Journal of Business & Economic Statistics / Taylor & Francis Journals
Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
64
Impact Factor (IF)
0.98
5 Years IF
1.17
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2009 | 0 | 0.46 | 1.33 | 0 | 3 | 3 | 29 | 2 | 27 | 0 | 0 | 0 | 2 | 0.67 | 0.23 | |||
| 2010 | 0.33 | 0.46 | 1 | 0.33 | 1 | 4 | 38 | 1 | 31 | 3 | 1 | 3 | 1 | 0 | 0 | 0.2 | ||
| 2011 | 1 | 0.51 | 1.16 | 1 | 78 | 82 | 4500 | 88 | 126 | 4 | 4 | 4 | 4 | 2 | 2.3 | 84 | 1.08 | 0.23 |
| 2012 | 2.14 | 0.5 | 1.92 | 2.12 | 53 | 135 | 3220 | 244 | 385 | 79 | 169 | 82 | 174 | 0 | 63 | 1.19 | 0.21 | |
| 2013 | 2.79 | 0.54 | 2.68 | 2.72 | 44 | 179 | 2550 | 475 | 865 | 131 | 366 | 135 | 367 | 2 | 0.4 | 71 | 1.61 | 0.24 |
| 2014 | 3.39 | 0.53 | 3.2 | 3.58 | 58 | 237 | 958 | 742 | 1623 | 97 | 329 | 179 | 641 | 4 | 0.5 | 37 | 0.64 | 0.22 |
| 2015 | 2.2 | 0.52 | 3.1 | 3.1 | 48 | 285 | 1357 | 866 | 2506 | 102 | 224 | 234 | 725 | 8 | 0.9 | 43 | 0.9 | 0.22 |
| 2016 | 1.74 | 0.5 | 3.01 | 2.94 | 52 | 337 | 1652 | 1004 | 3522 | 106 | 184 | 281 | 825 | 10 | 1 | 48 | 0.92 | 0.2 |
| 2017 | 1.7 | 0.52 | 2.9 | 2.4 | 45 | 382 | 649 | 1079 | 4629 | 100 | 170 | 255 | 612 | 11 | 1 | 28 | 0.62 | 0.21 |
| 2018 | 1.95 | 0.53 | 2.98 | 2.28 | 60 | 442 | 987 | 1282 | 5947 | 97 | 189 | 247 | 564 | 10 | 0.8 | 34 | 0.57 | 0.22 |
| 2019 | 1.72 | 0.54 | 3.23 | 2.01 | 60 | 502 | 3417 | 1596 | 7570 | 105 | 181 | 263 | 528 | 0 | 151 | 2.52 | 0.21 | |
| 2020 | 4.77 | 0.64 | 3.82 | 3.59 | 71 | 573 | 931 | 2161 | 9758 | 120 | 572 | 265 | 951 | 0 | 71 | 1 | 0.3 | |
| 2021 | 4.83 | 0.74 | 3.63 | 3.45 | 76 | 649 | 793 | 2354 | 12117 | 131 | 633 | 288 | 993 | 1 | 0 | 74 | 0.97 | 0.27 |
| 2022 | 1.83 | 0.73 | 2.87 | 3.15 | 169 | 818 | 717 | 2350 | 14467 | 147 | 269 | 312 | 984 | 1 | 0 | 57 | 0.34 | 0.22 |
| 2023 | 1.38 | 0.69 | 2.97 | 2.63 | 87 | 905 | 205 | 2684 | 17152 | 245 | 337 | 436 | 1145 | 0 | 13 | 0.15 | 0.2 | |
| 2024 | 1.23 | 0.81 | 2.76 | 2.64 | 108 | 1013 | 148 | 2799 | 19952 | 256 | 314 | 463 | 1223 | 1 | 0 | 41 | 0.38 | 0.23 |
| 2025 | 0.98 | 2.05 | 1.17 | 92 | 1105 | 18 | 2260 | 22212 | 195 | 192 | 511 | 597 | 0 | 17 | 0.18 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2019 | Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204. Full description at Econpapers || Download paper | 1882 |
| 2 | 2011 | Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249. Full description at Econpapers || Download paper | 1449 |
| 3 | 2012 | Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80. Full description at Econpapers || Download paper | 1273 |
| 4 | 2013 | A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; Jos̮̩ Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369. Full description at Econpapers || Download paper | 650 |
| 5 | 2011 | Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11. Full description at Econpapers || Download paper | 582 |
| 6 | 2016 | FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589. Full description at Econpapers || Download paper | 496 |
| 7 | 2019 | Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456. Full description at Econpapers || Download paper | 491 |
| 8 | 2011 | Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341. Full description at Econpapers || Download paper | 380 |
| 9 | 2011 | Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39. Full description at Econpapers || Download paper | 379 |
| 10 | 2013 | Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264. Full description at Econpapers || Download paper | 279 |
| 11 | 2012 | Dynamic Equicorrelation. (2012). Engle, Robert ; Kelly, Bryan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228. Full description at Econpapers || Download paper | 271 |
| 12 | 2013 | Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299. Full description at Econpapers || Download paper | 254 |
| 13 | 2011 | Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Gneiting, Tilmann ; Ranjan, Roopesh . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422. Full description at Econpapers || Download paper | 247 |
| 14 | 2012 | Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453. Full description at Econpapers || Download paper | 247 |
| 15 | 2015 | Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1. Full description at Econpapers || Download paper | 242 |
| 16 | 2013 | Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251. Full description at Econpapers || Download paper | 221 |
| 17 | 2012 | Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380. Full description at Econpapers || Download paper | 201 |
| 18 | 2015 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351. Full description at Econpapers || Download paper | 200 |
| 19 | 2015 | Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380. Full description at Econpapers || Download paper | 182 |
| 20 | 2012 | Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493. Full description at Econpapers || Download paper | 174 |
| 21 | 2012 | Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467. Full description at Econpapers || Download paper | 174 |
| 22 | 2011 | A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563. Full description at Econpapers || Download paper | 169 |
| 23 | 2016 | Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390. Full description at Econpapers || Download paper | 142 |
| 24 | 2020 | The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications. (2020). Lang, Kevin ; Kahn-Lang, Ariella. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:3:p:613-620. Full description at Econpapers || Download paper | 132 |
| 25 | 2013 | Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44. Full description at Econpapers || Download paper | 129 |
| 26 | 2019 | Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133. Full description at Econpapers || Download paper | 127 |
| 27 | 2019 | Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Schwandt, Hannes ; Pischke, Jorn-Steffen ; Pei, Zhuan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216. Full description at Econpapers || Download paper | 124 |
| 28 | 2018 | Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387. Full description at Econpapers || Download paper | 121 |
| 29 | 2018 | HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559. Full description at Econpapers || Download paper | 121 |
| 30 | 2015 | Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240. Full description at Econpapers || Download paper | 118 |
| 31 | 2013 | Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93. Full description at Econpapers || Download paper | 114 |
| 32 | 2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227. Full description at Econpapers || Download paper | 114 |
| 33 | 2021 | Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods. (2021). Zilberman, Eduardo ; Medeiros, Marcelo ; Veiga, Alvaro. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:1:p:98-119. Full description at Econpapers || Download paper | 113 |
| 34 | 2013 | Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357. Full description at Econpapers || Download paper | 110 |
| 35 | 2016 | Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287. Full description at Econpapers || Download paper | 106 |
| 36 | 2014 | Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284. Full description at Econpapers || Download paper | 105 |
| 37 | 2019 | Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Engle, Robert ; Wolf, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375. Full description at Econpapers || Download paper | 105 |
| 38 | 2011 | A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438. Full description at Econpapers || Download paper | 105 |
| 39 | 2015 | Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269. Full description at Econpapers || Download paper | 104 |
| 40 | 2012 | Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Urga, Giovanni ; Dumitru, Ana-Maria. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255. Full description at Econpapers || Download paper | 101 |
| 41 | 2017 | Modeling Dependence in High Dimensions With Factor Copulas. (2017). Patton, Andrew ; Oh, Dong Hwan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:139-154. Full description at Econpapers || Download paper | 98 |
| 42 | 2018 | Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Patton, Andrew ; Oh, Dong Hwan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195. Full description at Econpapers || Download paper | 98 |
| 43 | 2018 | HAR Inference: Recommendations for Practice Rejoinder. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:574-575. Full description at Econpapers || Download paper | 97 |
| 44 | 2017 | The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28. Full description at Econpapers || Download paper | 95 |
| 45 | 2019 | Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39. Full description at Econpapers || Download paper | 93 |
| 46 | 2014 | Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216. Full description at Econpapers || Download paper | 92 |
| 47 | 2014 | Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500. Full description at Econpapers || Download paper | 90 |
| 48 | 2011 | Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160. Full description at Econpapers || Download paper | 88 |
| 49 | 2016 | Testing Hypotheses in Nonparametric Models of Production. (2016). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:435-456. Full description at Econpapers || Download paper | 87 |
| 50 | 2017 | Regression Kink With an Unknown Threshold. (2017). Hansen, Bruce. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:2:p:228-240. Full description at Econpapers || Download paper | 87 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2019 | Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204. Full description at Econpapers || Download paper | 667 |
| 2 | 2012 | Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80. Full description at Econpapers || Download paper | 358 |
| 3 | 2013 | A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; Jos̮̩ Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369. Full description at Econpapers || Download paper | 173 |
| 4 | 2011 | Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249. Full description at Econpapers || Download paper | 160 |
| 5 | 2016 | FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589. Full description at Econpapers || Download paper | 144 |
| 6 | 2019 | Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456. Full description at Econpapers || Download paper | 139 |
| 7 | 2011 | Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11. Full description at Econpapers || Download paper | 58 |
| 8 | 2011 | Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Gneiting, Tilmann ; Ranjan, Roopesh . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422. Full description at Econpapers || Download paper | 55 |
| 9 | 2015 | Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1. Full description at Econpapers || Download paper | 53 |
| 10 | 2021 | Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods. (2021). Zilberman, Eduardo ; Medeiros, Marcelo ; Veiga, Alvaro. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:1:p:98-119. Full description at Econpapers || Download paper | 51 |
| 11 | 2019 | Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133. Full description at Econpapers || Download paper | 44 |
| 12 | 2020 | The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications. (2020). Lang, Kevin ; Kahn-Lang, Ariella. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:3:p:613-620. Full description at Econpapers || Download paper | 44 |
| 13 | 2022 | The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation. (2022). Reese, Simon ; Juodis, Artras. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1191-1203. Full description at Econpapers || Download paper | 42 |
| 14 | 2018 | HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559. Full description at Econpapers || Download paper | 42 |
| 15 | 2018 | Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387. Full description at Econpapers || Download paper | 41 |
| 16 | 2012 | Dynamic Equicorrelation. (2012). Engle, Robert ; Kelly, Bryan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228. Full description at Econpapers || Download paper | 37 |
| 17 | 2013 | Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264. Full description at Econpapers || Download paper | 37 |
| 18 | 2018 | HAR Inference: Recommendations for Practice Rejoinder. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:574-575. Full description at Econpapers || Download paper | 37 |
| 19 | 2019 | Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Engle, Robert ; Wolf, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375. Full description at Econpapers || Download paper | 33 |
| 20 | 2019 | Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Schwandt, Hannes ; Pischke, Jorn-Steffen ; Pei, Zhuan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216. Full description at Econpapers || Download paper | 32 |
| 21 | 2020 | Words are the New Numbers: A Newsy Coincident Index of the Business Cycle. (2020). Thorsrud, Leif. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:2:p:393-409. Full description at Econpapers || Download paper | 32 |
| 22 | 2022 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2022). Babii, Andrii ; Striaukas, Jonas ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1094-1106. Full description at Econpapers || Download paper | 31 |
| 23 | 2011 | Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39. Full description at Econpapers || Download paper | 31 |
| 24 | 2012 | Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453. Full description at Econpapers || Download paper | 30 |
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| 27 | 2012 | Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380. Full description at Econpapers || Download paper | 28 |
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| 31 | 2016 | Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data. (2016). Xiu, Dacheng ; Fan, Jianqing ; Furger, Alex. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:489-503. Full description at Econpapers || Download paper | 25 |
| 32 | 2018 | Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Patton, Andrew ; Oh, Dong Hwan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195. Full description at Econpapers || Download paper | 24 |
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| 35 | 2016 | Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287. Full description at Econpapers || Download paper | 24 |
| 36 | 2023 | Forecasting with Economic News. (2023). Barbaglia, Luca ; Consoli, Sergio ; Manzan, Sebastiano. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:41:y:2023:i:3:p:708-719. Full description at Econpapers || Download paper | 23 |
| 37 | 2017 | Regression Kink With an Unknown Threshold. (2017). Hansen, Bruce. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:2:p:228-240. Full description at Econpapers || Download paper | 22 |
| 38 | 2013 | Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251. Full description at Econpapers || Download paper | 21 |
| 39 | 2016 | Testing Hypotheses in Nonparametric Models of Production. (2016). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:435-456. Full description at Econpapers || Download paper | 20 |
| 40 | 2019 | Changing Macroeconomic Dynamics at the Zero Lower Bound. (2019). Zanetti, Francesco ; Theodoridis, Konstantinos ; Liu, Philip ; Mumtaz, Haroon. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:391-404. Full description at Econpapers || Download paper | 20 |
| 41 | 2016 | Inference in High-Dimensional Panel Models With an Application to Gun Control. (2016). Hansen, Christian ; Chernozhukov, Victor ; Kozbur, Damian ; Belloni, Alexandre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:590-605. Full description at Econpapers || Download paper | 19 |
| 42 | 2013 | Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357. Full description at Econpapers || Download paper | 19 |
| 43 | 2021 | Wild Bootstrap and Asymptotic Inference With Multiway Clustering. (2021). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:2:p:505-519. Full description at Econpapers || Download paper | 19 |
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| 45 | 2021 | Who is the Key Player? A Network Analysis of Juvenile Delinquency. (2021). Zenou, Yves ; Liu, Xiaodong ; Lee, Lung-Fei ; Patacchini, Eleonora. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:3:p:849-857. Full description at Econpapers || Download paper | 18 |
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| 50 | 2018 | Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models. (2018). Pustejovsky, James ; Tipton, Elizabeth. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:672-683. Full description at Econpapers || Download paper | 16 |
Citing documents used to
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| 2025 | Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416. Full description at Econpapers || Download paper | |
| 2025 | Regularized Generalized Covariance (RGCov) Estimator. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Jasiak, Joann ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2504.18678. Full description at Econpapers || Download paper | |
| 2025 | Bubble Detection with Application to Green Bubbles: A Noncausal Approach. (2025). Hecq, Alain ; Giancaterini, Francesco ; Jasiak, Joann ; Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2505.14911. Full description at Econpapers || Download paper | |
| 2025 | Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531. Full description at Econpapers || Download paper | |
| 2025 | Generalized Covariance Estimator under Misspecification and Constraints. (2025). Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2509.13492. Full description at Econpapers || Download paper | |
| 2025 | Subgroup learning for multiple mixed-type outcomes with block-structured covariates. (2025). Tang, LU ; Zhao, Xun ; Zhou, Ling ; Zhang, Weijia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:204:y:2025:i:c:s0167947324001890. Full description at Econpapers || Download paper | |
| 2025 | Fast 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 | |
| 2025 | Transfer Learning (Il)liquidity. (2025). Morelli, Giacomo ; Conti, Andrea. In: Papers. RePEc:arx:papers:2512.11731. Full description at Econpapers || Download paper | |
| 2025 | Disparate teacher effects, comparative advantage, and match quality. (2025). Delgado, William. In: Economics of Education Review. RePEc:eee:ecoedu:v:106:y:2025:i:c:s0272775725000287. Full description at Econpapers || Download paper | |
| 2025 | The Influence of Professional Development Training and Classroom Size on the Effectiveness of Teaching Practices in Inclusive Education. (2025). Gie, Marian ; Sayman, Riza B ; Ricaforte, Roselyn M. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:4601-4607. Full description at Econpapers || Download paper | |
| 2025 | Five Facts About the First-Generation Excellence Gap. (2025). Simon, Andrew ; List, John ; Uchida, Haruka ; Karna, Uditi. In: Artefactual Field Experiments. RePEc:feb:artefa:00825. Full description at Econpapers || Download paper | |
| 2025 | Learning to Maximize Ordinal and Expected Utility, and the Indifference Hypothesis. (2025). Gerasimou, Georgios ; Dohmen, Thomas. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_687. Full description at Econpapers || Download paper | |
| 2025 | State-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 | |
| 2025 | Adaptively aggregated forecast for exponential family panel model. (2025). Shi, Yang ; Tang, Nian-Sheng ; Yu, Dalei. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:733-747. Full description at Econpapers || Download paper | |
| 2025 | Procurement with competing insiders. (2025). Robertson, Matthew J. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001260. Full description at Econpapers || Download paper | |
| 2025 | Real-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 | |
| 2025 | High-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 | |
| 2025 | Bankruptcy prediction with fractional polynomial transformation of financial ratios. (2025). Taoushianis, Zenon. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:2:p:690-702. Full description at Econpapers || Download paper | |
| 2025 | Spatial Unit Roots in Regressions: A Practitioners Guide and a Stata Package. (2025). Becker, Sascha ; Voth, Hans-Joachim ; Boll, David P. In: IZA Discussion Papers. RePEc:iza:izadps:dp17651. Full description at Econpapers || Download paper | |
| 2025 | Spatial Unit Roots in Regressions: A Practitionerâs Guide and a Stata Package. (2025). Becker, Sascha ; Voth, Hans-Joachim ; Boll, David P. In: Monash Economics Working Papers. RePEc:mos:moswps:2025-01. Full description at Econpapers || Download paper | |
| 2025 | Using 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 | |
| 2025 | Big Wins, Small Net Gains: Direct and Spillover Effects of First Industry Entries in Puerto Rico. (2025). Arroyo, Jorge A. In: Papers. RePEc:arx:papers:2511.19469. Full description at Econpapers || Download paper | |
| 2025 | Poor health and food insecurity among food assistance recipients: Evidence from France. (2025). Wolff, François-Charles ; Vandroux, Romane. In: Food Policy. RePEc:eee:jfpoli:v:134:y:2025:i:c:s0306919225001009. Full description at Econpapers || Download paper | |
| 2025 | Sieve 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 | |
| 2025 | Identifying 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 | |
| 2025 | K-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 | |
| 2025 | Inference 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 | |
| 2025 | Investigating Some Issues Relating to Regime Matching. (2025). pagan, adrian ; Hall, Anthony. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:9-:d:1596175. Full description at Econpapers || Download paper | |
| 2025 | Dynamic Local Average Treatment Effects. (2024). Syrgkanis, Vasilis ; Sojitra, Ravi B. In: Papers. RePEc:arx:papers:2405.01463. Full description at Econpapers || Download paper | |
| 2025 | Estimation of the complier causal hazard ratio under dependent censoring. (2025). van Keilegom, Ingrid ; Beyhum, Jad ; Crommen, Gilles. In: Papers. RePEc:arx:papers:2504.02096. Full description at Econpapers || Download paper | |
| 2025 | Penalized 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 | |
| 2025 | Portfolio Optimization via Transfer Learning. (2025). Wang, Kexin ; Zhang, Xiaomeng. In: Papers. RePEc:arx:papers:2511.21221. Full description at Econpapers || Download paper | |
| 2025 | Robust 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 | |
| 2025 | Huber 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 | |
| 2025 | Multilevel 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 | |
| 2025 | A General Approach to Relaxing Unconfoundedness. (2025). Poirier, Alexandre ; Ren, Muyang ; Masten, Matthew A. In: Papers. RePEc:arx:papers:2501.15400. Full description at Econpapers || Download paper | |
| 2025 | Safety nets and investment choices. (2025). Tani, Massimiliano ; Wang, Chuhong ; Liu, Xingfei ; Zhao, Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000603. Full description at Econpapers || Download paper | |
| 2025 | Weighted forecasts from SETARs with single- and multiple thresholds. (2025). Gooijer, Jan G. ; de Gooijer, Jan G ; Niglio, Marcella. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:4:d:10.1007_s10260-025-00799-9. Full description at Econpapers || Download paper | |
| 2025 | Threshold 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 | |
| 2025 | Linear covariance selection model via â1-penalization. (2025). Bak, Kwan-Young ; Park, Seongoh. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:209:y:2025:i:c:s0167947325000520. Full description at Econpapers || Download paper | |
| 2025 | A system of time-varying models for predictive regressions. (2025). Yan, Yayi ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000441. Full description at Econpapers || Download paper | |
| 2025 | The Role of Food Processing in Sustaining Food Security Indicators in the Kingdom of Saudi Arabia. (2025). Abouelnour, Khaled Ahmed ; Almohaimeed, Fahad Abdelaziz. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:84-:d:1616791. Full description at Econpapers || Download paper | |
| 2025 | Environmental transitions effect of renewable energy and fintech markets on Europes real estate stock market. (2025). Liu, Xiyu ; Missaoui, Ibtissem ; Younis, Ijaz ; Shah, Waheed Ullah. In: Renewable Energy. RePEc:eee:renene:v:243:y:2025:i:c:s0960148125002654. Full description at Econpapers || Download paper | |
| 2025 | Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572. Full description at Econpapers || Download paper | |
| 2025 | Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). KoÄenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606. Full description at Econpapers || Download paper | |
| 2025 | Event-driven changes in volatility connectedness in global forex markets. (2025). KoÄenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x24000616. Full description at Econpapers || Download paper | |
| 2025 | Do index insurance programs live up to their promises? Aggregating evidence from multiple experiments. (2025). Gazeaud, Jules ; Castaing, Pauline. In: Journal of Development Economics. RePEc:eee:deveco:v:175:y:2025:i:c:s0304387825000525. Full description at Econpapers || Download paper | |
| 2025 | Revolutions as Structural Breaks: The Long-Term Economic and Institutional Consequences of the 1979 Iranian Revolution. (2025). Garoupa, Nuno ; Spruk, Rok. In: Papers. RePEc:arx:papers:2505.02425. Full description at Econpapers || Download paper | |
| 2025 | Considerations for the epidemiological evaluation of hyperlocal interventions: A case study of the New York City overdose prevention centers. (2025). Allen, Bennett ; Moore, Brandi ; Jent, Victoria A ; Cerd, Magdalena ; Collins, Alexandra B ; Israel, Khadija ; Goedel, William C. In: Social Science & Medicine. RePEc:eee:socmed:v:378:y:2025:i:c:s0277953625004861. Full description at Econpapers || Download paper | |
| 2025 | Quotas for scholarship recipients: an efficient race-neutral alternative to affirmative action?. (2025). Gleyo, Louis. In: Papers. RePEc:arx:papers:2507.17191. Full description at Econpapers || Download paper | |
| 2025 | Forecasting the realized variance in the presence of intraday periodicity. (2025). Hizmeri, Rodrigo ; Izzeldin, Marwan ; Maria, Ana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002565. Full description at Econpapers || Download paper | |
| 2025 | Warp speed price moves: Jumps after earnings announcements. (2025). Veliyev, Bezirgen ; Timmermann, Allan ; Christensen, Kim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000182. Full description at Econpapers || Download paper | |
| 2025 | Robust 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 | |
| 2025 | A fractional Hawkes process for illiquidity modeling. (2025). Dupret, Jean-Loup ; Hainaut, Donatien. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00379-7. Full description at Econpapers || Download paper | |
| 2025 | Quantile Granger causality in the presence of instability. (2025). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000466. Full description at Econpapers || Download paper | |
| 2025 | A 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 | |
| 2025 | A 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 | |
| 2025 | The 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 | |
| 2025 | Self-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 | |
| 2025 | Unveiling the shadows: The effects of financial conditions on the tail risks of Chinas macroeconomic activities. (2025). Zhuo, Xingxuan ; Wang, Lijun ; Liu, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1-14. Full description at Econpapers || Download paper | |
| 2025 | Resilience of energy market under geopolitical risks: Whatâs the policy implications?. (2025). Chang, Chun-Ping ; Li, Jing ; Yin, Zhujia ; Zhu, Yingxin ; Cao, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1706-1724. Full description at Econpapers || Download paper | |
| 2025 | Scaled 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 | |
| 2025 | Vector Copula Variational Inference and Dependent Block Posterior Approximations. (2025). Panagiotelis, Anastasios ; Smith, Michael Stanley ; Fu, YU. In: Papers. RePEc:arx:papers:2503.01072. Full description at Econpapers || Download paper | |
| 2025 | Identification of Causal Effects with a Bunching Design. (2025). Caetano, Carolina ; Goff, Leonard ; Nielsen, Eric. In: Papers. RePEc:arx:papers:2507.05210. Full description at Econpapers || Download paper | |
| 2025 | Sustainable Transition Through Resource Efficiency: The Synergistic Role of Green Innovation, Education, Financial Inclusion, Economic Complexity and Natural Resources. (2025). Punjwani, Ali ; Li, Shoukun. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:13:p:6184-:d:1695582. Full description at Econpapers || Download paper | |
| 2025 | A 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 | |
| 2025 | Testing 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 | |
| 2025 | An 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 | |
| 2025 | Wild Bootstrap Inference for Linear Regressions with Many Covariates. (2025). Li, Wenze. In: Papers. RePEc:arx:papers:2506.20972. Full description at Econpapers || Download paper | |
| 2025 | Robust 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 | |
| 2025 | How do Chinese urban investment bonds affect its economic resilience? Evidence from double machine learning. (2025). Lucey, Brian ; Abedin, Mohammad Zoynul ; Fang, Yan ; Liu, Yinglin ; Yang, YI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s027553192400521x. Full description at Econpapers || Download paper | |
| 2025 | Double machine learning for causal inference in a multivariate sample selection model. (2025). Potanin, Bodan ; Dolgikh, Sofiia. In: Papers. RePEc:arx:papers:2511.12640. Full description at Econpapers || Download paper | |
| 2025 | Joint 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 | |
| 2025 | An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts. (2025). Nikolopoulos, Sotirios D. In: Papers. RePEc:arx:papers:2512.00916. Full description at Econpapers || Download paper | |
| 2025 | A 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 | |
| 2025 | Government Support in Times of Crisis: Transfers and the Road to Socialism. (2025). Prem, Mounu ; Gonzalez, Felipe. In: OSF Preprints. RePEc:osf:osfxxx:vnz6d_v1. Full description at Econpapers || Download paper | |
| 2025 | Government Support in Times of Crisis: Transfers and the Road to Socialism. (2025). Prem, Mounu ; González, Felipe ; Gonzlez, Felipe. In: IZA Discussion Papers. RePEc:iza:izadps:dp17661. Full description at Econpapers || Download paper | |
| 2025 | Difference-in-Differences Designs: A Practitioners Guide. (2025). Callaway, Brantly ; Baker, Andrew ; Cunningham, Scott ; Goodman-Bacon, Andrew. In: Papers. RePEc:arx:papers:2503.13323. Full description at Econpapers || Download paper | |
| 2025 | Two-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 | |
| 2025 | Three-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 | |
| 2025 | Shrinkage 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 | |
| 2025 | Sparse Boosting for Additive Spatial Autoregressive Model with High Dimensionality. (2025). Xin, Jing ; Yue, MU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:757-:d:1599548. Full description at Econpapers || Download paper | |
| 2025 | Specification tests for regression models with measurement errors. (2025). Song, Xiaojun ; Yuan, Jichao. In: Papers. RePEc:arx:papers:2511.04127. Full description at Econpapers || Download paper | |
| 2025 | Testing for changes in the error distribution in functional linear models. (2025). Selk, Leonie ; Neumeyer, Natalie. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01656-9. Full description at Econpapers || Download paper | |
| 2025 | Selective Reviews of Bandit Problems in AI via a Statistical View. (2025). Zhou, Pengjie ; Zhang, Huiming ; Wei, Haoyu. In: Papers. RePEc:arx:papers:2412.02251. Full description at Econpapers || Download paper | |
| 2025 | Bounds 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 | |
| 2025 | A Generalized Hyperbolic Distance Function for Benchmarking Performance: Estimation and Inference. (2025). Wilson, Paul W. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10634-0. Full description at Econpapers || Download paper | |
| 2025 | Measuring and testing tail equivalence. (2025). Koike, Takaaki ; Yoshiba, Toshinao ; Kato, Shogo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:209:y:2025:i:c:s0047259x25000557. Full description at Econpapers || Download paper | |
| 2025 | Community 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 | |
| 2025 | Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). BarunÃk, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497. Full description at Econpapers || Download paper | |
| 2025 | Single-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 | |
| 2025 | Single-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 | |
| 2025 | Estimating 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 | |
| 2025 | The 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 | |
| 2025 | New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415. Full description at Econpapers || Download paper | |
| 2025 | Knowledge-based multiplex network reconstruction and influential substructure identification of stock time series: An application to the Chinese A-share market. (2025). Yao, Jiayi ; Zheng, Yanqiao ; Zhang, Zexuan ; Du, Peilin. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000868. Full description at Econpapers || Download paper | |
| 2025 | Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study. (2025). Katz, Harrison ; Weiss, Robert E. In: Papers. RePEc:arx:papers:2504.05489. Full description at Econpapers || Download paper | |
| 2025 | Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study. (2025). Weiss, Robert E ; Katz, Harrison. In: International Journal of Statistics and Probability. RePEc:ibn:ijspjl:v:14:y:2025:i:3:p:1. Full description at Econpapers || Download paper | |
| 2025 | Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649. Full description at Econpapers || Download paper | |
| 2025 | Comment 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 | |
| 2025 | Bayesian inference in proxy SVARs with incomplete identification: Re-evaluating the validity of monetary policy instruments. (2025). Nguyen, Lam. In: Journal of Monetary Economics. RePEc:eee:moneco:v:155:y:2025:i:c:s0304393225000844. Full description at Econpapers || Download paper | |
| 2025 | Forecasting and backtesting gradient allocations of expected shortfall. (2025). Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000770. Full description at Econpapers || Download paper | |
| 2025 | Bayesian 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 | |
| 2025 | Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769. Full description at Econpapers || Download paper | |
| 2025 | GLS Estimation of Local Projections: Trading Robustness for Efficiency. (2024). Everaert, Gerdie ; de Vos, Ignace. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:24/1095. Full description at Econpapers || Download paper | |
| 2025 | Machine-learning Growth at Risk. (2025). Lee, Ji Hyung ; Dovi, Max-Sebastian ; Chen, Hongqi ; Adrian, Tobias. In: Papers. RePEc:arx:papers:2506.00572. Full description at Econpapers || Download paper | |
| 2025 | Machine 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 | |
| 2025 | Nowcasting and forecasting Russian GDP and its components using quantile models. (2025). Shumilov, Andrei ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:021519. Full description at Econpapers || Download paper | |
| 2025 | Bayesian Additive Regression Tree (BART) Models of Market Integration in the 19th-Century Trans-Atlantic Wheat Trade. (2025). Ramsey, Ford A ; Ghosh, Sujit K. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361103. Full description at Econpapers || Download paper | |
| 2025 | Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting. (2025). Kohn, Robert ; Gerlach, Richard ; Tran, Minh-Ngoc ; Liu, Chen ; Wang, Chao. In: Papers. RePEc:arx:papers:2309.02072. Full description at Econpapers || Download paper | |
| 2025 | Factors, Forecasts, and Simulations of Volatility in the Stock Market Using Machine Learning. (2025). Narvez, Alejandro ; Mauricio, David ; Mansilla-Lopez, Juan. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:5:p:227-:d:1641248. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Stock Market Volatility Using CNN-BiLSTM-Attention Model with Mixed-Frequency Data. (2025). Zhang, Yufeng ; Hu, Jingyi. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1889-:d:1672391. Full description at Econpapers || Download paper | |
| 2025 | Change-Point Detection in Time Series Using Mixed Integer Programming. (2024). Radchenko, Peter ; Prokhorov, Artem ; Skrobotov, Anton ; Semenov, Alexander. In: Papers. RePEc:arx:papers:2408.05665. Full description at Econpapers || Download paper | |
| 2025 | Gauging the Impact of Digital Finance on Financial Stability in the Presence of Multiple Unknown Structural Breaks: Evidence from Developing Economies. (2025). Okoli, Tochukwu Timothy. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:7:p:187-:d:1689726. Full description at Econpapers || Download paper | |
| 2025 | Estimating 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 | |
| 2025 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057. Full description at Econpapers || Download paper | |
| 2025 | Time-Varying Identification of Structural Vector Autoregressions. (2025). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2502.19659. Full description at Econpapers || Download paper | |
| 2025 | Large 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 | |
| 2025 | A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408. Full description at Econpapers || Download paper | |
| 2025 | Principled Identification of Structural Dynamic Models. (2025). Hansen, Peter Reinhard ; Francis, Neville ; Tong, Chen. In: Papers. RePEc:arx:papers:2512.17005. Full description at Econpapers || Download paper | |
| 2025 | Quantifying the Internal Validity of Weighted Estimands. (2025). SÅoczyÅski, Tymon ; Poirier, Alexandre ; Sloczynski, Tymon. In: IZA Discussion Papers. RePEc:iza:izadps:dp17805. Full description at Econpapers || Download paper | |
| 2025 | Inference 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 | |
| 2025 | Latent grouped structures in panel data: a review. (2025). Pionati, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:123954. Full description at Econpapers || Download paper | |
| 2025 | Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321. Full description at Econpapers || Download paper | |
| 2025 | MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis. (2025). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:63-84. Full description at Econpapers || Download paper | |
| 2025 | Weak Identification in Peer Effects Estimation. (2025). Wang, William W ; Jadbabaie, Ali. In: Papers. RePEc:arx:papers:2508.04897. Full description at Econpapers || Download paper | |
| 2025 | Development 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 | |
| 2025 | From digital search to deed: Forecasting UK housing purchases in Spain using Google Trends across the Brexit disruption. (2025). Onrubia, Jorge ; Pinto, Fernando ; del Carmen, Mara. In: Working Papers. RePEc:fda:fdaddt:2025-08. Full description at Econpapers || Download paper | |
| 2025 | Distributed iterative hard thresholding for variable selection in Tobit models. (2025). Lian, Heng ; Fan, Zengyan ; Lin, Hongmei ; Zhu, Zhongyi ; Yang, Changxin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:211:y:2025:i:c:s0167947325001033. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2025
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| 2025 | Self-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 | |
| 2025 | SABR-Informed Multitask Gaussian Process: A Synthetic-to-Real Framework for Implied Volatility Surface Construction. (2025). Zhuang, Jirong ; Wu, Xuan. In: Papers. RePEc:arx:papers:2506.22888. Full description at Econpapers || Download paper | |
| 2025 | Approximate 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 | |
| 2025 | Disentangling 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 | |
| 2025 | Selection Confidence Sets for Equally Weighted Portfolios. (2025). Ferrari, Davide ; Fulci, Alessandro ; Paterlini, Sandra. In: Papers. RePEc:arx:papers:2510.14988. Full description at Econpapers || Download paper | |
| 2025 | Macroeconomic 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 | |
| 2025 | Training 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 | |
| 2025 | Robust 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 | |
| 2025 | Semiparametric 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 | |
| 2025 | Origins 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 | |
| 2025 | MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis. (2025). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:63-84. Full description at Econpapers || Download paper | |
| 2025 | Following in the family footsteps: Incidence and returns of occupational persistence. (2025). Ventura, Maria. In: CEP Discussion Papers. RePEc:cep:cepdps:dp2121. Full description at Econpapers || Download paper | |
| 2025 | Beware of large shocks! A non-parametric structural inflation model. (2025). Hernndez, Catalina Martnez ; Huber, Florian ; Holton, Sarah ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20253052. Full description at Econpapers || Download paper | |
| 2025 | Estimating the natural rate of interest in a macro-finance yield curve model. (2025). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20253160. Full description at Econpapers || Download paper | |
| 2025 | A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks. (2025). Lanne, Markku ; Virolainen, Savi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s0165188925001289. Full description at Econpapers || Download paper | |
| 2025 | Shrinkage 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 | |
| 2025 | Asymptotically distribution-free goodness-of-fit testing for normality: a log-transformed covariance-driven framework under multiplicative distortion. (2025). Zhang, Jun ; Lin, Bingqing. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:5:d:10.1007_s00362-025-01738-2. Full description at Econpapers || Download paper |
Recent citations received in 2024
| Year | Citing document | |
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| 2024 | Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012. Full description at Econpapers || Download paper | |
| 2024 | Bayesian modelling of VAR precision matrices using stochastic block networks. (2024). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Scheckel, Tobias. In: Papers. RePEc:arx:papers:2407.16349. Full description at Econpapers || Download paper | |
| 2024 | A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality. (2024). Cox, Gregory Fletcher. In: Papers. RePEc:arx:papers:2409.09962. Full description at Econpapers || Download paper | |
| 2024 | Consistent Estimation of the High-Dimensional Efficient Frontier. (2024). Parolya, Nestor ; Hautsch, Nikolaus ; Okhrin, Yarema ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2409.15103. Full description at Econpapers || Download paper | |
| 2024 | How to Compare Copula Forecasts?. (2024). Hoga, Yannick ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2410.04165. Full description at Econpapers || Download paper | |
| 2024 | Sparse Interval-valued Time Series Modeling with Machine Learning. (2024). Wang, Shouyang ; Sun, Yuying ; Hong, Yongmiao ; Bao, Haowen. In: Papers. RePEc:arx:papers:2411.09452. Full description at Econpapers || Download paper | |
| 2024 | Locally robust semiparametric estimation of sample selection models without exclusion restrictions. (2024). Pan, Zhewen ; Zhang, Yifan. In: Papers. RePEc:arx:papers:2412.01208. Full description at Econpapers || Download paper | |
| 2024 | Machine 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 | |
| 2024 | A 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 | |
| 2024 | Conditions for extrapolating differences in consumption to differences in welfare. (2024). Kaplan, David ; Zhao, Wei. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1090-1104. Full description at Econpapers || Download paper | |
| 2024 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081. Full description at Econpapers || Download paper | |
| 2024 | The 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 | |
| 2024 | Assessing time-varying risk in Chinaâs GDP growth. (2024). Ye, Wuyi ; Jiao, Shoukun ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400380x. Full description at Econpapers || Download paper | |
| 2024 | Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908. Full description at Econpapers || Download paper | |
| 2024 | Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application. (2024). Ju, Gaosheng ; Hong, Han ; Yan, Karen X ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002288. Full description at Econpapers || Download paper | |
| 2024 | Multivariate spatiotemporal models with low rank coefficient matrix. (2024). Yu, Jihai ; Zhang, Qingzhao ; Lan, Wei ; Fang, Kuangnan ; Pu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002483. Full description at Econpapers || Download paper | |
| 2024 | Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788. Full description at Econpapers || Download paper | |
| 2024 | Big portfolio selection by graph-based conditional moments method. (2024). Zhu, Zhoufan ; Zhang, Ningning. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000689. Full description at Econpapers || Download paper | |
| 2024 | Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139. Full description at Econpapers || Download paper | |
| 2024 | Avoiding jumps in the rotation matrix of time-varying factor models. (2024). Cheung, Ying Lun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008997. Full description at Econpapers || Download paper | |
| 2024 | Comparing and quantifying tail dependence. (2024). Siburg, Karl Friedrich ; Weiss, Gregor ; Strothmann, Christopher. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:95-103. Full description at Econpapers || Download paper | |
| 2024 | Chinaâs GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372. Full description at Econpapers || Download paper | |
| 2024 | Instrumental variables with unobserved heterogeneity in treatment effects. (2024). Torgovitsky, Alexander ; Mogstad, Magne. In: Handbook of Labor Economics. RePEc:eee:labchp:v:5:y:2024:i:c:p:1-114. Full description at Econpapers || Download paper | |
| 2024 | High-Dimensional U-Statistics Type Hypothesis Testing via Jackknife Pseudo-Values with Multiplier Bootstrap. (2024). Jin, Libin ; Zhang, Mingjuan. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3837-:d:1536751. Full description at Econpapers || Download paper | |
| 2024 | Recursive Estimation of the Expectile-Based Shortfall in Functional Ergodic Time Series. (2024). Almulhim, Fatimah A ; Alamari, Mohammed B ; Rachdi, Mustapha ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3956-:d:1545194. Full description at Econpapers || Download paper | |
| 2024 | Who Cares about Investing Responsibly? Attitudes and Financial Decisions. (2024). Taylor, Karl ; Montagnoli, Alberto. In: IZA Discussion Papers. RePEc:iza:izadps:dp16952. Full description at Econpapers || Download paper | |
| 2024 | Beyond the Degree: Fertility Outcomes of First in Family Graduates. (2024). Lovasz, Anna ; Adamecz-Völgyi, Anna ; Vujic, Suncica. In: IZA Discussion Papers. RePEc:iza:izadps:dp17216. Full description at Econpapers || Download paper | |
| 2024 | Handling Endogenous Marketing Mix Regressors in Correlated Heterogeneous Panels with Copula Augmented Mean Group Estimation. (2024). Xie, Hui ; Qian, YI ; Yang, Liying. In: NBER Working Papers. RePEc:nbr:nberwo:33265. Full description at Econpapers || Download paper | |
| 2024 | Lost in the Design Space? Construct Validity in the Microfinance Literature. (2024). Peters, Jörg ; Masselus, Lise ; Ankel-Peters, Jorg ; Petrik, Christina. In: OSF Preprints. RePEc:osf:osfxxx:nwp8k. Full description at Econpapers || Download paper | |
| 2024 | Lost in the Design Space? Construct Validity in the Microfinance Literature. (2024). Peters, Jörg ; Masselus, Lise ; Ankel-Peters, Jrg ; Petrik, Christina. In: OSF Preprints. RePEc:osf:osfxxx:nwp8k_v1. Full description at Econpapers || Download paper | |
| 2024 | Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Foglia, Matteo ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202432. Full description at Econpapers || Download paper | |
| 2024 | Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1. Full description at Econpapers || Download paper | |
| 2024 | Governmental support and multidimensional poverty alleviation: efficiency assessment in rural areas of Vietnam. (2024). Nguyen-Thi, Huong ; Vu-Tien, Vuong ; To-The, Nguyen ; Do-Hoang, Phuong ; Tran-Duc, Hiep ; Nguyen-Anh, Tuan ; Nguyen-Thu, Hang ; Hoang-Duc, Chinh. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:22:y:2024:i:4:d:10.1007_s10888-024-09620-1. Full description at Econpapers || Download paper | |
| 2024 | Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2024). Lucas, Andre ; D'Innocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240069. Full description at Econpapers || Download paper | |
| 2024 | Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure. (2024). Shin, Minseok ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202418. Full description at Econpapers || Download paper | |
| 2024 | Long-Term Effects of the Targeting the Ultra-Poor Program - A Reproducibility and Replicability Assessment of Banerjee et al. (2021). (2024). Peters, Jörg ; Rose, Julian ; Ankel-Peters, Jorg ; Neubauer, Florian. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:142. Full description at Econpapers || Download paper | |
| 2024 | Lost in the design space? Construct validity in the microfinance literature. (2024). Peters, Jörg ; Ankel-Peters, Jorg ; Petrik, Christina ; Masselus, Lise. In: Ruhr Economic Papers. RePEc:zbw:rwirep:302180. Full description at Econpapers || Download paper | |
| 2024 | Long-term effects of the targeting the ultra-poor program: A reproducibility and replicability assessment of Banerjee et al. (2021). (2024). Peters, Jörg ; Neubauer, Florian ; Rose, Julian ; Ankel-Peters, Jrg. In: Ruhr Economic Papers. RePEc:zbw:rwirep:306837. Full description at Econpapers || Download paper |
Recent citations received in 2023
| Year | Citing document | |
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| 2023 | Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471. Full description at Econpapers || Download paper | |
| 2023 | Occasionally Misspecified. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2312.05342. Full description at Econpapers || Download paper | |
| 2023 | Estimation and inference in factor copula models with exogenous covariates. (2023). Wied, Dominik ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1500-1521. Full description at Econpapers || Download paper | |
| 2023 | Stable outcomes and information in games: An empirical framework. (2023). Koh, Paul S. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002154. Full description at Econpapers || Download paper | |
| 2023 | Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment. (2023). Xu, Yixiong ; Zhang, Feipeng ; Fan, Caiyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300368x. Full description at Econpapers || Download paper | |
| 2023 | Are gross financial inflows expansionary or contractionary? Evidence from emerging economies. (2023). Garg, Bhavesh ; Sahoo, Pravakar. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007018. Full description at Econpapers || Download paper | |
| 2023 | Do world stock markets âjumpâ together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117. Full description at Econpapers || Download paper | |
| 2023 | Stock markets from COVID-19 to the RussiaâUkraine crisis: Structural breaks in interactive effects panels. (2023). Karamti, Chiraz ; Jeribi, Ahmed. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x. Full description at Econpapers || Download paper | |
| 2023 | Indian institutional investors portfolio concentration decision: skill and performance. (2023). Sharma, Anil Kumar ; Pandey, Amit. In: Journal of Advances in Management Research. RePEc:eme:jamrpp:jamr-05-2023-0134. Full description at Econpapers || Download paper | |
| 2023 | Bootstrapping State-Space Models: Distribution-Free Estimation in View of Prediction and Forecasting. (2023). Costa, Marco ; Lima, Jose Francisco ; Pereira, Fernanda Catarina ; Gonalves, Arminda Manuela. In: Forecasting. RePEc:gam:jforec:v:6:y:2023:i:1:p:3-54:d:1308555. Full description at Econpapers || Download paper | |
| 2023 | Inference for extremal regression with dependent heavy-tailed data. (2023). STUPFLER, Gilles ; Usseglio-Carleve, Antoine ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-04554050. Full description at Econpapers || Download paper | |
| 2023 | The conditional mode in parametric frontier models. (2023). Horrace, William ; Yang, YI ; Jung, Hyun Seok. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00699-8. Full description at Econpapers || Download paper | |
| 2023 | Environmental data science: Part 2. (2023). Burr, Wesley S ; Newlands, Nathaniel K ; Zammitmangion, Andrew. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:2:n:e2788. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07. Full description at Econpapers || Download paper | |
| 2022 | The Coevolution of Policy Support and Farmers Behaviour. An investigation on Italian agriculture over the 2008-2019 period.. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:464. Full description at Econpapers || Download paper | |
| 2022 | Estimation of Potential Output for Costa Rica. 1995-2021. (2022). Rodrguez-Vargas, Adolfo. In: Notas Técnicas. RePEc:apk:nottec:2203. Full description at Econpapers || Download paper | |
| 2022 | Bridging factor and sparse models. (2022). Medeiros, Marcelo ; Fan, Jianqing ; Masini, Ricardo. In: Papers. RePEc:arx:papers:2102.11341. Full description at Econpapers || Download paper | |
| 2022 | Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532. Full description at Econpapers || Download paper | |
| 2022 | Two is better than one: Regularized shrinkage of large minimum variance portfolio. (2022). Parolya, Nestor ; Bodnar, Taras ; Thors, Erik. In: Papers. RePEc:arx:papers:2202.06666. Full description at Econpapers || Download paper | |
| 2022 | Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695. Full description at Econpapers || Download paper | |
| 2022 | Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Papers. RePEc:arx:papers:2205.03285. Full description at Econpapers || Download paper | |
| 2022 | Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042. Full description at Econpapers || Download paper | |
| 2022 | Asymptotic Properties of the Synthetic Control Method. (2022). Zhang, Xiaomeng ; Wang, Wendun. In: Papers. RePEc:arx:papers:2211.12095. Full description at Econpapers || Download paper | |
| 2022 | Orthogonal Series Estimation for the Ratio of Conditional Expectation Functions. (2022). Hoshino, Takahiro ; Shinoda, Kazuhiko. In: Papers. RePEc:arx:papers:2212.13145. Full description at Econpapers || Download paper | |
| 2022 | Identifying the effect of persuasion. (2022). Lee, Sokbae (Simon) ; Jun, Sung Jae. In: CeMMAP working papers. RePEc:azt:cemmap:24/22. Full description at Econpapers || Download paper | |
| 2022 | Myth or measurement: What does the new minimum wage research say about minimum wages and job loss in the United States?. (2022). Neumark, David ; Shirley, Peter. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:61:y:2022:i:4:p:384-417. Full description at Econpapers || Download paper | |
| 2022 | The impact of sports stadiums on localized commercial activity: Evidence from a Business Improvement District. (2022). Bradbury, John. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:1:p:194-217. Full description at Econpapers || Download paper | |
| 2022 | What makes a satisfying life? Prediction and interpretation with machine-learning algorithms. (2022). D'Ambrosio, Conchita ; Clark, Andrew ; Gentile, Niccolo ; Tkatchenko, Alexandre. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1853. Full description at Econpapers || Download paper | |
| 2022 | Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment. (2022). Wooldridge, Jeffrey ; Uysal, Selver ; SÅoczyÅski, Tymon ; Sloczynski, Tymon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10105. Full description at Econpapers || Download paper | |
| 2022 | Job Satisfaction and Trade Union Membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9868. Full description at Econpapers || Download paper | |
| 2022 | The boosted HP filter is more general than you might think. (2022). Phillips, Peter ; Mei, Ziwei ; Shi, Zhentao. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2348. Full description at Econpapers || Download paper | |
| 2022 | Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350. Full description at Econpapers || Download paper | |
| 2022 | Increased panel height enhances cooling for photovoltaic solar farms. (2022). Smith, Sarah E ; Cal, Raul Bayoan ; Ali, Naseem ; Obligado, Martin ; Calaf, Marc ; Viggiano, Bianca ; Silverman, Timothy J. In: Applied Energy. RePEc:eee:appene:v:325:y:2022:i:c:s030626192201090x. Full description at Econpapers || Download paper | |
| 2022 | Asymptotic covariance estimation by Gaussian random perturbation. (2022). Lan, Wei ; Zhou, Jing ; Wang, Hansheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:171:y:2022:i:c:s0167947322000391. Full description at Econpapers || Download paper | |
| 2022 | Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x. Full description at Econpapers || Download paper | |
| 2022 | God did not save the kings: Environmental consequences of the 1982 Falklands War. (2022). Pietri, Antoine ; Panel, Sophie. In: Ecological Economics. RePEc:eee:ecolec:v:201:y:2022:i:c:s0921800922002427. Full description at Econpapers || Download paper | |
| 2022 | Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices: A reparameterized approach. (2022). Cai, Zhengzheng ; Zhu, Yanli ; Han, Xiaoyi. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002361. Full description at Econpapers || Download paper | |
| 2022 | Democracy, growth, heterogeneity, and robustness. (2022). Eberhardt, Markus. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s0014292122000976. Full description at Econpapers || Download paper | |
| 2022 | The impact on domestic CO2 emissions of domestic government-funded clean energy R&D and of spillovers from foreign government-funded clean energy R&D. (2022). Herzer, Dierk. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003512. Full description at Econpapers || Download paper | |
| 2022 | Join the club! Dynamics of global ESG indices convergence. (2022). Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003099. Full description at Econpapers || Download paper | |
| 2022 | Forecasting tail risk for Bitcoin: A dynamic peak over threshold approach. (2022). Ke, Rui ; Yang, Luyao ; Tan, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003129. Full description at Econpapers || Download paper | |
| 2022 | Frequency-severity experience rating based on latent Markovian risk profiles. (2022). Verschuren, Robert Matthijs. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:379-392. Full description at Econpapers || Download paper | |
| 2022 | Looking from Gross Domestic Income: Alternative view of Japanâs economy. (2022). Sekine, Toshitaka. In: Japan and the World Economy. RePEc:eee:japwor:v:64:y:2022:i:c:s0922142522000445. Full description at Econpapers || Download paper | |
| 2022 | Robust Ranking of Happiness Outcomes: A Median Regression Perspective. (2022). Powdthavee, Nattavudh ; Oparina, Ekaterina ; Chen, Le-Yu ; Srisuma, Sorawoot. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:672-686. Full description at Econpapers || Download paper | |
| 2022 | Quantifying the impact of the Tokyo Olympics on COVID-19 cases using synthetic control methods. (2022). Esaka, Taro ; Fujii, Takao. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:66:y:2022:i:c:s0889158322000375. Full description at Econpapers || Download paper | |
| 2022 | Job satisfaction and trade union membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: Labour Economics. RePEc:eee:labeco:v:78:y:2022:i:c:s0927537122001282. Full description at Econpapers || Download paper | |
| 2022 | Robust ranking of happiness outcomes: a median regression perspective. (2022). Powdthavee, Nattavudh ; Chen, Le-Yu ; Srisuma, Sorawoot ; Yu, LE ; Oparina, Ekaterina. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115556. Full description at Econpapers || Download paper | |
| 2022 | What makes a satisfying life? Prediction and interpretation with machine-learning algorithms. (2022). D'Ambrosio, Conchita ; Clark, Andrew ; Gentile, Niccolo ; Tkatchenko, Alexandre. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117887. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy. (2022). Valls Pereira, Pedro ; Mendonça, Diogo ; Marçal, Emerson ; Maral, Emerson Fernandes ; de Prince, Diogo. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:27-:d:839662. Full description at Econpapers || Download paper | |
| 2022 | Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression. (2022). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:4-:d:1008576. Full description at Econpapers || Download paper | |
| 2022 | Representation Theorem and Functional CLT for RKHS-Based Function-on-Function Regressions. (2022). Fang, Hong-Bin ; Huang, Hengzhen ; Li, Haiou ; Mo, Guangni. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:14:p:2507-:d:866129. Full description at Econpapers || Download paper | |
| 2022 | Statistical Inference of Dynamic Conditional Generalized Pareto Distribution with Weather and Air Quality Factors. (2022). Han, Yufei ; Zhao, XU ; Cheng, Weihu ; Ji, Qingqing ; Duan, Qiao ; Huang, Chunli. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:9:p:1433-:d:800987. Full description at Econpapers || Download paper | |
| 2022 | Estimation of optimal portfolio compositions for small sampleand singular covariance matrix. (2022). Nguyen, Hoang ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2022_015. Full description at Econpapers || Download paper | |
| 2022 | Job Satisfaction and Trade Union Membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: IZA Discussion Papers. RePEc:iza:izadps:dp15459. Full description at Econpapers || Download paper | |
| 2022 | Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments. (2022). Knaus, Michael ; Heiler, Phillip. In: IZA Discussion Papers. RePEc:iza:izadps:dp15580. Full description at Econpapers || Download paper | |
| 2022 | Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment. (2022). Wooldridge, Jeffrey ; Uysal, Selver ; SÅoczyÅski, Tymon ; Sloczynski, Tymon. In: IZA Discussion Papers. RePEc:iza:izadps:dp15727. Full description at Econpapers || Download paper | |
| 2022 | The causal effects of the darker side of financial development. (2022). Eberhardt, Markus ; Desbordes, Rodolphe ; Cho, Rachel. In: Discussion Papers. RePEc:not:notgep:2022-04. Full description at Econpapers || Download paper | |
| 2022 | Multilateral index number methods for Consumer Price Statistics. (2022). O'Connell, Martin ; Levell, Peter ; Fox, Kevin. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-08. Full description at Econpapers || Download paper | |
| 2022 | Systemic Discrimination Among Large U.S. Employers*. (2022). Walters, Christopher ; Kline, Patrick ; Rose, Evan K. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:137:y:2022:i:4:p:1963-2036.. Full description at Econpapers || Download paper | |
| 2022 | A method for evaluating the rank condition for CCE estimators. (2022). Sarafidis, Vasilis ; Everaert, Gerdie ; De Vos, Ignace. In: MPRA Paper. RePEc:pra:mprapa:112305. Full description at Econpapers || Download paper | |
| 2022 | Apalancamiento, ciclo financiero y económico. (2022). Valdivia Coria, Joab. In: MPRA Paper. RePEc:pra:mprapa:116849. Full description at Econpapers || Download paper | |
| 2022 | The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions. (2022). Read, Matthew. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2022-04. Full description at Econpapers || Download paper | |
| 2022 | On a bivariate copula for modeling negative dependence: application to New York air quality data. (2022). Ghosh, Shyamal ; Bhuyan, Prajamitra ; Finkelstein, Maxim. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:5:d:10.1007_s10260-022-00636-3. Full description at Econpapers || Download paper |
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