007_s00362-025-01740-8.

Full description at Econpapers || Download paper

2025Examining the environmental tax and the fishing grounds footprint nexus: Case of the African fishing industry. (2025). Kountchou, Armand Mboutchouang ; Nanfosso, Roger Tsafack. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:3:p:2130-2154.

Full description at Econpapers || Download paper

2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

Full description at Econpapers || Download paper

2025Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information. (2025). Xu, Buyun ; Wu, Zhimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000087.

Full description at Econpapers || Download paper

2025Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174.

Full description at Econpapers || Download paper

2025SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111.

Full description at Econpapers || Download paper

2025Endogenous Heteroskedasticity in Linear Models. (2025). Montes-Rojas, Gabriel ; Galvao, Antonio ; Martinez-Iriarte, Julian ; Alejo, Javier. In: Papers. RePEc:arx:papers:2412.02767.

Full description at Econpapers || Download paper

2025A Test for Trend Gradual Changes in Heavy Tailed AR (p) Sequences. (2025). Wang, Chong ; Wei, Yuesong ; Xu, Tianming ; Jiang, Dong. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01626-1.

Full description at Econpapers || Download paper

2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

Full description at Econpapers || Download paper

2025How to select the number of factors in break point estimation of high-dimensional factor models?. (2025). Xiang, Jingjie. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525003076.

Full description at Econpapers || Download paper

2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Cui, Guowei ; Chen, Jia ; Yamagata, Takashi ; Sarafidis, Vasilis. In: MPRA Paper. RePEc:pra:mprapa:123497.

Full description at Econpapers || Download paper

2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Yamagata, Takashi ; Chen, Jia ; Sarafidis, Vasilis ; Cui, Guowei. In: Papers. RePEc:arx:papers:2501.18467.

Full description at Econpapers || Download paper

2025Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors. (2025). Tavlas, George S ; Gefang, Deborah ; Hall, Stephen G. In: Papers. RePEc:arx:papers:2510.22399.

Full description at Econpapers || Download paper

2025Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation. (2025). DellaVigna, Stefano ; Ritzwoller, David M ; Kim, Woojin ; Imbens, Guido. In: Papers. RePEc:arx:papers:2504.13295.

Full description at Econpapers || Download paper

2025Economic activity and $$\hbox {CO}_2$$ CO 2 emissions in Spain. (2025). Ruiz, Esther ; Poncela, Pilar ; Juan, Arnzazu. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02673-1.

Full description at Econpapers || Download paper

2025Tensor time series imputation through tensor factor modelling. (2025). Cen, Zetai ; Lam, Clifford. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127231.

Full description at Econpapers || Download paper

2025Asymmetric sovereign risk: Implications for climate change preparation. (2025). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: World Development. RePEc:eee:wdevel:v:188:y:2025:i:c:s0305750x24003796.

Full description at Econpapers || Download paper

2025Functional Location-Scale Models with Robust Observation-Driven Dynamics. (2025). Lucas, Andrae ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250027.

Full description at Econpapers || Download paper

2025Tensor time series imputation through tensor factor modelling. (2025). Lam, Clifford ; Cen, Zetai. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000284.

Full description at Econpapers || Download paper

2025Economic growth, energy consumption and CO2 emissions: A replication. (2025). Chen, Qiaowen ; Zhang, Erhua. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003627.

Full description at Econpapers || Download paper

2025Low-Rank Estimation of Nonlinear Panel Data Models. (2025). Yao, Kan. In: Papers. RePEc:arx:papers:2511.21948.

Full description at Econpapers || Download paper

2025“It’s not the heat, it’s the humidity!” New Climate Indices for Europe with a Multilevel Factor Model. (2025). Manera, Matteo ; Pedini, Luca ; Valenti, Daniele ; Casoli, Chiara. In: Working Papers. RePEc:fem:femwpa:2025.23.

Full description at Econpapers || Download paper

2025“It’s not the heat, it’s the humidity!” New Climate Indices for Europe with a Multilevel Factor Model. (2025). Manera, Matteo ; Pedini, Luca ; Valenti, Daniele ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:376264.

Full description at Econpapers || Download paper

2025Time-varying vector error-correction models: Estimation and inference. (2025). Yan, Yayi ; GAO, Jiti ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625000892.

Full description at Econpapers || Download paper

2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

Full description at Econpapers || Download paper

2025Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Basse, Tobias ; Wegener, Christoph ; Nguyen, Tam Huu ; Maiani, Stefano. In: Accountancy, Economics, and Finance Working Papers. RePEc:zbw:hwuaef:313644.

Full description at Econpapers || Download paper

2025Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999.

Full description at Econpapers || Download paper

2025Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach. (2025). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000569.

Full description at Econpapers || Download paper

2025Microeconomic heterogeneity in wages, hours, and assets to inform an OLG model for New Zealand. (2025). Binning, Andrew ; Zbilgin, Murat ; McKenzie, Susie ; Smith, Christie. In: Treasury Analytical Notes Series. RePEc:nzt:nztans:an25/06.

Full description at Econpapers || Download paper

2025Distribution regression with censored selection. (2025). Chen, Songnian ; Liu, Nianqing ; Zhang, Hanghui. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625000843.

Full description at Econpapers || Download paper

2025Efficient calculation of distributed photovoltaic power generation power prediction via deep learning. (2025). Li, Jiaqian ; Rao, Congjun ; Gao, Mingyun ; Xiao, Xinping ; Goh, Mark. In: Renewable Energy. RePEc:eee:renene:v:246:y:2025:i:c:s0960148125005634.

Full description at Econpapers || Download paper

2025Empirical estimator of diversification quotient. (2025). Han, Xia ; Zhao, Mengshi ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2506.20385.

Full description at Econpapers || Download paper

2025PELVaR: Probability equal level representation of Value at Risk through the notion of Flexible Expected Shortfall. (2025). Papayiannis, Georgios I ; Psarrakos, Georgios. In: Papers. RePEc:arx:papers:2507.13562.

Full description at Econpapers || Download paper

2025PELVE from a regulatory perspective. (2025). Laudag, Christian ; Sass, Jorn. In: Papers. RePEc:arx:papers:2511.03551.

Full description at Econpapers || Download paper

2025The continuous-time limit of quasi score-driven volatility models. (2024). He, Ping ; Wu, Yinhao. In: Papers. RePEc:arx:papers:2409.14734.

Full description at Econpapers || Download paper

2025Statistical Properties of Two Asymmetric Stochastic Volatility in Power Mean Models. (2025). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2546.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

Full description at Econpapers || Download paper

2025Social Networks and Labor Market Outcomes: Occupation Matters. (2025). Righetto, Giovanni ; Miranda, Jessica Gagete ; Dadda, Giovanna. In: FBK-IRVAPP Working Papers. RePEc:fbk:wpaper:2025-02.

Full description at Econpapers || Download paper

2025Workplace segregation and the labour market performance of immigrants. (2025). Willis, Sbastien. In: Labour Economics. RePEc:eee:labeco:v:93:y:2025:i:c:s0927537124001489.

Full description at Econpapers || Download paper

2025Coworker networks and the role of occupations in job finding. (2025). Zhu, Maria ; Gyetvai, Attila. In: Labour Economics. RePEc:eee:labeco:v:94:y:2025:i:c:s0927537125000260.

Full description at Econpapers || Download paper

2025Firm quality and health maintenance. (2025). Elek, Pter ; Br, Anik. In: Journal of Health Economics. RePEc:eee:jhecon:v:103:y:2025:i:c:s0167629625000803.

Full description at Econpapers || Download paper

2025The Rise of Industrial AI in America: Microfoundations of the Productivity J-curve(s). (2025). Brynjolfsson, Erik ; Kroff, Zachary ; Yang, Mu-Jeung ; McElheran, Kristina. In: Working Papers. RePEc:cen:wpaper:25-27.

Full description at Econpapers || Download paper

2025Gender Promotion Gaps in Knowledge Work: The Role of Task Assignment in Teams. (2025). Friebel, Guido ; Bircan, Çağatay ; Stahl, Tristan. In: RFBerlin Discussion Paper Series. RePEc:crm:wpaper:2518.

Full description at Econpapers || Download paper

2025Corporate Hierarchy. (2025). Giroud, Xavier ; Ewens, Michael. In: SocArXiv. RePEc:osf:socarx:yj4he_v1.

Full description at Econpapers || Download paper

2025Making the Invisible Hand Visible: Managers and the Allocation of Workers to Jobs. (2025). Minni, Virginia. In: IZA Discussion Papers. RePEc:iza:izadps:dp18137.

Full description at Econpapers || Download paper

2025Job search under changing labour taxes. (2025). Bryson, Alex ; Dale-Olsen, Harald. In: Labour Economics. RePEc:eee:labeco:v:95:y:2025:i:c:s0927537125000740.

Full description at Econpapers || Download paper

2025Bilateral data asset matching in digital innovation ecosystems: A regret theory approach. (2025). Wang, Yaqi ; Shan, Zidan. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016118.

Full description at Econpapers || Download paper

2025Asymptotic theory for two-way clustering. (2025). Yap, Luther. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000557.

Full description at Econpapers || Download paper

2025The Union Wage Mark-up for Immigrants in the United States. (2025). rienzo, cinzia ; Goerke, Laszlo. In: IAAEU Discussion Papers. RePEc:iaa:dpaper:202501.

Full description at Econpapers || Download paper

2025The public-private sector wage gap in Lithuania: evidence from social security data. (2025). Garcia-Louzao, Jose ; Jonukait, Karolina. In: Baltic Journal of Economics. RePEc:bic:journl:v:25:y:2025:i:1:p:72-87.

Full description at Econpapers || Download paper

2025Labour market power, firm productivity, and the immigrant-native pay gap. (2025). Tino, Stephen. In: CLEF Working Paper Series. RePEc:zbw:clefwp:327118.

Full description at Econpapers || Download paper

2025Global mining and the production of inequality: a case for continued inquiry. (2025). Owen, John R ; Kemp, Deanna. In: World Development Perspectives. RePEc:eee:wodepe:v:39:y:2025:i:c:s2452292925000530.

Full description at Econpapers || Download paper

2025Can A New Name Open Closed Doors? Foreign-Sounding Names and Immigrant Earnings. (2025). Hermansen, Are Skeie ; Umblijs, Janis. In: SocArXiv. RePEc:osf:socarx:rd3gv_v1.

Full description at Econpapers || Download paper

2025The labour market return to permanent residency. (2025). Notowidigdo, Matthew ; Kroft, Kory ; Tino, Stephen ; Norwich, Isaac. In: CLEF Working Paper Series. RePEc:zbw:clefwp:335026.

Full description at Econpapers || Download paper

2025A Uniformly Valid Test for Instrument Exogeneity. (2025). Gospodinov, Nikolay ; Dovonon, Prosper. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101963.

Full description at Econpapers || Download paper

2025Evaluation and Prediction of Agricultural Water Use Efficiency in the Jianghan Plain Based on the Tent-SSA-BPNN Model. (2025). Su, Yuelong ; Xu, Xiangdong ; Shao, Tianshu. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:2:p:140-:d:1563822.

Full description at Econpapers || Download paper

2025Development of per Capita GDP Forecasting Model Using Deep Learning: Including Consumer Goods Index and Unemployment Rate. (2025). Na, Hyung Jong ; Lin, Chi-Ho ; Kim, Min Gyeong ; Chen, Xiao-Shan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:843-:d:1572806.

Full description at Econpapers || Download paper

2025Partially Functional Linear Regression Based on Gaussian Process Prior and Ensemble Learning. (2025). Xu, Jiaqi ; Sun, Weice ; Liu, Tao. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:853-:d:1605316.

Full description at Econpapers || Download paper

2025Class imbalance Bayesian model averaging for consumer loan default prediction: The role of soft credit information. (2025). Abedin, Mohammad Zoynul ; Zhu, Miao ; Weng, Futian ; Hajek, Petr ; Buckle, Mike. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924005154.

Full description at Econpapers || Download paper

2025Prediction of drought-flood prone zones in inland mountainous regions under climate change with assessment and enhancement strategies for disaster resilience in high-standard farmland. (2025). Wei, Yuehan ; Jia, Yikun ; Shen, Yanli ; Liu, Zhenghao ; Guo, Qingxia. In: Agricultural Water Management. RePEc:eee:agiwat:v:309:y:2025:i:c:s0378377425000630.

Full description at Econpapers || Download paper

2025A novel hybrid approach combining PDEM and bayesian optimization deep learning for stochastic vibration analysis in train-track-bridge coupled system. (2025). Mao, Jianfeng ; Li, Zheng ; Yu, Zhiwu ; Hu, Lianjun ; Khan, Mansoor ; Wu, Jun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:257:y:2025:i:pa:s0951832025000304.

Full description at Econpapers || Download paper

2025Asymptotic optimality of generalized cross validation and regularized Mallows model averaging. (2025). Li, Xinmin ; Zou, Chenchen ; Liang, Hua. In: Statistics & Probability Letters. RePEc:eee:stapro:v:222:y:2025:i:c:s0167715225000513.

Full description at Econpapers || Download paper

2025Multivariate dynamic mediation analysis under a reinforcement learning framework. (2025). Shi, Chengchun ; Luo, By Lan ; Li, Lexin ; Wang, Jitao ; Wu, Zhenke. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127112.

Full description at Econpapers || Download paper

2025Adaptive-to-sub-null testing for mediation effects in structural equation models. (2025). Zhu, Lixing ; Ye, Chuyun ; Huang, Jiaqi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:211:y:2025:i:c:s0167947325000817.

Full description at Econpapers || Download paper

2025Instrumental variable estimation with observed and unobserved heterogeneity of the treatment and instrument effect: a latent class approach. (2025). Sarrias, Mauricio ; Rodriguez, Pablo. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02658-0.

Full description at Econpapers || Download paper

2025Inference on the Distribution of Individual Treatment Effects in Nonseparable Triangular Models. (2025). Marmer, Vadim ; Yu, Zhengfei. In: Papers. RePEc:arx:papers:2509.15401.

Full description at Econpapers || Download paper

2025Bounds for within-household encouragement designs with interference. (2025). Acerenza, Santiago ; Spini, Pietro Emilio ; Martinez-Iriarte, Julian. In: Papers. RePEc:arx:papers:2503.14314.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Testing heterogeneous treatment effect with quantile regression under covariate-adaptive randomization. (2025). Liu, Yang ; Xia, Lucy ; Hu, Feifang. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624001544.

Full description at Econpapers || Download paper

2025Efficient quantile covariate adjusted response adaptive experiments. (2025). Li, Zhonghua ; Wang, Jingshen ; Luo, Lan ; Feng, Long. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624002021.

Full description at Econpapers || Download paper

2025Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials. (2025). Oka, Tatsushi ; Hayakawa, Yuta ; Byambadalai, Undral ; Yasui, Shota. In: Papers. RePEc:arx:papers:2407.14074.

Full description at Econpapers || Download paper

2025On Efficient Estimation of Distributional Treatment Effects under Covariate-Adaptive Randomization. (2025). Oka, Tatsushi ; Hirata, Tomu ; Byambadalai, Undral ; Yasui, Shota. In: Papers. RePEc:arx:papers:2506.05945.

Full description at Econpapers || Download paper

2025Beyond the Average: Distributional Causal Inference under Imperfect Compliance. (2025). Byambadalai, Undral ; Hirata, Tomu ; Oka, Tatsushi ; Yasui, Shota. In: Papers. RePEc:arx:papers:2509.15594.

Full description at Econpapers || Download paper

2025Adjustments with many regressors under covariate-adaptive randomizations. (2025). Miao, Ke ; Jiang, Liang ; Zhang, Yichong ; Li, Liyao. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000454.

Full description at Econpapers || Download paper

2025Bayesian Synthetic Control with a Soft Simplex Constraint. (2025). Xu, Yihong ; Zhou, Quan. In: Papers. RePEc:arx:papers:2503.06454.

Full description at Econpapers || Download paper

2025A Relaxation Approach to Synthetic Control. (2025). Zheng, Yapeng ; Shi, Zhentao ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2508.01793.

Full description at Econpapers || Download paper

2025L2-relaxation for Economic Prediction. (2025). Wang, Yishu ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2510.12183.

Full description at Econpapers || Download paper

2025Regularizing Discrimination in Optimal Policy Learning with Distributional Targets. (2024). Kock, Anders ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2401.17909.

Full description at Econpapers || Download paper

2025On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs. (2024). Okamoto, Yuta ; Ozaki, Yuuki. In: Papers. RePEc:arx:papers:2412.04265.

Full description at Econpapers || Download paper

2025Piecewise monotone estimation in one-parameter exponential families. (2025). Miyatake, Yuto ; Matsuda, Takeru. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:4:d:10.1007_s00362-025-01697-8.

Full description at Econpapers || Download paper

2025Estimation of a Dynamic Tobit Model with a Unit Root. (2025). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2512.12110.

Full description at Econpapers || Download paper

2025Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction. (2024). STUPFLER, Gilles ; Usseglio-Carleve, Antoine ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:129693.

Full description at Econpapers || Download paper

2025Tail expectile-VaR estimation in the semiparametric Generalized Pareto model. (2025). STUPFLER, Gilles ; Nemouchi, Boutheina ; Daouia, Abdelaati ; Abbas, Yasser. In: TSE Working Papers. RePEc:tse:wpaper:130105.

Full description at Econpapers || Download paper

2025Estimating Spillovers from Sampled Connections. (2024). Marray, Kieran. In: Papers. RePEc:arx:papers:2410.17154.

Full description at Econpapers || Download paper

2025Diffusion of mobile banking among rural women: Incentivizing local leaders vs. a marketing campaign. (2025). Braas-Garza, Pablo ; Rascn, Ericka G ; Kovk, Jaromr. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000668.

Full description at Econpapers || Download paper

2025Optimal Estimation In A Multicointegrated System. (2025). Phillips, Peter ; Kheifets, Igor L. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2463.

Full description at Econpapers || Download paper

2025ARMA-Design: Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Time Series Experiments. (2025). Kong, Linglong ; Sun, KE ; Zhu, Hongtu ; Shi, Chengchun. In: Papers. RePEc:arx:papers:2408.05342.

Full description at Econpapers || Download paper

2025A general option pricing framework for affine fractionally integrated models. (2025). Badescu, Alexandru ; Augustyniak, Maciej ; Jayaraman, Sarath Kumar ; Bgin, Jean-Franois. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002607.

Full description at Econpapers || Download paper

2025Informativeness of truncation in the options market. (2025). Ryu, Doojin ; Lee, Geul ; Yang, LI. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015198.

Full description at Econpapers || Download paper

2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

Full description at Econpapers || Download paper

2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Li, Kunpeng ; Song, Yong. In: MPRA Paper. RePEc:pra:mprapa:123815.

Full description at Econpapers || Download paper

2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Song, Yong ; Li, Kunpeng. In: Papers. RePEc:arx:papers:2503.00772.

Full description at Econpapers || Download paper

2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Fan, Qingliang ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2506.19586.

Full description at Econpapers || Download paper

2025Towards sustainable housing market: A simple distributional analysis of Australia. (2025). Ando, Tomohiro ; Bailey, Natalia ; Rambaldi, Alicia ; Shukla, Jyoti ; Tirumala, Raghu ; Tiwari, Piyush. In: MPRA Paper. RePEc:pra:mprapa:126530.

Full description at Econpapers || Download paper

2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Xu, R ; Fan, Q. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2562.

Full description at Econpapers || Download paper

2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Xu, R ; Fan, Q. In: Janeway Institute Working Papers. RePEc:cam:camjip:2524.

Full description at Econpapers || Download paper

2025Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure. (2025). Hong, Yongmiao ; Dai, Siqi ; Li, Haiqi ; Zheng, Chaowen. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001368.

Full description at Econpapers || Download paper

2025Modelling Mixed-Frequency Time Series with Structural Change. (2025). Barrios, Erniel ; Matthew, Adrian. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10672-8.

Full description at Econpapers || Download paper

2025Recovering latent linkage structures and spillover effects with structural breaks in panel data models. (2025). Okui, Ryo ; Wang, Wendun ; Sun, Yutao. In: Papers. RePEc:arx:papers:2501.09517.

Full description at Econpapers || Download paper

2025Latent grouped structures in panel data: a review. (2025). Pionati, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:123954.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025K-Means Panel Data Clustering in the Presence of Small Groups. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2508.15408.

Full description at Econpapers || Download paper

2025High-Dimensional Weighted K-Means with Serial Dependence. (2025). Kao, Chihwa ; Hwang, Jungbin ; Zhang, Zhonghui. In: Working papers. RePEc:uct:uconnp:2025-09.

Full description at Econpapers || Download paper

2025Estimating coefficient-by-coefficient breaks in panel data models. (2025). Kaddoura, Yousef. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000594.

Full description at Econpapers || Download paper

2025Heterogeneous panel data model with sharp and smooth changes: Testing green growth hypothesis in G7 countries. (2025). Guliyev, Hasraddin. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:3:s2949753125000426.

Full description at Econpapers || Download paper

2025Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation. (2025). Akgun, Oguzhan ; Okui, Ryo. In: Papers. RePEc:arx:papers:2511.18550.

Full description at Econpapers || Download paper

2025A simple and computationally trivial estimator for grouped fixed effects models. (2025). Mugnier, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s030440762500065x.

Full description at Econpapers || Download paper

2025Interactive, Grouped and Non-separable Fixed Effects: A Practitioners Guide to the New Panel Data Econometrics. (2025). Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2507.19099.

Full description at Econpapers || Download paper

2025Foreign investors, agency problems and capital allocation efficiency: From the perspective of QFII shareholding. (2025). Zhuang, Xudong ; Gao, Wenyu ; Xie, Yanxiang ; Wu, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005290.

Full description at Econpapers || Download paper

2025A primer on optimal transport for causal inference with observational data. (2025). Gunsilius, Florian F. In: Papers. RePEc:arx:papers:2503.07811.

Full description at Econpapers || Download paper

2025Maximum likelihood LM identification based on particle filtering for scarce measurement-data MIMO Hammerstein Box-Jenkins systems. (2025). Li, Junhong ; Zong, Tiancheng ; Lu, Guoping. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:230:y:2025:i:c:p:241-255.

Full description at Econpapers || Download paper

2025A Nonparametric Test of Slutsky Symmetry. (2025). Sithole, Lonjezo ; Gunsilius, Florian. In: Papers. RePEc:arx:papers:2505.05603.

Full description at Econpapers || Download paper

2025Estimation and Inference in Dyadic Network Formation Models with Nontransferable Utilities. (2024). Zheng, Yapeng ; Shi, Zhentao ; Li, Ming. In: Papers. RePEc:arx:papers:2410.23852.

Full description at Econpapers || Download paper

2025ReLU-Based and DNN-Based Generalized Maximum Score Estimators. (2025). Chen, Xiaohong ; Gao, Wayne Yuan ; Wen, Likang. In: Papers. RePEc:arx:papers:2511.19121.

Full description at Econpapers || Download paper

2025ReLU-Based and DNN-Based Generalized Maximum Score Estimators. (2025). Chen, Xiaohong ; Gao, Wayne Yuan ; Wen, Likang. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2476.

Full description at Econpapers || Download paper

2025Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T. (2025). Su, Liangjun ; Lu, Xun. In: Papers. RePEc:arx:papers:2508.10302.

Full description at Econpapers || Download paper

2025Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition. (2025). Stevanovic, Dalibor ; Guay, Alain. In: Working Papers. RePEc:bbh:wpaper:25-03.

Full description at Econpapers || Download paper

2025Testing shock independence in Gaussian structural VARs. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2532.

Full description at Econpapers || Download paper

2025Inference for Interval-Identified Parameters Selected from an Estimated Set. (2025). McCloskey, Adam ; Han, Sukjin. In: Papers. RePEc:arx:papers:2403.00422.

Full description at Econpapers || Download paper

2025The economic implications of oil supply uncertainty. (2025). Arce-Alfaro, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s014098832500249x.

Full description at Econpapers || Download paper

2025Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis. (2025). Antoine, Bertille ; Sun, Wenqian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400160x.

Full description at Econpapers || Download paper

2025Fused Extended Two-Way Fixed Effects for Difference-in-Differences With Staggered Adoptions. (2025). Faletto, Gregory. In: Papers. RePEc:arx:papers:2312.05985.

Full description at Econpapers || Download paper

2025Robust difference-in-differences analysis when there is a term structure. (2025). Nyborg, Kjell ; Woschitz, Jiri. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000893.

Full description at Econpapers || Download paper

2025Running the risk: Immunity and mobility in response to a pandemic. (2025). Weidenholzer, Simon ; Mastrobuoni, Giovanni ; Geraci, Andrea ; Deiana, Claudio. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125001072.

Full description at Econpapers || Download paper

2025Large Bayesian VARs for Binary and Censored Variables. (2025). Pfarrhofer, Michael ; Chan, Joshua. In: Papers. RePEc:arx:papers:2506.01422.

Full description at Econpapers || Download paper

2025Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints. (2025). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan ; Pettenuzzo, Davide. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000272.

Full description at Econpapers || Download paper

2025Tracking the economy at high frequency. (2025). Jarr, Juan ; Garc, Freddy. In: Papers. RePEc:arx:papers:2507.07450.

Full description at Econpapers || Download paper

2025Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios. (2025). Gabriel, Vasco ; Phella, Anthoulla ; Martins, Luis F. In: Papers. RePEc:arx:papers:2509.09384.

Full description at Econpapers || Download paper

2025Identification and Estimation of Seller Risk Aversion in Ascending Auctions. (2025). Qi, Tonghui ; Gimenes, Nathalie ; Srisuma, Sorawoot. In: Papers. RePEc:arx:papers:2509.19945.

Full description at Econpapers || Download paper

2025Identification in Auctions with Truncated Transaction Prices. (2025). Qi, Tonghui. In: Papers. RePEc:arx:papers:2510.04464.

Full description at Econpapers || Download paper

2025The Fragility of Sparsity. (2025). Muller, Ulrich K ; Roelsgaard, Sebastian T ; Koles, Michal. In: Papers. RePEc:arx:papers:2311.02299.

Full description at Econpapers || Download paper

2025A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Wang, Wenjie ; Zhang, Yichong ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

Full description at Econpapers || Download paper

2025Testing for Peer Effects without Specifying the Network Structure. (2024). Liu, Xiaodong ; Jung, Hyun Seok. In: Papers. RePEc:arx:papers:2306.09806.

Full description at Econpapers || Download paper

2025Robust Inference with High-Dimensional Instruments. (2025). Jaidee, Sombut ; Feng, QU ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23834.

Full description at Econpapers || Download paper

2025Binary choice logit models with general fixed effects for panel and network data. (2025). Dano, Kevin ; Weidner, Martin ; Honor, Bo E. In: Papers. RePEc:arx:papers:2508.11556.

Full description at Econpapers || Download paper

2025Sufficient Statistics for Markovian Feedback Processes and Unobserved Heterogeneity in Dynamic Panel Logit Models. (2025). Shin, Sukgyu. In: Papers. RePEc:arx:papers:2511.02816.

Full description at Econpapers || Download paper

2025Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance. (2025). Tortarolo, Dario ; Vazquez-Bare, Gonzalo ; Cruces, Guillermo. In: IZA Discussion Papers. RePEc:iza:izadps:dp17692.

Full description at Econpapers || Download paper

2025Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance. (2025). Tortarolo, Dario ; Vazquez-Bare, Gonzalo ; Cruces, Guillermo. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11059.

Full description at Econpapers || Download paper

2025Firm networks and tax compliance: experimental evidence from Uganda. (2025). Knebelmann, Justine ; Nakyambadde, Dorothy ; Henning, David ; Almunia, Miguel ; Tian, Lin. In: IFS Working Papers. RePEc:ifs:ifsewp:25/51.

Full description at Econpapers || Download paper

2025The causal interpretation of panel vector autoregressions. (2025). Pala, Raimondo. In: Papers. RePEc:arx:papers:2510.23540.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Market Definition: A Sensitivity Analysis. (2024). Koh, Paul S. In: Papers. RePEc:arx:papers:2407.12774.

Full description at Econpapers || Download paper

2025An Empirical Framework for Discrete Games with Costly Information Acquisition. (2025). Jeong, Youngjae. In: Papers. RePEc:arx:papers:2510.19140.

Full description at Econpapers || Download paper

2025Market Definition: A Sensitivity Analysis. (2025). Koh, Paul S. In: Working papers. RePEc:yon:wpaper:2025rwp-262.

Full description at Econpapers || Download paper

2025Unconditional quantile partial effects via conditional quantile regression. (2025). Montes-Rojas, Gabriel ; Galvao, Antonio ; Alejo, Javier ; Martinez-Iriarte, Julian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000241.

Full description at Econpapers || Download paper

2025Estimation and inference in models with multiple behavioural equilibria. (2025). Raggi, Davide ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2512.04541.

Full description at Econpapers || Download paper

2025Inference on dynamic systemic risk measures. (2025). Francq, Christian ; Zakoan, Jean-Michel. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002872.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Leveraging Uniformization and Sparsity for Computation of Continuous Time Dynamic Discrete Choice Games. (2024). Blevins, Jason. In: Papers. RePEc:arx:papers:2407.14914.

Full description at Econpapers || Download paper

2025Identification and Estimation of Continuous-Time Dynamic Discrete Choice Games. (2025). Blevins, Jason R. In: Papers. RePEc:arx:papers:2511.02701.

Full description at Econpapers || Download paper

2025My neighbours neighbour is not my neighbour: Instrumentation and causality in spatial models. (2025). Ditzen, Jan ; Bailey, Natalia ; Holly, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2501.

Full description at Econpapers || Download paper

2025Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers. (2025). Lin, Yicong ; Lucas, Andrae ; Ye, Shiqi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250042.

Full description at Econpapers || Download paper

2025The dynamic effects of weather shocks on agricultural production. (2025). Gallic, Ewen ; Vermandel, Gauthier ; Crofils, Cdric. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:130:y:2025:i:c:s0095069624001529.

Full description at Econpapers || Download paper

2025The multifaceted effect of monetary policy on U.S. credit aggregates. (2025). Coussin, Maximilien. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:84:y:2025:i:c:s0164070425000114.

Full description at Econpapers || Download paper

2025The taming of the skew: asymmetric inflation risk and monetary policy. (2025). Petrella, Ivan ; Melosi, Leonardo ; de Polis, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20253028.

Full description at Econpapers || Download paper

2025Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250.

Full description at Econpapers || Download paper

2025A multi-factor GDP nowcast model for India. (2025). Ranjan, Abhishek ; Kaustubh, Kaustubh. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000483.

Full description at Econpapers || Download paper

2025Estimating the New Keynesian Phillips Curve (NKPC) with Fat-tailed Events. (2025). Ranjan, Abhishek Ranjan ; Gopalakrishnan, Pawan Gopalakrishnan. In: MPRA Paper. RePEc:pra:mprapa:126329.

Full description at Econpapers || Download paper

2025Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions. (2025). Sun, Yixiao ; Hwang, Jungbin. In: Working papers. RePEc:uct:uconnp:2025-01.

Full description at Econpapers || Download paper

2025Estimation and inference in a possibly multicointegrated system with a fixed number of instruments. (2025). Phillips, Peter ; Kheifets, Igor L ; Sun, Yixiao. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s016517652500134x.

Full description at Econpapers || Download paper

2025Limit theory and inference in non-cointegrated functional coefficient regression. (2025). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000508.

Full description at Econpapers || Download paper

2025The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach. (2025). He, Changli ; Kang, Jian ; Silvennoinen, Annastiina ; Tersvirta, Timo. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:2:n:e2896.

Full description at Econpapers || Download paper

2025Adaptive Now‐ and Forecasting of Global Temperatures Under Smooth Structural Changes. (2025). Krusebecher, Robinson. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:6:n:e70033.

Full description at Econpapers || Download paper

2025Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2025). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Working Papers. RePEc:boa:wpaper:202524.

Full description at Econpapers || Download paper

2025Factor-guided estimation of large covariance matrix function with conditional functional sparsity. (2025). Li, Dong ; Qiao, Xinghao ; Wang, Zihan. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001241.

Full description at Econpapers || Download paper

2025Inference after discretizing unobserved heterogeneity. (2024). Mugnier, Martin ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2412.07352.

Full description at Econpapers || Download paper

2025Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pigini, Claudia ; Pionati, Alessandro. In: Papers. RePEc:arx:papers:2310.01950.

Full description at Econpapers || Download paper

2025Grouped fixed effects regularization for binary choice models. (2025). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2502.06446.

Full description at Econpapers || Download paper

2025Identification, Estimation, and Inference in Two-Sided Interaction Models. (2025). Crippa, Federico. In: Papers. RePEc:arx:papers:2510.22884.

Full description at Econpapers || Download paper

2025Estimation of Panel Data Models with Nonlinear Factor Structure. (2025). Westerlund, Joakim ; Maschmann, Christina. In: Papers. RePEc:arx:papers:2512.03693.

Full description at Econpapers || Download paper

2025Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2025). Lucas, Andre ; Dinnocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Working Paper Series. RePEc:hhs:rbnkwp:0446.

Full description at Econpapers || Download paper

2025Score-driven time-varying parameter models with splinebased densities. (2025). Koopman, Siem Jan ; Gorgi, Paolo ; van Brummelen, Janneke. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250011.

Full description at Econpapers || Download paper

2025Tail Risks Everywhere and Crude Oil Returns: New Insights From Predictive Quantile Approaches. (2025). Zhang, Yuejun ; Zhao, Wen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:685-704.

Full description at Econpapers || Download paper

2025Climate change risk and bond risk premium. (2025). Guo, Yangli ; Peng, Pei ; Wang, Hui ; Huang, Dengshi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008172.

Full description at Econpapers || Download paper

2025Black‐Scholes Meet Imitation Learning: Evidence From Deep Hedging in China. (2025). Xu, Qingdong ; Tian, Ruzheng ; Kang, Jie ; Jiang, Fuwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:1071-1087.

Full description at Econpapers || Download paper

2025Stock return predictability in the frequency domain. (2025). Xue, Bowen ; Kang, Jie ; Jiang, Fuwei ; Dai, Zhifeng. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1126-1147.

Full description at Econpapers || Download paper

2025Bootstrapping out-of-sample predictability tests with real-time data. (2025). Yao, Yongxu ; McCracken, Michael W ; Gonalves, Slvia. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002677.

Full description at Econpapers || Download paper

2025Are the Bank of Koreas Inflation Forecasts Biased Toward the Target?. (2025). Lee, Seojeong ; Seong, Eunkyu. In: Papers. RePEc:arx:papers:2512.16068.

Full description at Econpapers || Download paper

2025Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes. (2025). Urga, Giovanni ; Izzeldin, Marwan ; Hizmeri, Rodrigo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000167.

Full description at Econpapers || Download paper

2025Realized candlestick wicks. (2025). Nolte, Ingmar ; Li, Yifan ; Yu, Shifan. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000685.

Full description at Econpapers || Download paper

2025Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model. (2025). Honig, Igor ; Kircher, Felix. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001256.

Full description at Econpapers || Download paper

2025Human Capital Spillovers and the External Returns to Education. (2025). Reis, Hugo ; Portugal, Pedro ; Cardoso, Ana Rute ; Guimaraes, Paulo. In: IZA Discussion Papers. RePEc:iza:izadps:dp17690.

Full description at Econpapers || Download paper

2025An investigation into the causes of stock market return deviations from real earnings yields. (2025). Alsalman, Zeina ; Souropanis, Ioannis ; Murphy, Austin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500379x.

Full description at Econpapers || Download paper

2025On the Wisdom of Crowds (of Economists). (2025). Shin, Minchul ; Diebold, Francis X ; Mora, Aaron. In: PIER Working Paper Archive. RePEc:pen:papers:25-008.

Full description at Econpapers || Download paper

2025On the Wisdom of Crowds (of Economists). (2025). Mora, Aaron ; Diebold, Francis X ; Shin, Minchul. In: Papers. RePEc:arx:papers:2503.09287.

Full description at Econpapers || Download paper

2025Scenario Synthesis and Macroeconomic Risk. (2025). Giannone, Domenico ; Luciani, Matteo ; Adrian, Tobias ; West, Mike. In: Papers. RePEc:arx:papers:2505.05193.

Full description at Econpapers || Download paper

2025Scenario Synthesis and Macroeconomic Risk. (2025). Luciani, Matteo ; Giannone, Domenico ; Adrian, Tobias ; West, Mike. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-36.

Full description at Econpapers || Download paper

2025Combining a Large Pool of Forecasts of Value-at-Risk and Expected Shortfall. (2025). Taylor, James W ; Wang, Chao. In: Papers. RePEc:arx:papers:2508.16919.

Full description at Econpapers || Download paper

2025A Bayesian Gaussian Process Dynamic Factor Model. (2025). Pfarrhofer, Michael ; Chernis, Tony ; Hauzenberger, Niko ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2509.04928.

Full description at Econpapers || Download paper

2025Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249.

Full description at Econpapers || Download paper

2025Sharp Testable Implications of Encouragement Designs. (2025). Tabord-Meehan, Max ; Bai, Yuehao. In: Papers. RePEc:arx:papers:2411.09808.

Full description at Econpapers || Download paper

2025Pairwise valid instruments. (2025). Sun, Zhenting ; Wthrich, Kaspar. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000636.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Identification and Inference in General Bunching Designs. (2025). Song, Myunghyun. In: Papers. RePEc:arx:papers:2411.03625.

Full description at Econpapers || Download paper

2025Deviation signs-based bunching methods. (2025). Hong, Liming ; Lu, Yue ; Yang, Yifan ; Lv, Xiaofeng. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003262.

Full description at Econpapers || Download paper

2025Corporate Minimum Tax and the Elasticity of Taxable Income: Evidence from Administrative Tax Records. (2025). Del, Branislav ; Palguta, JN ; Lichard, Tom ; Bukovina, Jaroslav. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:17:y:2025:i:2:p:358-87.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2025). Xie, Haitian ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2467.

Full description at Econpapers || Download paper

2025Balancing Weights for Causal Mediation Analysis. (2025). Kawato, Kentaro. In: Papers. RePEc:arx:papers:2512.09337.

Full description at Econpapers || Download paper

2025Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model. (2025). de Khoo, Zhi ; Ng, Kok Haur ; Koh, You Beng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000398.

Full description at Econpapers || Download paper

2025Multivariate range-based EGARCH models. (2025). Lambercy, Lyudmyla ; Kellard, Neil M ; Yan, Lili. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000705.

Full description at Econpapers || Download paper

2025Beyond Returns: A Candlestick-Based Approach to Spot Covariance Estimation. (2025). Simsek, Yasin. In: Papers. RePEc:arx:papers:2510.12911.

Full description at Econpapers || Download paper

2025Spot Volatility Measurement Using a Change-Point Duration Model in the High-Frequency Market. (2025). Wang, Yan ; Xing, Haipeng ; Li, Zhicheng. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:186-:d:1764124.

Full description at Econpapers || Download paper

2025On summed nonparametric dependence measures in high dimensions, fixed or large samples. (2025). Cheng, Qing ; Xu, Kai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:205:y:2025:i:c:s0167947324001932.

Full description at Econpapers || Download paper

2025Bias Analysis of Experiments for Multi-Item Multi-Period Inventory Control Policies. (2025). Si, Nian ; Zheng, Zeyu ; Bai, Xingyu ; Chen, Xinqi. In: Papers. RePEc:arx:papers:2501.11996.

Full description at Econpapers || Download paper

2025Unifying regression-based and design-based causal inference in time-series experiments. (2025). Lin, Zhexiao ; Ding, Peng. In: Papers. RePEc:arx:papers:2510.22864.

Full description at Econpapers || Download paper

2025On Evolution-Based Models for Experimentation Under Interference. (2025). Shirani, Sadegh ; Bayati, Mohsen. In: Papers. RePEc:arx:papers:2511.21675.

Full description at Econpapers || Download paper

2025A long short-term memory enhanced realized conditional heteroskedasticity model. (2025). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002797.

Full description at Econpapers || Download paper

2025Scale-Insensitive Neural Network Significance Tests. (2025). Fallahgoul, Hasan. In: Papers. RePEc:arx:papers:2501.15753.

Full description at Econpapers || Download paper

2025Asymptotic Properties of ReLU FFN Sieve Estimators. (2025). Grgoire, Loeper ; Vincentius, Franstianto ; Hasan, Fallahgoul ; Frank, Fabozzi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:6:p:727-752:n:1004.

Full description at Econpapers || Download paper

2025Data Synchronization at High Frequencies. (2025). Kong, Xinbing ; Liu, Cheng ; Wu, Bin. In: Papers. RePEc:arx:papers:2507.12220.

Full description at Econpapers || Download paper

2025Robust Estimation of L 1 -Modal Regression Under Functional Single-Index Models for Practical Applications. (2025). Almulhim, Fatimah A ; Bouzebda, Salim ; Alamari, Mohammed B ; Kaid, Zoulikha ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:4:p:602-:d:1589615.

Full description at Econpapers || Download paper

2025Modelling bitcoin volatility: a comparative analysis of alternatives to the GARCH approach. (2025). , Aslam ; Khodabaccus, Noorshanaaz. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:6:d:10.1007_s43546-025-00838-3.

Full description at Econpapers || Download paper

2025Global identification of dynamic panel models with interactive effects. (2025). Mones, Pablo ; Bai, Jushan. In: Papers. RePEc:arx:papers:2504.14354.

Full description at Econpapers || Download paper

2025Fuzzy Clustering of Circular Time Series With Applications to Wind Data. (2025). Crujeiras, Rosa Mara ; Sun, Ying ; Lpezoriona, Ngel. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:2:n:e2902.

Full description at Econpapers || Download paper

2025Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data. (2025). Sibbertsen, Philipp ; del Barrio Castro, Tomás ; Escribano, Alvaro. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003445.

Full description at Econpapers || Download paper

2025The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653.

Full description at Econpapers || Download paper

2025On the Existence of One-Sided Representations for the Generalised Dynamic Factor Model. (2025). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.18159.

Full description at Econpapers || Download paper

2025High-dimensional multi-period portfolio allocation using deep reinforcement learning. (2025). Olmo, Jose ; Atwi, Majed ; Jiang, Yifu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001595.

Full description at Econpapers || Download paper

2025Spectral risk for digital assets. (2025). Horváth, Matúš ; Hrdle, Wolfgang Karl ; Wang, Xingjia ; Horvth, Mat ; Lu, Meng-Jou. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01313-0.

Full description at Econpapers || Download paper

2025Tests for high-dimensional partially linear regression models. (2025). Guo, XU ; Sun, Bowen ; Yang, Weichao ; Shi, Hongwei. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01679-w.

Full description at Econpapers || Download paper

2025Artificial intelligence and urban social risk in China: A spatial analysis. (2025). Gao, Zhiyuan ; Zhao, Ying ; Li, Lianqing. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:219:y:2025:i:c:s0040162525002616.

Full description at Econpapers || Download paper

2025Discovering overlapping communities in multi-layer directed networks. (2025). Qing, Huan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:194:y:2025:i:c:s0960077925001882.

Full description at Econpapers || Download paper

2025Mixed membership estimation for categorical data with weighted responses. (2025). Qing, Huan. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:3:d:10.1007_s11749-025-00973-x.

Full description at Econpapers || Download paper

2025Treatment Effects Inference with High-Dimensional Instruments and Control Variables. (2025). Galvao, Antonio ; Chen, Xiduo ; Feng, Xingdong ; Ge, Yeheng. In: Papers. RePEc:arx:papers:2503.20149.

Full description at Econpapers || Download paper

2025An Improved Inference for IV Regressions. (2025). Dou, Liyu ; Zhang, Yichong ; Min, Pengjin ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23816.

Full description at Econpapers || Download paper

2025Method-of-Moments Inference for GLMs and Doubly Robust Functionals under Proportional Asymptotics. (2025). Chen, Xingyu ; Mukherjee, Rajarshi ; Liu, Lin. In: Papers. RePEc:arx:papers:2408.06103.

Full description at Econpapers || Download paper

2025Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions. (2024). Liu, Lin ; Wang, Xinbo ; Zhao, Sihui ; Zhang, Xin. In: Papers. RePEc:arx:papers:2411.08491.

Full description at Econpapers || Download paper

2025Testing overidentifying restrictions on high-dimensional instruments and covariates. (2025). Guo, XU ; Zhang, Xinyu ; Wang, Chenyang ; He, Baihua ; Shi, Hongwei. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:2:d:10.1007_s10463-024-00918-5.

Full description at Econpapers || Download paper

2025Evaluating hospital performance. (2025). Schober, Thomas ; Pruckner, Gerald. In: Economics working papers. RePEc:jku:econwp:2025-03.

Full description at Econpapers || Download paper

2025Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists. (2025). Wuepper, David ; Hirsch, Stefan ; Dalhaus, Tobias ; Low, Guy ; Henningsen, Arne ; Belay, Dagim ; Storm, Hugo. In: Papers. RePEc:arx:papers:2508.02310.

Full description at Econpapers || Download paper

2025Unveiling the multifaceted role of climate readiness in stabilizing renewables integration: Evidence of energy transition dynamics from a multi-theoretical perspective. (2025). Yahya, Farzan ; Lee, Chien-Chiang. In: Renewable Energy. RePEc:eee:renene:v:248:y:2025:i:c:s0960148125008444.

Full description at Econpapers || Download paper

2025USV-Affine Models Without Derivatives: A Bayesian Time-Series Approach. (2025). van Vuuren, Gary ; Molibeli, Malefane. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:395-:d:1703364.

Full description at Econpapers || Download paper

2025Returns to testosterone across men’s earnings distribution in the UK. (2025). Eibich, Peter ; Plum, Alexander ; Kanabar, Ricky. In: ISER Working Paper Series. RePEc:ese:iserwp:2025-02.

Full description at Econpapers || Download paper

2025Climate Activism Favors Pro-environmental Consumption. (2025). Marini, Marco ; Nocito, Samuel. In: FEEM Working Papers. RePEc:ags:feemwp:349157.

Full description at Econpapers || Download paper

2025Climate Activism Favors Pro-environmental Consumption. (2025). Marini, Marco ; Nocito, Samuel. In: Working Papers. RePEc:fem:femwpa:2025.01.

Full description at Econpapers || Download paper

2025Earn More Tomorrow: Overconfidence, Income Expectations, and Consumer Indebtedness. (2024). Grohmann, Antonia ; Menkhoff, Lukas ; Merkle, Christoph ; Schmacker, Renke. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:311285.

Full description at Econpapers || Download paper

2025Returns to Testosterone Across Mens Earnings Distribution in the UK. (2025). Eibich, Peter ; Plum, Alexander T ; Kanabar, Ricky. In: IZA Discussion Papers. RePEc:iza:izadps:dp17699.

Full description at Econpapers || Download paper

2025Female Representation and Talent Allocation in Entrepreneurship: The Role of Early Exposure to Entrepreneurs. (2025). Ronchi, Maddalena ; Mertz, Mikkel ; Salvestrini, Viola. In: IZA Discussion Papers. RePEc:iza:izadps:dp17801.

Full description at Econpapers || Download paper

2025Climate Activism Favors Pro-Environmental Consumption. (2025). Marini, Marco ; Nocito, Samuel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11790.

Full description at Econpapers || Download paper

2025Climate activism favors pro-environmental consumption. (2025). Marini, Marco ; Nocito, Samuel. In: European Journal of Political Economy. RePEc:eee:poleco:v:86:y:2025:i:c:s0176268025000023.

Full description at Econpapers || Download paper

2025Intimate partner violence and womens economic preferences. (2025). Leight, Jessica ; Anderberg, Dan ; Cassidy, Rachel ; Dam, Anaya ; Hidrobo, Melissa ; Morsink, Karlijn. In: Papers. RePEc:arx:papers:2507.10416.

Full description at Econpapers || Download paper

2025Earn More Tomorrow: Overconfidence, Income Expectations, and Consumer Indebtedness. (2025). Menkhoff, Lukas ; Merkle, Christoph ; Schmacker, Renke ; Grohmann, Antonia. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:5:p:1071-1102.

Full description at Econpapers || Download paper

2025Leniency Designs: An Operators Manual. (2025). Hull, Peter ; Goldsmith-Pinkham, Paul ; Koles, Michal. In: Papers. RePEc:arx:papers:2511.03572.

Full description at Econpapers || Download paper

2025Firms’ liquidity and employment decisions: Evidence from Australia. (2025). Magnani, Elisabetta ; Bakhtiari, Sasan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s105905602500694x.

Full description at Econpapers || Download paper

2025A More Conservative Country? Asylum Seekers and Voting in the UK. (2025). Fasani, Francesco ; Ferro, Simone ; Pasini, Elisabetta ; Romarri, Alessio. In: IZA Discussion Papers. RePEc:iza:izadps:dp18297.

Full description at Econpapers || Download paper

2025A More Conservative Country? Asylum Seekers and Voting in the UK. (2025). Fasani, Francesco ; Ferro, Simone ; Pasini, Elisabetta ; Romarri, Alessio. In: Working Papers. RePEc:uab:wprdea:wpdea2520.

Full description at Econpapers || Download paper

2025Optimal Screening in Experiments with Partial Compliance. (2025). Siminski, Peter ; Fiorini, Mario ; Vu, Patrick ; Carter, Christopher ; Delavande, Adeline. In: Papers. RePEc:arx:papers:2512.09206.

Full description at Econpapers || Download paper

2025A Slippery Slope: Topographic Variation as an Instrument. (2025). Peters, Jörg ; Bensch, Gunther ; Haveresch, Nils ; Ankel-Peters, Jrg. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:278.

Full description at Econpapers || Download paper

2025How Much Weak Overlap Can Doubly Robust T-Statistics Handle?. (2025). Dorn, Jacob. In: Papers. RePEc:arx:papers:2504.13273.

Full description at Econpapers || Download paper

2025Testing Parametric Distribution Family Assumptions via Differences in Differential Entropy. (2025). HENRY, MIGUEL ; Mittelhammer, Ron ; Judge, George. In: Papers. RePEc:arx:papers:2512.11305.

Full description at Econpapers || Download paper

2025Discretizing earnings dynamics: implications of Gaussian-mixture shocks for life-cycle models. (2025). Kirkby, Robert. In: The Japanese Economic Review. RePEc:spr:jecrev:v:76:y:2025:i:2:d:10.1007_s42973-025-00196-7.

Full description at Econpapers || Download paper

2025Consumption responses to inheritances: The role of durable goods. (2025). Molina, José Alberto ; Belloc, Ignacio ; Velilla, Jorge. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000752.

Full description at Econpapers || Download paper

2025Advance information and consumption insurance: Evidence and structural estimation. (2025). Pedroni, Marcelo ; Singh, Swapnil ; Stoltenberg, Christian A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000194.

Full description at Econpapers || Download paper

2025Nonlinear Earnings Dynamics and Inequality over the Life Cycle: Evidence from Japanese Municipal Tax Records. (2025). Yamada, Tomoaki ; Suzuki, Michio ; Kitao, Sagiri. In: Discussion papers. RePEc:eti:dpaper:25081.

Full description at Econpapers || Download paper

2025Nonlinear Earnings Dynamics and Inequality over the Life Cycle: Evidence from Japanese Municipal Tax Records. (2025). Suzuki, Michio ; Kitao, Sagiri ; Yamada, Tomoaki. In: TUPD Discussion Papers. RePEc:toh:tupdaa:75.

Full description at Econpapers || Download paper

2025The Price of Breaking Up: Wage Shocks and Household Dissolution. (2025). Molina, José Alberto ; Chiappori, Pierre-Andr ; Velilla, Jorge. In: IZA Discussion Papers. RePEc:iza:izadps:dp18152.

Full description at Econpapers || Download paper

2025The price of breaking up: Wage shocks and household dissolution. (2025). Velilla, Jorge ; Molina, José Alberto ; Chiappori, Pierre. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1096.

Full description at Econpapers || Download paper

2025Effects of wage shocks and saving changes on leisure time: The role of dynamic intra-household commitment. (2025). Velilla, Jorge ; Molina, José Alberto ; Chiappori, Pierre ; Belloc, Ignacio. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1099.

Full description at Econpapers || Download paper

2025Inheritance Shocks and Expenditure Patterns: A Dynamic Collective Approach. (2025). Molina, José Alberto ; Velilla, Jorge ; Belloc, Ignacio. In: IZA Discussion Papers. RePEc:iza:izadps:dp18243.

Full description at Econpapers || Download paper

2025Semiparametric Efficiency in Policy Learning with General Treatments. (2025). Fang, Yue ; Xie, Haitian ; Ridder, Geert. In: Papers. RePEc:arx:papers:2512.19230.

Full description at Econpapers || Download paper

2025The Impact of Social Investment and Green Finance on Sustainable Development: Evidence From Emerging Market Economies. (2025). Magazzino, Cosimo ; Asghar, Muhammad ; Alyamani, Rakan ; Ali, Sharafat ; Solangi, Yasir Ahmed. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:3:p:4366-4379.

Full description at Econpapers || Download paper

2025Closing the gap between vocational and general education? Evidence from University Technical Colleges in England. (2025). Terrier, Camille ; Machin, Stephen ; McNally, Sandra ; Ventura, Guglielmo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128193.

Full description at Econpapers || Download paper

2025Does Increasing Financial Access to Contraception in the U.S. Reduce Undesired Pregnancies? Evidence from the M-CARES Randomized Control Trial at Two Years. (2025). Prettyman, Alexa ; Bailey, Martha ; Rebolledo, Emilia Brito ; Lang, Vanessa W ; Dalton, Vanessa ; Figone, Kelsey ; Gorgulu, Deniz. In: NBER Working Papers. RePEc:nbr:nberwo:34400.

Full description at Econpapers || Download paper

2025Geopolitical tensions and banks’ stock market performance. (2025). Urom, Christian ; Boungou, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524005779.

Full description at Econpapers || Download paper

2025Clustering Extreme Value Indices in Large Panels. (2025). Schaumburg, Julia ; Lin, Yicong ; Cai, Juan Juan ; Wang, Chenhui. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250029.

Full description at Econpapers || Download paper

2025Cross-sectional dependence in idiosyncratic volatility. (2025). Kalnina, Ilze ; Tewou, Kokouvi. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000570.

Full description at Econpapers || Download paper

2025Monetary Policy, Property Prices and Rents: Evidence from Local Housing Markets. (2025). Syrichas, Nicolas ; Groiss, Martin. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0058.

Full description at Econpapers || Download paper

2025Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

Full description at Econpapers || Download paper

2025Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249.

Full description at Econpapers || Download paper

2025Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms. (2025). Deng, Guoying ; Liu, Junrong ; Ma, Shibo ; Yan, Jingzhou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002389.

Full description at Econpapers || Download paper

2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

Full description at Econpapers || Download paper

2025The regulatory precondition to sovereign risk transmission. (2025). Cuijpers, Eric. In: Working Papers. RePEc:dnb:dnbwpp:834.

Full description at Econpapers || Download paper

2025Understanding Firm Dynamics with Daily Data. (2025). Rostam-Afschar, Davud ; Hack, Lukas. In: IZA Discussion Papers. RePEc:iza:izadps:dp17882.

Full description at Econpapers || Download paper

2025The impact of increasing labour market rigidity on employment growth in OECD countries. (2025). Jalles, Joao ; de Haan, Jakob ; Wiese, Rasmus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:2265-2275.

Full description at Econpapers || Download paper

2025Are the effects of monetary policy larger in recessions? A reconciliation of the evidence. (2025). Stockwell, Thomas ; Piger, Jeremy. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000434.

Full description at Econpapers || Download paper

2025The Retreat from Causality: Local Projections and Econometrics Without Economics. (2025). Chung, Sungyup. In: MPRA Paper. RePEc:pra:mprapa:125198.

Full description at Econpapers || Download paper

2025House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks. (2025). Larson, William ; Martinez, Andrew. In: Working Papers. RePEc:ofr:wpaper:25-02.

Full description at Econpapers || Download paper

2025Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105.

Full description at Econpapers || Download paper

2025Discussion of Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly. (2025). Herbst, Edward ; Johannsen, Benjamin K. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-58.

Full description at Econpapers || Download paper

2025Climate Shocks and Unemployment Claims. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin ; Olaniran, Abeeb. In: Working Papers. RePEc:pre:wpaper:202536.

Full description at Econpapers || Download paper

2025How effective are green spending multipliers? Eco-friendly vs non-eco-friendly spending in OECD economies. (2025). Wu, Kai ; Ali, Syed Sadaqat. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001831.

Full description at Econpapers || Download paper

2025When austerity pays off: fiscal consolidations and public sector efficiency in emerging markets. (2025). Menescal, Lucas ; Jalles, Joao Tovar ; Alves, Jos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001159.

Full description at Econpapers || Download paper

2025Volatility Analysis of Returns of Financial Assets Using a Bayesian Time-Varying Realized GARCH-Itô Model. (2025). Ko, Htwe ; Pastpipatkul, Pathairat. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:3:p:34-:d:1745120.

Full description at Econpapers || Download paper

2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

Full description at Econpapers || Download paper

2025On Selection of Cross-Section Averages in Non-stationary Environments. (2025). Ditzen, Jan ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2505.08615.

Full description at Econpapers || Download paper

2025Social-economic determinant of air travel demands in Africa. (2025). Maialeh, Robin ; Quadri, Kaosarat Abolanle ; Adekunle, Ibrahim Ayoade. In: Transport Policy. RePEc:eee:trapol:v:166:y:2025:i:c:p:179-188.

Full description at Econpapers || Download paper

2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

Full description at Econpapers || Download paper

2025Unlocking the Regression Space. (2025). Kapetanios, George ; Giraitis, Liudas ; Li, Yufei ; Ventouri, Alexia. In: Papers. RePEc:arx:papers:2511.07183.

Full description at Econpapers || Download paper

2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

Full description at Econpapers || Download paper

2025Inference for large dimensional factor models under general missing data patterns. (2025). Su, Liangjun ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000764.

Full description at Econpapers || Download paper

2025A note on factor models with latent group structures. (2025). Su, Liangjun ; Bian, Yulin. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001946.

Full description at Econpapers || Download paper

2025The finance-growth nexus over the long-run. (2025). Bua, Krystian ; Virgillito, Maria Enrica ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2025/24.

Full description at Econpapers || Download paper

2025Forecasting the European Union allowance price tail risk with the integrated deep belief and mixture density networks. (2025). Wu, Ran. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:199:y:2025:i:p2:s0960077925007994.

Full description at Econpapers || Download paper

2025The impact of US export controls on firms’ export behavior in a third country: Evidence from Japanese customs data. (2025). Ito, Keiko ; Jinji, Naoto ; Matsuura, Toshiyuki. In: Discussion papers. RePEc:kue:epaper:e-25-008.

Full description at Econpapers || Download paper

2025When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models. (2025). Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-75.

Full description at Econpapers || Download paper

2025Local Estimation for Option Pricing: Improving Forecasts with Market State Information. (2025). Oh, Dong Hwan ; Kim, Hyung Joo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-76.

Full description at Econpapers || Download paper

2025An Empirical Comparison of Weak-IV-Robust Procedures in Just-Identified Models. (2025). Li, Wenze. In: Papers. RePEc:arx:papers:2506.18001.

Full description at Econpapers || Download paper

2025Wild Bootstrap Inference for Linear Regressions with Many Covariates. (2025). Li, Wenze. In: Papers. RePEc:arx:papers:2506.20972.

Full description at Econpapers || Download paper

2025Causal Inference for Qualitative Outcomes. (2025). Mellace, Giovanni ; di Francesco, Riccardo. In: Papers. RePEc:arx:papers:2502.11691.

Full description at Econpapers || Download paper

2025A New Design-Based Variance Estimator for Finely Stratified Experiments. (2025). Tabord-Meehan, Max ; Huang, Xun ; Bai, Yuehao ; Shaikh, Azeem M ; Romano, Joseph P. In: Papers. RePEc:arx:papers:2503.10851.

Full description at Econpapers || Download paper

2025Asymptotic theory of the best-choice rerandomization using the Mahalanobis distance. (2025). Li, Xinran ; Wang, Yuhao. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001034.

Full description at Econpapers || Download paper

2025Finely Stratified Rerandomization Designs. (2025). Cytrynbaum, Max. In: Papers. RePEc:arx:papers:2407.03279.

Full description at Econpapers || Download paper

2025Patient Peer Effects: Evidence from Nursing Home Room Assignments. (2025). Hackmann, Martin B ; Cheng, Alden. In: NBER Working Papers. RePEc:nbr:nberwo:34538.

Full description at Econpapers || Download paper

2025Patient Peer Effects: Evidence from Nursing Home Room Assignments. (2025). Hackmann, Martin ; Cheng, Alden. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12335.

Full description at Econpapers || Download paper

2025Batched Adaptive Network Formation. (2025). Zhou, BO ; Xu, Yan. In: Papers. RePEc:arx:papers:2507.18961.

Full description at Econpapers || Download paper

2025Review of Machine Learning Methods for Steady State Capacity and Transient Production Forecasting in Oil and Gas Reservoir. (2025). Wang, Minhui ; Fan, Nianyang ; Yang, Can ; Sun, Hai ; Lai, Sicen. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:4:p:842-:d:1588724.

Full description at Econpapers || Download paper

2025Assessment of Organic Matter Content of Winter Wheat Inter-Row Topsoil Based on Airborne Hyperspectral Imaging. (2025). He, Jing ; Ma, Wei. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:5160-:d:1671677.

Full description at Econpapers || Download paper

2025Robustness and dynamic sentiment. (2025). Xing, Hao ; Vedolin, Andrea ; Maenhout, Pascal J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001764.

Full description at Econpapers || Download paper

2025Distributionally Robust Treatment Effect. (2025). Yang, Xiye ; Xu, Ruonan. In: Papers. RePEc:arx:papers:2512.12781.

Full description at Econpapers || Download paper

2025When does IV identification not restrict outcomes?. (2025). Goff, Leonard. In: Papers. RePEc:arx:papers:2406.02835.

Full description at Econpapers || Download paper

2025Dynamic Local Average Treatment Effects. (2024). Syrgkanis, Vasilis ; Sojitra, Ravi B. In: Papers. RePEc:arx:papers:2405.01463.

Full description at Econpapers || Download paper

2025Compliance and accountability-seeking: Evidence from a field experiment in Argentina. (2025). Ronconi, Lucas ; Krakowski, Krzysztof. In: Journal of Development Economics. RePEc:eee:deveco:v:175:y:2025:i:c:s0304387825000434.

Full description at Econpapers || Download paper

2025Randomization Inference: Theory and Applications. (2025). Shaikh, Azeem ; Romano, Joseph P ; Ritzwoller, David M. In: Papers. RePEc:arx:papers:2406.09521.

Full description at Econpapers || Download paper

2025On the relationship between prediction intervals, tests of sharp nulls and inference on realized treatment effects in settings with few treated units. (2025). Ferman, Bruno ; Alvarez, Luis. In: Papers. RePEc:arx:papers:2506.14998.

Full description at Econpapers || Download paper

2025Testing the Significance of the Difference-in-Differences Coefficient via Doubly Randomised Inference. (2025). Sergiusz, Stanislaw Marek ; Za, Andrzej Kalu. In: Papers. RePEc:arx:papers:2512.06946.

Full description at Econpapers || Download paper

2025Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108.

Full description at Econpapers || Download paper

2025Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2025-01.

Full description at Econpapers || Download paper

2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

Full description at Econpapers || Download paper

2025Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework. (2025). Pruser, Jan ; Hou, Chenghan ; Fu, Bowen. In: Papers. RePEc:arx:papers:2510.05802.

Full description at Econpapers || Download paper

2025Comparing external and internal instruments for vector autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000971.

Full description at Econpapers || Download paper

2025Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity. (2025). Chen, Kaicheng. In: Papers. RePEc:arx:papers:2504.18772.

Full description at Econpapers || Download paper

2025Lee Bounds with a Continuous Treatment in Sample Selection. (2025). Liu, Chu-An ; Lee, Ying-Ying. In: Papers. RePEc:arx:papers:2411.04312.

Full description at Econpapers || Download paper

2025Heterogeneity Analysis with Heterogeneous Treatments. (2025). Knaus, Michael ; Heiler, Phillip. In: Papers. RePEc:arx:papers:2507.01517.

Full description at Econpapers || Download paper

2025Maximum Likelihood Estimation of Fractional Ornstein-Uhlenbeck Process with Discretely Sampled Data. (2025). Yu, Jun ; Xiao, Weilin ; Zhang, Chen ; Wang, Xiaohu. In: Working Papers. RePEc:boa:wpaper:202527.

Full description at Econpapers || Download paper

2025Identification, estimation and inference in Panel Vector Autoregressions using external instruments. (2025). Pala, Raimondo. In: Papers. RePEc:arx:papers:2511.19372.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

Full description at Econpapers || Download paper

2025Time-varying Local Projections with Stochastic Volatility. (2025). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:761.

Full description at Econpapers || Download paper

2025Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals. (2025). Vespignani, Joaquin ; Smyth, Russell ; Saadaoui, Jamel. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988325000180.

Full description at Econpapers || Download paper

2025Machine learning the macroeconomic effects of financial shocks. (2025). Marcellino, Massimiliano ; Hauzenberger, Niko ; Huber, Florian ; Klieber, Karin. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000977.

Full description at Econpapers || Download paper

2025Geopolitical Turning Points and Oil Price Responses: An IV-LP Approach. (2025). Saadaoui, Jamel. In: MPRA Paper. RePEc:pra:mprapa:125586.

Full description at Econpapers || Download paper

2025Mineral price shocks on macroeconomic aggregates in a highly dependent small open economy: Evidence from Peru, 2003–2024. (2025). Riquelme, Andrs ; Snchez-Dvila, Elmer. In: Resources Policy. RePEc:eee:jrpoli:v:108:y:2025:i:c:s0301420725002193.

Full description at Econpapers || Download paper

2025How does ENSO impact U.S. Oil Spot and Future Prices?. (2025). Saadaoui, Jamel ; Tian, Kun ; Solomou, Solomos ; Ginn, William ; Gallegati, Marco. In: Working Papers. RePEc:inf:wpaper:2025.20.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440.

Full description at Econpapers || Download paper

2025Decoding risk sentiment in 10-K filings: Predictability for U.S. stock indices. (2025). Henrquez, Pablo A ; Magner, Nicols ; Sanhueza, Aliro. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007317.

Full description at Econpapers || Download paper

2025How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach. (2025). Paranhos, Livia. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002318.

Full description at Econpapers || Download paper

2025Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416.

Full description at Econpapers || Download paper

2025Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475.

Full description at Econpapers || Download paper

2025The Micro and Macro Effects of Changes in the Potential Benefit Duration. (2025). Jessen, Jonas ; Gałecka-Burdziak, Ewa ; Kluve, Jochen ; Gra, Marek ; Gaecka-Burdziak, Ewa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11849.

Full description at Econpapers || Download paper

2025Monetary policy spillovers: Is this time different?. (2025). Chen, Hongyi ; Tillmann, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000130.

Full description at Econpapers || Download paper

2025Energy supply shocks’ nonlinearities on output and prices. (2025). Tornese, Tommaso ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s001429212500087x.

Full description at Econpapers || Download paper

2025Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations. (2025). Cho, Dooyeon ; Jung, Jaehun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000382.

Full description at Econpapers || Download paper

2025Anchoring security in uncertainty: The dynamic responses of Chinas energy imports to geopolitical risk shocks. (2025). Lin, Boqiang ; Zhang, Zongyou. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225036382.

Full description at Econpapers || Download paper

2025New evidence on state-dependent fiscal multipliers. (2025). Renzi, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1512_25.

Full description at Econpapers || Download paper

2025Uncovering nonlinear dependencies in the Treasury-funds rate spread: Quantile-based explanation. (2025). Meng, Fanyu. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004799.

Full description at Econpapers || Download paper

2025Structural reforms and global value chains: a dynamic analysis of OECD countries based on local projections. (2025). Nguyen, Dinh Trung. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:3:d:10.1007_s10368-025-00669-5.

Full description at Econpapers || Download paper

2025The Transmission of Supply Shocks to Inflation: the Case of Argentina (2004-2022). (2025). Ordez, Lucas. In: Working Papers. RePEc:aoz:wpaper:351.

Full description at Econpapers || Download paper

2025Monetary Policy Transmission in the Euro Area: Is this Time Different? Chapter I: Lags and Strength. (2025). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202501.

Full description at Econpapers || Download paper

2025Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping. (2025). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Xu, LE ; Fernndez-Villaverde, Jess ; Bai, Xiwen. In: Economics Series Working Papers. RePEc:oxf:wpaper:1070.

Full description at Econpapers || Download paper

2025Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping. (2025). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Xu, LE ; Li, Yiliang ; Bai, Xiwen. In: PIER Working Paper Archive. RePEc:pen:papers:25-005.

Full description at Econpapers || Download paper

2025Trade Uncertainty, Economic Policy Uncertainty and Shipping Costs. (2025). Kyriaki, Louca ; Nektarios, Michail ; Konstantinos, Melas. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:1:p:15-33:n:1001.

Full description at Econpapers || Download paper

2025Is growth at risk from natural disasters ? Evidence from quantile local projections. (2025). Daher, Nabil. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-9.

Full description at Econpapers || Download paper

2025Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping. (2025). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Xu, LE ; Li, Yiliang ; Fernndez-Villaverde, Jess. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11684.

Full description at Econpapers || Download paper

2025Charting the Uncharted: The (Un)Intended Consaequences of Oil Sanctions and Dark Shipping. (2025). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Xu, LE. In: CIGS Working Paper Series. RePEc:cnn:wpaper:25-009e.

Full description at Econpapers || Download paper

2025Local Projections or VARs? A Primer for Macroeconomists. (2025). Plagborg-Mller, Mikkel ; Montiel, Jos Luis ; Wolf, Christian K ; Qian, Eric. In: NBER Chapters. RePEc:nbr:nberch:15140.

Full description at Econpapers || Download paper

2025(Visualizing) Plausible Treatment Effect Paths. (2025). Freyaldenhoven, Simon ; Hansen, Christian. In: Papers. RePEc:arx:papers:2505.12014.

Full description at Econpapers || Download paper

2025Macroeconomic Effects of Government Defense and Non-Defense R&D. (2025). Tancioni, Massimiliano ; Recine, Andrea. In: Working Papers in Public Economics. RePEc:sap:wpaper:wp262.

Full description at Econpapers || Download paper

2025Storms and sustainability: Assessing the impact of natural disasters on debt sustainability in the Caribbean. (2025). Majid, Michelle ; Rahaman, Akeem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:579-591.

Full description at Econpapers || Download paper

2025On the GDP effects of severe physical hazards. (2025). Scaramucci, Mikal ; Bodenstein, Martin. In: European Economic Review. RePEc:eee:eecrev:v:175:y:2025:i:c:s0014292125000698.

Full description at Econpapers || Download paper

2025Long-Lag VARs. (2025). Westermark, Andreas ; de Graeve, Ferre. In: Working Paper Series. RePEc:hhs:rbnkwp:0451.

Full description at Econpapers || Download paper

2025Corporate debt structure and heterogeneous monetary policy transmission. (2025). Alder, Marie ; Coimbra, Nuno ; Szczerbowicz, Urszula. In: IFC Bulletins chapters. RePEc:bis:bisifc:65-15.

Full description at Econpapers || Download paper

2025Economic Damages from Climate Change to U.S. Populations: Integrating Evidence from Recent Studies. (2025). Kopits, Elizabeth ; Griffiths, Charles ; Parthum, Bryan ; Rennels, Lisa ; Spink, Elizabeth ; Perla, Joseph ; Burns, Nshan ; Howerton, Michael ; Smith, David ; Kraynak, Daniel. In: National Center for Environmental Economics-NCEE Working Papers. RePEc:ags:nceewp:368258.

Full description at Econpapers || Download paper

2025Economic Impacts of Climate Change in the United States: Integrating and Harmonizing Evidence from Recent Studies. (2025). Kopits, Elizabeth ; Burns, Nshan ; Perla, Joseph ; Spink, Elizabeth ; Smith, David ; Rennels, Lisa ; Parthum, Bryan ; Kraynak, Daniel. In: Papers. RePEc:arx:papers:2509.00212.

Full description at Econpapers || Download paper

2025(Visualizing) Plausible Treatment Effect Paths. (2025). Freyaldenhoven, Simon ; Hansen, Christian. In: Working Papers. RePEc:fip:fedpwp:101774.

Full description at Econpapers || Download paper

2025Disentangling the Distributional Effects of Financial Shocks in the Euro Area. (2025). Gagliardi, Elena Scola ; Tancioni, Massimiliano ; Ciganovi, Milovs. In: Papers. RePEc:arx:papers:2510.11289.

Full description at Econpapers || Download paper

2025Are Hysteresis Effects Nonlinear?. (2025). Carnevale, Omar Pietro ; di Francesco, Damiano. In: LEM Papers Series. RePEc:ssa:lemwps:2025/32.

Full description at Econpapers || Download paper

2025A Quick Stress Testing Methodology for Irish Banks. (2025). Mugrabi, Farah ; Lyons, Paul ; de Comres, Quentin Bro. In: Research Technical Papers. RePEc:cbi:wpaper:17/rt/25.

Full description at Econpapers || Download paper

2025The international transmission of Chinese monetary policy and the commodity channel. (2025). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1510_25.

Full description at Econpapers || Download paper

2025How does disaster risk impact fiscal sustainability and inequality?. (2025). PARK, DONGHYUN ; Beirne, John ; Uddin, Gazi Salah ; Le, Anh H. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002159.

Full description at Econpapers || Download paper

2025Bayesian neural networks for macroeconomic analysis. (2025). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s030440762400188x.

Full description at Econpapers || Download paper

2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

Full description at Econpapers || Download paper

2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

Full description at Econpapers || Download paper

2025Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models. (2025). Stankevich, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02771-8.

Full description at Econpapers || Download paper

2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

Full description at Econpapers || Download paper

2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

Full description at Econpapers || Download paper

2025Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors. (2025). Phillips, Peter ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000612.

Full description at Econpapers || Download paper

2025A factor model for the cross-section of country equity risk premia. (2025). Fieberg, Christian ; Cakici, Nusret ; Zaremba, Adam ; Liedtke, Gerrit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002875.

Full description at Econpapers || Download paper

2025Covariate-Adjusted Deep Causal Learning for Heterogeneous Panel Data Models. (2025). Yu, Xiufan ; Han, Yuefeng ; Zhou, Guanhao. In: Papers. RePEc:arx:papers:2505.20536.

Full description at Econpapers || Download paper

2025Causal Panel Analysis under Parallel Trends: Lessons from A Large Reanalysis Study. (2025). Liu, Ziyi ; Xu, Yiqing ; Lan, Xingchen ; Chiu, Albert. In: Papers. RePEc:arx:papers:2309.15983.

Full description at Econpapers || Download paper

2025Propensity score with factor loadings: the effect of the Paris Agreement. (2025). Morelli, Giacomo ; Mercatanti, Andrea ; Forino, Angelo. In: Papers. RePEc:arx:papers:2507.08764.

Full description at Econpapers || Download paper

2025A selection correction method for heterogeneous treatment effects in staggered adoption settings. (2025). Park, Min Chul. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525003271.

Full description at Econpapers || Download paper

2025Dynamic treatment effect estimation with interactive fixed effects and short panels. (2025). Butts, Kyle ; Brown, Nicholas L. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000673.

Full description at Econpapers || Download paper

2025HAR Inference for Quantile Regression in Time Series. (2025). Hwang, Jungbin ; Valds, Gonzalo. In: Working papers. RePEc:uct:uconnp:2025-03.

Full description at Econpapers || Download paper

2025In the Land of AKM: Explaining the Dynamics of Wage Inequality in France. (2025). Palladino, Marco G ; Godechot, Olivier ; Babet, Damien. In: Working papers. RePEc:bfr:banfra:987.

Full description at Econpapers || Download paper

2025Narrowing industry wage premiums and the decline in the gender wage gap. (2025). Palladino, Marco ; Roulet, Alexandra ; Stabile, Mark. In: Labour Economics. RePEc:eee:labeco:v:94:y:2025:i:c:s092753712500020x.

Full description at Econpapers || Download paper

2025Branching Fixed Effects: A Proposal for Communicating Uncertainty. (2025). Kline, Patrick. In: Papers. RePEc:arx:papers:2512.08101.

Full description at Econpapers || Download paper

2025The impact of corporate social responsibility in home countries on the financial resilience of emerging-market multinationals: An analysis on Brazilian MNEs. (2025). , Marina ; Calixto, Cyntia Vilasboas ; Bassi-Suter, Mariana ; Gonzalez-Perez, Maria Alejandra ; Tereza, Maria. In: Journal of Business Research. RePEc:eee:jbrese:v:192:y:2025:i:c:s0148296325001134.

Full description at Econpapers || Download paper

2025The biggest bank may not be the most interconnected: A refined entropy-based approach for indicating the direction of interbank flow. (2025). Guo, Luqing ; Weng, Jiaxing ; Yang, Haijun ; Wang, Tongyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003806.

Full description at Econpapers || Download paper

2025The Effects of Eviction on Children. (2025). Humphries, John ; van Dijk, Winnie ; Tannenbaum, Daniel ; Mader, Nicholas ; Dutz, Deniz ; Collinson, Robert. In: Working Papers. RePEc:cen:wpaper:25-34.

Full description at Econpapers || Download paper

2025Incorporating Prior Information in Latent Structures Identification for Panel Data Models. (2025). Luo, Xingxing ; Li, YI ; Liao, Mengqi. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1505-:d:1648536.

Full description at Econpapers || Download paper

2025Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects. (2025). Parsaeian, Shahnaz ; Mehrabani, Ali. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202516.

Full description at Econpapers || Download paper

2025Energy Systems in Transition: A Regional Analysis of Eastern Europe’s Energy Challenges. (2025). Rajcsanyi-Molnar, Monika ; Andras, Istvan ; Bonjakovi, Mladen ; Santa, Robert. In: Clean Technol.. RePEc:gam:jcltec:v:7:y:2025:i:4:p:84-:d:1763298.

Full description at Econpapers || Download paper

2025The Robustness Dashboard. (2025). Brodeur, Abel ; Ankel-Peters, Jrg ; Rose, Julian ; Bensch, Gunther. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:234.

Full description at Econpapers || Download paper

2025Iterative estimation of nonparametric regressions with continuous endogenous variables and discrete instruments. (2025). Centorrino, Samuele ; Fve, Frdrique ; Florens, Jean-Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407625000041.

Full description at Econpapers || Download paper

2025A bias reduced long run variance estimator with a new first-order kernel. (2025). Vogelsang, Timothy J ; Yang, Jingjing. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001776.

Full description at Econpapers || Download paper

2025Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules. (2025). Ghezzi, Fabrizio ; Rossi, Eduardo ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001253.

Full description at Econpapers || Download paper

2025Estimating Demand with Recentered Instruments. (2025). Hull, Peter ; Bravo, Mauricio Caceres ; Borusyak, Kirill. In: Papers. RePEc:arx:papers:2504.04056.

Full description at Econpapers || Download paper

2025Estimating demand with recentered instruments. (2025). Hull, Peter ; Borusyak, Kirill ; Bravo, Mauricio Caceres. In: CeMMAP working papers. RePEc:azt:cemmap:10/25.

Full description at Econpapers || Download paper

2025Sequential Synthetic Difference in Differences. (2024). Arkhangelsky, Dmitry ; Samkov, Aleksei. In: Papers. RePEc:arx:papers:2404.00164.

Full description at Econpapers || Download paper

2025Femicide Laws, Unilateral Divorce, and Abortion Decriminalization Fail to Stop Womens Killings in Mexico. (2024). Guti, Roxana. In: Papers. RePEc:arx:papers:2407.06722.

Full description at Econpapers || Download paper

2025The heterogeneous impact of the EU-Canada agreement with causal machine learning. (2025). Fontagn, Lionel ; Micocci, Francesca ; Rungi, Armando. In: Papers. RePEc:arx:papers:2407.07652.

Full description at Econpapers || Download paper

2025The Road to Rebellion: Rural Uprisings and State-Building in the Run-Up to the French Revolution. (2025). Gay, Victor ; Albertus, Michael. In: TSE Working Papers. RePEc:tse:wpaper:129643.

Full description at Econpapers || Download paper

2025Ecological preferences and the carbon intensity of corporate investment. (2025). Koetter, Michael ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:310322.

Full description at Econpapers || Download paper

2025Retrieving Organs, Losing Motivation? The Response of Medical Staff to Corruption News. (2025). Turati, Gilberto ; Sorrenti, Giuseppe ; Mhr, Maximilian ; Sangrigoli, Alida. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_672.

Full description at Econpapers || Download paper

2025Consequences of Affirmative Action: The Impact of Hiring a Female Professor. (2025). Mhr, Maximilian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_677.

Full description at Econpapers || Download paper

2025Are the loans of state-owned banks politically motivated?. (2025). Figueiredo, Erik ; Pereira, Rodrigo ; Faria, Joao Ricardo ; Orrillo, Jaime. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:1:d:10.1007_s00181-024-02636-6.

Full description at Econpapers || Download paper

2025Dynamic Effects of Fiscal Rules : Do Initial Conditions Matter ?. (2025). Mawejje, Joseph ; Fatas, Antonio ; Gootjes, Bram. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11066.

Full description at Econpapers || Download paper

2025Consequences of Affirmative Action: The Impact of Hiring a Female Professor. (2025). Mhr, Maximilian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_677v2.

Full description at Econpapers || Download paper

2025Health Shock Effects on Diet: More Severe Shock—Stronger Response?. (2025). Skakhansen, Kim Wadt ; Smed, Sinne ; Edenbrandt, Anna Kristina. In: Health Economics. RePEc:wly:hlthec:v:34:y:2025:i:5:p:869-879.

Full description at Econpapers || Download paper

2025Where and why do politicians send pork? Evidence from central government transfers to French municipalities. (2025). Sangnier, Marc ; Fabre, Brice. In: Journal of Public Economics. RePEc:eee:pubeco:v:241:y:2025:i:c:s0047272724002123.

Full description at Econpapers || Download paper

2025Is Davos more than a boondoggle?. (2025). Rose, Andrew ; Leue, Sebastian ; Fuchs, Andreas. In: Kiel Working Papers. RePEc:zbw:ifwkwp:318195.

Full description at Econpapers || Download paper

2025Impact evaluation of the carbon tax in Chile using the difference-in-differences method. (2025). Mardones, Cristian ; Fernndez-Lpez, Reinier. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225005055.

Full description at Econpapers || Download paper

2025The combined effect of free and compulsory lower secondary education on educational attainment in Sub-Saharan Africa. (2025). Bose, Bijetri ; Raub, Amy ; Sprague, Aleta ; Martin, Alfredo ; Kidman, Rachel ; Heymann, Jody ; Bhuwania, Pragya. In: International Journal of Educational Development. RePEc:eee:injoed:v:113:y:2025:i:c:s0738059325000161.

Full description at Econpapers || Download paper

2025The chained difference-in-differences. (2025). Benatia, David ; Dortet-Bernadet, Vincent ; Bellgo, Christophe. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624001295.

Full description at Econpapers || Download paper

2025Shooting down trade: Firm-level effects of embargoes. (2025). Aytun, Ugur ; Hinz, Julian ; Zgzel, Cem. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:231:y:2025:i:c:s0167268124004359.

Full description at Econpapers || Download paper

2025The Impacts of a Local Enhanced Management Area on Groundwater Use for Crop Production. (2025). Guererro, Bridget ; Lambert, Lixia ; Golden, Bill. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:358997.

Full description at Econpapers || Download paper

2025Treatment-Effect Estimation in Complex Designs under a Parallel-trends Assumption. (2025). de Chaisemartin, Cl'Ement ; D'Haultfoeuille, Xavier. In: Papers. RePEc:arx:papers:2508.07808.

Full description at Econpapers || Download paper

2025Citizen Training and the Urban Waste Footprint. (2025). Machin, Stephen ; Kondirolli, Fjolla ; Dhingra, Swati. In: IZA Discussion Papers. RePEc:iza:izadps:dp18124.

Full description at Econpapers || Download paper

2025Does crop insurance increase farmers’ income? Evidence from the pilot program of agricultural catastrophe insurance in China. (2025). Hong, NA ; Liu, Jianghui ; He, Dongwei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1002-1019.

Full description at Econpapers || Download paper

2025Konjunkturschlaglicht: Lohnt für Unternehmen eine Teilnahme am Weltwirschaftsforum?. (2025). Sebastian, Leue ; Andreas, Fuchs. In: Wirtschaftsdienst. RePEc:vrs:wirtsc:v:105:y:2025:i:10:p:763-764:n:1020.

Full description at Econpapers || Download paper

2025How does medicaid managed care affect provider behavior? New evidence from spillovers on private health care. (2025). Lee, Ajin. In: Journal of Public Economics. RePEc:eee:pubeco:v:248:y:2025:i:c:s004727272500132x.

Full description at Econpapers || Download paper

2025Avengers assemble! When digital piracy increases box office demand. (2025). Ackermann, Klaus ; Bradley, Wendy A ; Cameron, Jack Francis. In: Research Policy. RePEc:eee:respol:v:54:y:2025:i:8:s0048733325000952.

Full description at Econpapers || Download paper

2025How do global board reforms affect managerial investment decisions?. (2025). Liu, Chih-Liang ; Lai, Shu-Miao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001904.

Full description at Econpapers || Download paper

2025Employment without empowerment: Low-wage manufacturing and intimate partner violence in Nicaragua, 1998–2012. (2025). Grogan, Louise. In: World Development. RePEc:eee:wdevel:v:195:y:2025:i:c:s0305750x25001068.

Full description at Econpapers || Download paper

2025High-dimensional censored MIDAS logistic regression for corporate survival forecasting. (2025). van Keilegom, Ingrid ; Striaukas, Jonas ; Beyhum, Jad ; Miao, Wei. In: Papers. RePEc:arx:papers:2502.09740.

Full description at Econpapers || Download paper

2025Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio. (2025). Caner, Mehmet ; Daniele, Maurizio. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s030440762500137x.

Full description at Econpapers || Download paper

2025Berge Equilibria - An Algebraic Approach. (2025). Riedel, Frank ; Torrente, Maria-Laura. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:750.

Full description at Econpapers || Download paper

2025On the Identification of Diagnostic Expectations: Econometric Insights from DSGE Models. (2025). Guo, Jinting. In: Papers. RePEc:arx:papers:2509.08472.

Full description at Econpapers || Download paper

2025Likelihood-ratio test for technological differences in two-stage data envelopment analysis for panel data. (2025). Zelenyuk, Valentin ; Du, Kai. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:644-663.

Full description at Econpapers || Download paper

2025Sustainability-Driven Energy Efficiency Assessment: Divergent Policy Impacts of Single Factor Limits Versus Total Factor Coordination. (2025). Long, Houyin ; Ding, Xiaoran ; Xue, Jingyu ; Lai, Guansen. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:4937-:d:1665949.

Full description at Econpapers || Download paper

2025Goodness-of-fit in production models: A Bayesian perspective. (2025). Zelenyuk, Valentin ; Tsionas, Mike ; Zhang, Xibin. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:644-653.

Full description at Econpapers || Download paper

2025Bayesian stochastic frontier models under the skew-normal half-normal settings. (2025). Zhu, Xiaonan ; Boris, S T ; Wang, Tonghui ; Wei, Zheng. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:64:y:2025:i:1:d:10.1007_s11123-025-00757-3.

Full description at Econpapers || Download paper

2025Statistical inference for Hicks–Moorsteen productivity indices. (2025). Simar, Leopold ; Zhao, Shirong ; Zelenyuk, Valentin. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:2:d:10.1007_s10479-024-06288-8.

Full description at Econpapers || Download paper

2025On a new robust method of inference for general time series models. (2025). Wang, Zihan ; Li, Dong ; Qiao, Xinghao ; Tong, Howell. In: Papers. RePEc:arx:papers:2503.08655.

Full description at Econpapers || Download paper

2025Reprint of: Finite underidentification. (2025). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407625000016.

Full description at Econpapers || Download paper

2025The impact of Mergers and Acquisitions on the Productivity of U.S. Grain Marketing Cooperatives. (2025). Grashuis, Jasper ; Skevas, Theodoros ; Ansah, Michael Owusu. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361178.

Full description at Econpapers || Download paper

2025Automatic Debiased Machine Learning of Structural Parameters with General Conditional Moments. (2025). Arganaraz, Facundo. In: Papers. RePEc:arx:papers:2512.08423.

Full description at Econpapers || Download paper

2025Cubic-based Prediction Approach for Large Volatility Matrix using High-Frequency Financial Data. (2024). Choi, Sung Hoon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2412.04293.

Full description at Econpapers || Download paper

2025Information bounds for Gaussian copula parameter in stationary semiparametric Markov models. (2025). Chen, Xiaohong ; Yi, Yanping. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002232.

Full description at Econpapers || Download paper

2025Robust Estimation and Inference for High-Dimensional Panel Data Models. (2025). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2405.07420.

Full description at Econpapers || Download paper

2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Working Papers. RePEc:bbh:wpaper:25-04.

Full description at Econpapers || Download paper

2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-15.

Full description at Econpapers || Download paper

2025Cross-country risk spillovers: A FHM factor copula approach. (2025). Chen, Zhenlong ; Hao, Xiaozhen ; Chang, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s026499932500118x.

Full description at Econpapers || Download paper

2025Principal Component Copulas for Capital Modelling and Systemic Risk. (2024). Gubbels, K B ; Ypma, J Y ; Oosterlee, C W. In: Papers. RePEc:arx:papers:2312.13195.

Full description at Econpapers || Download paper

2025Copula Central Asymmetry of Equity Portfolios. (2025). Frattarolo, Lorenzo. In: Papers. RePEc:arx:papers:2501.00634.

Full description at Econpapers || Download paper

2025Dynamic Factor Correlation Model. (2025). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2503.01080.

Full description at Econpapers || Download paper

2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

Full description at Econpapers || Download paper

2025Partial Identification in Moment Models with Incomplete Data via Optimal Transport. (2025). Shi, Xuetao ; Pass, Brendan ; Fan, Yanqin. In: Papers. RePEc:arx:papers:2503.16098.

Full description at Econpapers || Download paper

2025Adjusted-range-based self-normalized autocorrelation tests. (2025). Sun, Jiajing ; Zhu, Meiting ; Linton, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001521.

Full description at Econpapers || Download paper

2025Structural stability of functional data — A new adjusted-range-based self-normalization approach. (2025). Hong, Yongmiao ; Xu, Weichao ; Sun, Jiajing ; Lin, Zhuo. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525001879.

Full description at Econpapers || Download paper

2025A spatial one-sided error model to identify where unarrested criminals live. (2025). Ramírez Hassan, Andrés ; Puerta-Cuartas, Alejandro ; Ramrez-Hassan, Andrs. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002864.

Full description at Econpapers || Download paper

2025COVID-19 under-reporting: spillovers and stringent containment strategies of global cases. (2025). Kumbhakar, Subal C ; Wang, Yulu. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:63:y:2025:i:1:d:10.1007_s11123-024-00741-3.

Full description at Econpapers || Download paper

2025The by-production models for benchmarking. (2025). Hu, Peng ; Wang, Derek D ; Ren, Yaoyao. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000623.

Full description at Econpapers || Download paper

2025Who Prefers Guessing to Admitting They Don’t Know? Measurement Error in Financial Literacy Surveys. (2025). LO PRETE, Anna ; Bertola, Giuseppe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11748.

Full description at Econpapers || Download paper

2025Low Response Rate from Merchants? Sample and Ask Consumers! An Application of Indirect Sampling Under a Consumer-Merchant Bipartite Network. (2025). Wu, Joy ; Chen, Heng. In: Technical Reports. RePEc:bca:bocatr:126.

Full description at Econpapers || Download paper

2025The Long-Run Effects of Conditional Cash Transfers: the Case of Bolsa Familia in Brazil. (2025). Laguinge, Luis ; Gasparini, Leonardo ; Neidhofer, Guido. In: Working Papers. RePEc:inq:inqwps:ecineq2025-684.

Full description at Econpapers || Download paper

2025The Design of Sampling Strata for the National Household Food Acquisition and Purchase Survey. (2025). Klee, Mark ; McBride, Linden ; Eggleston, Jonathan. In: Working Papers. RePEc:cen:wpaper:25-13.

Full description at Econpapers || Download paper

2025Who prefers guessing to admitting They Dont Know? Measurement error in financial literacy surveys. (2025). LO PRETE, Anna ; Bertola, Giuseppe. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:233:y:2025:i:c:s0167268125001234.

Full description at Econpapers || Download paper

2025Inconsistencies in self-reported weather-related home damage among household members. (2025). Nguyen, Ha ; Mitrou, Francis. In: MPRA Paper. RePEc:pra:mprapa:125144.

Full description at Econpapers || Download paper

2025The long-run effects of Conditional Cash Transfers: The case of Bolsa Familia in Brazil. (2025). Laguinge, Luis ; Neidhfer, Guido ; Gasparini, Leonardo. In: ZEW Discussion Papers. RePEc:zbw:zewdip:319892.

Full description at Econpapers || Download paper

2025How Well Do Survey Self-Reports Align with Administrative Data? The Case of U.S. Consumer Credit Records. (2025). Akana, Tom ; Lee, Amber. In: Consumer Finance Institute discussion papers. RePEc:fip:fedpdp:101848.

Full description at Econpapers || Download paper

2025The impact of individuals’ preventive behaviours on health and healthcare utilisation. (2025). Fiorentini, Gianluca ; Dhingra, Aarushi ; Connelly, Luke. In: Economics & Human Biology. RePEc:eee:ehbiol:v:57:y:2025:i:c:s1570677x2500019x.

Full description at Econpapers || Download paper

2025Size and the Nature of Measurement Error in Gridded Weather Datasets and its Consequential Estimation Bias in Regression Model: An Application to PRISM Datasets for the US Midwest Regions. (2025). Mieno, Taro ; Kakimoto, Shunkei. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360727.

Full description at Econpapers || Download paper

2025Forecasting Atmospheric Ethane: Application to the Jungfraujoch Measurement Station. (2025). Moussa, Karim ; Friedrich, Marina ; van der Straten, David ; Shapovalova, Yuliya. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250025.

Full description at Econpapers || Download paper

2025Risk influencing factors on the consequence of waterborne transportation accidents in China (2013€“2023) based on data-driven machine learning. (2025). Qiao, Weiliang ; Liu, Dong ; Ma, Xiaoxue ; Zhang, Meng ; Huang, Enze. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:257:y:2025:i:pa:s0951832025000328.

Full description at Econpapers || Download paper

2025Testing Mechanisms. (2024). Roth, Jonathan ; Kwon, Soonwoo. In: Papers. RePEc:arx:papers:2404.11739.

Full description at Econpapers || Download paper

2025A Nation of Two Tales: The Dual Intergenerational Economic Transmission in Rural and Urban China. (2025). Qian, Xuechao. In: Population Research and Policy Review. RePEc:kap:poprpr:v:44:y:2025:i:3:d:10.1007_s11113-025-09945-3.

Full description at Econpapers || Download paper

2025The Quiet Payoff: Mafia Electoral Support and Policy Inaction. (2025). Righetto, Giovanni ; Schiavone, Antonio ; Magli, Alessio Carrozzo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12330.

Full description at Econpapers || Download paper

2025On the Use of the Harmonic Mean Estimator for Selecting the Hypothetical Income Distribution from Grouped Data. (2025). Kakamu, Kazuhiko. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:72-:d:1582008.

Full description at Econpapers || Download paper

2025Who Participates in Defined Contribution Pension Systems When Informality is High? Evidence from 20 Years of Administrative Records from the Dominican Republic. (2025). Joubert, Clement ; Scot, Thiago ; Regalado, Pietter Jos ; Marez, Isaac Rafael ; Flores, Tatiana ; Rodriguez, Nicolas Garces. In: Social Protection Discussion Papers and Notes. RePEc:wbk:hdnspu:202770.

Full description at Econpapers || Download paper

2025Exposing the Gap: Gender Inequality in Occupational Pension Coverage and Income Across Europe. (2025). Deschacht, Nick ; Vujic, Suncica ; Guillemyn, Ins. In: IZA Discussion Papers. RePEc:iza:izadps:dp18163.

Full description at Econpapers || Download paper

2025Online graph topology learning from matrix-valued time series. (2025). Maabout, Sofian ; Bigot, Jrmie ; Jiang, Yiye. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:202:y:2025:i:c:s016794732400149x.

Full description at Econpapers || Download paper

2025Synergizing Renewable Energy and Circular Economy Strategies: Pioneering Pathways to Environmental Sustainability. (2025). Gao, Xiaodan ; He, Yugang ; Wang, Yinhui. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:1801-:d:1595872.

Full description at Econpapers || Download paper

2025Tensor dynamic conditional correlation model: A new way to pursuit Holy Grail of investing. (2025). Zhu, KE ; Yu, Cheng. In: Papers. RePEc:arx:papers:2502.13461.

Full description at Econpapers || Download paper

2025Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series. (2025). Hecq, Alain ; Wilms, Ines ; Ricardo, Ivan. In: Papers. RePEc:arx:papers:2411.05601.

Full description at Econpapers || Download paper

2025Detecting cointegrating relations in non-stationary matrix-valued time series. (2025). Hecq, Alain ; Ricardo, Ivan ; Wilms, Ines. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000424.

Full description at Econpapers || Download paper

2025Threshold Tensor Factor Model in CP Form. (2025). Chen, Rong ; Bolivar, Stevenson ; Han, Yuefeng. In: Papers. RePEc:arx:papers:2511.19796.

Full description at Econpapers || Download paper

2025Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions. (2025). Hua, Lei ; Zhang, LU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:347-:d:1573432.

Full description at Econpapers || Download paper

2025Invalid proxies and volatility changes. (2025). Fanelli, Luca ; Neri, Luca ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2403.08753.

Full description at Econpapers || Download paper

2025Under the null of valid specification, pre-tests cannot make post-test inference liberal. (2025). de Chaisemartin, Clément ; Dhaultfoeuille, Xavier. In: Working Papers. RePEc:crs:wpaper:2025-03.

Full description at Econpapers || Download paper

2025Shocking concerns: public perception about climate change and the macroeconomy. (2025). Sorge, Marco ; Bontempi, Maria ; de Angelis, Luca ; Neri, Paolo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2505.04669.

Full description at Econpapers || Download paper

2025Re-visiting the Relationship Between Oil Prices and Monetary Policy. (2025). Bjørnland, Hilde ; Haolz, Jonas ; Cross, Jamie L ; Bjaornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0139.

Full description at Econpapers || Download paper

2025The Size and Uncertainty of Government Spending Multipliers in Italian Regions. (2025). Fanelli, Luca ; Mazzali, Marco ; Cavaliere, Giuseppe. In: Working Papers. RePEc:bol:bodewp:wp1216.

Full description at Econpapers || Download paper

2025Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion. (2025). Yu, Jun ; Zhang, Chen ; Bibinger, Markus. In: Working Papers. RePEc:boa:wpaper:202528.

Full description at Econpapers || Download paper

2025Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion. (2025). Yu, Jun ; Zhang, Chen ; Bibinger, Markus. In: Papers. RePEc:arx:papers:2504.15985.

Full description at Econpapers || Download paper

2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

Full description at Econpapers || Download paper

2025Model specification for volatility forecasting benchmark. (2025). Zhang, Yaojie ; He, Mengxi ; Wen, Danyan ; Wang, Yudong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007828.

Full description at Econpapers || Download paper

2025Parameter identification of the Black-Scholes model driven by multiplicative fractional Brownian motion. (2025). Ma, Shaojuan ; Hou, Wentao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437125000238.

Full description at Econpapers || Download paper

2025Stochastic modelling and forecasting of wind capacity utilization with applications to risk management: The Australian case. (2025). Nikitopoulos, Christina S ; Alfeus, Mesias ; Overbeck, Ludger ; Mwampashi, Muthe M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25001064.

Full description at Econpapers || Download paper

2025Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions. (2025). Zhou, Hongjuan. In: Papers. RePEc:arx:papers:2507.19445.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections. (2025). Martinez, Andrew ; Jackson, Luke P ; Pretis, Felix ; Juselius, Katarina. In: Working Papers. RePEc:gwc:wpaper:2025-002.

Full description at Econpapers || Download paper

2025Bivariate Maximum Likelihood Method for Fixed Effects Panel Interval-Valued Data Models. (2025). Ji, Aibing ; Zhang, Jinjin ; Cao, YU. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10737-8.

Full description at Econpapers || Download paper

2025Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China. (2025). Cao, Yufei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002444.

Full description at Econpapers || Download paper

2025Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126.

Full description at Econpapers || Download paper

2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

Full description at Econpapers || Download paper

2025Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

Full description at Econpapers || Download paper

2025Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284.

Full description at Econpapers || Download paper

2025Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market. (2025). Huang, Jionghao ; Chen, Baifan ; Tang, Lianzhou ; Wu, Jialu ; Xia, Xiaohua. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002157.

Full description at Econpapers || Download paper

2025Financialization trends and climate policy uncertainty: Implications for China’s nonferrous metal market. (2025). Ren, Xiaohang ; Xu, Ziyue ; Yuan, LI ; Tao, Lizhu ; Fu, Chenjia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001783.

Full description at Econpapers || Download paper

2025Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165.

Full description at Econpapers || Download paper

2025Study on the time-frequency risk spillover network of “carbon-energy-stock” system under climate risk shock. (2025). Liu, Chunna ; Lu, Shiyi ; Shen, Jian ; Zhi, Jiaqi ; Shi, Changfeng ; Ma, Shihan. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s036054422503083x.

Full description at Econpapers || Download paper

2025Inventor Mobility After the Fall of the Berlin Wall. (2025). Hünermund, Paul ; Hunermund, Paul ; Hipp, Ann. In: Papers. RePEc:arx:papers:2409.01861.

Full description at Econpapers || Download paper

2025Better together? Group incentives and the demand for prevention. (2025). Lagarde, Mylene ; Herl, Carlos Riumallo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125349.

Full description at Econpapers || Download paper

2025Radiating influence? Spillover effects among physicians. (2025). Avdic, Daniel ; Lagerqvist, BO ; van Empel, Giovanni ; Kunz, Johannes S ; Khalil, Umair ; Vikstrm, Johan. In: Centre for Health Economics, Monash University. RePEc:mhe:chemon:2025-01.

Full description at Econpapers || Download paper

2025Better together? Group incentives and the demand for prevention. (2025). Herl, Carlos Riumallo ; Lagarde, Mylne. In: Journal of Development Economics. RePEc:eee:deveco:v:172:y:2025:i:c:s0304387824001147.

Full description at Econpapers || Download paper

2025Multigenerational Effects of Smallpox Vaccination. (2025). Jensen, Peter ; Lazuka, Volha. In: Papers. RePEc:arx:papers:2504.21580.

Full description at Econpapers || Download paper

2025Womens empowerment in driving the energy transition for sustainable development in developing nations. (2025). Sen, Kanchan Kumar ; Karmaker, Shamal Chandra ; Chapman, Andrew J ; Saha, Bidyut Baran. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:216:y:2025:i:c:s136403212500320x.

Full description at Econpapers || Download paper

2025How green strategic alliances enhance green innovation: Mechanisms and evidence in China. (2025). Liao, Qiang ; Xian, Maoyang ; Guo, Hui ; Hao, Jinxing ; Wang, Yuhan. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003599.

Full description at Econpapers || Download paper

2025Asylum Seekers, New Businesses, and Job Creation. (2025). Schirner, Sebastian ; Hessami, Zohal ; Wobbe, Clara. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12151.

Full description at Econpapers || Download paper

2025Effects of informal caring on labour market outcomes of carers: Evidence from HILDA. (2025). Akyol, Pelin ; Nolan, Matt. In: Journal of Health Economics. RePEc:eee:jhecon:v:103:y:2025:i:c:s0167629625000633.

Full description at Econpapers || Download paper

2025Multivariate Rough Volatility. (2024). Pigato, Paolo ; Giorgio, Giacomo ; Dugo, Ranieri. In: Papers. RePEc:arx:papers:2412.14353.

Full description at Econpapers || Download paper

2025On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models. (2025). Schied, Alexander ; Han, Xiyue. In: Papers. RePEc:arx:papers:2504.09276.

Full description at Econpapers || Download paper

2025Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect. (2025). Liu, Guangying ; Lin, Jinguan ; Mao, Yizhi ; Hao, Hongxia. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1506-:d:1648583.

Full description at Econpapers || Download paper

2025Examining the nexus between exporting status and CO2 productivity in Indonesian agri-based manufacturing. (2025). Luckstead, Jeff ; Mandasari, Putriesti. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000386.

Full description at Econpapers || Download paper

2025Intra-household management of resources: evidence from Malawi. (2025). Josephson, Anna. In: Review of Economics of the Household. RePEc:kap:reveho:v:23:y:2025:i:1:d:10.1007_s11150-024-09698-6.

Full description at Econpapers || Download paper

2025Dyadic data with ordered outcome variables. (2025). Pakel, Cavit ; Muris, Chris ; Zhang, Qichen. In: Papers. RePEc:arx:papers:2507.16689.

Full description at Econpapers || Download paper

2025Dynamic ordered panel logit models. (2025). Muris, Chris ; Honor, Bo E ; Weidner, Martin. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:3:p:899-945.

Full description at Econpapers || Download paper

2025Identifying the Frontier Structural Function and Bounding Mean Deviations. (2025). Genesove, David ; Ben-Moshe, Dan. In: Papers. RePEc:arx:papers:2504.19832.

Full description at Econpapers || Download paper

2025Examination of inland port technical efficiency and its spillover patterns: Evidence from the Yangtze River region. (2025). Wu, Zhen. In: Transport Policy. RePEc:eee:trapol:v:171:y:2025:i:c:p:595-614.

Full description at Econpapers || Download paper

2025A statisticians guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python. (2025). Londschien, Malte. In: Papers. RePEc:arx:papers:2508.12474.

Full description at Econpapers || Download paper

2025Numerical Analysis of Test Optimality. (2025). McCloskey, Adam ; Ketz, Philipp ; Scherer, Jan. In: Papers. RePEc:arx:papers:2512.19843.

Full description at Econpapers || Download paper

2025The Impact of Intelligent Logistics on Logistics Performance Improvement. (2025). Li, Xiaohua ; Deng, Yangyang ; Yang, Zhenjie ; Cai, Jiayi ; Ye, Aishan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:2:p:659-:d:1568147.

Full description at Econpapers || Download paper

2025Clustering and classification of spatio-temporal data using spatial dynamic panel data models. (2025). Giordano, Francesco ; Milito, Sara ; Niglio, Marcella ; Parrella, Maria Lucia ; Feo, Giuseppe. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:19:y:2025:i:2:d:10.1007_s11634-024-00620-7.

Full description at Econpapers || Download paper

2025Adaptive Bayesian Nonparametric Regression via Stationary Smoothness Priors. (2025). Tobias, Justin L. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1162-:d:1625305.

Full description at Econpapers || Download paper

2025Enhancing the Merger Simulation Toolkit with ML/AI. (2025). Sullivan, Christopher ; Magnolfi, Lorenzo ; Collison, Jack ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2506.05225.

Full description at Econpapers || Download paper

2025Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints. (2024). Caner, Mehmet ; Li, Yingying ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2402.17523.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Intertemporal asset pricing without risk-free security, zero-beta portfolio and consumption data. (2025). Bergeron, Claude. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00167.

Full description at Econpapers || Download paper

2025Multiscale Stochastic Models for Bitcoin: Fractional Brownian Motion and Duration-Based Approaches. (2025). Rathie, Pushpa N ; da Fonseca, Tiago A ; Saulo, Helton ; Quintino, Felipe ; Pereira, Arthur Rodrigues. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:3:p:51-:d:1753532.

Full description at Econpapers || Download paper

2025Dynamic Discrete-Continuous Choice Models: Identification and Conditional Choice Probability Estimation. (2025). Bruneel-Zupanc, Christophe. In: Papers. RePEc:arx:papers:2504.16630.

Full description at Econpapers || Download paper

2025PLRD: Partially Linear Regression Discontinuity Inference. (2025). Wager, Stefan ; Imbens, Guido ; Ghosh, Aditya. In: Papers. RePEc:arx:papers:2503.09907.

Full description at Econpapers || Download paper

2025On regression-adjusted imputation estimators of average treatment effects. (2025). Lin, Zhexiao ; Han, Fang. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001344.

Full description at Econpapers || Download paper

2025Automatic Order, Bandwidth Selection and Flaws of Eigen Adjustment in HAC Estimation. (2025). Li, Zhuoxun ; Hurvich, Clifford M. In: Papers. RePEc:arx:papers:2509.23256.

Full description at Econpapers || Download paper

2025Identification of Average Treatment Effects in Nonparametric Panel Models. (2025). Imbens, Guido ; Athey, Susan. In: Papers. RePEc:arx:papers:2503.19873.

Full description at Econpapers || Download paper

2025Improving empirical models and forecasts with saturation-based machine learning. (2025). Martinez, Andrew ; Ericsson, Neil R. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06373-y.

Full description at Econpapers || Download paper

2025A Robust Multivariate Logistic Regression Model for Smart Parking Occupancy Prediction. (2025). Tanui, Josephine Jepngetich ; Mwanjele, Solomon ; Cheruyoit, Prof ; Kimutai, Gibson. In: International Journal of Technology and Systems. RePEc:bdu:ojijts:v:10:y:2025:i:3:p:1-19:id:3357.

Full description at Econpapers || Download paper

2025Count Data Models with Heterogeneous Peer Effects under Rational Expectations. (2024). Houndetoungan, Aristide. In: Papers. RePEc:arx:papers:2405.17290.

Full description at Econpapers || Download paper

2025Competition, Conformism and the Low Adoption of a Generous Pricing Scheme Offered to Physicians. (2025). Lambotte, Mathieu ; Montmartin, Benjamin. In: GREDEG Working Papers. RePEc:gre:wpaper:2025-17.

Full description at Econpapers || Download paper

2025Linear regression with weak exogeneity. (2025). Sølvsten, Mikkel ; Slvsten, Mikkel ; Mikusheva, Anna. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:367-403.

Full description at Econpapers || Download paper

2025Inference with Many Weak Instruments and Heterogeneity. (2025). Yap, Luther. In: Papers. RePEc:arx:papers:2408.11193.

Full description at Econpapers || Download paper

2025Canonical correlation regression with noisy data. (2025). Singh, Rahul ; Meza, Isaac. In: Papers. RePEc:arx:papers:2512.22697.

Full description at Econpapers || Download paper

2025Rationalizing dynamic choices. (2025). de Oliveira, Henrique ; Lamba, Rohit. In: Papers. RePEc:arx:papers:2504.05251.

Full description at Econpapers || Download paper

2025Learning in Random Utility Models Via Online Decision Problems. (2025). Melo, Emerson. In: Papers. RePEc:arx:papers:2506.16030.

Full description at Econpapers || Download paper

2025Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data. (2025). Kutta, Tim ; Schumann, Martin ; Dette, Holger. In: Papers. RePEc:arx:papers:2512.15592.

Full description at Econpapers || Download paper

2025The Cost of Coming Out. (2024). Di Francesco, Riccardo ; Brox, Enzo. In: Papers. RePEc:arx:papers:2403.03649.

Full description at Econpapers || Download paper

2025Correcting invalid regression discontinuity designs with multiple time period data. (2025). Leventer, Dor ; Nevo, Daniel. In: Papers. RePEc:arx:papers:2408.05847.

Full description at Econpapers || Download paper

2025Impact Evaluations in Data Poor Settings: The Case of Stress-Tolerant Rice Varieties in Bangladesh. (2024). Michler, Jeffrey ; Josephson, Anna ; Pede, Valerien O ; Giezendanner, Jonathan ; Tellman, Elizabeth ; al Rafi, Dewan Abdullah. In: Papers. RePEc:arx:papers:2409.02201.

Full description at Econpapers || Download paper

2025Learning the Effect of Persuasion via Difference-In-Differences. (2024). Lee, Sokbae (Simon) ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2410.14871.

Full description at Econpapers || Download paper

2025Matching $\leq$ Hybrid $\leq$ Difference in Differences. (2025). Sasaki, Yuya ; Park, Yechan. In: Papers. RePEc:arx:papers:2411.07952.

Full description at Econpapers || Download paper

2025The Impact of the Belt and Road Initiative on Foreign Direct Investment from China, the United States, and Major Investor Countries. (2025). Todo, Yasuyuki ; Nishitateno, Shuhei ; Brown, Sean. In: Working Papers. RePEc:wap:wpaper:2414.

Full description at Econpapers || Download paper

2025The Impact of the Belt and Road Initiative on Foreign Direct Investment from China, the United States, and Major Investor Countries. (2025). Todo, Yasuyuki ; Nishitateno, Shuhei ; Yasuyuki, Todo ; Brown, Sean. In: Discussion papers. RePEc:eti:dpaper:25004.

Full description at Econpapers || Download paper

2025How Does Financial Support Affect Firms’ Innovation and Total Factor Productivity: A Quasi-Natural Experiment in China. (2025). Lu, Guangyuan ; Zhang, Xiaoyun ; Bai, Xiong. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:1:p:244-:d:1558158.

Full description at Econpapers || Download paper

2025Air Quality Alerts and Dont Drive Appeals: Evidence on Voluntary Pollution Mitigation Dynamics from Germany. (2025). Goeschl, Timo ; Dangel, Alexander. In: Working Papers. RePEc:awi:wpaper:0760.

Full description at Econpapers || Download paper

2025Silent alarms: workplace injuries under-reporting in Italy. (2025). Angei, F. In: Working Paper CRENoS. RePEc:cns:cnscwp:202503.

Full description at Econpapers || Download paper

2025Treasure Islands, Real Jobs? Workers and Anti-Avoidance Policies in a Tax Paradise. (2025). Cabral, Sonia ; Dos, Joao Pereira ; Peralta, Susana ; Miranda, Raquel ; Garcia, Joana. In: IZA Discussion Papers. RePEc:iza:izadps:dp17799.

Full description at Econpapers || Download paper

2025.

Full description at Econpapers || Download paper

2025Conditional Triple Difference-in-Differences. (2025). Leventer, Dor. In: Papers. RePEc:arx:papers:2502.16126.

Full description at Econpapers || Download paper

2025Inferring Treatment Effects in Large Panels by Uncovering Latent Similarities. (2025). Zeleneev, Andrei ; Deaner, Ben ; Hsiang, Chen-Wei. In: Papers. RePEc:arx:papers:2503.20769.

Full description at Econpapers || Download paper

2025For‐profit milk in nonprofit cartons? The case of nonprofit charter schools subcontracting with for‐profit education management organizations. (2025). Tran, Long ; Lavertu, Stephane. In: Journal of Policy Analysis and Management. RePEc:wly:jpamgt:v:44:y:2025:i:1:p:236-265.

Full description at Econpapers || Download paper

2025Extreme Weather Events and the Support for Democracy. (2025). Cerkez, Nicolas. In: CSAE Working Paper Series. RePEc:csa:wpaper:2025-03.

Full description at Econpapers || Download paper

2025The Great Escape: Physicians Leaving the Public Sector. (2025). Grembi, V ; Bertoli, P. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:25/03.

Full description at Econpapers || Download paper

2025Do Land Development Rights Increase Agricultural Land Prices? Empirical Evidence from China’s Land Market. (2025). Dou, Wei ; Shi, Jiaxin. In: Land. RePEc:gam:jlands:v:14:y:2025:i:4:p:745-:d:1624737.

Full description at Econpapers || Download paper

2025New Energy Demonstration City Policy and Corporate Green Innovation: From the Perspective of Industrial and Regional Spillover Effect. (2025). Mensah, Claudia Nyarko ; Luo, Yusen ; Wu, Chao ; Chai, Mao. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:7:p:3179-:d:1627375.

Full description at Econpapers || Download paper

2025Telecare and Elderly Mortality: Evidence from Italian Municipalities. (2025). Picchio, Matteo ; Santolini, Raffaella ; Matteucci, Nicola ; Yebetchou, Rostand Arland. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1594.

Full description at Econpapers || Download paper

2025How can AI reduce carbon emissions? Insights from a quasi-natural experiment using generalized random forest. (2025). Qi, Jiajun ; Feng, Lingbing ; Zheng, Yuhao. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007497.

Full description at Econpapers || Download paper

2025The unintended effects of a large minimum wage increase on health: Evidence from South Korea. (2025). Suhrcke, Marc ; Leist, Anja K ; Kim, Junghyun. In: Social Science & Medicine. RePEc:eee:socmed:v:365:y:2025:i:c:s0277953624010803.

Full description at Econpapers || Download paper

2025Targeting coethnic voters, elites, or both? Evidence from aid allocation in Malawi. (2025). Lee, Dongil. In: World Development. RePEc:eee:wdevel:v:188:y:2025:i:c:s0305750x24003784.

Full description at Econpapers || Download paper

2025The Local Job Multipliers of Green Industrialization. (2025). Vona, Francesco ; Colantone, Italo ; Bontadini, Filippo ; Frattini, Federico Fabio. In: FEEM Working Papers. RePEc:ags:feemwp:358792.

Full description at Econpapers || Download paper

2025Model-based Estimation of Difference-in-Differences with Staggered Treatments. (2025). Shimizu, Kenichi ; Chib, Siddhartha. In: Papers. RePEc:arx:papers:2505.18391.

Full description at Econpapers || Download paper

2025Educational Expansions and Fertility: Evidence from Norwegian College Reforms. (2025). Rogne, Adrian Farner ; Fauske, Agnes ; Hart, Rannveig Kaldager. In: European Journal of Population. RePEc:spr:eurpop:v:41:y:2025:i:1:d:10.1007_s10680-025-09737-7.

Full description at Econpapers || Download paper

2025Watts happening to work? The labour market effects of South Africa’s electricity crisis. (2025). Köhler, Timothy ; Bhorat, Haroon ; Khler, Timothy. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008284.

Full description at Econpapers || Download paper

2025Does commercial reform embracing digital technologies mitigate stock price crash risk?. (2025). He, Guanming ; Li, Zhichao ; Yu, Ling ; Zhou, Zhanqiang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000094.

Full description at Econpapers || Download paper

2025Foreign banks and firms’ export dynamics: Evidence from China’s banking reform. (2025). Fernandes, Ana ; Duanmu, Jing-Lin. In: Journal of Development Economics. RePEc:eee:deveco:v:174:y:2025:i:c:s0304387825000252.

Full description at Econpapers || Download paper

2025Public health insurance and special education enrollment. (2025). Schultz, Gunnar ; Stock, Wendy. In: Economics of Education Review. RePEc:eee:ecoedu:v:105:y:2025:i:c:s0272775725000147.

Full description at Econpapers || Download paper

2025Identification of loan effects on personal finance: A case for small U.S. entrepreneurs. (2025). Sedaghatkish, Nazanin ; Bose, Niloy ; Banasaz, Mohammadmahdi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:234:y:2025:i:c:s0167268125001027.

Full description at Econpapers || Download paper

2025Making the right call: The heterogeneous effects of individual performance pay on productivity. (2025). Sauermann, Jan ; Clemens, Marco. In: Labour Economics. RePEc:eee:labeco:v:94:y:2025:i:c:s0927537125000211.

Full description at Econpapers || Download paper

2025Great Expectations: Electoral Accountability After Economic Shocks. (2025). Ccero, Vinicius Curti ; Goes, Iasmin. In: OSF Preprints. RePEc:osf:osfxxx:kvwph_v1.

Full description at Econpapers || Download paper

2025Non-Fatal Strangulation Laws and Intimate Partner Homicides. (2025). de Assis, Drcio ; Ghosh, Arpita ; Oreffice, Sonia ; Quintana-Domeque, Climent. In: IZA Discussion Papers. RePEc:iza:izadps:dp18006.

Full description at Econpapers || Download paper

2025Shocks and Selection: How Earthquakes Shape Local Political Representation. (2025). Papagni, Erasmo ; cantabene, claudia ; Baraldi, Anna Laura ; de Iudicibus, Alessandro ; Fosco, Giovanni. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2025_06.

Full description at Econpapers || Download paper

2025Non-Fatal Strangulation Laws and Intimate Partner Homicides. (2025). Oreffice, Sonia ; Ghosh, Arpita ; de Assis, Drcio ; Quintana-Domeque, Climent. In: Discussion Papers. RePEc:exe:wpaper:2501.

Full description at Econpapers || Download paper

2025Mind the Peak: The Role of Peak Demand Charges and Real-Time Pricing in Residential Electricity Flexibility. (2025). Vergouwen, Mark ; Ovaere, Marten. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:25/1115.

Full description at Econpapers || Download paper

2025Synergy or Anergy? Foreign acquisition and firm productivity in Japan. (2025). Tanaka, Kiyoyasu. In: Discussion papers. RePEc:eti:dpaper:25085.

Full description at Econpapers || Download paper

2025Forest rights, dietary diversity and nutritional security of tribal communities: Evidence from India. (2025). Varma, Ishita. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2025-012.

Full description at Econpapers || Download paper

2025Refining the Notion of No Anticipation in Difference-in-Differences Studies. (2025). Tchetgen, Eric J ; Stensrud, Mats J ; Piccininni, Marco. In: Papers. RePEc:arx:papers:2507.12891.

Full description at Econpapers || Download paper

2025From Debt Reset to Growth Onset? Sovereign Debt Restructuring and Firm Performance in Developing Countries. (2025). Jacolin, Luc ; Dufresne, Quentin ; Ferry, Marin. In: Working papers. RePEc:bfr:banfra:991.

Full description at Econpapers || Download paper

2025Rising protectionism and foreign direct investment. (2025). Steinbach, Sandro ; Kim, Dongin. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:161:y:2025:i:2:d:10.1007_s10290-024-00569-x.

Full description at Econpapers || Download paper

2025Effects of withholding value-added tax in Uganda. (2025). Vuoristo, Karri. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2025-63.

Full description at Econpapers || Download paper

2025Trade Collapse and the Performance of Exporting Firms. (2025). Tovar, Jorge ; Martinez, Luis ; de Roux, Nicolás ; Martnez, Luis R. In: Documentos CEDE. RePEc:col:000089:021687.

Full description at Econpapers || Download paper

2025Triply Robust Panel Estimators. (2025). Athey, Susan ; Viviano, Davide ; Qu, Zhaonan ; Imbens, Guido. In: Papers. RePEc:arx:papers:2508.21536.

Full description at Econpapers || Download paper

2025Efficient 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.

Full description at Econpapers || Download paper

2025Estimating Treatment Effects Under Bounded Heterogeneity. (2025). Sun, Liyang ; Kwon, Soonwoo. In: Papers. RePEc:arx:papers:2510.05454.

Full description at Econpapers || Download paper

2025Sensitivity Analysis for Treatment Effects in Difference-in-Differences Models using Riesz Representation. (2025). Mattes, Mara ; Kueck, Jannis ; Spindler, Martin ; Bach, Philipp ; Klaassen, Sven. In: Papers. RePEc:arx:papers:2510.09064.

Full description at Econpapers || Download paper

2025Compositional difference-in-differences for categorical outcomes. (2025). Boussim, Onil. In: Papers. RePEc:arx:papers:2510.11659.

Full description at Econpapers || Download paper

2025Vis Inertiae and Statistical Inference: A Review of Difference-in-Differences Methods Employed in Economics and Other Subjects. (2025). Maranzano, Paolo ; Bosco, Bruno Paolo. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:4:p:38-:d:1761820.

Full description at Econpapers || Download paper

2025Sensitivity analysis for treatment effects in difference-in-differences models using Riesz Rrepresentation. (2025). Spindler, Martin ; Mattes, Mara ; Kueck, Jannis ; Klaassen, Sven ; Bach, Philipp. In: Discussion Papers. RePEc:zbw:fubsbe:330188.

Full description at Econpapers || Download paper

2025Human Capital and Motherhood: The Extent and Implications of Child Penalties in Training. (2025). Riepl, Franziska. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325436.

Full description at Econpapers || Download paper

2025Far-right mass protests and their effects on internal migration. (2025). Brox, Enzo ; Krieger, Tommy. In: ZEW Discussion Papers. RePEc:zbw:zewdip:327113.

Full description at Econpapers || Download paper

2025Fertilizer, soil health, and economic shocks: A synthesis of recent evidence. (2025). Spielman, David ; Chivenge, Pauline ; Chamberlin, Jordan ; Abay, Kibrom A. In: Food Policy. RePEc:eee:jfpoli:v:133:y:2025:i:c:s0306919225000971.

Full description at Econpapers || Download paper

2025Causal Inference with Groupwise Matching. (2025). Song, Kyungchul ; Rinc, Ratzanyel. In: Papers. RePEc:arx:papers:2510.26106.

Full description at Econpapers || Download paper

2025Excellence funds, excellent outcomes? Lessons from Italian university departments. (2025). Frattola, Edoardo ; Cattadori, Niccolo ; Lazzaro, Elena. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1505_25.

Full description at Econpapers || Download paper

2025Does hedge fund activism harm corporate social performance? Evidence from ESG ratings11We have no potential conflicts to disclose. Zhao gratefully acknowledges financial support from the National Natural Science Foundation of China, [Grant No. 72472150].. (2025). Wei, Jiaying ; Zhao, Shan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925000690.

Full description at Econpapers || Download paper

2025The causal effect of crop diversification obligations on crop diversity: An EU-level analysis. (2025). Serlenga, Laura ; Freo, Marzia ; Brutti, Zelda. In: Ecological Economics. RePEc:eee:ecolec:v:237:y:2025:i:c:s0921800925001983.

Full description at Econpapers || Download paper

2025Dynamics of subletting: Evidence from Swedish university students. (2025). Herold, Theo. In: Journal of Housing Economics. RePEc:eee:jhouse:v:68:y:2025:i:c:s1051137725000087.

Full description at Econpapers || Download paper

2025SLEP-less in Santiago: The effect of local educational services in Chile. (2025). Chumacero, Rmulo A ; Letelier, Leonardo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:102:y:2025:i:c:s0038012125001788.

Full description at Econpapers || Download paper

2025A comparative analysis of two-way fixed effects estimators in staggered treatment designs. (2025). Aguilar-Loyo, Jhordano. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001137.

Full description at Econpapers || Download paper

2025Sectoral effects of development aid on post-war violence: spatially disaggregated evidence from the Great Lakes region. (2025). Leonhard, Lucas Kori. In: World Development. RePEc:eee:wdevel:v:195:y:2025:i:c:s0305750x2500230x.

Full description at Econpapers || Download paper

2025Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory. (2025). Dominitz, Jeff ; Manski, Charles F. In: Papers. RePEc:arx:papers:2403.11016.

Full description at Econpapers || Download paper

2025Regret Analysis in Threshold Policy Design. (2025). Crippa, Federico. In: Papers. RePEc:arx:papers:2404.11767.

Full description at Econpapers || Download paper

2025Regret analysis in threshold policy design. (2025). Crippa, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000521.

Full description at Econpapers || Download paper

2025Limit Regret in Binary Treatment Choice with Misspecified Plug-In Predictors and Decision Thresholds. (2025). Dominitz, Jeff ; Manski, Charles F. In: Papers. RePEc:arx:papers:2512.19824.

Full description at Econpapers || Download paper

2025A beta prime ARMA model for positive time series. (2025). Almohaimeed, Bader ; Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:123873.

Full description at Econpapers || Download paper

2025Overparametrized models with posterior drift. (2025). Coqueret, Guillaume ; Laguerre, Martial. In: Papers. RePEc:arx:papers:2506.23619.

Full description at Econpapers || Download paper

2025Identification of treatment effects under limited exogenous variation. (2025). Stouli, Sami ; Newey, Whitney K. In: CeMMAP working papers. RePEc:azt:cemmap:06/25.

Full description at Econpapers || Download paper

2025Estimating interaction effects with panel data. (2025). Wacker, Konstantin ; Muris, Chris. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1583.

Full description at Econpapers || Download paper

2025Impact of regional digital economy on default recovery: Evidence from China. (2025). Chen, Muzi ; Li, Geng ; Yang, Xiaoguang ; Trainor, William J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003259.

Full description at Econpapers || Download paper

2025Analyzing Inter‐Hemispheric Climate Change Asymmetries With a Cointegrated Vector Autoregression. (2025). Moramarco, Graziano. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:6:n:e70026.

Full description at Econpapers || Download paper

2025The world is different because of you: Global warming, technological progress and economic development. (2025). Li, Mengjie ; Bai, Qianwen ; Du, Weijian. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:202-211.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2025

YearCiting document
2025Can 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025An Improved Inference for IV Regressions. (2025). Dou, Liyu ; Zhang, Yichong ; Min, Pengjin ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23816.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Efficient 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204.

Full description at Econpapers || Download paper

2025Beyond Returns: A Candlestick-Based Approach to Spot Covariance Estimation. (2025). Simsek, Yasin. In: Papers. RePEc:arx:papers:2510.12911.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025(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.

Full description at Econpapers || Download paper

2025Semiparametric Efficiency in Policy Learning with General Treatments. (2025). Fang, Yue ; Xie, Haitian ; Ridder, Geert. In: Papers. RePEc:arx:papers:2512.19230.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Modewise Additive Factor Model for Matrix Time Series. (2025). Han, Yuefeng ; Xu, KE ; Li, Jiayu ; Chen, Elynn. In: Papers. RePEc:arx:papers:2512.25025.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2024

YearCiting document
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Kullback-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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825.

Full description at Econpapers || Download paper

2024A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM). (2024). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.20885.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Difference-in-Differences with Sample Selection. (2024). Zhao, Xueyan ; Bartalotti, Otavio ; Negi, Akanksha ; Rathnayake, Gayani. In: Papers. RePEc:arx:papers:2411.09221.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2023

YearCiting document
2023The Unequal Consequences of Job Loss across Countries. (2023). Lombardi, Stefano ; Gulyas, Andreas ; Bertheau, Antoine ; Saggio, Raffaele ; Acabbi, Edoardo Maria ; Barcelo, Cristina. In: American Economic Review: Insights. RePEc:aea:aerins:v:5:y:2023:i:3:p:393-408.

Full description at Econpapers || Download paper

2023Payments for Ecosystem Services Programs and Climate Change Adaptation in Agriculture. (2023). Kim, Youngho. In: 2023 Annual Meeting, July 23-25, Washington D.C.. RePEc:ags:aaea23:335971.

Full description at Econpapers || Download paper

2023Minimum Wage and Skills -Evidence from Job Vacancy Data. (2023). Kuczera, Malgorzata ; Andrieu, Elodie. In: Working Papers. RePEc:anj:wpaper:034.

Full description at Econpapers || Download paper

2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Papers. RePEc:arx:papers:2302.03172.

Full description at Econpapers || Download paper

2023Testing and Identifying Substitution and Complementarity Patterns. (2023). Wang, Rui. In: Papers. RePEc:arx:papers:2304.00678.

Full description at Econpapers || Download paper

2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

Full description at Econpapers || Download paper

2023Matrix GARCH Model: Inference and Application. (2023). Zhu, KE ; Jiang, Feiyu ; Li, Dong ; Yu, Cheng. In: Papers. RePEc:arx:papers:2306.05169.

Full description at Econpapers || Download paper

2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Hu, Shiyun ; Jiang, Hongyi. In: Papers. RePEc:arx:papers:2306.12271.

Full description at Econpapers || Download paper

2023The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation. (2023). Basu, Deepankar. In: Papers. RePEc:arx:papers:2307.12731.

Full description at Econpapers || Download paper

2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

Full description at Econpapers || Download paper

2023Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models. (2023). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2308.02364.

Full description at Econpapers || Download paper

2023A Guide to Impact Evaluation under Sample Selection and Missing Data: Teachers Aides and Adolescent Mental Health. (2023). Nielsen, Helena ; Heiler, Phillip ; Andersen, Simon Calmar ; Beuchert, Louise. In: Papers. RePEc:arx:papers:2308.04963.

Full description at Econpapers || Download paper

2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

Full description at Econpapers || Download paper

2023Testing Partial Instrument Monotonicity. (2023). Sun, Zhenting ; Jiang, Hongyi. In: Papers. RePEc:arx:papers:2308.08390.

Full description at Econpapers || Download paper

2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

Full description at Econpapers || Download paper

2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

Full description at Econpapers || Download paper

2023Smoothing the Nonsmoothness. (2023). GAO, Jiti ; Tu, Yundong ; Dong, Chaohua ; Peng, Bin. In: Papers. RePEc:arx:papers:2309.16348.

Full description at Econpapers || Download paper

2023On changepoint detection in functional data using empirical energy distance. (2023). Trapani, Lorenzo ; Horv, Lajos ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2310.04853.

Full description at Econpapers || Download paper

2023Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2310.08173.

Full description at Econpapers || Download paper

2023A Semiparametric Instrumented Difference-in-Differences Approach to Policy Learning. (2023). Cui, Yifan ; Zhao, Pan. In: Papers. RePEc:arx:papers:2310.09545.

Full description at Econpapers || Download paper

2023Dynamic Realized Minimum Variance Portfolio Models. (2023). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2310.13511.

Full description at Econpapers || Download paper

2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

Full description at Econpapers || Download paper

2023Estimating Functionals of the Joint Distribution of Potential Outcomes with Optimal Transport. (2023). Ober-Reynolds, Daniel. In: Papers. RePEc:arx:papers:2311.09435.

Full description at Econpapers || Download paper

2023Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market. (2023). Mahmoudi, Mohammad Reza. In: Papers. RePEc:arx:papers:2311.10739.

Full description at Econpapers || Download paper

2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Chernis, Tony ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671.

Full description at Econpapers || Download paper

2023(Frisch-Waugh-Lovell): On the Estimation of Regression Models by Row. (2023). Clarke, Damian ; Paris, Nicol'As ; Villena-Rold, Benjam'In. In: Papers. RePEc:arx:papers:2311.15829.

Full description at Econpapers || Download paper

2023Robust Conditional Wald Inference for Over-Identified IV. (2023). Moreira, Marcelo J ; Yap, Luther ; McCrary, Justin ; Porter, Jack ; Lee, David S. In: Papers. RePEc:arx:papers:2311.15952.

Full description at Econpapers || Download paper

2023Identification in Endogenous Sequential Treatment Regimes. (2023). Picchetti, Pedro. In: Papers. RePEc:arx:papers:2311.18555.

Full description at Econpapers || Download paper

2023Identification and Inference for Synthetic Controls with Confounding. (2023). Imbens, Guido W ; Viviano, Davide. In: Papers. RePEc:arx:papers:2312.00955.

Full description at Econpapers || Download paper

2023Influence Analysis with Panel Data. (2023). Polselli, Annalivia. In: Papers. RePEc:arx:papers:2312.05700.

Full description at Econpapers || Download paper

2023Binary Endogenous Treatment in Stochastic Frontier Models with an Application to Soil Conservation in El Salvador. (2023). Centorrino, Samuele ; Bravo-Ureta, Boris ; Wall, Alan J. In: Papers. RePEc:arx:papers:2312.13939.

Full description at Econpapers || Download paper

2023Public child care and mothers€™ career trajectories. (2023). Huber, Katrin ; Rolvering, Geske. In: Working Papers. RePEc:bav:wpaper:228_huber_rolvering.

Full description at Econpapers || Download paper

2023From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Working Papers. RePEc:bbh:wpaper:23-04.

Full description at Econpapers || Download paper

2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko ; Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-61.

Full description at Econpapers || Download paper

2023Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249.

Full description at Econpapers || Download paper

2023Adopting telework: The causal impact of working from home on subjective well‐being. (2023). Gueguen, Guillaume ; Senik, Claudia. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:61:y:2023:i:4:p:832-868.

Full description at Econpapers || Download paper

2023Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series. (2023). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:4:p:393-417.

Full description at Econpapers || Download paper

2023A testing approach to clustering scalar time series. (2023). Peña, Daniel ; Pea, Daniel ; Tsay, Ruey S. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:5-6:p:667-685.

Full description at Econpapers || Download paper

2023Cross‐sectional Gravity Models, PPML Estimation, and the Bias Correction of the Two‐Way Cluster‐Robust Standard Errors. (2023). Pfaffermayr, Michael. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:5:p:1111-1134.

Full description at Econpapers || Download paper

2023A note of caution on the relation between money growth and inflation. (2023). Österholm, Pär ; Karlsson, Sune ; Berger, Helge. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:70:y:2023:i:5:p:479-496.

Full description at Econpapers || Download paper

2023Industry Wage Differentials: A Firm-Based Approach. (2023). Rothstein, Jesse ; Card, David ; Yi, Moises. In: Working Papers. RePEc:cen:wpaper:23-40.

Full description at Econpapers || Download paper

2023AI Adoption in America: Who, What, and Where. (2023). Zolas, Nikolas ; Kroff, Zachary ; Foster, Lucia ; Dinlersoz, Emin ; Brynjolfsson, Erik ; McElheran, Kristina ; Li, Frank J. In: Working Papers. RePEc:cen:wpaper:23-48.

Full description at Econpapers || Download paper

2023Vacancy duration and wages. (2023). Bassier, Ihsaan ; Petrongolo, Barbara ; Manning, Alan. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1943.

Full description at Econpapers || Download paper

2023Coworker Networks and the Labor Market Outcomes of Displaced Workers: Evidence from Portugal. (2023). Silva, Marta ; Garcia-Louzao, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10442.

Full description at Econpapers || Download paper

2023Macroeconomic Expectations and State-Dependent Factor Returns. (2023). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10720.

Full description at Econpapers || Download paper

2023Devaluation, Exports, and Recovery from the Great Depression. (2023). Paker, Meredith ; Lennard, Jason. In: Discussion Papers. RePEc:cfm:wpaper:2403.

Full description at Econpapers || Download paper

2023Differences in On-the-Job Learning across Firms. (2023). Arellano-Bover, Jaime ; Saltiel, Fernando. In: CAGE Online Working Paper Series. RePEc:cge:wacage:670.

Full description at Econpapers || Download paper

2023Graying and staying on the job: The welfare implications of employment protection for older workers. (2023). Morris, Todd ; Dostie, Benoit. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-20.

Full description at Econpapers || Download paper

2023Carbon costs and industrial firm performance: Evidence from international microdata. (2023). Hille, Erik ; Trinks, Arjan. In: CPB Discussion Paper. RePEc:cpb:discus:445.

Full description at Econpapers || Download paper

2023Bank Funding, SME lending and Risk Taking. (2023). Lammers, Sander ; Schmitz, Robert ; Giuliodori, Massimo ; Elbourne, Adam. In: CPB Discussion Paper. RePEc:cpb:discus:447.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2022

YearCiting document
2022A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure. (2022). Sun, Liyang ; Shapiro, Jesse. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:193-204.

Full description at Econpapers || Download paper

2022COVID-19 Trade Actions and Their Impact on the Agricultural and Food Sector. (2022). Steinbach, Sandro ; Ahn, Soojung. In: 2022 Allied Social Sciences Association (ASSA) Annual Meeting (Virtual), January 7-9, 2022. RePEc:ags:assa22:316789.

Full description at Econpapers || Download paper

2022COVID-19 Trade Actions and Their Impact on the Agricultural and Food Sector. (2022). Steinbach, Sandro ; Ahn, Soojung. In: 2023 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2023, New Orleans, Louisiana. RePEc:ags:assa23:316789.

Full description at Econpapers || Download paper

2022Effects of Fiscal Rules and Political Framework: Evidence from COVID-19 Crisis. (2022). Kilic, Erdem ; Sonmezer, Sitki ; Ozaydin, Orhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:4:p:869-888.

Full description at Econpapers || Download paper

2022Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). Chan, Joshua. In: Papers. RePEc:arx:papers:2208.13255.

Full description at Econpapers || Download paper

2022Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving. (2022). Sasaki, Yuya ; Dong, Hao. In: Papers. RePEc:arx:papers:2209.05914.

Full description at Econpapers || Download paper

2022The Network Propensity Score: Spillovers, Homophily, and Selection into Treatment. (2022). Sanchez-Becerra, Alejandro. In: Papers. RePEc:arx:papers:2209.14391.

Full description at Econpapers || Download paper

2022Sentiment Analysis on Inflation after Covid-19. (2022). Tang, Zihan ; Li, Xinyu. In: Papers. RePEc:arx:papers:2209.14737.

Full description at Econpapers || Download paper

2022Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments. (2022). Rose, Christiern ; Gautier, Eric. In: Papers. RePEc:arx:papers:2211.02249.

Full description at Econpapers || Download paper

2022Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives. (2022). Zhang, Zhengyu ; Jin, Zequn ; Lin, Lihua. In: Papers. RePEc:arx:papers:2211.07903.

Full description at Econpapers || Download paper

2022Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models. (2022). Goulet Coulombe, Philippe ; Diebold, Francis ; Gobel, Maximilian. In: Working Papers. RePEc:bbh:wpaper:22-04.

Full description at Econpapers || Download paper

2022The demand and supply of information about inflation. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano. In: Working Papers. RePEc:bbh:wpaper:22-06.

Full description at Econpapers || Download paper

2022Does Fintech Lending Lower Financing Costs? Evidence From An Emerging Market. (2022). ORNELAS, JOSE ; Haas, Jose Renato ; Pecora, Alexandre Reggi. In: Working Papers Series. RePEc:bcb:wpaper:571.

Full description at Econpapers || Download paper

2022Using newspapers for textual indicators: which and how many?. (2022). Pérez, Javier ; Molina Sánchez, Luis ; Ghirelli, Corinna ; Perez, Javier J ; Andres-Escayola, Erik ; Vidal, Elena. In: Working Papers. RePEc:bde:wpaper:2235.

Full description at Econpapers || Download paper

2022Textual analysis of a Twitter corpus during the COVID-19 pandemics. (2022). Marcucci, Juri ; Crispino, Marta ; Astuti, Valerio ; Langiulli, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_692_22.

Full description at Econpapers || Download paper

2022Press news and social media in credit risk assessment: the experience of Banca d€™Italia€™s In-house Credit Assessment System. (2022). Gariano, Giulio ; Viggiano, Gianluca. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_024_22.

Full description at Econpapers || Download paper

2022Press news and social media in credit risk assessment: the experience of Banca d€™Italia€™s In-house Credit Assessment System. (2022). Gariano, Giulio ; Viggiano, Gianluca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_024_22.

Full description at Econpapers || Download paper

2022Do Evictions Increase Crime? Evidence from Nuisance Ordinances in Ohio. (2022). Falcone, Stefano. In: Working Papers. RePEc:bge:wpaper:1359.

Full description at Econpapers || Download paper

2022Contributing to carbon peak: Estimating the causal impact of eco‐industrial parks on low‐carbon development in China. (2022). Wu, Jianxian ; Nie, Xin ; Li, Weijuan ; Wang, Han ; Huang, Chengdao. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:26:y:2022:i:4:p:1578-1593.

Full description at Econpapers || Download paper

2022Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model. (2022). Yang, Xuanling ; Li, Dong. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:6:p:938-963.

Full description at Econpapers || Download paper

2022Lost in transition? Earnings losses of displaced petroleum workers. (2022). Ellingsen, Jon ; Espegren, Caroline. In: Working Papers. RePEc:bny:wpaper:0109.

Full description at Econpapers || Download paper

2022A City of God: Afterlife Beliefs and Job Support in Brazil. (2022). Vaziri, Maryam ; Rauh, Christopher ; Iyer, Sriya ; Cavalcanti, Tiago ; Roerig, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2268.

Full description at Econpapers || Download paper

2022Procuring Survival. (2022). Rovigatti, Gabriele ; Giuffrida, Leonardo M. ; Cappelletti, Matilde. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10124.

Full description at Econpapers || Download paper

2022Effort and Selection Effects of Performance Pay in Knowledge Creation. (2022). Ytsma, Erina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10153.

Full description at Econpapers || Download paper

2022Firm Expectations and News: Micro v Macro. (2022). Müller, Gernot ; Menkhoff, Manuel ; Enders, Zeno ; Born, Benjamin ; Niemann, Knut ; Muller, Gernot. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10192.

Full description at Econpapers || Download paper

2022No Surprises, Please: Voting Costs and Electoral Turnout. (2022). Lindlacher, Valentin ; Alipour, Jean-Victor. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9759.

Full description at Econpapers || Download paper

2022The demand and supply of information about inflation. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano. In: CIRANO Working Papers. RePEc:cir:cirwor:2022s-27.

Full description at Econpapers || Download paper

2022Canadian Immigration Policy and the Russo-Ukraine War. (2022). Falconer, Robert. In: SPP Research Papers. RePEc:clh:resear:v:15:y:2022:i:23.

Full description at Econpapers || Download paper

2022Make the Difference! computationally Trivial Estimators for Grouped Fixed Effects Models. (2022). Mugnier, Martin. In: Working Papers. RePEc:crs:wpaper:2022-07.

Full description at Econpapers || Download paper

2022Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Wang, Shu ; Herwartz, Helmut ; Rohloff, Hannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622.

Full description at Econpapers || Download paper

2022Do welfare counsellors help at-risk upper secondary school students?. (2022). Sandsør, Astrid Marie ; Reiling, Rune Borgan ; Salvanes, Kari Vea ; Jorde, Astrid Marie. In: Economics of Education Review. RePEc:eee:ecoedu:v:89:y:2022:i:c:s0272775722000474.

Full description at Econpapers || Download paper

2022First-in-their-family students at university: Can non-cognitive skills compensate for social origin?. (2022). Harmon, Colm ; Edwards, Rebecca ; Schurer, Stefanie ; Gibson, Rachael. In: Economics of Education Review. RePEc:eee:ecoedu:v:91:y:2022:i:c:s0272775722000917.

Full description at Econpapers || Download paper

2022A benchmark model for fixed-target Arctic sea ice forecasting. (2022). Diebold, Francis ; Gobel, Maximilian. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001161.

Full description at Econpapers || Download paper

2022Injectivity and the law of demand. (2022). Allen, Roy. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001252.

Full description at Econpapers || Download paper

2022Nonparametric estimation of first price auctions via density–quantile function. (2022). Zhang, Yu Yvette. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001604.

Full description at Econpapers || Download paper

2022Interpreting the coefficients in dynamic two-way fixed effects regressions with time-varying covariates. (2022). Zhang, Zhengyu ; Lin, Lihua. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001823.

Full description at Econpapers || Download paper

2022Cross-validation for selecting the penalty factor in least squares model averaging. (2022). Tian, Wenling ; Yang, Qiwei ; Fang, Fang. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002300.

Full description at Econpapers || Download paper

2022Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks. (2022). Marsi, Antonio ; Fanelli, Luca. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001696.

Full description at Econpapers || Download paper

2022The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23. (2022). Zhou, Xiaoqing ; Kilian, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003735.

Full description at Econpapers || Download paper

2022Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns. (2022). Xu, Yongan ; Yang, MO ; Wang, Jianqiong ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001338.

Full description at Econpapers || Download paper

2022The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ham, Hyuna ; Ryu, Doojin. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892.

Full description at Econpapers || Download paper

2022The Kimchi premium and bitcoin-cashing outlets. (2022). Oh, Taehee ; Lee, Jangyoun. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004056.

Full description at Econpapers || Download paper

2022When central bank research meets Google search: A sentiment index of global financial stress. (2022). Stolbov, Mikhail ; Shchepeleva, Maria ; Karminsky, Alexander. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001640.

Full description at Econpapers || Download paper

2022State mental health insurance parity laws and college educational outcomes. (2022). Solomon, Keisha T ; Dasgupta, Kabir. In: Journal of Health Economics. RePEc:eee:jhecon:v:86:y:2022:i:c:s016762962200090x.

Full description at Econpapers || Download paper

2022Oil prices, exchange rates and interest rates. (2022). Zhou, Xiaoqing ; Kilian, Lutz. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000821.

Full description at Econpapers || Download paper

2022Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). , Thomas ; Prange, Philipp ; Peter, Franziska J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115.

Full description at Econpapers || Download paper

2022The impact of environmental regulation policy on firms energy-saving behavior: A quasi-natural experiment based on Chinas low-carbon pilot city policy. (2022). Gong, Liutang ; Cui, Xiaoyong ; Zhou, Qianling ; Ni, Hongfu. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005456.

Full description at Econpapers || Download paper

2022The reliability of students’ earnings expectations. (2022). Nilsson, William ; Diaz-Serrano, Luis. In: Labour Economics. RePEc:eee:labeco:v:76:y:2022:i:c:s0927537122000732.

Full description at Econpapers || Download paper

2022The convenience of electronic payments and consumer cash demand. (2022). Stix, Helmut ; Hentschel, Nicole ; Brown, Martin ; Mettler, Hannes. In: Journal of Monetary Economics. RePEc:eee:moneco:v:130:y:2022:i:c:p:86-102.

Full description at Econpapers || Download paper

2022What goes around comes around: How large are spillbacks from US monetary policy?. (2022). Georgiadis, Georgios ; Breitenlechner, Max ; Schumann, Ben. In: Journal of Monetary Economics. RePEc:eee:moneco:v:131:y:2022:i:c:p:45-60.

Full description at Econpapers || Download paper

More than 50 citations. List broken...