IDEAS home Printed from https://ideas.repec.org/e/c/pwh17.html
   My authors  Follow this author

Halbert White

(deceased)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.

    Mentioned in:

    1. Standard, Robust, and Clustered Standard Errors Computed in R
      by diffuseprior in DiffusePrioR on 2012-06-15 17:56:06
    2. They say academic papers are boring. They obviously haven’t read these.
      by Johan Fourie in Johan Fourie's Blog on 2014-06-04 13:10:07
  2. Author Profile
    1. Premio Nobel de Economía 2009: ¡Hagan sus apuestas!
      by jorpppp in Economía en la Panadería on 2009-10-09 09:08:00
    2. Some Mutual Fund Managers Have Alpha!
      by HedgeFundGuy in Mahalanobis on 2006-04-13 03:37:00

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Andrew Patton & Dimitris Politis & Halbert White, 2009. "Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 372-375.

    Mentioned in:

    1. > Econometrics > Econometric Theory > Bootstrap Methods
  2. Dimitris Politis & Halbert White, 2004. "Automatic Block-Length Selection for the Dependent Bootstrap," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 53-70.

    Mentioned in:

    1. > Econometrics > Econometric Theory > Bootstrap Methods

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Author Profile
    1. Halbert White in Wikipedia (German)

Working papers

  1. Jin Seo Cho & Halbert White, 2017. "Supplements to "Directionally Differentiable Econometric Models"," Working papers 2017rwp-103a, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Michael Jansson & Demian Pouzo, 2019. "Towards a general large sample theory for regularized estimators," CeMMAP working papers CWP63/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Cho, Jin Seo & White, Halbert, 2018. "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1101-1131, October.

  2. Jin Seo Cho & Halbert White, 2017. "Directionally Differentiable Econometric Models," Working papers 2017rwp-103, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Michael Jansson & Demian Pouzo, 2019. "Towards a general large sample theory for regularized estimators," CeMMAP working papers CWP63/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
    3. Jin Seo Cho & Halbert White, 2017. "Supplements to "Directionally Differentiable Econometric Models"," Working papers 2017rwp-103a, Yonsei University, Yonsei Economics Research Institute.
    4. Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019. "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers 2019-17, Department of Economics and Business Economics, Aarhus University.
    5. Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020. "Loss aversion and the welfare ranking of policy interventions," Papers 2004.08468, arXiv.org, revised Sep 2023.

  3. Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2016. "Testing for Monotonicity in Unobservables under Unconfoundedness," Working Papers 03-2016, Singapore Management University, School of Economics.

    Cited by:

    1. Andrii Babii & Jean-Pierre Florens, 2017. "Are Unobservables Separable?," Papers 1705.01654, arXiv.org, revised Mar 2021.
    2. Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
    3. Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.
    4. Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2017. "Non-separable Models with High-dimensional Data," Economics and Statistics Working Papers 15-2017, Singapore Management University, School of Economics.
    5. Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.

  4. Xun Lu & Liangjun Su & Halbert White, 2016. "Granger Causality and Structural Causality in Cross-Section and Panel Data," Working Papers 04-2016, Singapore Management University, School of Economics.

    Cited by:

    1. Issam Khelfaoui & Yuantao Xie & Muhammad Hafeez & Danish Ahmed & Houssem Eddine Degha & Hicham Meskher, 2022. "Information Communication Technology and Infant Mortality in Low-Income Countries: Empirical Study Using Panel Data Models," IJERPH, MDPI, vol. 19(12), pages 1-24, June.

  5. Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2015. "VAR for VaR: measuring tail dependence using multivariate regression quantiles," Working Paper Series 1814, European Central Bank.

    Cited by:

    1. Hu, Genhua & Wang, Xiangjin & Qiu, Hong, 2023. "Analyzing a dynamic relation between RMB exchange rate onshore and offshore during the extreme market conditions," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 408-417.
    2. Xu, Xiu & Wang, Weining & Shin, Yongcheol, 2020. "Dynamic Spatial Network Quantile Autoregression," IRTG 1792 Discussion Papers 2020-024, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    3. Klochkov, Yegor & Härdle, Wolfgang Karl & Xu, Xiu, 2019. "Localizing Multivariate CAViaR," IRTG 1792 Discussion Papers 2019-007, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    4. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico, 2016. "The information in systemic risk rankings," Working Paper Series 1875, European Central Bank.
    5. Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2023. "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Empirical Economics, Springer, vol. 65(1), pages 93-110, July.
    6. Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020. "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers 2020-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    7. Okhrin, Ostap & Ristig, Alexander & Sheen, Jeffrey R. & Trück, Stefan, 2015. "Conditional systemic risk with penalized copula," SFB 649 Discussion Papers 2015-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    8. Narayan, Shivani & Kumar, Dilip, 2024. "Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes," Global Finance Journal, Elsevier, vol. 62(C).
    9. Catania, Leopoldo & Luati, Alessandra, 2023. "Semiparametric modeling of multiple quantiles," Journal of Econometrics, Elsevier, vol. 237(2).
    10. Yang, Xite & Zhang, Qin & Liu, Haiyue & Liu, Zihan & Tao, Qiufan & Lai, Yongzeng & Huang, Linya, 2024. "Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
    11. Bierth, Christopher & Irresberger, Felix & Weiß, Gregor N.F., 2015. "Systemic risk of insurers around the globe," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 232-245.
    12. Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2022. "Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    13. Christian Meine & Hendrik Supper & Gregor N. F. Weiß, 2016. "Is Tail Risk Priced in Credit Default Swap Premia?," Review of Finance, European Finance Association, vol. 20(1), pages 287-336.
    14. Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Papers No 06/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    15. Jozef Barun'ik & Tobias Kley, 2015. "Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables," Papers 1510.06946, arXiv.org, revised Dec 2018.
    16. van de Leur, Michiel C.W. & Lucas, André & Seeger, Norman J., 2017. "Network, market, and book-based systemic risk rankings," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 84-90.
    17. Borri, Nicola & Giorgio, Giorgio di, 2022. "Systemic risk and the COVID challenge in the european banking sector," Journal of Banking & Finance, Elsevier, vol. 140(C).
    18. Etienne Briand & Massimiliano Marcellino & Dalibor Stevanovic, 2024. "Inflation, Attention and Expectations," Working Papers 24-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2024.
    19. Luca Merlo & Lea Petrella & Valentina Raponi, 2021. "Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation," Papers 2106.06518, arXiv.org.
    20. Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York.
      • Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
      • Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
    21. Wen, Danyan & Wang, Yudong & Ma, Chaoqun & Zhang, Yaojie, 2020. "Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?," Resources Policy, Elsevier, vol. 69(C).
    22. Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2017. "Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis," Emerging Markets Review, Elsevier, vol. 31(C), pages 32-46.
    23. Foglia, Matteo & Angelini, Eliana, 2020. "The diabolical sovereigns/banks risk loop: A VAR quantile design," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    24. Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
    25. Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2021. "Dynamic return and volatility spillovers among S&P 500, crude oil, and gold," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 153-170, January.
    26. Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang, 2014. "The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series," Cambridge Working Papers in Economics 1452, Faculty of Economics, University of Cambridge.
    27. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
    28. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288, Elsevier.
    29. Beatrice Foroni & Luca Merlo & Lea Petrella, 2023. "Expectile hidden Markov regression models for analyzing cryptocurrency returns," Papers 2301.09722, arXiv.org, revised Jan 2024.
    30. Michal Franta, 2023. "The Application of Multiple-Output Quantile Regression on the US Financial Cycle," Working Papers 2023/2, Czech National Bank.
    31. Pogorelova, Polina, 2024. "Investigation of the impact of uncertainty indices on Bitcoin volatility using the ARDL model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 74, pages 35-50.
    32. Ouyang, Ruolan & Pei, Tiancheng & Fang, Yi & Zhao, Yang, 2024. "Commodity systemic risk and macroeconomic predictions," Energy Economics, Elsevier, vol. 138(C).
    33. Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019. "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Post-Print hal-02352004, HAL.
    34. Gabauer, David & Gupta, Rangan, 2020. "Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 167-173.
    35. Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015. "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers 201564, University of Pretoria, Department of Economics.
    36. Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Gurcan Aygun & Mark E. Wohar, 2022. "Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies," Empirical Economics, Springer, vol. 63(4), pages 1741-1769, October.
    37. Corbet, Shaen & Katsiampa, Paraskevi & Lau, Chi Keung Marco, 2020. "Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets," International Review of Financial Analysis, Elsevier, vol. 71(C).
    38. Moratis, Georgios & Sakellaris, Plutarchos, 2021. "Measuring the systemic importance of banks," Journal of Financial Stability, Elsevier, vol. 54(C).
    39. María Edo & Walter Sosa Escudero & Marcela Svarc, 2021. "A multidimensional approach to measuring the middle class," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 19(1), pages 139-162, March.
    40. Dolado, Juan J & Chen, Liang & Gonzalo, Jesus, 2018. "Quantile Factor Models," CEPR Discussion Papers 12716, C.E.P.R. Discussion Papers.
    41. Christophe Boucher & Sessi Tokpavi, 2018. "Stocks and Bonds: Flight-to-Safety for Ever?," Working Papers hal-04141705, HAL.
    42. Bostandzic, Denefa & Weiß, Gregor N.F., 2018. "Why do some banks contribute more to global systemic risk?," Journal of Financial Intermediation, Elsevier, vol. 35(PA), pages 17-40.
    43. Frantisek Cech & Jozef Barunik, 2017. "Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns," Working Papers IES 2017/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2017.
    44. Chiu, Ching-Wai (Jeremy) & Hacioglu Hoke, Sinem, 2016. "Macroeconomic tail events with non-linear Bayesian VARs," Bank of England working papers 611, Bank of England.
    45. Balcilar, Mehmet & Elsayed, Ahmed H. & Hammoudeh, Shawkat, 2023. "Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    46. Li, Yueshan & Chen, Shoudong & Sensoy, Ahmet & Wang, Lu, 2024. "Over-expected shocks and financial market security: Evidence from China's markets," Research in International Business and Finance, Elsevier, vol. 68(C).
    47. Bochmann, Paul & Dieckelmann, Daniel & Fahr, Stephan & Ruzicka, Josef, 2023. "Financial stability considerations in the conduct of monetary policy," Working Paper Series 2870, European Central Bank.
    48. Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021. "Economic vulnerability is state dependent," CREATES Research Papers 2021-09, Department of Economics and Business Economics, Aarhus University.
    49. De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018. "Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment," Research Technical Papers 3/RT/18, Central Bank of Ireland.
    50. Zongwu Cai & Xiyuan Liu, 2020. "A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202017, University of Kansas, Department of Economics, revised Oct 2020.
    51. Wang, Gang-Jin & Xie, Chi & Wen, Danyan & Zhao, Longfeng, 2019. "When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin," Finance Research Letters, Elsevier, vol. 31(C).
    52. Cheng-Der Fuh & Yanwei Jia & Steven Kou, 2023. "A General Framework for Importance Sampling with Latent Markov Processes," Papers 2311.12330, arXiv.org.
    53. Shahzad, Syed Jawad Hussain & Raza, Naveed & Shahbaz, Muhammad & Ali, Azwadi, 2017. "Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States," MPRA Paper 78595, University Library of Munich, Germany, revised 15 Apr 2017.
    54. Palomba, Giulio & Tedeschi, Marco, 2024. "Contagion among European financial indices, evidence from a quantile VAR approach," Economic Systems, Elsevier, vol. 48(2).
    55. Velasco, Sofia, 2024. "Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR," Working Paper Series 2983, European Central Bank.
    56. Zhu, Xuening & Wang, Weining & Wang, Hansheng & Härdle, Wolfgang Karl, 2019. "Network quantile autoregression," Journal of Econometrics, Elsevier, vol. 212(1), pages 345-358.
    57. Frantiv{s}ek v{C}ech & Jozef Barun'ik, 2018. "Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities," Papers 1807.11823, arXiv.org.
    58. Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(3), pages 1371-1390, June.
    59. Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2017. "The relationship between oil prices and rig counts: The importance of lags," Energy Economics, Elsevier, vol. 63(C), pages 213-226.
    60. Chen, Chuanglian & Zhou, Lichao & Sun, Chuanwang & Lin, Yuting, 2024. "Does oil future increase the network systemic risk of financial institutions in China?," Applied Energy, Elsevier, vol. 364(C).
    61. Clancy, Daragh & Gabriele, Carmine & Žigraiová, Diana, 2022. "Sovereign bond market spillovers from crisis-time developments in Greece," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
    62. Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2015. "Factorisable sparse tail event curves," SFB 649 Discussion Papers 2015-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    63. Sylvain Benoît & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2019. "A Theoretical and Empirical Comparison of Systemic Risk Measures," Working Papers hal-02292323, HAL.
    64. Cheng, Sheng & Deng, MingJie & Liang, Ruibin & Cao, Yan, 2023. "Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies," Resources Policy, Elsevier, vol. 82(C).
    65. Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016. "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers 201656, University of Pretoria, Department of Economics.
    66. Emre Cevik & Emrah I Cevik & Sel Dibooglu & Raif Cergibozan & Mehmet Fatih Bugan & Mehmet Akif Destek, 2024. "Connectedness and risk spillovers between crude oil and clean energy stock markets," Energy & Environment, , vol. 35(7), pages 3319-3339, November.
    67. Andrew McKenna & Rhys Bidder, 2014. "Robust Stress Testing," 2014 Meeting Papers 853, Society for Economic Dynamics.
    68. Ophélie Couperier & Jérémy Leymarie, 2020. "Backtesting Expected Shortfall via Multi-Quantile Regression," Working Papers halshs-01909375, HAL.
    69. Christis Katsouris, 2023. "Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models," Papers 2305.11282, arXiv.org, revised Jul 2023.
    70. Ghysels, Eric & Liu, Hanwei, 2017. "Downside Risk in the Chinese Stock Market - Has it Fundamentally Changed?," CEPR Discussion Papers 12180, C.E.P.R. Discussion Papers.
    71. Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2021. "Systemic-systematic risk in financial system: A dynamic ranking based on expectiles," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 330-365.
    72. Kanga, Désiré & Soumaré, Issouf & Amenounvé, Edoh, 2023. "Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market," Emerging Markets Review, Elsevier, vol. 55(C).
    73. G'abor Petneh'azi, 2019. "Quantile Convolutional Neural Networks for Value at Risk Forecasting," Papers 1908.07978, arXiv.org, revised Sep 2020.
    74. Timo Dimitriadis & Tobias Fissler & Johanna Ziegel, 2020. "The Efficiency Gap," Papers 2010.14146, arXiv.org, revised Sep 2022.
    75. Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Dong, Zibing, 2021. "Analysis of the impact of COVID-19 pandemic on G20 stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    76. Tan, Xueping & Geng, Yong & Vivian, Andrew & Wang, Xinyu, 2021. "Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework," Resources Policy, Elsevier, vol. 74(C).
    77. Sam Langfield, 2020. "Bridge over Troubled Monetary Union: A Reply to De Grauwe & Ji," Journal of Common Market Studies, Wiley Blackwell, vol. 58(S1), pages 1-10, September.
    78. Jian, Zhihong & Li, Xupei, 2021. "Skewness-based market integration: A systemic risk measure across international equity markets," International Review of Financial Analysis, Elsevier, vol. 74(C).
    79. Carlos Castro & Stijn Ferrari, 2011. "Measuring and testing for the systemically important financial institutions," Documentos de Trabajo 8779, Universidad del Rosario.
    80. Jean-Paul Chavas, 2021. "The dynamics and volatility of prices in multiple markets: a quantile approach," Empirical Economics, Springer, vol. 60(4), pages 1607-1628, April.
    81. Qicheng Zhao & Zhouwei Wang & Yuping Song, 2024. "Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 1137-1162, August.
    82. Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2020. "Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    83. Jiang, Wen & Xu, Qiuhua & Zhang, Ruige, 2022. "Tail-event driven network of cryptocurrencies and conventional assets," Finance Research Letters, Elsevier, vol. 46(PB).
    84. Zhang, Yi & Zhou, Long & Wu, Baoxiu & Liu, Fang, 2024. "Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
    85. Zongwu Cai & Ying Fang & Dingshi Tian, 2024. "CAViaR Model Selection Via Adaptive Lasso," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202403, University of Kansas, Department of Economics, revised Jan 2024.
    86. Lin Han & Ivor Cribben & Stefan Trueck, 2022. "Extremal Dependence in Australian Electricity Markets," Papers 2202.09970, arXiv.org.
    87. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2021. "Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies," IZA Discussion Papers 14420, Institute of Labor Economics (IZA).
    88. Su, Xianfang, 2020. "Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    89. Feng, Haoyuan & Liu, Yue & Wu, Jie & Guo, Kun, 2023. "Financial market spillovers and macroeconomic shocks: Evidence from China," Research in International Business and Finance, Elsevier, vol. 65(C).
    90. Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023. "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 1-72.
    91. Lee, Dong Jin & Kim, Tae-Hwan & Mizen, Paul, 2021. "Impulse response analysis in conditional quantile models with an application to monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
    92. Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto Calogero, 2017. "Estimation and model-based combination of causality networks," SAFE Working Paper Series 165, Leibniz Institute for Financial Research SAFE.
    93. Dimitris Korobilis & Maximilian Schröder, 2023. "Probabilistic Quantile Factor Analysis," Working Papers No 05/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    94. Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David, 2018. "Oil volatility and sovereign risk of BRICS," Energy Economics, Elsevier, vol. 70(C), pages 258-269.
    95. Grzegorz Hałaj & Christoffer Kok, 2013. "Assessing interbank contagion using simulated networks," Computational Management Science, Springer, vol. 10(2), pages 157-186, June.
    96. Jian, Zhihong & Wu, Shuai & Zhu, Zhican, 2018. "Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach," Emerging Markets Review, Elsevier, vol. 37(C), pages 98-113.
    97. Wen, Danyan & Wang, Gang-Jin & Ma, Chaoqun & Wang, Yudong, 2019. "Risk spillovers between oil and stock markets: A VAR for VaR analysis," Energy Economics, Elsevier, vol. 80(C), pages 524-535.
    98. Falconio, Andrea & Manganelli, Simone, 2020. "Financial conditions, business cycle fluctuations and growth at risk," Working Paper Series 2470, European Central Bank.
    99. Jean-Paul Laurent & Hassan Omidi Firouzi, 2022. "Market Risk and Volatility Weighted Historical Simulation After Basel III," Working Papers hal-03679434, HAL.
    100. Taylor, James W., 2022. "Forecasting Value at Risk and expected shortfall using a model with a dynamic omega ratio," Journal of Banking & Finance, Elsevier, vol. 140(C).
    101. Banerjee, Ryan & Contreras, Juan & Mehrotra, Aaron & Zampolli, Fabrizio, 2024. "Inflation at risk in advanced and emerging market economies," Journal of International Money and Finance, Elsevier, vol. 142(C).
    102. Christis Katsouris, 2021. "Optimal Portfolio Choice and Stock Centrality for Tail Risk Events," Papers 2112.12031, arXiv.org.
    103. Quan Yonghui & Miao Wenlong, 2025. "Asymmetric risk contagion effect of the interaction between the real economy and the financial sector—an analysis based on the domestic commodity price index," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-26, December.
    104. Axel Per Hedström & Gazi Salah Uddin & Md Lutfur Rahman & Bo Sjö, 2024. "Systemic risk in the Scandinavian banking sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 581-608, January.
    105. Chebbi, Ali & Hedhli, Amel, 2022. "Revisiting the accuracy of standard VaR methods for risk assessment: Using the Copula–EVT multidimensional approach for stock markets in the MENA region," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 430-445.
    106. Pradhan, Ashis Kumar & Tiwari, Aviral Kumar, 2021. "Estimating the market risk of clean energy technologies companies using the expected shortfall approach," Renewable Energy, Elsevier, vol. 177(C), pages 95-100.
    107. Xiang, Youtao & Borjigin, Sumuya, 2023. "Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 1337-1374.
    108. Cunado, Juncal & Chatziantoniou, Ioannis & Gabauer, David & de Gracia, Fernando Perez & Hardik, Marfatia, 2023. "Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures," Journal of Commodity Markets, Elsevier, vol. 30(C).
    109. Resul Aydemir & Huzeyfe Zahit Atan & Bulent Guloglu, 2022. "How do the global equity and bond markets affect Islamic and conventional banks? A comparative cross-country analysis using multivariate regression quantiles," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 95-114, March.
    110. Algieri, Bernardina & Leccadito, Arturo, 2019. "Ask CARL: Forecasting tail probabilities for energy commodities," Energy Economics, Elsevier, vol. 84(C).
    111. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
    112. Wu, Xinyu & Jiang, Zhengting, 2023. "Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events," Energy Economics, Elsevier, vol. 126(C).
    113. Kwon, Ji Ho, 2019. "Tail risk and the consumption CAPM," Finance Research Letters, Elsevier, vol. 30(C), pages 69-75.
    114. Dagli , Suzette & Mariano, Paul & Salvanera, Arjan Paulo, 2022. "Quantile Debt Fan Charts," ADB Economics Working Paper Series 664, Asian Development Bank.
    115. Weiß, Gregor N.F. & Mühlnickel, Janina, 2014. "Why do some insurers become systemically relevant?," Journal of Financial Stability, Elsevier, vol. 13(C), pages 95-117.
    116. Sun, Jiaojiao & Zhang, Chen & Zhu, Jing & Zhao, Jingsong, 2024. "Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    117. Tae-Hwan Kim & Dong Jin Lee & Paul Mizen, 2020. "Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy," Working papers 2020rwp-164, Yonsei University, Yonsei Economics Research Institute.
    118. Bonaccolto, Giovanni & Caporin, Massimiliano & Paterlini, Sandra, 2019. "Decomposing and backtesting a flexible specification for CoVaR," Journal of Banking & Finance, Elsevier, vol. 108(C).
    119. Christophe Boucher & Sessi Tokpavi, 2019. "Stocks and Bonds: Flight-to-Safety for Ever?," Post-Print hal-02067096, HAL.
    120. Shen, Yifan & Shi, Xunpeng & Variam, Hari Malamakkavu Padinjare, 2018. "Risk transmission mechanism between energy markets: A VAR for VaR approach," Energy Economics, Elsevier, vol. 75(C), pages 377-388.
    121. Makushkin, Mikhail & Lapshin, Victor, 2020. "Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 30-52.
    122. An Cheng & Tonghui Chen & Guogang Jiang & Xinru Han, 2021. "Can Major Public Health Emergencies Affect Changes in International Oil Prices?," IJERPH, MDPI, vol. 18(24), pages 1-13, December.
    123. Gong, Xiao-Li & Zhao, Min & Wu, Zhuo-Cheng & Jia, Kai-Wen & Xiong, Xiong, 2023. "Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective," Energy Economics, Elsevier, vol. 121(C).
    124. Altınkeski, Buket Kırcı & Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2022. "Financial stress transmission between the U.S. and the Euro Area," Journal of Financial Stability, Elsevier, vol. 60(C).
    125. Weihuan Huang, 2023. "Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method," Papers 2310.18658, arXiv.org.
    126. Nikolaos A. Kyriazis, 2019. "A Survey on Empirical Findings about Spillovers in Cryptocurrency Markets," JRFM, MDPI, vol. 12(4), pages 1-17, November.
    127. Brownlees, Christian & Souza, André B.M., 2021. "Backtesting global Growth-at-Risk," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 312-330.
    128. Yuting Gong & Zhongzhi He & Wenjun Xue, 2023. "EPU spillovers and sovereign CDS spreads: A cross‐country study," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1770-1806, December.
    129. Linjie Wang & Jean‐Paul Chavas & Jian Li, 2024. "Dynamic linkages in agricultural and energy markets: A quantile impulse response approach," Agricultural Economics, International Association of Agricultural Economists, vol. 55(4), pages 639-676, July.
    130. Mikhail Stolbov & Maria Shchepeleva, 2021. "Macrofinancial linkages in Europe: Evidence from quantile local projections," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5557-5569, October.
    131. Dai, Xingyu & Wang, Qunwei & Zha, Donglan & Zhou, Dequn, 2020. "Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach," Energy Economics, Elsevier, vol. 88(C).
    132. Wen, Danyan & Liu, Li & Ma, Chaoqun & Wang, Yudong, 2020. "Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries," Energy, Elsevier, vol. 212(C).
    133. Bonaccolto, Giovanni & Borri, Nicola & Consiglio, Andrea, 2023. "Breakup and default risks in the great lockdown," Journal of Banking & Finance, Elsevier, vol. 147(C).
    134. Hu, Xin & Zhu, Bo & Zhang, Bokai & Zhou, Sitong, 2024. "Do internal and external risk spillovers of the food system matter for national food security?," Economic Modelling, Elsevier, vol. 136(C).
    135. Tihana Skrinjaric, 2022. "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 109-140.
    136. Andrei Rusu, 2020. "Multivariate VaR: A Romanian Market study," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 12(1), pages 79-95, June.
    137. Balcilar, Mehmet & Usman, Ojonugwa & Duman, Gazi Murat, 2024. "Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions," Emerging Markets Review, Elsevier, vol. 62(C).
    138. Kok, Christoffer & Gross, Marco, 2013. "Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR," Working Paper Series 1570, European Central Bank.
    139. Restrepo, Natalia & Uribe, Jorge M. & Manotas, Diego, 2018. "Financial risk network architecture of energy firms," Applied Energy, Elsevier, vol. 215(C), pages 630-642.
    140. Wu, Guo & Hu, Guoheng, 2024. "Asymmetric spillovers and resilience in physical and financial assets amid climate policy uncertainties: Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
    141. Mody, Ashoka & Nedeljkovic, Milan, 2024. "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, vol. 158(C).
    142. Shen, Yifan, 2018. "International risk transmission of stock market movements," Economic Modelling, Elsevier, vol. 69(C), pages 220-236.
    143. Liao, Jianhui & Zhu, Xuehong & Chen, Jinyu, 2021. "Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies," International Review of Financial Analysis, Elsevier, vol. 77(C).
    144. Ouyang, Zisheng & Chen, Shili & Lai, Yongzeng & Yang, Xite, 2022. "The correlations among COVID-19, the effect of public opinion, and the systemic risks of China’s financial industries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
    145. di Mauro, Filippo & Fornari, Fabio & Mannucci, Dario, 2011. "Stock market firm-level information and real economic activity," Working Paper Series 1366, European Central Bank.
    146. Storti, Giuseppe & Wang, Chao, 2022. "A multivariate semi-parametric portfolio risk optimization and forecasting framework," MPRA Paper 115266, University Library of Munich, Germany.
    147. Yunmi Kim & Lijuan Huo & Tae-Hwan Kim, 2020. "Dealing with Markov-Switching Parameters in Quantile Regression Models," Working papers 2020rwp-166, Yonsei University, Yonsei Economics Research Institute.
    148. Yunyun Wang & Tatsushi Oka & Dan Zhu, 2023. "Distributional Vector Autoregression: Eliciting Macro and Financial Dependence," Papers 2303.04994, arXiv.org.
    149. Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
    150. Fabio Busetti & Michele Caivano & Lisa Rodano, 2015. "On the conditional distribution of euro area inflation forecast," Temi di discussione (Economic working papers) 1027, Bank of Italy, Economic Research and International Relations Area.
    151. Lazar, Emese & Pan, Jingqi & Wang, Shixuan, 2024. "On the estimation of Value-at-Risk and Expected Shortfall at extreme levels," Journal of Commodity Markets, Elsevier, vol. 34(C).
    152. Julio Gálvez & Javier Mencía, 2018. "Conditional Return Asymmetries in the Sovereign-Bank Nexus," Working Papers wp2018_1813, CEMFI.
    153. Dongming Jiang & Fang Jia, 2022. "Extreme Spillover between Green Bonds and Clean Energy Markets," Sustainability, MDPI, vol. 14(10), pages 1-15, May.
    154. Gong, Yuting & Li, Xiao & Xue, Wenjun, 2023. "The impact of EPU spillovers on the bond market volatility: Global evidence," Finance Research Letters, Elsevier, vol. 55(PB).
    155. Haojianxiong Yu & Jianjian Shen & Chuntian Cheng & Jia Lu & Huaxiang Cai, 2023. "Multi-Objective Optimal Long-Term Operation of Cascade Hydropower for Multi-Market Portfolio and Energy Stored at End of Year," Energies, MDPI, vol. 16(2), pages 1-21, January.
    156. Su, Tong & Zhang, Zuopeng (Justin) & Lin, Boqiang, 2022. "Green bonds and conventional financial markets in China: A tale of three transmission modes," Energy Economics, Elsevier, vol. 113(C).
    157. Schüler, Yves S., 2020. "The impact of uncertainty and certainty shocks," Discussion Papers 14/2020, Deutsche Bundesbank.
    158. Sessi Tokpavi & Christophe Boucher, 2018. "Stocks and Bonds: Flight-to-Safety for Ever?," EconomiX Working Papers 2018-39, University of Paris Nanterre, EconomiX.
    159. Liu, Bing-Yue & Fan, Ying & Ji, Qiang & Hussain, Nazim, 2022. "High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system," Energy Economics, Elsevier, vol. 105(C).
    160. Weijia Xu & Aihua Li & Lu Wei, 2022. "The Impact of COVID-19 on China’s Capital Market and Major Industry Sectors," Annals of Data Science, Springer, vol. 9(5), pages 983-1007, October.
    161. Su, Ender & Wong, Kai Wen, 2018. "Measuring bank downside systemic risk in Taiwan," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 172-193.
    162. Clancy, Daragh & Dunne, Peter G. & Filiani, Pasquale, 2019. "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Research Technical Papers 11/RT/19, Central Bank of Ireland.
    163. Chavleishvili, Sulkhan & Manganelli, Simone, 2019. "Forecasting and stress testing with quantile vector autoregression," Working Paper Series 2330, European Central Bank.
    164. Xu, Qiuhua & Yan, Haoyang & Zhao, Tianyu, 2022. "Contagion effect of systemic risk among industry sectors in China’s stock market," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    165. Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur & Jammazi, Rania, 2019. "Spillovers from oil to precious metals: Quantile approaches," Resources Policy, Elsevier, vol. 61(C), pages 508-521.
    166. Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "The risk management approach to macro-prudential policy," Working Paper Series 2565, European Central Bank.
    167. Montes-Rojas, Gabriel, 2017. "Reduced form vector directional quantiles," Journal of Multivariate Analysis, Elsevier, vol. 158(C), pages 20-30.
    168. Cui, Jinxin & Maghyereh, Aktham & Liao, Dijia, 2024. "Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments," International Review of Economics & Finance, Elsevier, vol. 95(C).
    169. Ye, Wuyi & Zhou, Yi & Chen, Pengzhan & Wu, Bin, 2024. "A simulation-based method for estimating systemic risk measures," European Journal of Operational Research, Elsevier, vol. 313(1), pages 312-324.
    170. Yunmi Kim & Tae-Hwan Kim, 2024. "Generalized Impulse and Its Measure," Working papers 2024rwp-226, Yonsei University, Yonsei Economics Research Institute.
    171. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A novel risk management perspective for macroprudential policy," Research Bulletin, European Central Bank, vol. 87.
    172. Giuseppe Storti & Chao Wang, 2022. "A semi-parametric dynamic conditional correlation framework for risk forecasting," Papers 2207.04595, arXiv.org, revised Dec 2024.
    173. Panagiotis Tzouvanas & Renatas Kizys & Ioannis Chatziantoniou & Roza Sagitova, 2019. "Can Variations in Temperature Explain the Systemic Risk of European Firms?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(4), pages 1723-1759, December.
    174. Geraci, Marco Valerio & Garbaravičius, Tomas & Veredas, David, 2018. "Short selling in extreme events," Journal of Financial Stability, Elsevier, vol. 39(C), pages 90-103.
    175. Uribe, Jorge M. & Chuliá, Helena & Guillén, Montserrat, 2017. "Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 52-68.
    176. Massaporn Cheuathonghua & Chaiyuth Padungsaksawasdi & Pattana Boonchoo & Jittima Tongurai, 2019. "Extreme spillovers of VIX fear index to international equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(1), pages 1-38, March.
    177. Baruník, Jozef & Čech, František, 2021. "Measurement of common risks in tails: A panel quantile regression model for financial returns," Journal of Financial Markets, Elsevier, vol. 52(C).
    178. Donald Lien & Zijun Wang, 2019. "Quantile information share," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(1), pages 38-55, January.
    179. Cho, Dooyeon & Han, Heejoon, 2021. "The tail behavior of safe haven currencies: A cross-quantilogram analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
    180. Zhou, Dong-hai & Liu, Xiao-xing & Tang, Chun & Yang, Guang-yi, 2023. "Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    181. Cheuathonghua, Massaporn & de Boyrie, Maria E. & Pavlova, Ivelina & Wongkantarakorn, Jutamas, 2022. "Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).
    182. Jean‐Paul Chavas & Fanghui Pan, 2020. "The Dynamics and Volatility of Prices in a Vertical Sector," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(1), pages 353-369, January.
    183. Hau, Liya & Liu, Xiaoli & Wu, Xinyu, 2025. "Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis," Research in International Business and Finance, Elsevier, vol. 73(PA).
    184. Merlo, Luca & Petrella, Lea & Raponi, Valentina, 2021. "Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation," Journal of Banking & Finance, Elsevier, vol. 133(C).
    185. Nikolaos A. Kyriazis, 2021. "The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation," Sustainability, MDPI, vol. 13(10), pages 1-25, May.

  6. Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2015. "Testing for Monotonicity in Unobservables under Unconfoundedness," Boston College Working Papers in Economics 899, Boston College Department of Economics.

    Cited by:

    1. Andrii Babii & Jean-Pierre Florens, 2017. "Are Unobservables Separable?," Papers 1705.01654, arXiv.org, revised Mar 2021.
    2. Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
    3. Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.
    4. Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2017. "Non-separable Models with High-dimensional Data," Economics and Statistics Working Papers 15-2017, Singapore Management University, School of Economics.
    5. Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.

  7. Jin Seo Cho & Halbert White, 2014. "Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014)," Working papers 2014rwp-67a, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
    2. Lijuan Huo & Jin Seo Cho, 2021. "Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 293-317, June.
    3. Jin Seo Cho & Peter C.B. Phillips, 2016. "Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"," Working papers 2016rwp-89a, Yonsei University, Yonsei Economics Research Institute.
    4. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
    5. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2016. "Generalized Information Matrix Tests for Detecting Model Misspecification," Econometrics, MDPI, vol. 4(4), pages 1-24, November.
    6. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers 13/15, Institute for Fiscal Studies.
    7. Perera, Indeewara & Silvapulle, Mervyn J., 2023. "Bootstrap specification tests for dynamic conditional distribution models," Journal of Econometrics, Elsevier, vol. 235(2), pages 949-971.
    8. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2019. "Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data," Econometrics, MDPI, vol. 7(3), pages 1-27, September.
    9. Jin Seo Cho & Peter C.B. Phillips, "undated". "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University.

  8. Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers 2014rwp-67, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
    2. Lijuan Huo & Jin Seo Cho, 2021. "Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 293-317, June.
    3. Jin Seo Cho & Peter C.B. Phillips, 2016. "Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"," Working papers 2016rwp-89a, Yonsei University, Yonsei Economics Research Institute.
    4. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
    5. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2016. "Generalized Information Matrix Tests for Detecting Model Misspecification," Econometrics, MDPI, vol. 4(4), pages 1-24, November.
    6. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers 13/15, Institute for Fiscal Studies.
    7. Perera, Indeewara & Silvapulle, Mervyn J., 2023. "Bootstrap specification tests for dynamic conditional distribution models," Journal of Econometrics, Elsevier, vol. 235(2), pages 949-971.
    8. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2019. "Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data," Econometrics, MDPI, vol. 7(3), pages 1-27, September.
    9. Jin Seo Cho & Peter C.B. Phillips, "undated". "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University.

  9. Jin Seo Cho & Isao Ishida & Halbert White, 2013. "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Teras," Working papers 2013rwp-55, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Yae Ji Jun & Jin Seo Cho, 2015. "Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity," Working papers 2015rwp-78, Yonsei University, Yonsei Economics Research Institute.
    2. Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
    3. Jin Seo Cho & Jin Seok Park & Sang Woo Park, 2018. "Testing for the Conditional Geometric Mixture Distribution," Working papers 2018rwp-123, Yonsei University, Yonsei Economics Research Institute.
    4. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.
    5. Jin Seo Cho & Halbert White, 2017. "Supplements to "Directionally Differentiable Econometric Models"," Working papers 2017rwp-103a, Yonsei University, Yonsei Economics Research Institute.
    6. Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019. "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers 2019-17, Department of Economics and Business Economics, Aarhus University.
    7. Kyu Lee Shin & Jin Seo Cho, 2013. "Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)," Working papers 2013rwp-57, Yonsei University, Yonsei Economics Research Institute.
    8. Cho, Jin Seo & White, Halbert, 2018. "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1101-1131, October.

  10. Huang, Meng & Sun, Yixiao & White, Hal, 2013. "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt3pt89204, Department of Economics, UC San Diego.

    Cited by:

    1. Yu-Chin Hsu & Ta-Cheng Huang & Haiqing Xu, 2018. "Testing for Unobserved Heterogeneous Treatment Effects with Observational Data," Papers 1803.07514, arXiv.org, revised Aug 2021.
    2. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    3. Young Jun Lee & Daniel Wilhelm, 2020. "Testing for the presence of measurement error in Stata," Stata Journal, StataCorp LLC, vol. 20(2), pages 382-404, June.
    4. Daniel Wilhelm, 2019. "Testing for the presence of measurement error," CeMMAP working papers CWP48/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Su, Liangjun & White, Halbert, 2014. "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, vol. 182(1), pages 27-44.
    6. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    7. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.
    8. Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan, 2024. "Rank-based max-sum tests for mutual independence of high-dimensional random vectors," Journal of Econometrics, Elsevier, vol. 238(1).
    9. Su, Liangjun & Zheng, Xin, 2017. "A martingale-difference-divergence-based test for specification," Economics Letters, Elsevier, vol. 156(C), pages 162-167.
    10. Xiaojun Song & Haoyu Wei, 2021. "Nonparametric Tests of Conditional Independence for Time Series," Papers 2110.04847, arXiv.org.
    11. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    12. Xuehu Zhu & Jun Lu & Jun Zhang & Lixing Zhu, 2021. "Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 549-576, June.
    13. Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping, 2024. "Testing unconditional and conditional independence via mutual information," Journal of Econometrics, Elsevier, vol. 240(2).

  11. Jin Seo Cho & Isao Ishida & Halbert White, 2013. "Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"," Working papers 2013rwp-55a, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
    2. Kyu Lee Shin & Jin Seo Cho, 2013. "Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)," Working papers 2013rwp-57, Yonsei University, Yonsei Economics Research Institute.

  12. Raffaella Giacomini & Dimitris N. Politis & Halbert White, 2012. "A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators," CeMMAP working papers 11/12, Institute for Fiscal Studies.

    Cited by:

    1. Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
    2. M. Dolores Jiménez-Gamero & Marina Valdora & Daniela Rodríguez, 2025. "Testing homoscedasticity of a large number of populations," Statistical Papers, Springer, vol. 66(2), pages 1-32, February.
    3. Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
    4. Karsten Schweikert, 2021. "Bootstrap Confidence Intervals and Hypothesis Testing for Market Information Shares [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 934-959.
    5. Hušková, Marie & Meintanis, Simos G. & Pretorius, Charl, 2020. "Tests for validity of the semiparametric heteroskedastic transformation model," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    6. Patrick Richard, 2014. "Bootstrap tests in linear models with many regressors," Cahiers de recherche 14-06, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    7. Lee, Sangyeol & Meintanis, Simos G. & Pretorius, Charl, 2022. "Monitoring procedures for strict stationarity based on the multivariate characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    8. Silvennoinen Annastiina & Teräsvirta Timo, 2016. "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 347-364, September.
    9. Šárka Hudecová & Marie Hušková & Simos G. Meintanis, 2021. "Goodness–of–Fit Tests for Bivariate Time Series of Counts," Econometrics, MDPI, vol. 9(1), pages 1-20, March.
    10. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    11. Sun, Yixiao & Kim, Min Seong, 2009. "k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models," University of California at San Diego, Economics Working Paper Series qt9gn6n5mr, Department of Economics, UC San Diego.
    12. Moneta, Alessio & Pallante, Gianluca, 2022. "Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    13. Igor L. Kheifets, 2015. "Specification tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 67-94, February.
    14. Christian H. Weiß & Esmeralda Gonçalves & Nazaré Mendes Lopes, 2017. "Testing the compounding structure of the CP-INARCH model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(5), pages 571-603, July.
    15. Apostolos Batsidis & María Dolores Jiménez-Gamero & Artur J. Lemonte, 2020. "On goodness-of-fit tests for the Bell distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(3), pages 297-319, April.
    16. Giuseppe Cavaliere & Indeewara Perera & Anders Rahbek, 2021. "Specification tests for GARCH processes," Discussion Papers 21-06, University of Copenhagen. Department of Economics.
    17. Šárka Hudecová & Marie Hušková & Simos G. Meintanis, 2017. "Tests for Structural Changes in Time Series of Counts," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(4), pages 843-865, December.
    18. Gabriele Fiorentini & Enrique Sentana, 2019. "New testing approaches for mean-variance predictability," Working Paper series 19-01, Rimini Centre for Economic Analysis.
    19. Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2014. "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity," Economic Modelling, Elsevier, vol. 36(C), pages 161-171.
    20. Dukpa Kim & Tatsushi Oka & Francisco Estrada & Pierre Perron, 2018. "Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures," Papers 1805.09937, arXiv.org.
    21. Žikica Lukić & Bojana Milošević, 2024. "Change-point analysis for matrix data: the empirical Hankel transform approach," Statistical Papers, Springer, vol. 65(9), pages 5955-5980, December.
    22. Weiß, Christian H. & Steuer, Detlef & Jentsch, Carsten & Testik, Murat Caner, 2018. "Guaranteed conditional ARL performance in the presence of autocorrelation," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 367-379.
    23. Jiaying Gu & Roger Koenker & Stanislav Volgushev, 2017. "Testing for homogeneity in mixture models," CeMMAP working papers 39/17, Institute for Fiscal Studies.
    24. Wang, Shaochen & Weiß, Christian H., 2023. "New characterizations of the (discrete) Lindley distribution and their applications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 212(C), pages 310-322.
    25. Jad Beyhum & Lorenzo Tedesco & Ingrid Van Keilegom, 2022. "Instrumental variable quantile regression under random right censoring," Papers 2209.01429, arXiv.org, revised Feb 2023.
    26. Simos G. Meintanis & Bojana Milošević & Marko Obradović, 2020. "Goodness-of-fit tests in conditional duration models," Statistical Papers, Springer, vol. 61(1), pages 123-140, February.
    27. E. Bothma & J. S. Allison & I. J. H. Visagie, 2022. "New classes of tests for the Weibull distribution using Stein’s method in the presence of random right censoring," Computational Statistics, Springer, vol. 37(4), pages 1751-1770, September.
    28. Lamy, Laurent & Patnam, Manasa & Visser, Michael, 2023. "Distinguishing incentive from selection effects in auction-determined contracts," Journal of Econometrics, Elsevier, vol. 235(2), pages 1172-1202.
    29. Royer, Julien, 2023. "Conditional asymmetry in Power ARCH(∞) models," Journal of Econometrics, Elsevier, vol. 234(1), pages 178-204.
    30. Hongyi Jiang & Zhenting Sun & Shiyun Hu, 2023. "A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance," Papers 2306.12271, arXiv.org, revised Jul 2023.
    31. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
    32. González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005. "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance 604, Stockholm School of Economics, revised 11 Oct 2017.
    33. Audrey Sallenave & Jean-Pierre Allegret & Tolga Omay, 2024. "Can governments sleep more soundly when holding international reserves? A banking and financial vulnerabilities perspective," Post-Print hal-03945433, HAL.
    34. Karsten Schweikert, 2019. "Asymmetric price transmission in the US and German fuel markets: a quantile autoregression approach," Empirical Economics, Springer, vol. 56(3), pages 1071-1095, March.
    35. Donghang Luo & Ke Zhu & Huan Gong & Dong Li, 2020. "Testing error distribution by kernelized Stein discrepancy in multivariate time series models," Papers 2008.00747, arXiv.org.
    36. Marcus J. Chambers, 2015. "A Jackknife Correction to a Test for Cointegration Rank," Econometrics, MDPI, vol. 3(2), pages 1-21, May.
    37. Beare, Brendan K. & Shi, Xiaoxia, 2019. "An improved bootstrap test of density ratio ordering," Econometrics and Statistics, Elsevier, vol. 10(C), pages 9-26.
    38. Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.
    39. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024. "Predictive ability tests with possibly overlapping models," Journal of Econometrics, Elsevier, vol. 241(1).
    40. Simos G. Meintanis & Christos K. Papadimitriou, 2022. "Goodness--of--fit tests for stochastic frontier models based on the characteristic function," Journal of Productivity Analysis, Springer, vol. 57(3), pages 285-296, June.
    41. Moon, Seongman & Velasco, Carlos, 2013. "Tests for m-dependence based on sample splitting methods," Journal of Econometrics, Elsevier, vol. 173(2), pages 143-159.
    42. Sangyeol Lee & Simos G. Meintanis & Minyoung Jo, 2019. "Inferential procedures based on the integrated empirical characteristic function," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(3), pages 357-386, September.
    43. Davidson, Russell & Trokić, Mirza, 2020. "The fast iterated bootstrap," Journal of Econometrics, Elsevier, vol. 218(2), pages 451-475.
    44. Karl-Heinz Schild & Karsten Schweikert, 2019. "On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models," Econometrics, MDPI, vol. 7(1), pages 1-13, March.
    45. Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
    46. Jiaying Gu & Roger Koenker & Stanislav Volgushev, 2017. "Testing for homogeneity in mixture models," CeMMAP working papers CWP39/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    47. J. S. Allison & M. Hušková & S. G. Meintanis, 2018. "Testing the adequacy of semiparametric transformation models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 70-94, March.
    48. Li, Xingyu & Shen, Yan & Zhou, Qiankun, 2024. "Confidence intervals of treatment effects in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 240(1).
    49. Royer, Julien, 2021. "Conditional asymmetry in Power ARCH($\infty$) models," MPRA Paper 109118, University Library of Munich, Germany.
    50. Hidalgo, Javier & Seo, Myung Hwan, 2015. "Specification tests for lattice processes," LSE Research Online Documents on Economics 66104, London School of Economics and Political Science, LSE Library.
    51. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.
    52. Jiménez-Gamero, M.D. & Alba-Fernández, M.V. & Jodrá, P. & Barranco-Chamorro, I., 2015. "An approximation to the null distribution of a class of Cramér–von Mises statistics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 118(C), pages 258-272.
    53. Bruno Ebner & Bernhard Klar & Simos G. Meintanis, 2018. "Fourier inference for stochastic volatility models with heavy-tailed innovations," Statistical Papers, Springer, vol. 59(3), pages 1043-1060, September.
    54. Campbell R. Harvey & Yan Liu, 2022. "Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence," Journal of Finance, American Finance Association, vol. 77(3), pages 1921-1966, June.
    55. Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos, 2015. "Tests for sphericity in multivariate garch models," MPRA Paper 67411, University Library of Munich, Germany.
    56. Perera, Indeewara & Silvapulle, Mervyn J., 2021. "Bootstrap based probability forecasting in multiplicative error models," Journal of Econometrics, Elsevier, vol. 221(1), pages 1-24.
    57. Igor Kheifets & Carlos Velasco, 2013. "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers 1924, Cowles Foundation for Research in Economics, Yale University.
    58. Perera, Indeewara & Silvapulle, Mervyn J., 2023. "Bootstrap specification tests for dynamic conditional distribution models," Journal of Econometrics, Elsevier, vol. 235(2), pages 949-971.
    59. Komarova, Tatiana & Hidalgo, Javier, 2023. "Testing nonparametric shape restrictions," LSE Research Online Documents on Economics 121410, London School of Economics and Political Science, LSE Library.
    60. Žikica Lukić & Bojana Milošević, 2024. "A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 76(5), pages 797-820, October.
    61. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Moment tests of independent components," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 429-474, May.
    62. Norbert Henze & María Dolores Jiménez-Gamero, 2019. "A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 499-521, June.
    63. Takashi Matsuki, 2016. "Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach," Empirical Economics, Springer, vol. 51(2), pages 591-619, September.
    64. M. Cockeran & S. G. Meintanis & L. Santana & J. S. Allison, 2021. "Goodness-of-fit testing of survival models in the presence of Type–II right censoring," Computational Statistics, Springer, vol. 36(2), pages 977-1010, June.
    65. Lavergne, Pascal & Bertail, Patrice, 2020. "Bootstrapping Quasi Likelihood Ratio Tests under Misspecification," TSE Working Papers 20-1102, Toulouse School of Economics (TSE).
    66. Elia Lapenta & Pascal Lavergne, 2022. "Encompassing Tests for Nonparametric Regressions," Papers 2203.06685, arXiv.org, revised Oct 2023.
    67. Fresoli, Diego Eduardo, 2014. "The uncertainty of conditional returns, volatilities and correlations in DCC models," DES - Working Papers. Statistics and Econometrics. WS ws140202, Universidad Carlos III de Madrid. Departamento de Estadística.
    68. Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019. "Robust inference for threshold regression models," LSE Research Online Documents on Economics 100333, London School of Economics and Political Science, LSE Library.
    69. Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo, 2017. "Robust Inference and Testing of Continuity in Threshold Regression Models," STICERD - Econometrics Paper Series 590, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    70. Myung Hwan Seo & Sueyoul Kim & Young-Joo Kim, 2019. "Estimation of Dynamic Panel Threshold Model using Stata," Papers 1902.10318, arXiv.org.
    71. Marc Hallin & Simos Meintanis & Klaus Nordhausen, 2024. "Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models," Working Papers ECARES 2024-04, ULB -- Universite Libre de Bruxelles.
    72. Christian Francq & Baye Matar Kandji & Jean-Michel Zakoian, 2022. "Inference on Multiplicative Component GARCH without any Small-Order Moment," Working Papers 2022-09, Center for Research in Economics and Statistics.
    73. Jean-Pierre Florens & Elia Lapenta, 2022. "Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments," Papers 2212.11012, arXiv.org, revised Oct 2023.
    74. Javier Maldonado & Esther Ruiz, 2021. "Accurate Confidence Regions for Principal Components Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(6), pages 1432-1453, December.
    75. Zdeněk Hlávka & Marie Hušková & Simos G. Meintanis, 2021. "Testing serial independence with functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 603-629, September.
    76. L. Ndwandwe & J. S. Allison & L. Santana & I. J. H. Visagie, 2023. "Testing for the Pareto type I distribution: a comparative study," METRON, Springer;Sapienza Università di Roma, vol. 81(2), pages 215-256, August.
    77. Haiqi Li Author-Name-First: Haiqi & Jing Zhang & Chaowen Zheng, 2023. "Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression," Economics Discussion Papers em-dp2023-07, Department of Economics, University of Reading.
    78. Simos G. Meintanis & Joseph Ngatchou-Wandji & Šárka Hudecová, 2025. "Omnibus diagnostic procedures for vector multiplicative errors models," Statistical Papers, Springer, vol. 66(2), pages 1-44, February.
    79. Jiménez-Gamero, M.D. & Alba-Fernández, M.V., 2021. "A test for the geometric distribution based on linear regression of order statistics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 186(C), pages 103-123.
    80. Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G., 2017. "Tests for conditional ellipticity in multivariate GARCH models," Journal of Econometrics, Elsevier, vol. 196(2), pages 305-319.
    81. Kheifets, Igor L., 2018. "Multivariate specification tests based on a dynamic Rosenblatt transform," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 1-14.
    82. Lorenzo Tedesco & Jad Beyhum & Ingrid Van Keilegom, 2023. "Instrumental variable estimation of the proportional hazards model by presmoothing," Papers 2309.02183, arXiv.org.
    83. Simos G. Meintanis & Joseph Ngatchou-Wandji & James Allison, 2018. "Testing for serial independence in vector autoregressive models," Statistical Papers, Springer, vol. 59(4), pages 1379-1410, December.
    84. Jiménez-Gamero, M.D. & Alba-Fernández, M.V., 2019. "Testing for the Poisson–Tweedie distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 164(C), pages 146-162.
    85. Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
    86. Lapenta, Elia & Lavergne, Pascal, 2022. "Encompassing Tests for Nonparametric Regressions," TSE Working Papers 22-1332, Toulouse School of Economics (TSE).
    87. Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle, 2023. "Testing Quantile Forecast Optimality," Papers 2302.02747, arXiv.org, revised Oct 2023.
    88. Rachida Ouysse, 2014. "On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models," Computational Statistics, Springer, vol. 29(1), pages 233-261, February.
    89. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Stephan Smeekes, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 398-415, May.
    90. Jack Fosten, 2016. "Forecast evaluation with factor-augmented models," University of East Anglia School of Economics Working Paper Series 2016-05, School of Economics, University of East Anglia, Norwich, UK..
    91. Seo, Juwon, 2018. "Tests of stochastic monotonicity with improved power," Journal of Econometrics, Elsevier, vol. 207(1), pages 53-70.

  13. Halbert White & Haiqing Xu & Karim Chalak, 2011. "Causal Discourse in a Game of Incomplete Information," Department of Economics Working Papers 130912, The University of Texas at Austin, Department of Economics.

    Cited by:

    1. Nianqing Liu & Quang Vuong & Haiqing Xu, 2012. "Rationalization and Identification of Discrete Games with Correlated Types," Department of Economics Working Papers 130915, The University of Texas at Austin, Department of Economics.
    2. Liu, Nianqing & Vuong, Quang & Xu, Haiqing, 2017. "Rationalization and identification of binary games with correlated types," Journal of Econometrics, Elsevier, vol. 201(2), pages 249-268.

  14. Halbert White & Karim Chalak & Xun Lu, 2010. "Linking Granger Causality and the Pearl Causal Model with Settable Systems," Boston College Working Papers in Economics 744, Boston College Department of Economics.

    Cited by:

    1. Al-Sadoon, Majid M., 2014. "Geometric and long run aspects of Granger causality," Journal of Econometrics, Elsevier, vol. 178(P3), pages 558-568.
    2. Halbert White & Haiqing Xu & Karim Chalak, 2011. "Causal Discourse in a Game of Incomplete Information," Department of Economics Working Papers 130912, The University of Texas at Austin, Department of Economics.
    3. Majid M. Al-Sadoon, 2016. "The linear systems approach to linear rational expectations models," Economics Working Papers 1511, Department of Economics and Business, Universitat Pompeu Fabra.
    4. Majid M. Al-Sadoon, 2015. "Testing Subspace Granger Causality," Working Papers 850, Barcelona School of Economics.

  15. Halbert White & Karim Chalak, 2010. "Testing a Conditional Form of Exogeneity," Boston College Working Papers in Economics 733, Boston College Department of Economics.

    Cited by:

    1. LaPlue, Lawrence D., 2022. "Environmental consequences of natural gas wellhead pricing deregulation," Journal of Environmental Economics and Management, Elsevier, vol. 116(C).
    2. Muller, Christophe, 2018. "Heterogeneity and nonconstant effect in two-stage quantile regression," Econometrics and Statistics, Elsevier, vol. 8(C), pages 3-12.
    3. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    4. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2023. "Identification with External Instruments in Structural VARs," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 1-19.
    5. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    6. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
    7. Christoph Breunig & Patrick Burauel, 2021. "Testability of Reverse Causality Without Exogenous Variation," Papers 2107.05936, arXiv.org, revised Apr 2024.
    8. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.

  16. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.

    Cited by:

    1. Candelon, Bertrand & Hasse, Jean-Baptiste, 2023. "Testing for causality between climate policies and carbon emissions reduction," Finance Research Letters, Elsevier, vol. 55(PA).
    2. Al-Sadoon, Majid M., 2014. "Geometric and long run aspects of Granger causality," Journal of Econometrics, Elsevier, vol. 178(P3), pages 558-568.
    3. Zambrano-Monserrate, Manuel A. & Soto, Gonzalo Hernández & Ahakwa, Isaac & Manigandan, Palanisamy, 2024. "Dynamic effects on modern renewable energy generation: The role of patents in clean energy technology," Energy, Elsevier, vol. 311(C).
    4. Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers 2014-9, Kiel Institute for the World Economy (IfW Kiel).
    5. Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
    6. Biørn, Erik, 2017. "Identification, Instruments, Omitted Variables, and Rudimentary Models: Fallacies in the ‘Experimental Approach’ to Econometrics," Memorandum 13/2017, Oslo University, Department of Economics.
    7. El Benni, Nadja & Finger, Robert & Hediger, Werner, 2014. "Transmission of beef and veal prices in different marketing channels," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182696, European Association of Agricultural Economists.
    8. Majid M. Al-Sadoon, 2016. "The linear systems approach to linear rational expectations models," Economics Working Papers 1511, Department of Economics and Business, Universitat Pompeu Fabra.
    9. Majid M. Al-Sadoon, 2015. "Testing Subspace Granger Causality," Working Papers 850, Barcelona School of Economics.
    10. Kevin D. Hoover, 2020. "The Discovery of Long-Run Causal Order: A Preliminary Investigation," Econometrics, MDPI, vol. 8(3), pages 1-25, August.
    11. Malik Cahyadin, 2016. "Foreign Direct Investment, Trade Openness, Government Expenditure and Economic Growth in Asian-African Conference Countries, 2000-2014," GATR Journals jber112, Global Academy of Training and Research (GATR) Enterprise.
    12. Muhammad Shafiullah & Vassilios G. Papavassiliou & Muhammad Shahbaz, 2021. "Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 80(4), pages 795-819, December.

  17. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2010. "VAR for VaR: measuring systemic risk using multivariate regression quantiles," MPRA Paper 35372, University Library of Munich, Germany.

    Cited by:

    1. Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
    2. Adams, Zeno & Füss, Roland & Gropp, Reint, 2014. "Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 575-598, June.
    3. Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2011. "Financial network systemic risk contributions," SFB 649 Discussion Papers 2011-072, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Wuyi Ye & Kebing Luo & Shaofu Du, 2014. "Measuring Contagion of Subprime Crisis Based on MVMQ-CAViaR Method," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-12, June.
    5. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers 2011-37, Department of Economics and Business Economics, Aarhus University.
    6. Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013. "Forecasting systemic impact in financial networks," SFB 649 Discussion Papers 2013-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    7. Carlos Castro & Stijn Ferrari, 2011. "Measuring and testing for the systemically important financial institutions," Documentos de Trabajo 8779, Universidad del Rosario.
    8. Grzegorz Hałaj & Christoffer Kok, 2013. "Assessing interbank contagion using simulated networks," Computational Management Science, Springer, vol. 10(2), pages 157-186, June.
    9. Kok, Christoffer & Gross, Marco, 2013. "Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR," Working Paper Series 1570, European Central Bank.
    10. Li Wang, 2019. "The Risk Spillover Effects of Securities Companies in China’s Capital Market with the CoVaR Method," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(3), pages 1-7.
    11. Giovanni Bonaccolto & Massimiliano Caporin, 2016. "The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective," JRFM, MDPI, vol. 9(3), pages 1-25, July.
    12. Kraft, Holger & Schmidt, Alexander, 2013. "Systemic risk in the financial sector: What can se learn from option markets?," SAFE Working Paper Series 25, Leibniz Institute for Financial Research SAFE.
    13. Raffaella Calabrese & Silvia Osmetti, 2014. "Modelling cross-border systemic risk in the European banking sector: a copula approach," Papers 1411.1348, arXiv.org.

  18. Jin Seo Cho & Halbert White, 2009. "Generalized Runs Test for the IID Hypothesis," Discussion Paper Series 0913, Institute of Economic Research, Korea University.

    Cited by:

    1. Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2024. "A residual bootstrap for conditional Value-at-Risk," Journal of Econometrics, Elsevier, vol. 238(2).
    2. Jin Seo Cho & Jin Seok Park & Sang Woo Park, 2018. "Testing for the Conditional Geometric Mixture Distribution," Working papers 2018rwp-123, Yonsei University, Yonsei Economics Research Institute.
    3. Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
    4. Lijuan Huo & Jin Seo Cho, 2021. "Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 293-317, June.
    5. Lijuan Huo & Jin Seo Cho, 2019. "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers 2019rwp-152, Yonsei University, Yonsei Economics Research Institute.
    6. Hiroaki Kaido & Yi Zhang, 2019. "Robust likelihood ratio tests for incomplete economic models," CeMMAP working papers CWP68/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Naveed Chehrazi & Thomas A. Weber, 2015. "Dynamic Valuation of Delinquent Credit-Card Accounts," Management Science, INFORMS, vol. 61(12), pages 3077-3096, December.
    8. Cho, Jin Seo & White, Halbert, 2018. "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1101-1131, October.
    9. Hentati-Kaffel, Rania & de Peretti, Philippe, 2015. "Generalized runs tests to detect randomness in hedge funds returns," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 608-615.

  19. Jin Seo Cho & Halbert White, 2009. "Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models," Discussion Paper Series 0912, Institute of Economic Research, Korea University.

    Cited by:

    1. Yae Ji Jun & Jin Seo Cho, 2015. "Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity," Working papers 2015rwp-78, Yonsei University, Yonsei Economics Research Institute.
    2. Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
    3. Jin Seo Cho & Jin Seok Park & Sang Woo Park, 2018. "Testing for the Conditional Geometric Mixture Distribution," Working papers 2018rwp-123, Yonsei University, Yonsei Economics Research Institute.
    4. Gómez-Déniz, E. & Pérez-Rodríguez, J.V., 2019. "Modelling bimodality of length of tourist stay," Annals of Tourism Research, Elsevier, vol. 75(C), pages 131-151.
    5. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.
    6. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
    7. Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019. "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers 2019-17, Department of Economics and Business Economics, Aarhus University.
    8. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
    9. Jin Seo Cho & Matthew Greenwood‐Nimmo & Yongcheol Shin, 2023. "Recent developments of the autoregressive distributed lag modelling framework," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 7-32, February.
    10. Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers 2014rwp-67, Yonsei University, Yonsei Economics Research Institute.
    11. Byung-hill Jun & Hosin Song, 2019. "Tests for Detecting Probability Mass Points," Korean Economic Review, Korean Economic Association, vol. 35, pages 205-248.
    12. Kyu Lee Shin & Jin Seo Cho, 2013. "Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)," Working papers 2013rwp-57, Yonsei University, Yonsei Economics Research Institute.
    13. Cho, Jin Seo & White, Halbert, 2018. "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1101-1131, October.

  20. Stefan Hoderlein & Halbert White, 2009. "Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects," Boston College Working Papers in Economics 746, Boston College Department of Economics.

    Cited by:

    1. Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-rank approximations of nonseparable panel models," CeMMAP working papers CWP52/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Yu-Chin Hsu & Ta-Cheng Huang & Haiqing Xu, 2018. "Testing for Unobserved Heterogeneous Treatment Effects with Observational Data," Papers 1803.07514, arXiv.org, revised Aug 2021.
    3. Brantly Callaway & Tong Li, 2019. "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, vol. 10(4), pages 1579-1618, November.
    4. Ivan Fernandez-Val & Martin Weidner, 2018. "Fixed effect estimation of large T panel data models," CeMMAP working papers CWP22/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers 66/13, Institute for Fiscal Studies.
    6. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    7. Ghanem, Dalia & Hirshleifer, Sarojini & Ortiz-Becerra, Karen, 2019. "Testing Attrition Bias in Field Experiments," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 291215, Agricultural and Applied Economics Association.
    8. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    9. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
    10. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper 30373, University Library of Munich, Germany.
    11. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2020. "Inference on Semiparametric Multinomial Response Models," Discussion Papers Series 627, School of Economics, University of Queensland, Australia.
    12. Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Eva Schlenker & Robert Maderitsch, 2015. "Monitoring household liquidity constraints across Europe: a panel approach," International Economics and Economic Policy, Springer, vol. 12(1), pages 75-91, March.
    14. Stefan Hoderlein & Yuya Sasaki, 2011. "On the role of time in nonseparable panel data models," CeMMAP working papers CWP15/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Yingyao Hu & Ji‐Liang Shiu, 2018. "Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 55-85, February.
    16. Dalia Ghanem & Pedro H. C. Sant'Anna & Kaspar Wuthrich, 2022. "Selection and parallel trends," Papers 2203.09001, arXiv.org, revised Mar 2024.
    17. Ji-Liang Shiu & Yingyao Hu, 2010. "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive 557, The Johns Hopkins University,Department of Economics.
    18. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2019. "Inference on Semiparametric Multinomial Response Models," Boston College Working Papers in Economics 980, Boston College Department of Economics.
    19. Juan Rodriguez-Poo & Alexandra Soberón, 2015. "Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study," Computational Statistics, Springer, vol. 30(3), pages 885-906, September.
    20. Louise Laage, 2020. "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers 2003.09367, arXiv.org, revised Nov 2022.
    21. Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-Rank Approximations of Nonseparable Panel Models," Papers 2010.12439, arXiv.org, revised Mar 2021.
    22. Laage, Louise, 2024. "A Correlated Random Coefficient panel model with time-varying endogeneity," Journal of Econometrics, Elsevier, vol. 242(2).
    23. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    24. Evgeniy M. Ozhegov & Daria Teterina, 2018. "The Ensemble Method For Censored Demand Prediction," HSE Working papers WP BRP 200/EC/2018, National Research University Higher School of Economics.
    25. Longhi, Christian & Musolesi, Antonio & Baumont, Catherine, 2014. "Modeling structural change in the European metropolitan areas during the process of economic integration," Economic Modelling, Elsevier, vol. 37(C), pages 395-407.
    26. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers 33/17, Institute for Fiscal Studies.
    27. Sarojini Hirshleifer & Dalia Ghanem & Karen Ortiz-Becerra, 2019. "Testing for Attrition Bias in Field Experiments," Working Papers 201919, University of California at Riverside, Department of Economics, revised Aug 2019.
    28. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
    29. Mazzanti, M. & Musolesi, A., 2013. "Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries," Working Papers 2013-08, Grenoble Applied Economics Laboratory (GAEL).
    30. Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
    31. Mugnier, Martin & Wang, Ao, 2022. "Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects," The Warwick Economics Research Paper Series (TWERPS) 1422, University of Warwick, Department of Economics.
    32. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
    33. Oliver Linton & Ji-Liang Shiu, 2018. "Semiparametric nonlinear panel data models with measurement error," CeMMAP working papers CWP09/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    34. Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Other publications TiSEM 73e394eb-6799-4c79-af23-8, Tilburg University, School of Economics and Management.
    35. Clément de Chaisemartin & Xavier d'Haultfoeuille & Félix Pasquier & Doulo Sow & Gonzalo Vazquez-Bare, 2025. "Difference-in-Differences for Continuous Treatments and Instruments with Stayers," Working Papers hal-03873926, HAL.
    36. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    37. Laurent Davezies & Xavier D'Haultf{oe}uille & Louise Laage, 2021. "Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models," Papers 2105.00879, arXiv.org, revised Dec 2024.
    38. Cavit Pakel & Martin Weidner, 2023. "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers 2309.09299, arXiv.org, revised May 2024.
    39. Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
    40. Chen, Songnian & Wang, Xi, 2018. "Semiparametric estimation of panel data models without monotonicity or separability," Journal of Econometrics, Elsevier, vol. 206(2), pages 515-530.
    41. Ishihara, Takuya, 2020. "Identification and estimation of time-varying nonseparable panel data models without stayers," Journal of Econometrics, Elsevier, vol. 215(1), pages 184-208.
    42. D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya, 2023. "Nonparametric difference-in-differences in repeated cross-sections with continuous treatments," Journal of Econometrics, Elsevier, vol. 234(2), pages 664-690.
    43. Sasaki, Yuya, 2015. "Heterogeneity and selection in dynamic panel data," Journal of Econometrics, Elsevier, vol. 188(1), pages 236-249.
    44. Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
    45. Cl'ement de Chaisemartin & Xavier D'Haultfoeuille & F'elix Pasquier & Doulo Sow & Gonzalo Vazquez-Bare, 2022. "Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period," Papers 2201.06898, arXiv.org, revised Jul 2024.
    46. Liangjun Su & Stefan Hoderlein & Halbert White, 2013. "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics 892, Boston College Department of Economics, revised 01 Feb 2016.
    47. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    48. Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
    49. Amaresh K Tiwari, 2021. "A Control Function Approach to Estimate Panel Data Binary Response Model," Papers 2102.12927, arXiv.org, revised Sep 2021.
    50. Laurent Davezies & Xavier D’Haultfoeuille & Louise Laage, 2025. "Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models," Working Papers 2025-02, Center for Research in Economics and Statistics.
    51. Cristian Bartolucci & Mathis Wagner & Claudia Villosio, 2013. "Who Migrates and Why?," Carlo Alberto Notebooks 333, Collegio Carlo Alberto.
    52. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
    53. Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi, 2014. "Augmented and Unconstrained: revisiting the Regional Knowledge Production Function," SEEDS Working Papers 2414, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Aug 2014.
    54. Crane-Droesch, Andrew, 2017. "Semiparametric Panel Data Using Neural Networks," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258128, Agricultural and Applied Economics Association.
    55. Longhi, C. & Musolesi, A. & Baumont, C., 2013. "Modeling the industrial dynamics of the European metropolitan areas during the process of economic integration: a semiparametric approach," Working Papers 2013-10, Grenoble Applied Economics Laboratory (GAEL).
    56. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
    57. Hugo Freeman, 2022. "Linear Multidimensional Regression with Interactive Fixed-Effects," Papers 2209.11691, arXiv.org, revised Mar 2025.
    58. Hubner, Stefan, 2023. "Identification of unobserved distribution factors and preferences in the collective household model," Journal of Econometrics, Elsevier, vol. 234(1), pages 301-326.

  21. Karim Chalak & Halbert White, 2008. "Causality, Conditional Independence, and Graphical Separation in Settable Systems," Boston College Working Papers in Economics 689, Boston College Department of Economics, revised 04 Jul 2010.

    Cited by:

    1. Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 1-51, February.
    2. James J. Heckman & Rodrigo Pinto, 2013. "Causal Analysis after Haavelmo," Working Papers 2013-008, Human Capital and Economic Opportunity Working Group.
    3. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    4. Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
    5. Halbert White & Haiqing Xu & Karim Chalak, 2011. "Causal Discourse in a Game of Incomplete Information," Department of Economics Working Papers 130912, The University of Texas at Austin, Department of Economics.
    6. Dionissi Aliprantis, 2013. "Covariates and causal effects: the problem of context," Working Papers (Old Series) 1310, Federal Reserve Bank of Cleveland.
    7. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    8. Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO.
    9. Xun Lu, 2015. "A Covariate Selection Criterion for Estimation of Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 506-522, October.
    10. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
    11. Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.
    12. Dionissi Aliprantis, 2013. "Human capital in the inner city," Working Papers (Old Series) 1302, Federal Reserve Bank of Cleveland.
    13. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.

  22. Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2008. "Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR," Working Paper Series 957, European Central Bank.

    Cited by:

    1. Charle Augusto Londoño, 2011. "Regresión del cuantil aplicada al modelo de redes neuronales artificiales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 62-109, July.
    2. Katarzyna Kopczewska, 2014. "L-moments skewness and kurtosis as measures of regional convergence and cohesion," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(4), pages 251-266, November.
    3. Habert white & Tae-Hwan Kim & Simone Manganelli, 2012. "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers 2012rwp-45, Yonsei University, Yonsei Economics Research Institute.
    4. Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir, 2012. "Estimation of SEM with GARCH errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3153-3181.
    5. Lee, Sangyeol & Meintanis, Simos G. & Pretorius, Charl, 2022. "Monitoring procedures for strict stationarity based on the multivariate characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    6. Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2013. "Un modelo GARCH con asimetria condicional autorregresiva para modelar series de tiempo: Una aplicacion para los rendimientos del Indice de Precios y Cotizaciones de la BMV [A GARCH model with autor," MPRA Paper 46328, University Library of Munich, Germany.
    7. Wuyi Ye & Kebing Luo & Shaofu Du, 2014. "Measuring Contagion of Subprime Crisis Based on MVMQ-CAViaR Method," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-12, June.
    8. Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019. "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Post-Print hal-02352004, HAL.
    9. Moratis, Georgios & Sakellaris, Plutarchos, 2021. "Measuring the systemic importance of banks," Journal of Financial Stability, Elsevier, vol. 54(C).
    10. Zongwu Cai & Xiyuan Liu, 2020. "A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202017, University of Kansas, Department of Economics, revised Oct 2020.
    11. Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2015. "Factorisable sparse tail event curves," SFB 649 Discussion Papers 2015-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    12. Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
    13. Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
    14. Ophélie Couperier & Jérémy Leymarie, 2020. "Backtesting Expected Shortfall via Multi-Quantile Regression," Working Papers halshs-01909375, HAL.
    15. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2010. "VAR for VaR: measuring systemic risk using multivariate regression quantiles," MPRA Paper 35372, University Library of Munich, Germany.
    16. Tae-Hwan Kim, & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," AMSE Working Papers 1221, Aix-Marseille School of Economics, France.
    17. Ashoka Mody & Milan Nedeljkovic, 2018. "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," Working Papers 253, Princeton University, Department of Economics, Center for Economic Policy Studies..
    18. Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023. "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 1-72.
    19. Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David, 2018. "Oil volatility and sovereign risk of BRICS," Energy Economics, Elsevier, vol. 70(C), pages 258-269.
    20. Pradhan, Ashis Kumar & Tiwari, Aviral Kumar, 2021. "Estimating the market risk of clean energy technologies companies using the expected shortfall approach," Renewable Energy, Elsevier, vol. 177(C), pages 95-100.
    21. Makushkin, Mikhail & Lapshin, Victor, 2020. "Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 30-52.
    22. Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi, 2012. "Robust estimation of covariance and its application to portfolio optimization," Finance Research Letters, Elsevier, vol. 9(3), pages 121-134.
    23. Mody, Ashoka & Nedeljkovic, Milan, 2024. "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, vol. 158(C).
    24. Giovanni Bonaccolto & Massimiliano Caporin, 2016. "The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective," JRFM, MDPI, vol. 9(3), pages 1-25, July.
    25. Ashoka Mody & Milan Nedeljkovic, 2018. "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," CESifo Working Paper Series 7400, CESifo.
    26. Santos, Carlos, 2011. "The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis," MPRA Paper 31341, University Library of Munich, Germany.
    27. Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur & Jammazi, Rania, 2019. "Spillovers from oil to precious metals: Quantile approaches," Resources Policy, Elsevier, vol. 61(C), pages 508-521.
    28. Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2012. "Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones [A GARCH model with autorregresive conditional asymme," MPRA Paper 42548, University Library of Munich, Germany.
    29. Massimiliano Frezza & Sergio Bianchi & Augusto Pianese, 2022. "Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process," Computational Management Science, Springer, vol. 19(1), pages 99-132, January.

  23. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.

    Cited by:

    1. Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 1-51, February.
    2. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    3. Halbert White & Karim Chalak, 2010. "Testing a Conditional Form of Exogeneity," Boston College Working Papers in Economics 733, Boston College Department of Economics.
    4. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    5. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    6. Huang, Meng & Sun, Yixiao & White, Hal, 2013. "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt3pt89204, Department of Economics, UC San Diego.

  24. Susanne Schennach & Halbert White & Karim Chalak, 2007. "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics 680, Boston College Department of Economics, revised 26 Dec 2009.

    Cited by:

    1. Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 1-51, February.
    2. Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers 41/12, Institute for Fiscal Studies.
    3. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
    4. James J. Heckman, 2010. "Building Bridges between Structural and Program Evaluation Approaches to Evaluating Policy," Journal of Economic Literature, American Economic Association, vol. 48(2), pages 356-398, June.
    5. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    6. Kato, Kengo & Sasaki, Yuya, 2019. "Uniform confidence bands for nonparametric errors-in-variables regression," Journal of Econometrics, Elsevier, vol. 213(2), pages 516-555.
    7. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    8. Taylor, Luke & Otsu, Taisuke, 2016. "Estimation of nonseparable models with censored dependent variables and endogenous regressors," LSE Research Online Documents on Economics 68678, London School of Economics and Political Science, LSE Library.
    9. Hao Dong & Yuya Sasaki, 2022. "Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving," Papers 2209.05914, arXiv.org.
    10. Karun Adusumilli & Taisuke Otsu, 2015. "Nonparametric instrumental regression with errors in variables," STICERD - Econometrics Paper Series /2015/585, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    11. Heckman, James J. & Humphries, John Eric & Veramendi, Gregory, 2016. "Dynamic treatment effects," Journal of Econometrics, Elsevier, vol. 191(2), pages 276-292.
    12. Kasy, Maximilian, "undated". "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper 33257, Harvard University OpenScholar.
    13. Santos, Andres, 2011. "Instrumental variable methods for recovering continuous linear functionals," Journal of Econometrics, Elsevier, vol. 161(2), pages 129-146, April.
    14. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    15. James J. Heckman & John Eric Humphries & Gregory Veramendi, 2018. "Returns to Education: The Causal Effects of Education on Earnings, Health, and Smoking," Journal of Political Economy, University of Chicago Press, vol. 126(S1), pages 197-246.
    16. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    17. Chalak, Karim, 2024. "Nonparametric Gini-Frisch bounds," Journal of Econometrics, Elsevier, vol. 238(1).
    18. Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.
    19. Florian Gunsilius, 2018. "Point-identification in multivariate nonseparable triangular models," Papers 1806.09680, arXiv.org.
    20. Jinyong Hahn & Geert Ridder, 2011. "Conditional Moment Restrictions and Triangular Simultaneous Equations," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 683-689, May.
    21. Maximilian Kasy, 2014. "Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(4), pages 1614-1636.
    22. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    23. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
    24. Roy Allen & John Rehbeck, 2020. "Hicksian complementarity and perturbed utility models," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(2), pages 245-261, October.

  25. Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.

    Cited by:

    1. Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, January.
    2. Susanne M. Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers CWP31/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Richard H. Spady, 2007. "Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences," Economics Working Papers ECO2007/29, European University Institute.
    4. Dionissi Aliprantis, 2013. "Covariates and causal effects: the problem of context," Working Papers (Old Series) 1310, Federal Reserve Bank of Cleveland.
    5. Santos, Andres, 2011. "Instrumental variable methods for recovering continuous linear functionals," Journal of Econometrics, Elsevier, vol. 161(2), pages 129-146, April.
    6. Paulo Parente & Richard Smith, 2012. "Exogeneity in semiparametric moment condition models," CeMMAP working papers CWP30/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Pearl Judea, 2010. "An Introduction to Causal Inference," The International Journal of Biostatistics, De Gruyter, vol. 6(2), pages 1-62, February.
    8. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    9. Montes-Rojas, Gabriel & Galvao, Antonio F., 2014. "Bayesian endogeneity bias modeling," Economics Letters, Elsevier, vol. 122(1), pages 36-39.
    10. Guasch, J. Luis, 2012. "Robust investment climate effects on alternative firm-level productivity measures," UC3M Working papers. Economics we1201, Universidad Carlos III de Madrid. Departamento de Economía.
    11. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(4), pages 1010-1043, August.
    12. Graevenitz, Georg von & Weber, Richard, 2011. "How to Educate Entrepreneurs?," Discussion Papers in Business Administration 12440, University of Munich, Munich School of Management.
    13. Cameron McIntosh, 2014. "The presence of an error term does not preclude causal inference in regression: a comment on Krause (2012)," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(1), pages 243-250, January.
    14. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
    15. Gutknecht, Daniel, 2011. "Nonclassical Measurement Error in a Nonlinear (Duration) Model," Economic Research Papers 270763, University of Warwick - Department of Economics.
    16. Karim Chalak & Halbert White, 2008. "Causality, Conditional Independence, and Graphical Separation in Settable Systems," Boston College Working Papers in Economics 689, Boston College Department of Economics, revised 04 Jul 2010.

  26. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies.

    Cited by:

    1. Martínez-Ovando Juan Carlos & Walker Stephen G., 2011. "Time-series Modelling, Stationarity and Bayesian Nonparametric Methods," Working Papers 2011-08, Banco de México.
    2. Farbmacher, Helmut & Löw, Leander & Spindler, Martin, 2022. "An explainable attention network for fraud detection in claims management," Journal of Econometrics, Elsevier, vol. 228(2), pages 244-258.
    3. Haas, Markus & Liu, Ji-Chun, 2015. "Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112855, Verein für Socialpolitik / German Economic Association.
    4. Härdle, Wolfgang Karl & López-Cabrera, Brenda & Teng, Huei-wen, 2013. "State Price Densities implied from weather derivatives," SFB 649 Discussion Papers 2013-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    5. Chang, Kuang-Liang, 2012. "Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market," Energy Economics, Elsevier, vol. 34(1), pages 294-306.
    6. Shen Peng & Navnit Yadav & Abdel Lisser & Vikas Vikram Singh, 2021. "Chance-constrained games with mixture distributions," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 94(1), pages 71-97, August.

  27. Kosowski, Robert & Timmermann, Allan & Wermers, Russ & White, Hal, 2005. "Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis," CFR Working Papers 05-14, University of Cologne, Centre for Financial Research (CFR).

    Cited by:

    1. Wei-Xing Zhou & Guo-Hua Mu & Si-Wei Chen & Didier Sornette, "undated". "Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts," Working Papers ETH-RC-11-005, ETH Zurich, Chair of Systems Design.
    2. Mohammad (Vahid) Irani & Hugh Hoikwang Kim, 2023. "The consequences of non‐trading institutional investors," Financial Management, Financial Management Association International, vol. 52(3), pages 433-481, September.
    3. Enareta Kurtbegu & Juliana Caicedo-llano, 2014. "European equity fund managers: luck or skill?!," Economics Bulletin, AccessEcon, vol. 34(4), pages 2340-2350.
    4. Charles Cao & Grant Farnsworth & Hong Zhang, 2021. "The Economics of Hedge Fund Startups: Theory and Empirical Evidence," Journal of Finance, American Finance Association, vol. 76(3), pages 1427-1469, June.
    5. D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
    6. Jezek, M., 2009. "Passive Investors, Active Traders and Strategic Delegation of Price Discovery," Cambridge Working Papers in Economics 0951, Faculty of Economics, University of Cambridge.
    7. Keith Cuthbertson & Dirk Nitzsche & Niall O’Sullivan, 2023. "UK mutual funds: performance persistence and portfolio size," Journal of Asset Management, Palgrave Macmillan, vol. 24(4), pages 284-298, July.
    8. Nicolae B. Gârleanu & Lasse H. Pedersen, 2015. "Efficiently Inefficient Markets for Assets and Asset Management," NBER Working Papers 21563, National Bureau of Economic Research, Inc.
    9. Dirk Brounen & Piet Eichholtz & David Ling, 2007. "Trading Intensity and Real Estate Performance," The Journal of Real Estate Finance and Economics, Springer, vol. 35(4), pages 449-474, November.
    10. Silvio John Camilleri & Ritienne Farrugia, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
    11. Thomas George & Chuan-Yang Hwang & Tavy Ronen, 2010. "Bootstrap refinements in tests of microstructure frictions," Review of Quantitative Finance and Accounting, Springer, vol. 35(1), pages 47-70, July.
    12. Solórzano-Taborga, Pablo & Alonso-Conde, Ana Belén & Rojo-Suárez, Javier, 2018. "Efficiency and Persistence of Spanish Absolute Return Funds || Eficiencia y persistencia de los fondos de retorno absolutos españoles," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 25(1), pages 186-214, Junio.
    13. Andrew Clare & Mariana Clare, 2019. "An examination of ex ante fund performance: identifying indicators of future performance," Journal of Asset Management, Palgrave Macmillan, vol. 20(3), pages 175-195, May.
    14. H. Pierre Hsieh & Imen Tebourbi & Wen‐Min Lu & Nai‐Yu Liu, 2020. "Mutual fund performance: The decision quality and capital magnet efficiencies," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(5), pages 861-872, July.
    15. Favilukis, Jack & Lin, Xiaoji, 2016. "Does wage rigidity make firms riskier? Evidence from long-horizon return predictability," Journal of Monetary Economics, Elsevier, vol. 78(C), pages 80-95.
    16. Francis In & Sangbae Kim & Philip I Ji, 2014. "On timing ability in Australian managed funds," Australian Journal of Management, Australian School of Business, vol. 39(1), pages 93-106, February.
    17. Artamonov, Nikita & Voronina, Anna & Emelyanov, Nikita & Kurbatskii, Aleksei, 2020. "Estimation of interest rates’ impact on mutual funds’ performance in the USA," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 58, pages 55-75.
    18. Gallefoss, Kristoffer & Hansen, Helge Hoff & Haukaas, Eirik Solli & Molnár, Peter, 2015. "What daily data can tell us about mutual funds: Evidence from Norway," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 117-129.
    19. Jung‐Soon Shin & Minki Kim & Dongjun Oh & Tong Suk Kim, 2019. "Do hedge funds time market tail risk? Evidence from option‐implied tail risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(2), pages 205-237, February.
    20. Li, Xin & Paulson, Nicholas, 2014. "Is Farm Management Skill Persistent?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170170, Agricultural and Applied Economics Association.
    21. Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2017. "Uncovering Skilled Short-sellers," Working Papers, Department of Economics 2017_01, University of São Paulo (FEA-USP).
    22. Jha, Ranjini & Korkie, Bob & Turtle, Harry J., 2009. "Measuring performance in a dynamic world: Conditional mean-variance fundamentals," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1851-1859, October.
    23. Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2008. "UK mutual fund performance: Skill or luck?," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 613-634, September.
    24. Michael Busack & Wolfgang Drobetz & Jan Tille, 2017. "Can investors benefit from the performance of alternative UCITS funds?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(1), pages 69-111, February.
    25. Dimitrios G. Konstantinides & Georgios C. Zachos, 2019. "Exhibiting Abnormal Returns Under a Risk Averse Strategy," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 551-566, June.
    26. Alan Crane & Kevin Crotty, 2020. "How Skilled Are Security Analysts?," Journal of Finance, American Finance Association, vol. 75(3), pages 1629-1675, June.
    27. Fisher, Mark & Jensen, Mark J., 2022. "Bayesian nonparametric learning of how skill is distributed across the mutual fund industry," Journal of Econometrics, Elsevier, vol. 230(1), pages 131-153.
    28. Chang, Xiaochen & Guo, Songlin & Huang, Junkai, 2022. "Kidnapped mutual funds: Irrational preference of naive investors and fund incentive distortion," International Review of Financial Analysis, Elsevier, vol. 83(C).
    29. Subrata Roy, 2016. "Another Look in Conditioning Alphas on Economic Information: Indian Evidence," Global Business Review, International Management Institute, vol. 17(1), pages 191-213, February.
    30. Dimitrios Koutmos & Bochen Wu & Qi Zhang, 2020. "In search of winning mutual funds in the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 589-616, February.
    31. Javier Vidal-García & Marta Vidal & Sabri Boubaker & Riadh Manita, 2019. "Idiosyncratic risk and mutual fund performance," Annals of Operations Research, Springer, vol. 281(1), pages 349-372, October.
    32. Hou, Yang & Meng, Jiayin, 2018. "The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment," MPRA Paper 94838, University Library of Munich, Germany.
    33. Johansson, Anders C. & Feng, Xunan, 2014. "Can Mutual Funds Pick Stocks in China? Evidence from the IPO Market," Stockholm School of Economics Asia Working Paper Series 2014-32, Stockholm School of Economics, Stockholm China Economic Research Institute.
    34. Cai, Biqing & Cheng, Tingting & Yan, Cheng, 2018. "Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 81-106.
    35. Xuejun Jin & Yifan Shen & Bin Yu & Meifen Qian, 2022. "Flow‐driven risk shifting of high‐performing funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(1), pages 71-100, March.
    36. Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2022. "Mutual fund performance persistence: Factor models and portfolio size," International Review of Financial Analysis, Elsevier, vol. 81(C).
    37. Maximilian Koestner & Benjamin Loos & Steffen Meyer & Andreas Hackethal, 2017. "Do individual investors learn from their mistakes?," Journal of Business Economics, Springer, vol. 87(5), pages 669-703, July.
    38. Lucia Milone & Paolo Pellizzari, 2009. "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers 188, Department of Applied Mathematics, Università Ca' Foscari Venezia.
    39. Zheng, Yao & Osmer, Eric & Zhang, Ruiyi, 2018. "Sentiment hedging: How hedge funds adjust their exposure to market sentiment," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 147-160.
    40. Isoé N. Schneider & Daniel Knebel Baggio & João S. Tusi da Silveira & Maria M. Baccin Brizolla, 2020. "Assessing Market Timing Performance of Brazilian Multi-Asset Pension Funds using the Battese and Coelli's Stochastic Frontier Model (1995)," Economics Bulletin, AccessEcon, vol. 40(1), pages 50-60.
    41. Kooli, Maher & Stetsyuk, Ivan, 2021. "Are hedge fund managers skilled?," Global Finance Journal, Elsevier, vol. 49(C).
    42. Jonathan Fletcher & Andrew Marshall, 2014. "Investor Heterogeneity and the Cross-section of U.K. Investment Trust Performance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(1), pages 67-89, February.
    43. Wan-Ni Lai & Yi-Ting Chen & Edward W. Sun, 2021. "Comonotonicity and low volatility effect," Annals of Operations Research, Springer, vol. 299(1), pages 1057-1099, April.
    44. Gil-Bazo, Javier & Ruiz-Verdú, Pablo, 2006. "Yet another puzzle? the relation between price and performance in the mutual fund industry," DEE - Working Papers. Business Economics. WB wb066519, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    45. Cujean, Julien, 2020. "Idea sharing and the performance of mutual funds," Journal of Financial Economics, Elsevier, vol. 135(1), pages 88-119.
    46. Guo, J., 2012. "Quantitative investment strategies and portfolio management," Other publications TiSEM 4d5766f2-94ab-412e-ba8e-5, Tilburg University, School of Economics and Management.
    47. Hammouda, Amira & Saeed, Asif & Vidal, Marta & Vidal-García, Javier, 2023. "On the short-term persistence of mutual fund performance in Europe," Research in International Business and Finance, Elsevier, vol. 65(C).
    48. Isabel Abinzano & Luis Muga & Rafael Santamaria, 2010. "Do Managerial Skills Vary Across Fund Managers? Results Using European Mutual Funds," Journal of Financial Services Research, Springer;Western Finance Association, vol. 38(1), pages 41-67, August.
    49. Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014. "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, vol. 183(2), pages 202-210.
    50. Scott Bennett & David R. Gallagher & Graham Harman & Geoffrey J. Warren & Yuki Xi, 2018. "A new perspective on performance persistence: evidence using portfolio holdings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 91-125, March.
    51. Geoffroy Enjolras & Robert Kast & Patrick Sentis, 2009. "Diversification in Area-Yield Crop Insurance : The Multi Linear Additive Model," Working Papers 09-15, LAMETA, Universtiy of Montpellier, revised Nov 2009.
    52. Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2015. "Network centrality and pension fund performance," CFR Working Papers 15-16, University of Cologne, Centre for Financial Research (CFR).
    53. Ayadi, Mohamed A. & Chaibi, Anis & Kryzanowski, Lawrence, 2016. "Performance of Canadian hybrid mutual funds," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 124-147.
    54. Francisco Climent & Paula Mollá & Pilar Soriano, 2020. "The Investment Performance of U.S. Islamic Mutual Funds," Sustainability, MDPI, vol. 12(9), pages 1-18, April.
    55. Konstantinov, Gueorgui S. & Fabozzi, Frank J., 2021. "Towards a dead end? EMU bond market exposure and manager performance," Journal of International Money and Finance, Elsevier, vol. 116(C).
    56. Zheng, Yao & Osmer, Eric & Bai, Yidan, 2021. "Timing market confidence in the Chinese domestic security market," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 298-311.
    57. Cai, Yu & Lau, Sie Ting, 2015. "Informed trading around earnings and mutual fund alphas," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 168-180.
    58. Yong Chen & Bing Han & Jing Pan, 2021. "Sentiment Trading and Hedge Fund Returns," Journal of Finance, American Finance Association, vol. 76(4), pages 2001-2033, August.
    59. Heidhues, Paul & Köszegi, Botond & Murooka, Takeshi, 2017. "Inferior Products and Profitable Deception," Munich Reprints in Economics 55055, University of Munich, Department of Economics.
    60. Jiang, George J. & Yao, Tong & Yu, Tong, 2007. "Do mutual funds time the market? Evidence from portfolio holdings," Journal of Financial Economics, Elsevier, vol. 86(3), pages 724-758, December.
    61. Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009. "Exchange rate forecasters’ performance: evidence of skill?," Working Papers 2009_13, Business School - Economics, University of Glasgow.
    62. Zhang, Junsheng & Peng, Zezhi & Zeng, Yamin & Yang, Haisheng, 2023. "Do big data mutual funds outperform?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
    63. Francisco Peñaranda & Enrique Sentana, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers wp2010_1004, CEMFI.
    64. Chang, Danting, 2021. "Fundamental anomalies and the size puzzle in China: A data mining approach," Finance Research Letters, Elsevier, vol. 42(C).
    65. Keith Cuthbertson & Simon Hayley & Dirk Nitzsche, 2016. "Market and Style Timing: German Equity and Bond Funds," European Financial Management, European Financial Management Association, vol. 22(4), pages 667-696, September.
    66. Azi Ben-Rephael & Ryan D Israelsen, 2018. "Are Some Clients More Equal Than Others? An Analysis of Asset Management Companies’ Execution Costs [An analysis of trade-size clustering and its relation to stealth trading]," Review of Finance, European Finance Association, vol. 22(5), pages 1705-1736.
    67. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "On the Industry Concentration of Actively Managed Equity Mutual Funds," Journal of Finance, American Finance Association, vol. 60(4), pages 1983-2011, August.
    68. Nathan Goldstein & Ben‐Zion Zilberfarb, 2023. "The closer we get, the better we are?," Economic Inquiry, Western Economic Association International, vol. 61(2), pages 364-376, April.
    69. Francis In & Sangbae Kim, 2012. "An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8431, September.
    70. Elias Cavalcante Junior & Fernando Moraes & Rodrigo De Losso, 2020. "Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs," Working Papers, Department of Economics 2020_14, University of São Paulo (FEA-USP), revised 15 Sep 2020.
    71. Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2010. "Decentralized investment management: evidence from the pension fund industry," MPRA Paper 35767, University Library of Munich, Germany.
    72. Wolfgang Bessler & Thomas Conlon & Diego Víctor de Mingo‐López & Juan Carlos Matallín‐Sáez, 2022. "Mutual fund performance and changes in factor exposure," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(1), pages 17-52, March.
    73. Ratanabanchuen, Roongkiat & Saengchote, Kanis, 2020. "Institutional capital allocation and equity returns: Evidence from Thai mutual funds’ holdings," Finance Research Letters, Elsevier, vol. 32(C).
    74. Ding Du & Karen Craft Denning & Xiaobing Zhao, 2014. "Market states and momentum in sector exchange-traded funds," Journal of Asset Management, Palgrave Macmillan, vol. 15(4), pages 223-237, August.
    75. Iuliia N. Naidenova & Petr A. Parshakov & Marina A. Zavertiaeva & Eduardo Tome, 2015. "Look For People, Not For Alpha: Mutual Funds Success And Managerial Intellectual Capital," HSE Working papers WP BRP 42/FE/2015, National Research University Higher School of Economics.
    76. Eugene F. Fama, 2014. "Two Pillars of Asset Pricing," American Economic Review, American Economic Association, vol. 104(6), pages 1467-1485, June.
    77. Anthony Tay & Jacques Olivier, 2008. "Time-Varying Incentives in the Mutual Fund Industry," Working Papers 10-2008, Singapore Management University, School of Economics, revised Jun 2008.
    78. Guillermo Benavides, 2021. "Asymmetric Volatility Relevance in Risk Management: An Empirical Analysis using Stock Index Futures," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(TNEA), pages 1-18, Septiembr.
    79. Huang, Rong & Pilbeam, Keith & Pouliot, William, 2021. "Do actively managed US mutual funds produce positive alpha?," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 472-492.
    80. Jonathan Fletcher & Patricia Ntozi‐Obwale, 2008. "Arbitrage Bounds and UK Unit Trust Performance," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(3‐4), pages 580-600, April.
    81. Wermers, Russ & Yao, Tong & Zhao, Jane, 2012. "Forecasting stock returns through an efficient aggregation of mutual fund holdings," CFR Working Papers 06-09 [rev.], University of Cologne, Centre for Financial Research (CFR).
    82. Korteweg, Arthur & Sorensen, Morten, 2017. "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, vol. 124(3), pages 535-562.
    83. Paulo Rogério Faustino Matos & Artur Nave, 2012. "Stock investment funds in Brazil: performance and management expertise," Brazilian Business Review, Fucape Business School, vol. 9(Special I), pages 1-37, March.
    84. Yao Zheng & Eric Osmer & Liancun Zheng, 2020. "Can mutual funds time investor sentiment?," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1449-1486, May.
    85. Cao, Charles & Chen, Yong & Liang, Bing & Lo, Andrew W., 2013. "Can hedge funds time market liquidity?," Journal of Financial Economics, Elsevier, vol. 109(2), pages 493-516.
    86. Keith Cuthbertson & Dirk Nitzsche & Niall O' Sullivan, 2004. "UK Mutual Fund Performance: Genuine Stock-Picking Ability or Luck," Money Macro and Finance (MMF) Research Group Conference 2004 55, Money Macro and Finance Research Group.
    87. Adriana Gabriela Breaban & Juan Carlos Matallín-Sáez & Iván Barreda-Tarrazona & Mª Rosario Balaguer-Franch, 2012. "The demand for structured products: an experimental approach," Working Papers 2012/15, Economics Department, Universitat Jaume I, Castellón (Spain).
    88. Yi, Li & He, Lei, 2016. "False discoveries in style timing of Chinese mutual funds," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 194-208.
    89. Feng Li & Venky Nagar, 2013. "Diversity and Performance," Management Science, INFORMS, vol. 59(3), pages 529-544, September.
    90. Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2015. "Commonality in hedge fund returns: Driving factors and implications," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 266-280.
    91. José Manuel Cueto & Aurea Grané & Ignacio Cascos, 2020. "Models for Expected Returns with Statistical Factors," JRFM, MDPI, vol. 13(12), pages 1-17, December.
    92. Sviatoslav Rosov & F Douglas Foster, 2014. "Customer foreign exchange orders: When timing really does matter," Australian Journal of Management, Australian School of Business, vol. 39(3), pages 351-368, August.
    93. Keith Cuthbertson & Dirk Nitzsche & Niall O'Sullivan, 2012. "False Discoveries in UK Mutual Fund Performance," European Financial Management, European Financial Management Association, vol. 18(3), pages 444-463, June.
    94. Zhang, Yu & Zhao, Mengxiang, 2024. "Picking funds in China," Finance Research Letters, Elsevier, vol. 67(PA).
    95. Dirk Nitzsche & Keith Cuthbertson & Niall O'Sullivan, 2005. "Mutual Fund Performance: Skill Or Luck?," Money Macro and Finance (MMF) Research Group Conference 2005 4, Money Macro and Finance Research Group.
    96. Kothari, S.P. & Ramanna, Karthik & Skinner, Douglas J., 2010. "Implications for GAAP from an analysis of positive research in accounting," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 246-286, December.
    97. Mazur, Mieszko & Salganik-Shoshan, Galla & Zagonov, Maxim, 2017. "Comparing performance sensitivity of retail and institutional mutual funds’ investment flows," Finance Research Letters, Elsevier, vol. 22(C), pages 66-73.
    98. Ioannis D Vrontos & Loukia Meligkotsidou & Spyridon D Vrontos, 2011. "Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility," Journal of Asset Management, Palgrave Macmillan, vol. 12(4), pages 292-307, September.
    99. Raimonds Lieksnis, 2010. "Evaluating the Financial Performance of Latvian and Estonian Second-Pillar Pension Funds," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 2(2).
    100. Timmermann, Allan & Lunde, Asger & Groenborg, Niels & Wermers, Russ, 2017. "Picking Funds with Confidence," CEPR Discussion Papers 11896, C.E.P.R. Discussion Papers.
    101. Agyei-Ampomah, Sam & Clare, Andrew & Mason, Andrew & Thomas, Stephen, 2015. "On luck versus skill when performance benchmarks are style-consistent," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 127-145.
    102. Du, Ding, 2013. "Another look at the cross-section and time-series of stock returns: 1951 to 2011," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 130-146.
    103. Joenväärä, Juha & Kosowski, Robert & Tolonen, Pekka, 2019. "The Effect of Investment Constraints on Hedge Fund Investor Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(4), pages 1539-1571, August.
    104. Roongkiat Ratanabanchuen & Kanis Saengchote, 2018. "Institutional Capital Allocation and Equity Returns: Evidence from Thai Mutual Funds' Holdings," PIER Discussion Papers 97, Puey Ungphakorn Institute for Economic Research.
    105. Jeffrey Hobbs & Vivek Singh & Madhumita Chakraborty, 2021. "Institutional underperformance: Should managers listen to the sell-side before trading?," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 389-410, July.
    106. Federico Nucera & Giorgio Valente, 2013. "Carry Trades and the Performance of Currency Hedge Funds," Working Papers 032013, Hong Kong Institute for Monetary Research.
    107. Couch, Robert & Wu, Wei, 2012. "Private investment and public equity returns," Journal of Economics and Business, Elsevier, vol. 64(2), pages 160-184.
    108. Huaizhi Chen & Lauren Cohen & Umit G. Gurun, 2021. "Don't Take Their Word for It: The Misclassification of Bond Mutual Funds," Journal of Finance, American Finance Association, vol. 76(4), pages 1699-1730, August.
    109. Vassilios Babalos & Michael Doumpos & Nikolaos Philippas & Constantin Zopounidis, 2015. "Towards a Holistic Approach for Mutual Fund Performance Appraisal," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 35-53, June.
    110. Roberto Stein, 2022. "‘Smart’ copycat mutual funds: on the performance of partial imitation strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-31, December.
    111. Zhangpeng Gao & Shahidur Rahman, 2006. "A New Direction of Fund Rating Based on the Finite Normal Mixture Model," Economic Growth Centre Working Paper Series 0603, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    112. Uddin, Gazi Salah & Arreola Hernandez, Jose & Labidi, Chiraz & Troster, Victor & Yoon, Seong-Min, 2019. "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Journal of Multinational Financial Management, Elsevier, vol. 52.
    113. Laurini, Márcio Poletti & Sanvicente, Antônio Zoratto & Monteiro, Rogério da Costa, 2011. "Generalized Tests of Investment Fund Performance," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(2), December.
    114. Stephen A. Gorman & Frank J. Fabozzi, 2021. "The ABC’s of the alternative risk premium: academic roots," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 405-436, October.
    115. Fulkerson, Jon A. & Riley, Timothy B., 2019. "Portfolio concentration and mutual fund performance," Journal of Empirical Finance, Elsevier, vol. 51(C), pages 1-16.
    116. Adams, John C. & Mansi, Sattar A. & Nishikawa, Takeshi, 2012. "Are mutual fund fees excessive?," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2245-2259.
    117. Wermers, Russ & Yao, Tong & Zhao, Jane, 2010. "The Investment Value of Mutual Fund Portfolio Disclosure," Working Papers 11-15, University of Pennsylvania, Wharton School, Weiss Center.
    118. Benoît Dewaele, 2013. "Leverage and Alpha: The Case of Funds of Hedge Funds," Working Papers CEB 13-033, ULB -- Universite Libre de Bruxelles.
    119. Kaserer Christoph & Hanauer Matthias X., 2017. "25 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 18(2), pages 98-116, June.
    120. Yi, Li & Liu, Zilan & He, Lei & Qin, Zilong & Gan, Shunli, 2018. "Do Chinese mutual funds time the market?," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 1-19.
    121. Berk, Jonathan B. & van Binsbergen, Jules H., 2015. "Measuring skill in the mutual fund industry," Journal of Financial Economics, Elsevier, vol. 118(1), pages 1-20.
    122. Keith Pilbeam & Hamish Preston, 2019. "An Empirical Investigation of the Performance of Japanese Mutual Funds: Skill or Luck?," IJFS, MDPI, vol. 7(1), pages 1-16, January.
    123. Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009. "Riding Bubbles," ERIM Report Series Research in Management ERS-2009-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    124. Sandeep Dahiya & David Yermack, 2018. "Investment Returns and Distribution Policies of Non-Profit Endowment Funds," NBER Working Papers 25323, National Bureau of Economic Research, Inc.
    125. Timothy B. Riley, 2021. "Portfolios of actively managed mutual funds," The Financial Review, Eastern Finance Association, vol. 56(2), pages 205-230, May.
    126. Barras, Laurent & Scaillet, Olivier & Wermers, Russ, 2009. "False discoveries in mutual fund performance: Measuring luck in estimated alphas," CFR Working Papers 06-02, University of Cologne, Centre for Financial Research (CFR).
    127. Terrill Keasler & Chris McNeil, 2010. "Mad Money stock recommendations: market reaction and performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(1), pages 1-22, January.
    128. Onur Kemal Tosun & Liang Jin & Richard Taffler & Arman Eshraghi, 2022. "Fund manager skill: selling matters more!," Review of Quantitative Finance and Accounting, Springer, vol. 59(3), pages 969-994, October.
    129. Alda, Mercedes & Andreu, Laura & Sarto, José Luis, 2017. "Learning about individual managers’ performance in UK pension funds: The importance of specialization," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 654-667.
    130. Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2011. "Risk Shifting and Mutual Fund Performance," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2575-2616.
    131. Ekholm, Anders G., 2012. "Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 349-358.
    132. Yue Xu, 2022. "Reallocation of Mutual Fund Managers and Capital Raising Ability," CREATES Research Papers 2022-11, Department of Economics and Business Economics, Aarhus University.
    133. Bianchi, Daniele & Babiak, Mykola, 2021. "On the Performance of Cryptocurrency Funds," Working Paper Series 408, Sveriges Riksbank (Central Bank of Sweden).
    134. Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021. "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    135. Herrmann, Ulf & Rohleder, Martin & Scholz, Hendrik, 2016. "Does style-shifting activity predict performance? Evidence from equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 112-130.
    136. Chrétien, Stéphane & Kammoun, Manel, 2024. "Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    137. Brooks, Chris & Fernandez-Perez, Adrian & Miffre, Joëlle & Nneji, Ogonna, 2016. "Commodity risks and the cross-section of equity returns," The British Accounting Review, Elsevier, vol. 48(2), pages 134-150.
    138. Simonov, Andrei & Bodnaruk, Andriy & Chokaev, Bekhan, 2015. "Downside Risk Timing by Mutual Funds," CEPR Discussion Papers 10639, C.E.P.R. Discussion Papers.
    139. Chung, San-Lin & Hung, Chi-Hsiou & Yeh, Chung-Ying, 2012. "When does investor sentiment predict stock returns?," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 217-240.
    140. Abdelsalam, Omneya & Duygun, Meryem & Matallín-Sáez, Juan Carlos & Tortosa-Ausina, Emili, 2014. "Do ethics imply persistence? The case of Islamic and socially responsible funds," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 182-194.
    141. Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng, 2021. "Stock-selection timing," Journal of Banking & Finance, Elsevier, vol. 125(C).
    142. Andrei Semenov, 2009. "Risk factor beta conditional value-at-risk," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(6), pages 549-558.
    143. Campbell R. Harvey & Yan Liu, 2022. "Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence," Journal of Finance, American Finance Association, vol. 77(3), pages 1921-1966, June.
    144. Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2012. "Revisiting Mutual Fund Performance Evaluation," MPRA Paper 36644, University Library of Munich, Germany.
    145. Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2019. "Review of new trends in the literature on factor models and mutual fund performance," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 344-354.
    146. Lee, Jaeram & Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun, 2020. "Do actively managed mutual funds exploit stock market mispricing?," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
    147. Jiong Gong & Ping Jiang & Shu Tian, 2016. "Contractual mutual fund governance: the case of China," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 543-567, April.
    148. Huang, Rong & Asteriou, Dimitrios & Pouliot, William, 2020. "A reappraisal of luck versus skill in the cross-section of mutual fund returns," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 166-187.
    149. Witkowska Dorota, 2012. "Measurement of the Efficiency of Mutual Funds Operating on the Pan-European Market," Folia Oeconomica Stetinensia, Sciendo, vol. 12(2), pages 126-146, December.
    150. Kim, Sangbae & In, Francis & Ji, Philip Inyeob & Park, Raphael Jonghyeon, 2014. "False discoveries in the performance of Australian managed funds," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 244-256.
    151. Almeida, Caio & Ardison, Kym & Garcia, René, 2020. "Nonparametric assessment of hedge fund performance," Journal of Econometrics, Elsevier, vol. 214(2), pages 349-378.
    152. Harvey, Campbell R. & Liu, Yan, 2021. "Lucky factors," Journal of Financial Economics, Elsevier, vol. 141(2), pages 413-435.
    153. Wang, Xiaoxiao, 2023. "Bank affiliation and mutual funds’ trading strategy distinctiveness," International Review of Financial Analysis, Elsevier, vol. 88(C).
    154. Cao, Charles & Simin, Timothy T. & Wang, Ying, 2013. "Do mutual fund managers time market liquidity?," Journal of Financial Markets, Elsevier, vol. 16(2), pages 279-307.
    155. Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014. "Scale and Skill in Active Management," CEPR Discussion Papers 9854, C.E.P.R. Discussion Papers.
    156. Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "The Term Structure of Systematic and Idiosyncratic Risk," Hannover Economic Papers (HEP) dp-618, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    157. Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ, 2014. "Mutual fund performance evaluation with active peer benchmarks," Journal of Financial Economics, Elsevier, vol. 112(1), pages 1-29.
    158. Turtle, H.J. & Zhang, Chengping, 2012. "Time-varying performance of international mutual funds," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 334-348.
    159. Jeffrey Hobbs & Vivek Singh, 2015. "A comparison of buy‐side and sell‐side analysts," Review of Financial Economics, John Wiley & Sons, vol. 24(1), pages 42-51, January.
    160. Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "The Risk Premium of Gold," Hannover Economic Papers (HEP) dp-616, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    161. F. Douglas Foster & Geoffrey J. Warren, 2015. "Why Might Investors Choose Active Management?," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 16(1), pages 20-39, January.
    162. Chen Su & Hanxiong Zhang & Nathan Lael Joseph, 2022. "The performance of UK stock recommendation revisions: Does brokerage house reputation matter?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3051-3070, July.
    163. Li-Wen Chen & Andrew Adams & Richard Taffler, 2010. "What Style-Timing Skills do Mutual Fund Stars Possess?," CFI Discussion Papers 1001, Centre for Finance and Investment, Heriot Watt University.
    164. Wu, Yueh-Cheng & Lin, Sheng-Wei, 2022. "Efficiency evaluation of Asia's cultural tourism using a dynamic DEA approach," Socio-Economic Planning Sciences, Elsevier, vol. 84(C).
    165. Qiang Bu, 2018. "Long-term negative fund alpha: Is it caused by bad skill or bad luck?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(1), pages 1-16, February.
    166. Nathaniel Light & Ivan Stetsyuk, 2022. "Puzzle solved? A comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm," Journal of Asset Management, Palgrave Macmillan, vol. 23(3), pages 256-275, May.
    167. William J. Hippler & M. Kabir Hassan & Luca Pezzo, 2021. "Partial adjustment towards performance‐based mutual fund returns: Evidence from U.S.‐based equity funds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5864-5883, October.
    168. Cueto, José Manuel, 2019. "Models for expected returns with statistical factors," DES - Working Papers. Statistics and Econometrics. WS 28776, Universidad Carlos III de Madrid. Departamento de Estadística.
    169. Yuan Zhao, 2014. "Global Real Estate Mutual Funds Performance: Managerial Skills and Diversification Benefits?," ERES eres2014_212, European Real Estate Society (ERES).
    170. Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020. "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 218-240.
    171. Zia-Ur-Rehman Rao & Tanveer Ahsan & Muhammad Zubair Tauni & Muhammad Umar, 2018. "Performance and Persistence in Performance of Actively Managed Chinese Equity Funds," Post-Print hal-01959131, HAL.
    172. Blake, David & Cairns, Andrew & Dowd, Kevin, 2008. "Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers," MPRA Paper 33749, University Library of Munich, Germany.
    173. Jordan, Bradford D. & Riley, Timothy B., 2015. "Volatility and mutual fund manager skill," Journal of Financial Economics, Elsevier, vol. 118(2), pages 289-298.
    174. Keswani, Aneel & Medhat, Mamdouh & Miguel, Antonio F. & Ramos, Sofia B., 2020. "Uncertainty avoidance and mutual funds," Journal of Corporate Finance, Elsevier, vol. 65(C).
    175. Chen, Li-Wen & Adams, Andrew & Taffler, Richard, 2013. "What style-timing skills do mutual fund “stars” possess?," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 156-173.
    176. Miguel, António F. & Chen, Yihao, 2021. "Do machines beat humans? Evidence from mutual fund performance persistence," International Review of Financial Analysis, Elsevier, vol. 78(C).
    177. Omneya Abdelsalam & Meryem Duygun & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina, 2014. "Is Ethical Money Sensitive to Past Returns? The Case of Portfolio Constraints and Persistence of Islamic and Socially Responsible Funds," Working Papers 2014/19, Economics Department, Universitat Jaume I, Castellón (Spain).
    178. Antonio Diez de los Rios & René Garcia, 2011. "The option CAPM and the performance of hedge funds," Review of Derivatives Research, Springer, vol. 14(2), pages 137-167, July.
    179. Joseph Gerakos & Juhani T. Linnainmaa & Adair Morse, 2016. "Asset Managers: Institutional Performance and Smart Betas," NBER Working Papers 22982, National Bureau of Economic Research, Inc.
    180. Salganik, G., 2010. "Essays on investment flows of hedge fund and mutual fund investors," Other publications TiSEM e5953fbe-064e-4647-9353-0, Tilburg University, School of Economics and Management.
    181. Huij, Joop & Derwall, Jeroen, 2008. ""Hot Hands" in bond funds," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 559-572, April.
    182. Zhongzhi Lawrence He, 2018. "Generalized Information Ratio," Papers 1803.01381, arXiv.org, revised Apr 2018.
    183. Yan, Cheng & Cheng, Tingting, 2019. "In search of the optimal number of fund subgroups," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 78-92.
    184. MacDonald, Ronald & Menkhoff, Lukas & Rebitzky, Rafael R., 2009. "Exchange rate forecasters’ performance: evidence of skill?," SIRE Discussion Papers 2009-10, Scottish Institute for Research in Economics (SIRE).
    185. Barker, Richard & Hendry, John & Roberts, John & Sanderson, Paul, 2012. "Can company-fund manager meetings convey informational benefits? Exploring the rationalisation of equity investment decision making by UK fund managers," Accounting, Organizations and Society, Elsevier, vol. 37(4), pages 207-222.
    186. Keith Cuthbertson & Dirk Nitzsche & Niall O'Sullivan, 2010. "Mutual Fund Performance: Measurement and Evidence," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 19(2), pages 95-187, May.
    187. Wahal, Sunil & Wang, Albert (Yan), 2011. "Competition among mutual funds," Journal of Financial Economics, Elsevier, vol. 99(1), pages 40-59, January.
    188. Yu, Hsin-Yi, 2012. "Where are the smart investors? New evidence of the smart money effect," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 51-64.
    189. Marshall, Andrew & Tang, Leilei, 2011. "Assessing the impact of heteroskedasticity for evaluating hedge fund performance," International Review of Financial Analysis, Elsevier, vol. 20(1), pages 12-19, January.
    190. Jing-Zhi Huang & Ying Wang, 2014. "Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings," Management Science, INFORMS, vol. 60(8), pages 2091-2109, August.
    191. Alexandros Kostakis, 2007. "Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors," Discussion Papers 07/07, Department of Economics, University of York.
    192. Vidal-García, Javier & Vidal, Marta & Boubaker, Sabri & Uddin, Gazi Salah, 2016. "The short-term persistence of international mutual fund performance," Economic Modelling, Elsevier, vol. 52(PB), pages 926-938.
    193. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "Unobserved Actions of Mutual Funds," NBER Working Papers 11766, National Bureau of Economic Research, Inc.
    194. Stefano Puddu & Martin Péclat, 2015. "Dangerous Liaisons: Interests groups and politicians' votes. A Swiss perspective," IRENE Working Papers 15-09, IRENE Institute of Economic Research.
    195. Fama, Eugene F. & French, Kenneth R., 2012. "Size, value, and momentum in international stock returns," Journal of Financial Economics, Elsevier, vol. 105(3), pages 457-472.
    196. Sotes-Paladino, Juan & Zapatero, Fernando, 2022. "Carrot and stick: A role for benchmark-adjusted compensation in active fund management," Journal of Financial Intermediation, Elsevier, vol. 52(C).
    197. Abhay Kaushik & Anita K. Pennathur, 2013. "Performance And New Money Cash Flows In Real Estate Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(4), pages 453-470, December.
    198. Bryan D. MacGregor & Rainer Schulz & Yuan Zhao, 2021. "Performance and Market Maturity in Mutual Funds: Is Real Estate Different?," The Journal of Real Estate Finance and Economics, Springer, vol. 63(3), pages 437-492, October.
    199. Sebastian Müller & Martin Weber, 2014. "Evaluating the Rating of Stiftung Warentest: How Good Are Mutual Fund Ratings and Can They Be Improved?," European Financial Management, European Financial Management Association, vol. 20(2), pages 207-235, March.
    200. Mason, Andrew & Agyei-Ampomah, Sam & Skinner, Frank, 2016. "Realism, skill, and incentives: Current and future trends in investment management and investment performance," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 31-40.
    201. Andrea J. Heuson & Mark C. Hutchinson & Alok Kumar, 2020. "Predicting hedge fund performance when fund returns are skewed," Financial Management, Financial Management Association International, vol. 49(4), pages 877-896, December.
    202. Cujean, Julien, 2018. "Idea Sharing and the Performance of Mutual Funds," CEPR Discussion Papers 13111, C.E.P.R. Discussion Papers.
    203. Tao Chen & Karen H. Y. Wong & Masayuki Susai, 2016. "Active Management and Price Efficiency of Exchange-traded Funds," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(1), pages 3-18.
    204. Casavecchia, Lorenzo & Hulley, Hardy, 2018. "Are mutual fund investors paying for noise?," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 8-23.
    205. Benavides Guillermo, 2020. "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers 2020-10, Banco de México.
    206. Lehmann, Bruce & Timmermann, Allan, 2007. "Performance measurement and evaluation," LSE Research Online Documents on Economics 24505, London School of Economics and Political Science, LSE Library.
    207. Parshakov, Petr, 2015. "Estimation of skill of Russian mutual fund managers," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 37(1), pages 57-66.
    208. Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2019. "Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series 146, Leibniz Institute for Financial Research SAFE, revised 2019.
    209. Livingston, Miles & Yao, Ping & Zhou, Lei, 2019. "The volatility of mutual fund performance," Journal of Economics and Business, Elsevier, vol. 104(C), pages 1-1.
    210. Omneya Abdelsalam & Meryem Duygun & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina, 2017. "Is Ethical Money Sensitive to Past Returns? The Case of Portfolio Constraints and Persistence in Islamic Funds," Journal of Financial Services Research, Springer;Western Finance Association, vol. 51(3), pages 363-384, June.
    211. Kim, Sangbae & In, Francis, 2012. "False discoveries in volatility timing of mutual funds," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2083-2094.
    212. Bond, Philip & Dow, James, 2021. "Failing to forecast rare events," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1001-1016.
    213. Rodríguez Arnulfo & Rodríguez Pedro N., 2007. "Recursive Thick Modeling and the Choice of Monetary Policy in Mexico," Working Papers 2007-04, Banco de México.
    214. Li, Xi & Paulson, Nicholas & Schnitkey, Gary, 2015. "Is Farm Management Skill Persistent?," 2015 Conference, August 9-14, 2015, Milan, Italy 212047, International Association of Agricultural Economists.
    215. Gupta-Mukherjee, Swasti, 2013. "When active fund managers deviate from their peers: Implications for fund performance," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1286-1305.
    216. Anthony Tay, 2008. "Time-Varying Incentives in the Mutual Fund Industry," Finance Working Papers 22484, East Asian Bureau of Economic Research.
    217. M. Maheen & S. Resia Beegam, 2023. "Application of Nonparametric Stochastic Dominance Approach in the Performance Evaluation of Indian Mutual Funds," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(3), pages 663-680, September.
    218. Francisco Climent & Pilar Soriano, 2011. "Green and Good? The Investment Performance of US Environmental Mutual Funds," Journal of Business Ethics, Springer, vol. 103(2), pages 275-287, October.
    219. Pi‐Hsia Hung & Donald Lien & Yun‐Ju Chien, 2020. "Portfolio concentration and fund manager performance," Review of Financial Economics, John Wiley & Sons, vol. 38(3), pages 423-451, July.
    220. Huaizhi Chen & Lauren Cohen & Umit Gurun, 2019. "Don’t Take Their Word For It: The Misclassification of Bond Mutual Funds," NBER Working Papers 26423, National Bureau of Economic Research, Inc.
    221. Bessler, Wolfgang & Drobetz, Wolfgang & Zimmermann, Heinz, 2007. "Conditional Performance Evaluation for German Mutual Equity Funds," Working papers 2007/22, Faculty of Business and Economics - University of Basel.
    222. Chen Su & Hanxiong Zhang & Robert S. Hudson, 2020. "The time‐varying performance of UK analyst recommendation revisions: Do market conditions matter?," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 29(2), pages 65-89, May.
    223. Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2022. "Skill, Scale, and Value Creation in the Mutual Fund Industry," Journal of Finance, American Finance Association, vol. 77(1), pages 601-638, February.
    224. Luis Ferruz & Luis Vicente & Laura Andreu, 2009. "Performance persistence and its influence on money and investor flows into Spanish pension plans," Review of Quantitative Finance and Accounting, Springer, vol. 32(1), pages 85-100, January.
    225. Kamil, Nazrol K.M. & Alhabshi, Syed O. & Bacha, Obiyathulla I. & Masih, Mansur, 2014. "Heads we win, tails you lose: Is there equity in Islamic equity funds?," Pacific-Basin Finance Journal, Elsevier, vol. 28(C), pages 7-28.
    226. Shaun Bond & Paul Mitchell, 2010. "Alpha and Persistence in Real Estate Fund Performance," The Journal of Real Estate Finance and Economics, Springer, vol. 41(1), pages 53-79, July.
    227. Liao, Li & Zhang, Xueyong & Zhang, Yeqing, 2017. "Mutual fund managers' timing abilities," Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 80-96.
    228. Asal, Maher, 2016. "Testing for the presence of skill in Swedish mutual fund performance: Evidence from a bootstrap analysis," Journal of Economics and Business, Elsevier, vol. 88(C), pages 22-35.
    229. Swasti Gupta‐Mukherjee & Ankur Pareek, 2020. "Limited attention and portfolio choice: The impact of attention allocation on mutual fund performance," Financial Management, Financial Management Association International, vol. 49(4), pages 1083-1125, December.
    230. Jonathan Fletcher & Patricia Ntozi-Obwale, 2009. "Exploring the Conditional Performance of U.K. Unit Trusts," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(1), pages 21-44, August.
    231. Yaping Xiao & Haishu Qiao & Ting Xie, 2019. "Open-End Funds for Sustainable Economic Growth in China: The Relationship between Load Fees, Performance, and Flows," Sustainability, MDPI, vol. 11(22), pages 1-27, November.
    232. Eduardo Sandoval & Claudia Reyes, 2012. "Investment Styles Performance In European Stock Markets Before, During, And After Subprime Financial Crisis, Desempeno De Estilos De Inversion En Los Mercados Accionarios Europeos En Los Periodos Prev," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 5(3), pages 1-18.
    233. Patton, Andrew J. & Timmermann, Allan, 2010. "Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts," Journal of Financial Economics, Elsevier, vol. 98(3), pages 605-625, December.
    234. Matallín-Sáez, Juan Carlos & Soler-Domínguez, Amparo & Tortosa-Ausina, Emili, 2016. "On the robustness of persistence in mutual fund performance," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 192-231.
    235. Gaurav Singh Chauhan, 2019. "Performance attribution of mutual funds in India: outperformance or mis‐representation?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 383-409, April.
    236. Gray, Wesley & Kern, Andrew, 2008. "Fundamental Value Investors: Characteristics and Performance," MPRA Paper 12620, University Library of Munich, Germany.
    237. Klinkowska, Olga & Zhao, Yuan, 2023. "Fund flows and performance: New evidence from retail and institutional SRI mutual funds," International Review of Financial Analysis, Elsevier, vol. 87(C).
    238. Veasna Khim & Hery Razafitombo, 2015. "The Impact of UCITS IV Directive on European Mutual Funds Performance," Post-Print hal-01698550, HAL.
    239. Papathanasiou, Spyros & Koutsokostas, Drosos, 2024. "Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds," Finance Research Letters, Elsevier, vol. 62(PA).
    240. Praveen K. Das & S. P. Uma Rao & Denis O. Boudreaux, 2015. "Workplace Fund Performance: Luck or Skill?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 95-100, April.
    241. Hobbs, Jeffrey & Singh, Vivek, 2015. "A comparison of buy-side and sell-side analysts," Review of Financial Economics, Elsevier, vol. 24(C), pages 42-51.
    242. Nik Tuzov & Frederi Viens, 2011. "Mutual fund performance: false discoveries, bias, and power," Annals of Finance, Springer, vol. 7(2), pages 137-169, May.
    243. Chen, Qinhua & Chi, Yeguang, 2018. "Smart beta, smart money," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 19-38.
    244. Nain, Amrita & Yao, Tong, 2013. "Mutual fund skill and the performance of corporate acquirers," Journal of Financial Economics, Elsevier, vol. 110(2), pages 437-456.
    245. Francesco Lisi, 2011. "Dicing with the market: randomized procedures for evaluation of mutual funds," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 163-172.
    246. Juhani T. Linnainmaa & Michael R. Roberts, 2016. "The History of the Cross Section of Stock Returns," NBER Working Papers 22894, National Bureau of Economic Research, Inc.
    247. Hung, Pi-Hsia & Lien, Donald & Kuo, Ming-Sin, 2020. "Window dressing in equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 338-354.
    248. Enoch Cheng & Clemens C. Struck, 2019. "Time-Series Momentum: A Monte-Carlo Approach," Working Papers 201906, School of Economics, University College Dublin.
    249. Moneta, Fabio, 2015. "Measuring bond mutual fund performance with portfolio characteristics," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 223-242.
    250. Verbeek, Marno & Wang, Yu, 2013. "Better than the original? The relative success of copycat funds," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3454-3471.
    251. Osinga, Albert Jakob & Schauten, Marc B.J. & Zwinkels, Remco C.J., 2021. "Timing is money: The factor timing ability of hedge fund managers," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 266-281.
    252. Urbi Garay & Enrique Ter Horst & German Molina & Abel Rodriguez, 2016. "Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns," Econometrics, MDPI, vol. 4(1), pages 1-23, March.
    253. Rodríguez Arnulfo & Zúñiga Gerardo & Rodríguez Pedro N., 2008. "Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application," Working Papers 2008-02, Banco de México.
    254. Cuthbertson, Keith & Nitzsche, Dirk, 2013. "Performance, stock selection and market timing of the German equity mutual fund industry," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 86-101.
    255. Yue Xu, 2021. "Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability," CREATES Research Papers 2022-03, Department of Economics and Business Economics, Aarhus University.
    256. M. Imtiaz Mazumder & Edward M. Miller & Oscar A. Varela, 2010. "Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7‐8), pages 979-1007, July.
    257. Steffen Meyer & Michaela Pagel, 2022. "Fully Closed: Individual Responses to Realized Gains and Losses," Journal of Finance, American Finance Association, vol. 77(3), pages 1529-1585, June.
    258. Manuel Ammann & Otto Huber & Markus Schmid, 2013. "Hedge Fund Characteristics and Performance Persistence," European Financial Management, European Financial Management Association, vol. 19(2), pages 209-250, March.
    259. Alexandros Kostakis, 2009. "Performance measures and incentives: loading negative coskewness to outperform the CAPM," The European Journal of Finance, Taylor & Francis Journals, vol. 15(5-6), pages 463-486.
    260. Vidal, Marta & Vidal-García, Javier & Lean, Hooi Hooi & Uddin, Gazi Salah, 2015. "The relation between fees and return predictability in the mutual fund industry," Economic Modelling, Elsevier, vol. 47(C), pages 260-270.
    261. M. Kabir Hassan & William J. Hippler III, 2014. "Partial Adjustment Toward Equilibrium Mutual Fund Allocations: Evidence from U.S.-based Equity Mutual Funds," NFI Working Papers 2014-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.
    262. H. J. Turtle & Kainan Wang, 2017. "The Value In Fundamental Accounting Information," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(1), pages 113-140, March.
    263. Monika Mościbrodzka, 2021. "Alternative investment funds – the evaluation of managers’ abilities in the light of the amendments to the Act on Investment Fund," Bank i Kredyt, Narodowy Bank Polski, vol. 52(6), pages 517-544.
    264. Cheng, Tingting & Yan, Cheng, 2017. "Evaluating the size of the bootstrap method for fund performance evaluation," Economics Letters, Elsevier, vol. 156(C), pages 36-41.
    265. Aiken, Adam L. & Kang, Minjeong, 2023. "Hedge fund manager timing and selectivity skill over time. A holdings-based estimate," Finance Research Letters, Elsevier, vol. 58(PB).
    266. Nuttall, John, 2007. "Flaw in the fund skill/luck test method of Cuthbertson et al," MPRA Paper 1584, University Library of Munich, Germany.
    267. Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & E. Wallerstein, 2011. "Assessing the Performance of Funds of Hedge Funds," Working Papers CEB 11-041, ULB -- Universite Libre de Bruxelles.
    268. Campbell R. Harvey & Yan Liu, 2020. "False (and Missed) Discoveries in Financial Economics," Papers 2006.04269, arXiv.org.
    269. Yuan, Jia & Sun, Guang-Zhen & Siu, Ricardo, 2014. "The lure of illusory luck: How much are people willing to pay for random shocks," Journal of Economic Behavior & Organization, Elsevier, vol. 106(C), pages 269-280.
    270. Huang, Jing-Zhi & Wang, Ying, 2013. "Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 482-512.
    271. Abramov, Alexander (Абрамов, Александр) & Akshentseva, Kseniya (Акшенцева, Ксения) & Radygin, Alexander (Радыгин, Александр), 2015. "The effectiveness of mutual funds: theoretical approaches and the experience of Russia [Эффективность Паевых Инвестиционных Фондов: Теоретические Подходы И Опыт России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 60-86.
    272. Anarkulova, Aizhan & Cederburg, Scott & O’Doherty, Michael S., 2022. "Stocks for the long run? Evidence from a broad sample of developed markets," Journal of Financial Economics, Elsevier, vol. 143(1), pages 409-433.
    273. Zaremba Adam & Konieczka Przemysław, 2017. "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 53(3), pages 26-47, September.
    274. Benoît Dewaele, 2013. "Portfolio Optimization for Hedge Funds through Time-Varying Coefficients," Working Papers CEB 13-032, ULB -- Universite Libre de Bruxelles.
    275. El Ammari, Anis & Vidal, Marta & Vidal-García, Javier, 2023. "European market timing," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    276. Yuan Zhao & Bryan D. Macgregor & Rainer Schulz, 2013. "Can US Real Estate Mutual Funds Beat the Market? New Evidence," ERES eres2013_335, European Real Estate Society (ERES).
    277. Eduardo Sandoval & Paula Urrutia, 2011. "El Efecto De La Crisis Financiera Subprime En Los Mercados Accionarios Desarrollados. Estimaciones Aparentemente No Relacionadas Sur Versus Garch (1,1)," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 4(1), pages 1-17.
    278. Jonathan Fletcher & Andrew Marshall, 2005. "An Empirical Examination of U.K. International Unit Trust Performance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 27(2), pages 183-206, April.
    279. Stefan Jonsson, 2009. "Refraining from Imitation: Professional Resistance and Limited Diffusion in a Financial Market," Organization Science, INFORMS, vol. 20(1), pages 172-186, February.
    280. Elyasiani, Elyas & Rytchkov, Oleg & Stetsyuk, Ivan, 2022. "Do real estate mutual fund managers create value?," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 396-406.
    281. Y. Chung & Thomas Kim, 2015. "The win–loss ratio as an ability signal of mutual fund managers: a measure that is less influenced by luck," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(4), pages 301-335, November.
    282. Jonathan B. Berk & Jules H. van Binsbergen, 2012. "Measuring Managerial Skill in the Mutual Fund Industry," NBER Working Papers 18184, National Bureau of Economic Research, Inc.
    283. Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R., 2019. "Does it pay to pay performance fees? Empirical evidence from Dutch pension funds," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 299-312.
    284. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2008. "Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds," NBER Working Papers 14609, National Bureau of Economic Research, Inc.
    285. Ayadi, Mohamed A. & Kryzanowski, Lawrence, 2011. "Fixed-income fund performance: Role of luck and ability in tail membership," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 379-392, June.
    286. Božović, Miloš, 2022. "Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    287. Vidal-García, Javier, 2013. "The persistence of European mutual fund performance," Research in International Business and Finance, Elsevier, vol. 28(C), pages 45-67.
    288. Cumming, Douglas & Johan, Sofia & Zhang, Yelin, 2019. "What is mutual fund flow?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 222-251.
    289. Barber, Brad M. & Odean, Terrance, 2013. "The Behavior of Individual Investors," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1533-1570, Elsevier.
    290. Stanisław Urbański, 2017. "Short-, medium- and long-run performance persistence of investment funds in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 48(4), pages 343-374.
    291. Huazhu Zhang & Cheng Yan, 2018. "A skeptical appraisal of the bootstrap approach in fund performance evaluation," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 27(2), pages 49-86, May.
    292. Kosowski, Robert & Naik, Narayan Y. & Teo, Melvyn, 2007. "Do hedge funds deliver alpha? A Bayesian and bootstrap analysis," Journal of Financial Economics, Elsevier, vol. 84(1), pages 229-264, April.
    293. Jorge Sainz & Pilar Grau & Luis Miguel Doncel & Javier Otamendi, 2008. "An evaluation on the true statistical relevance of Jensen's alpha trough simulation: An application for Germany," Economics Bulletin, AccessEcon, vol. 7(10), pages 1-9.
    294. Jun Huang & Albert Y. Wang, 2015. "The Predictability of Managerial Heterogeneities in Mutual Funds," Financial Management, Financial Management Association International, vol. 44(4), pages 947-979, October.
    295. Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco, 2014. "Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 58-77.
    296. Sabbaghi, Omid, 2022. "The impact of news on the volatility of ESG firms," Global Finance Journal, Elsevier, vol. 51(C).
    297. Bangassa, Kenbata & Su, Chen & Joseph, Nathan L., 2012. "Selectivity and timing performance of UK investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1149-1175.
    298. Yang, Junmin & Cao, Zhiguang & Han, Qiheng & Wang, Qiyu, 2019. "Tactical asset allocation on technical trading rules and data snooping," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    299. George Aragon & Bing Liang & Hyuna Park, 2014. "Onshore and Offshore Hedge Funds: Are They Twins?," Management Science, INFORMS, vol. 60(1), pages 74-91, January.

  28. Patrice Bertail & Dimitris Politis & Haeffke Christian & Halbert White, 2004. "Subsampling the distribution of diverging statistics with applications to finance," Post-Print hal-03148840, HAL.

    Cited by:

    1. Susanne M. Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers CWP31/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Daisuke Kurisu & Taisuke Otsu, 2021. "Nonparametric inference for extremal conditional quantiles," STICERD - Econometrics Paper Series 616, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    3. Vladislav Morozov, 2022. "Inference on Extreme Quantiles of Unobserved Individual Heterogeneity," Papers 2210.08524, arXiv.org, revised Jun 2023.
    4. Huang, Dashan & Yu, Baimin & Fabozzi, Frank J. & Fukushima, Masao, 2009. "CAViaR-based forecast for oil price risk," Energy Economics, Elsevier, vol. 31(4), pages 511-518, July.
    5. Kurisu, Daisuke & Otsu, Taisuke, 2023. "Subsampling inference for nonparametric extremal conditional quantiles," LSE Research Online Documents on Economics 120365, London School of Economics and Political Science, LSE Library.
    6. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    7. Patrice Bertail, 2011. "Comments on: Subsampling weakly dependent time series and application to extremes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 487-490, November.
    8. Paul Doukhan & Silika Prohl & Christian Robert, 2011. "Subsampling weakly dependent time series and application to extremes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 447-479, November.
    9. Paul Doukhan & Silika Prohl & Christian Robert, 2011. "Rejoinder on: Subsampling weakly dependent time series and application to extremes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 499-502, November.

  29. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert L. White, 2004. "A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets," Econometrics Working Papers Archive wp2004_12, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

    Cited by:

    1. Capilla, Javier & Alcaraz, Alba & Valarezo, à ngel & García-Hiernaux, Alfredo & Pérez Amaral, Teodosio, 2025. "Eco-RETINA: a green flexible algorithm for model building," Documentos de Trabajo del ICAE 2025-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    2. Phillips, Peter C.B., 2005. "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 3-20, February.
    3. Giampiero M. Gallo, 2017. "Hendry, David F. and Doornik, Jurgen A.: Empirical model discovery and theory evaluation: automatic selection methods in econometrics," Journal of Economics, Springer, vol. 120(3), pages 279-281, April.
    4. Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013. "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne 13080, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    5. Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, vol. 29(6), pages 2174-2182.
    6. Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 864-878.
    7. Jennifer Castle & David Hendry, 2013. "Semi-automatic Non-linear Model selection," Economics Series Working Papers 654, University of Oxford, Department of Economics.
    8. Marcin Blazejowski & Pawel Kufel & Tadeusz Kufel, 2009. "Automatic Procedure of Building Congruent Dynamic Model in Gretl," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 5, pages 75-89, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    9. Giuseppe Parigi & Roberto Golinelli, 2007. "The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(2), pages 77-94.
    10. Golinelli, Roberto & Parigi, Giuseppe, 2008. "Real-time squared: A real-time data set for real-time GDP forecasting," International Journal of Forecasting, Elsevier, vol. 24(3), pages 368-385.
    11. Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917797, HAL.
    12. Barhoumi, K. & Brunhes-Lesage, V. & Darn , O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B., 2008. "Monthly forecasting of French GDP: A revised version of the OPTIM model," Working papers 222, Banque de France.
    13. Leonel Cerno & Teodosio Pérez Amaral, 2006. "Medición y Determinantes de la Brecha Tecnológica en España," Documentos de Trabajo del ICAE 0601, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

  30. Su, Liangjun & White, Halbert, 2003. "A Consistent Characteristic-Function-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt4dv0837f, Department of Economics, UC San Diego.

    Cited by:

    1. Yu-Chin Hsu & Ta-Cheng Huang & Haiqing Xu, 2018. "Testing for Unobserved Heterogeneous Treatment Effects with Observational Data," Papers 1803.07514, arXiv.org, revised Aug 2021.
    2. Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2023. "Testing Granger Non-Causality in Expectiles," University of East Anglia School of Economics Working Paper Series 2023-02, School of Economics, University of East Anglia, Norwich, UK..
    3. Lee, Sangyeol & Meintanis, Simos G. & Pretorius, Charl, 2022. "Monitoring procedures for strict stationarity based on the multivariate characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    4. de Luna Xavier & Johansson Per, 2014. "Testing for the Unconfoundedness Assumption Using an Instrumental Assumption," Journal of Causal Inference, De Gruyter, vol. 2(2), pages 187-199, September.
    5. Li, Haiqi & Zhong, Wanling & Park, Sung Y., 2016. "Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations," Economic Modelling, Elsevier, vol. 52(PB), pages 661-671.
    6. Chen, Bin & Song, Zhaogang, 2013. "Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach," Journal of Econometrics, Elsevier, vol. 173(1), pages 83-107.
    7. Nianqing Liu & Quang Vuong & Haiqing Xu, 2012. "Rationalization and Identification of Discrete Games with Correlated Types," Department of Economics Working Papers 130915, The University of Texas at Austin, Department of Economics.
    8. Dai, Shengtao & Song, Xiaojun, 2025. "Consistent tests for semiparametric conditional independence," Statistics & Probability Letters, Elsevier, vol. 216(C).
    9. Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020. "Testing distributional assumptions using a continuum of moments," Journal of Econometrics, Elsevier, vol. 218(2), pages 655-689.
    10. Herman J. Bierens & Li Wang, 2017. "Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 103-135, March.
    11. Chen, Bin & Hong, Yongmiao, 2012. "Testing For The Markov Property In Time Series," Econometric Theory, Cambridge University Press, vol. 28(1), pages 130-178, February.
    12. Su, Liangjun & White, Halbert, 2014. "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, vol. 182(1), pages 27-44.
    13. Xu, Kai & Cheng, Qing, 2024. "Test of conditional independence in factor models via Hilbert–Schmidt independence criterion," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
    14. Long, Xiangdong & Su, Liangjun & Ullah, Aman, 2011. "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 109-125.
    15. Shi, Chengchun & Xu, Tianlin & Bergsma, Wicher & Li, Lexin, 2021. "Double generative adversarial networks for conditional independence testing," LSE Research Online Documents on Economics 112550, London School of Economics and Political Science, LSE Library.
    16. Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 240-253, April.
    17. Bianchi, Pascal & Elgui, Kevin & Portier, François, 2023. "Conditional independence testing via weighted partial copulas," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
    18. Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO.
    19. Liu, Nianqing & Vuong, Quang & Xu, Haiqing, 2017. "Rationalization and identification of binary games with correlated types," Journal of Econometrics, Elsevier, vol. 201(2), pages 249-268.
    20. Joao Amaro de Matos & Marcelo Fernandes, 2004. "Testing the Markov property with ultra-high frequency financial data," Nova SBE Working Paper Series wp462, Universidade Nova de Lisboa, Nova School of Business and Economics.
    21. Chen, Feifei & Meintanis, Simos G. & Zhu, Lixing, 2019. "On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 125-144.
    22. Chia-Chang Chuang & Chung-Ming Kuan & Hsin-yi Lin, 2007. "Causality in Quantiles and Dynamic Stock Return-Volume Relations," IEAS Working Paper : academic research 07-A006, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    23. Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan, 2024. "Rank-based max-sum tests for mutual independence of high-dimensional random vectors," Journal of Econometrics, Elsevier, vol. 238(1).
    24. Chen, Bin & Hong, Yongmiao, 2011. "Generalized spectral testing for multivariate continuous-time models," Journal of Econometrics, Elsevier, vol. 164(2), pages 268-293, October.
    25. Xueqin Wang & Wenliang Pan & Wenhao Hu & Yuan Tian & Heping Zhang, 2015. "Conditional Distance Correlation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1726-1734, December.
    26. Huang, Meng & Sun, Yixiao & White, Hal, 2013. "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt3pt89204, Department of Economics, UC San Diego.
    27. Cheng, Yu-Hsiang & Huang, Tzee-Ming, 2012. "A conditional independence test for dependent data based on maximal conditional correlation," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 210-226.
    28. Zhou, Yeqing & Liu, Jingyuan & Zhu, Liping, 2020. "Test for conditional independence with application to conditional screening," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
    29. Fu, Zhonghao & Hong, Yongmiao, 2019. "A model-free consistent test for structural change in regression possibly with endogeneity," Journal of Econometrics, Elsevier, vol. 211(1), pages 206-242.
    30. Amaro de Matos, Joao & Fernandes, Marcelo, 2007. "Testing the Markov property with high frequency data," Journal of Econometrics, Elsevier, vol. 141(1), pages 44-64, November.
    31. Maomao Ding & Ruosha Li & Jin Qin & Jing Ning, 2023. "A double‐robust test for high‐dimensional gene coexpression networks conditioning on clinical information," Biometrics, The International Biometric Society, vol. 79(4), pages 3227-3238, December.
    32. Su, Liangjun & Zheng, Xin, 2017. "A martingale-difference-divergence-based test for specification," Economics Letters, Elsevier, vol. 156(C), pages 162-167.
    33. Xiaojun Song & Haoyu Wei, 2021. "Nonparametric Tests of Conditional Independence for Time Series," Papers 2110.04847, arXiv.org.
    34. Nadarajah, Saralees & Chan, Stephen & Afuecheta, Emmanuel, 2013. "On the characteristic function for asymmetric Student t distributions," Economics Letters, Elsevier, vol. 121(2), pages 271-274.
    35. Simos G. Meintanis & Joseph Ngatchou-Wandji & James Allison, 2018. "Testing for serial independence in vector autoregressive models," Statistical Papers, Springer, vol. 59(4), pages 1379-1410, December.
    36. Zhang, Wei & Gao, Wei & Ng, Hon Keung Tony, 2023. "Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
    37. Xuehu Zhu & Jun Lu & Jun Zhang & Lixing Zhu, 2021. "Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 549-576, June.
    38. Fan, Jianqing & Feng, Yang & Xia, Lucy, 2020. "A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models," Journal of Econometrics, Elsevier, vol. 218(1), pages 119-139.
    39. Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping, 2024. "Testing unconditional and conditional independence via mutual information," Journal of Econometrics, Elsevier, vol. 240(2).
    40. Zhang, Yaowu & Zhou, Yeqing & Zhu, Liping, 2024. "A post-screening diagnostic study for ultrahigh dimensional data," Journal of Econometrics, Elsevier, vol. 239(2).
    41. Xiangdong Long & Liangjun Su & Aman Ullah, 2009. "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications," Working Papers 200908, University of California at Riverside, Department of Economics, revised Jul 2009.

  31. Raffaella Giacomini & Halbert White, 2003. "Tests of conditional predictive ability," Boston College Working Papers in Economics 572, Boston College Department of Economics.

    Cited by:

    1. Norman R. Swanson & Nii Ayi Armah, 2011. "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers 201103, Rutgers University, Department of Economics.
    2. Lee, Tae-Hwy & Long, Xiangdong, 2009. "Copula-based multivariate GARCH model with uncorrelated dependent errors," Journal of Econometrics, Elsevier, vol. 150(2), pages 207-218, June.
    3. Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019. "Nowcasting East German GDP growth: A MIDAS approach," IWH Discussion Papers 24/2019, Halle Institute for Economic Research (IWH).
    4. Juan Manuel Julio & Javier Guillermo Gómez & Manuel Dario Hernández, 2017. "La Inflación de los Precios Rígidos en Colombia," Borradores de Economia 1007, Banco de la Republica de Colombia.
    5. Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
    6. Granziera, Eleonora & Sekhposyan, Tatevik, 2019. "Predicting relative forecasting performance: An empirical investigation," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
    7. Medel, Carlos A., 2012. "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno? [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper 35950, University Library of Munich, Germany.
    8. Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018. "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, vol. 73(C), pages 407-430.
    9. Massacci, Daniele & Kapetanios, George, 2024. "Forecasting in factor augmented regressions under structural change," International Journal of Forecasting, Elsevier, vol. 40(1), pages 62-76.
    10. Aaron J. Amburgey & Michael W. McCracken, 2023. "On the real‐time predictive content of financial condition indices for growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 137-163, March.
    11. Yvonne Adema & Kees Folmer & Gerrit Hugo Heuvelen & Sonny Kuijpers & Rob Luginbuhl & Bas Scheer, 2020. "Unemployment Forecasts: Room for Improvement?," De Economist, Springer, vol. 168(3), pages 403-417, September.
    12. Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," OFRC Working Papers Series 2009fe03, Oxford Financial Research Centre.
    13. D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006. "(Un)Predictability and Macroeconomic Stability," Research Technical Papers 5/RT/06, Central Bank of Ireland.
    14. Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022. "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers 202203, University of Pretoria, Department of Economics.
    15. Guarin, Alexander & Lozano, Ignacio, 2017. "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, vol. 32(C), pages 168-189.
    16. Rossi, Barbara & Odendahl, Florens & Sekhposyan, Tatevik, 2020. "Comparing Forecast Performance with State Dependence," CEPR Discussion Papers 15217, C.E.P.R. Discussion Papers.
    17. Duncan, Roberto & Martínez-García, Enrique, 2019. "New perspectives on forecasting inflation in emerging market economies: An empirical assessment," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1008-1031.
    18. Luisa Bisaglia & Matteo Grigoletto, 2018. "A new time-varying model for forecasting long-memory series," Papers 1812.07295, arXiv.org.
    19. Bauwens, Luc & Braione, Manuela & Storti, Giuseppe, 2017. "A dynamic component model for forecasting high-dimensional realized covariance matrices," Econometrics and Statistics, Elsevier, vol. 1(C), pages 40-61.
    20. Xilong Chen & Eric Ghysels, 2011. "News--Good or Bad--and Its Impact on Volatility Predictions over Multiple Horizons," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 46-81, October.
    21. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
    22. George Tzagkarakis & Frantz Maurer, 2020. "An energy-based measure for long-run horizon risk quantification," Annals of Operations Research, Springer, vol. 289(2), pages 363-390, June.
    23. Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
    24. Chen, Qitong & Hong, Yongmiao & Li, Haiqi, 2024. "Time-varying forecast combination for factor-augmented regressions with smooth structural changes," Journal of Econometrics, Elsevier, vol. 240(1).
    25. Clark, Todd E. & McCracken, Michael W., 2015. "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
    26. Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano, 2021. "Forecasting stock returns with large dimensional factor models," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 252-269.
    27. Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics.
    28. Cheng, Mingmian & Liao, Yuan & Yang, Xiye, 2023. "Uniform predictive inference for factor models with instrumental and idiosyncratic betas," Journal of Econometrics, Elsevier, vol. 237(2).
    29. Buncic, Daniel, 2009. "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper 13121, University Library of Munich, Germany.
    30. Yuta Kurose, 2021. "Stochastic volatility model with range-based correction and leverage," Papers 2110.00039, arXiv.org, revised Oct 2021.
    31. Tobias Fissler & Yannick Hoga, 2024. "How to Compare Copula Forecasts?," Papers 2410.04165, arXiv.org.
    32. Pablo Pincheira Brown & Nicolás Hardy, 2024. "Correlation‐based tests of predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1835-1858, September.
    33. Edda Claus, 2011. "Seven Leading Indexes of New Zealand Employment," The Economic Record, The Economic Society of Australia, vol. 87(276), pages 76-89, March.
    34. Alexander, Carol & Han, Yang & Meng, Xiaochun, 2023. "Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1078-1096.
    35. Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series 42_09, Rimini Centre for Economic Analysis.
    36. Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2018. "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(2), pages 219-242, February.
    37. Filip Stanek, 2021. "Optimal Out-of-Sample Forecast Evaluation under Stationarity," CERGE-EI Working Papers wp712, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    38. Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-949, CIRJE, Faculty of Economics, University of Tokyo.
    39. Scott Brave & R. Andrew Butters & Alejandro Justiniano, 2016. "Forecasting Economic Activity with Mixed Frequency Bayesian VARs," Working Paper Series WP-2016-5, Federal Reserve Bank of Chicago.
    40. Ard Reijer, 2013. "Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small datasets," Empirical Economics, Springer, vol. 44(2), pages 435-453, April.
    41. Inske Pirschel & Maik H. Wolters, 2018. "Forecasting with large datasets: compressing information before, during or after the estimation?," Empirical Economics, Springer, vol. 55(2), pages 573-596, September.
    42. Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021. "Evaluating Forecast Performance with State Dependence," Working Papers 1295, Barcelona School of Economics.
    43. Pincheira, Pablo M. & West, Kenneth D., 2016. "A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts," Research in Economics, Elsevier, vol. 70(2), pages 304-319.
    44. Giacomini, Raffaella & Komunjer, Ivana, 2002. "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series qt4n99t4wz, Department of Economics, UC San Diego.
    45. Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2020. "The information content of funds from operations and net income in real estate investment trusts," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    46. Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik, 2015. "Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 135-152.
    47. Sung Je Byun, 2016. "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," Occasional Papers 16-3, Federal Reserve Bank of Dallas.
    48. Giacomini, Raffaella & Ragusa, Giuseppe, 2011. "Incorporating theoretical restrictions into forecasting by projection methods," CEPR Discussion Papers 8604, C.E.P.R. Discussion Papers.
    49. Pincheira, Pablo & Calani, Mauricio, 2010. "Communicational bias in monetary policy: can words forecast deeds?," LSE Research Online Documents on Economics 123267, London School of Economics and Political Science, LSE Library.
    50. David E. Rapach & Jack K. Strauss, 2008. "Structural breaks and GARCH models of exchange rate volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 65-90.
    51. Hofmann, Boris, 2009. "Do monetary indicators lead euro area inflation?," Journal of International Money and Finance, Elsevier, vol. 28(7), pages 1165-1181, November.
    52. Dong Hwan Oh & Andrew J. Patton, 2015. "High-Dimensional Copula-Based Distributions with Mixed Frequency Data," Finance and Economics Discussion Series 2015-50, Board of Governors of the Federal Reserve System (U.S.).
    53. Knüppel, Malte & Krüger, Fabian & Pohle, Marc-Oliver, 2022. "Score-based calibration testing for multivariate forecast distributions," Discussion Papers 50/2022, Deutsche Bundesbank.
    54. Altug, Sumru & Çakmaklı, Cem, 2015. "Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey," CEPR Discussion Papers 10419, C.E.P.R. Discussion Papers.
    55. Berardi, Michele & Galimberti, Jaqueson K., 2017. "Empirical calibration of adaptive learning," Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 219-237.
    56. Marco Aiolfi & Marius Rodriguez & Allan Timmermann, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability," Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 305-334, Summer.
    57. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White, 2003. "Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Documentos de Trabajo del ICAE 0309, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    58. Medeiros, Marcelo C. & Street, Alexandre & Valladão, Davi & Vasconcelos, Gabriel & Zilberman, Eduardo, 2022. "Short-term Covid-19 forecast for latecomers," International Journal of Forecasting, Elsevier, vol. 38(2), pages 467-488.
    59. Avdis, Efstathios & Wachter, Jessica A., 2017. "Maximum likelihood estimation of the equity premium," Journal of Financial Economics, Elsevier, vol. 125(3), pages 589-609.
    60. Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2022. "Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    61. Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers 11/2013, Deutsche Bundesbank.
    62. Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015. "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 116-141.
    63. Mikosch, Heiner & Solanko, Laura, 2017. "Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators," BOFIT Discussion Papers 19/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
    64. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
    65. Sung Hoon Choi, 2021. "Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia," Papers 2108.10250, arXiv.org, revised May 2022.
    66. Robinson Kruse & Christian Leschinski & Michael Will, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers 2016-17, Department of Economics and Business Economics, Aarhus University.
    67. Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafa{l} Weron, 2020. "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Papers 2008.08004, arXiv.org, revised Dec 2020.
    68. Ana Beatriz Galvão & James Mitchell, 2019. "Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-08, Economic Statistics Centre of Excellence (ESCoE).
    69. Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
    70. Boneva, Lena & Fawcett, Nicholas & Masolo, Riccardo M. & Waldron, Matt, 2019. "Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information," International Journal of Forecasting, Elsevier, vol. 35(1), pages 100-120.
    71. Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
    72. Knüppel, Malte & Schultefrankenfeld, Guido, 2018. "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers 56/2018, Deutsche Bundesbank.
    73. Vortelinos, Dimitrios I., 2017. "Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 824-839.
    74. Zhang, Feipeng & Gao, Hongfu & Yuan, Di, 2024. "The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model," Journal of Commodity Markets, Elsevier, vol. 35(C).
    75. Siem Jan Koopman & Rutger Lit, 2015. "A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(1), pages 167-186, January.
    76. Nima Nonejad, 2021. "Crude oil price point forecasts of the Norwegian GDP growth rate," Empirical Economics, Springer, vol. 61(5), pages 2913-2930, November.
    77. Michael D. Bauer & Glenn D. Rudebusch, 2017. "Interest Rates Under Falling Stars," CESifo Working Paper Series 6571, CESifo.
    78. Krenar AVDULAJ & Jozef BARUNIK, 2013. "Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(5), pages 425-442, November.
    79. Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos, 2021. "Trading the foreign exchange market with technical analysis and Bayesian Statistics," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 230-251.
    80. Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS) WORMS/21/07, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
    81. Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," Economics Discussion / Working Papers 20-06, The University of Western Australia, Department of Economics.
    82. Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005. "Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions," CCSO Working Papers 200505, University of Groningen, CCSO Centre for Economic Research.
    83. Clark, Todd E. & West, Kenneth D., 2006. "Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 155-186.
    84. ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    85. Fei Su & Lei Wang, 2020. "Conditional Volatility Persistence and Realized Volatility Asymmetry: Evidence from the Chinese Stock Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(14), pages 3252-3269, November.
    86. Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
    87. Claus, Edda & Lucey, Brian M., 2012. "Equity market integration in the Asia Pacific region: Evidence from discount factors," Research in International Business and Finance, Elsevier, vol. 26(2), pages 137-163.
    88. Galbraith, John W. & KI[#x1e63]Inbay, Turgut, 2005. "Content horizons for conditional variance forecasts," International Journal of Forecasting, Elsevier, vol. 21(2), pages 249-260.
    89. Marie Bessec & Julien Fouquau, 2018. "Short-run electricity load forecasting with combinations of stationary wavelet transforms," Post-Print hal-01644930, HAL.
    90. Michel Ferreira Cardia Haddad & Szabolcs Blazsek & Philip Arestis & Franz Fuerst & Hsia Hua Sheng, 2023. "The two-component Beta-t-QVAR-M-lev: a new forecasting model," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(4), pages 379-401, December.
    91. Luis Filipe Martins & Pierre Perron, 2014. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series 2014-003, Boston University - Department of Economics.
    92. Pablo Pincheira B. & Nicolás Fernández, 2011. "Jaque Mate a las Proyecciones de Consenso," Working Papers Central Bank of Chile 630, Central Bank of Chile.
    93. Jian Wang & Jason J. Wu, 2012. "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 103-144, February.
    94. Pincheira, Pablo, 2017. "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper 77027, University Library of Munich, Germany.
    95. A. Girardi & R. Golinelli & C. Pappalardo, 2014. "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers wp919, Dipartimento Scienze Economiche, Universita' di Bologna.
    96. Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2016. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CESifo Working Paper Series 5759, CESifo.
    97. M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," CESifo Working Paper Series 2543, CESifo.
    98. Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017. "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 276-284.
    99. Sermpinis, Georgios & Stasinakis, Charalampos & Hassanniakalager, Arman, 2017. "Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds," European Journal of Operational Research, Elsevier, vol. 263(2), pages 540-558.
    100. Bartosz Uniejewski & Katarzyna Maciejowska, 2022. "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers 2207.04794, arXiv.org.
    101. Robert J. Bianchi & Michael E. Drew & Timothy Whittaker, 2016. "The Predictive Performance of Asset Pricing Models: Evidence from the Australian Securities Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-18, December.
    102. Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013. "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers 13-068/III, Tinbergen Institute.
    103. Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
    104. Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2014. "Combining distributions of real-time forecasts: An application to U.S. growth," Research Memorandum 027, Maastricht University, Graduate School of Business and Economics (GSBE).
    105. Christian Gourieroux & Wei Liu, 2009. "Control and Out‐of‐Sample Validation of Dependent Risks," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 683-707, September.
    106. Katelijne A.E. Carbonez & Van Thi Tuong Nguyen & Piet Sercu, 2011. "Hedging with Two Futures Contracts: Simplicity Pays," European Financial Management, European Financial Management Association, vol. 17(5), pages 806-834, November.
    107. Chevillon, Guillaume & Mavroeidis, Sophocles, 2011. "Learning generates Long Memory," ESSEC Working Papers WP1113, ESSEC Research Center, ESSEC Business School.
    108. Nonejad, Nima, 2021. "Predicting equity premium by conditioning on macroeconomic variables: A prediction selection strategy using the price of crude oil," Finance Research Letters, Elsevier, vol. 41(C).
    109. Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
    110. Matteo Mogliani & Florens Odendahl, 2025. "Density forecast transformations," Working Papers 2511, Banco de España.
    111. Martinez-Martin Jaime & Morris Richard & Onorante Luca & Piersanti Fabio Massimo, 2024. "Merging Structural and Reduced-Form Models for Forecasting," The B.E. Journal of Macroeconomics, De Gruyter, vol. 24(1), pages 399-437, January.
    112. Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo, 2023. "Testing the predictive accuracy of COVID-19 forecasts," International Journal of Forecasting, Elsevier, vol. 39(2), pages 606-622.
    113. Kirstin Hubrich & Kenneth D. West, 2010. "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
    114. Hännikäinen, Jari, 2014. "Multi-step forecasting in the presence of breaks," MPRA Paper 55816, University Library of Munich, Germany.
    115. Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
    116. Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working papers 2011-02, University of Connecticut, Department of Economics, revised Aug 2012.
    117. Joëts, Marc, 2015. "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," European Journal of Operational Research, Elsevier, vol. 247(1), pages 204-215.
    118. Laura Coroneo & Fabrizio Iacone, 2020. "Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 391-409, June.
    119. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate Rotated ARCH Models," Economics Papers 2012-W01, Economics Group, Nuffield College, University of Oxford.
    120. Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real-Time Out-of-Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, March.
    121. Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2013. "Does Central Bank Staff Beat Private Forecasters?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79925, Verein für Socialpolitik / German Economic Association.
    122. Zanetti Chini, Emilio, 2018. "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," International Journal of Forecasting, Elsevier, vol. 34(4), pages 711-732.
    123. Boriss Siliverstovs, 2013. "Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 129-151.
    124. Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2009. "Survey Data as Coicident or Leading Indicators," Economics Working Papers ECO2009/19, European University Institute.
    125. Rodríguez, Gabriel, 2017. "Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 393-420.
    126. Santos, André A. P. & Nogales, Francisco J., 2009. "Comparing univariate and multivariate models to forecast portfolio value-at-risk," DES - Working Papers. Statistics and Econometrics. WS ws097222, Universidad Carlos III de Madrid. Departamento de Estadística.
    127. Ignacio Garr'on & C. Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2024. "International vulnerability of inflation," Papers 2410.20628, arXiv.org, revised Oct 2024.
    128. Yelland, Phillip M., 2010. "Bayesian forecasting of parts demand," International Journal of Forecasting, Elsevier, vol. 26(2), pages 374-396, April.
    129. Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
    130. Mansoor Maitah & Daniel Toth & Elena Kuzmenko & Karel r dl & Helena Rezbov & Petra nov, 2016. "Forecast of Employment in Switzerland: The Macroeconomic View," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 132-138.
    131. Michael Dotsey & Shigeru Fujita & Tom Stark, 2011. "Do Phillips curves conditionally help to forecast inflation?," Working Papers 11-40, Federal Reserve Bank of Philadelphia.
    132. James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
    133. Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013. "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers 13-061/III, Tinbergen Institute.
    134. Emanuel Kohlscheen & Fernando Avalos & Andreas Schrimpf, 2017. "When the Walk Is Not Random: Commodity Prices and Exchange Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 121-158, June.
    135. Javier Contreras-Reyes & Byron Idrovo, 2011. "En busca de un modelo Benchmark univariado para predecir la tasa de desempleo," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
    136. Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis, 2015. "Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis," MPRA Paper 65290, University Library of Munich, Germany.
    137. Kevin Sheppard & Andrew J. Patton, 2008. "Evaluating Volatility and Correlation Forecasts," Economics Series Working Papers 2008fe22, University of Oxford, Department of Economics.
    138. Dimitrakopoulos, Stefanos & Tsionas, Mike, 2019. "Ordinal-response GARCH models for transaction data: A forecasting exercise," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1273-1287.
    139. Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
    140. Alessandro Casini & Pierre Perron, 2021. "Prewhitened Long-Run Variance Estimation Robust to Nonstationarity," Papers 2103.02235, arXiv.org, revised Aug 2024.
    141. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers 2008-10, School of Economics, The University of New South Wales.
    142. Heiner Mikosch & Laura Solanko, 2019. "Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 19-35, March.
    143. Opschoor, Anne & van Dijk, Dick & van der Wel, Michel, 2014. "Predicting volatility and correlations with Financial Conditions Indexes," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 435-447.
    144. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2010. "Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence," Working Papers 2010-039, Federal Reserve Bank of St. Louis.
    145. Avino, Davide & Nneji, Ogonna, 2012. "Are CDS spreads predictable? An analysis of linear and non-linear forecasting models," MPRA Paper 42848, University Library of Munich, Germany.
    146. Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020. "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, vol. 219(2), pages 456-477.
    147. Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2018. "Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?," Working Papers 18-4, HEC Montreal, Canada Research Chair in Risk Management, revised 25 Jun 2021.
    148. Yu‐Sheng Lai, 2018. "Estimation of the optimal futures hedge ratio for equity index portfolios using a realized beta generalized autoregressive conditional heteroskedasticity model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(11), pages 1370-1390, November.
    149. Norman R. Swanson & Weiqi Xiong, 2018. "Big data analytics in economics: What have we learned so far, and where should we go from here?," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 695-746, August.
    150. Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, vol. 15(4), pages 649-677.
    151. Barrera, Carlos, 2013. "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers 2013-009, Banco Central de Reserva del Perú.
    152. Jana Eklund & George Kapetanios & Simon Price, 2013. "Robust Forecast Methods and Monitoring during Structural Change," Manchester School, University of Manchester, vol. 81, pages 3-27, October.
    153. Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO, 2003. "The transmission mechanism in a changing world," Economics Working Papers ECO2003/18, European University Institute.
    154. Thomadakis, Apostolos, 2016. "Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence," MPRA Paper 71589, University Library of Munich, Germany.
    155. Stanislav Anatolyev & Nikolay Gospodinov, 2007. "Modeling Financial Return Dynamics by Decomposition," Working Papers w0095, New Economic School (NES).
    156. Tsiotas, Georgios, 2012. "On generalised asymmetric stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 151-172, January.
    157. Joseph, Andreas & Potjagailo, Galina & Chakraborty, Chiranjit & Kapetanios, George, 2024. "Forecasting UK inflation bottom up," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1521-1538.
    158. Marie Bessec & Julien Fouquau & Sophie Meritet, 2014. "Forecasting electricity spot prices using time-series models with a double temporal segmentation," Working Papers 2014-588, Department of Research, Ipag Business School.
    159. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
    160. Torben G. Andersen & Tim Bollerslev & Xin Huang, 2007. "A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures," CREATES Research Papers 2007-14, Department of Economics and Business Economics, Aarhus University.
    161. Linton, Oliver & Wu, Jianbin, 2020. "A coupled component DCS-EGARCH model for intraday and overnight volatility," Journal of Econometrics, Elsevier, vol. 217(1), pages 176-201.
    162. Luisa Bisaglia & Matteo Grigoletto, 2021. "A new time-varying model for forecasting long-memory series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 139-155, March.
    163. Kenneth D. West & Todd Clark, 2006. "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers 0326, National Bureau of Economic Research, Inc.
    164. Patrick Schmidt & Matthias Katzfuss & Tilmann Gneiting, 2021. "Interpretation of point forecasts with unknown directive," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(6), pages 728-743, September.
    165. Anne Opschoor & André Lucas & István Barra & Dick van Dijk, 2021. "Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1066-1079, October.
    166. Andrew Martinez, 2017. "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series) 1717, Federal Reserve Bank of Cleveland.
    167. Barbara Rossi & Tatevik Sekhposyan, 2014. "Alternative tests for correct specification of conditional predictive densities," Economics Working Papers 1416, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
    168. Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 11/13, Monash University, Department of Econometrics and Business Statistics.
    169. Atsushi Inoue & Barbara Rossi, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
    170. LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    171. Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
    172. Ouysse, Rachida, 2016. "Bayesian model averaging and principal component regression forecasts in a data rich environment," International Journal of Forecasting, Elsevier, vol. 32(3), pages 763-787.
    173. Juan Díaz Maureira & Gustavo Leyva Jiménez, 2009. "Proyección de la inflación chilena en tiempos difíciles," Monetaria, CEMLA, vol. 0(4), pages 491-522, octubre-d.
    174. Marco Aiolfi & Carlo Ambrogio Favero, "undated". "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers 221, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    175. Mittnik, Stefan & Robinzonov, Nikolay & Spindler, Martin, 2015. "Stock market volatility: Identifying major drivers and the nature of their impact," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 1-14.
    176. Raffaella Giacomini & Barbara Rossi, 2013. "Forecasting in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 17, pages 381-408, Edward Elgar Publishing.
    177. Todd E. Clark & Michael W. McCracken, 2010. "Reality checks and nested forecast model comparisons," Working Papers 2010-032, Federal Reserve Bank of St. Louis.
    178. Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013. "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers 645, University of Oxford, Department of Economics.
    179. Lhuissier St phane, 2022. "Financial Conditions and Macroeconomic Downside Risks in the Euro Area," Working papers 863, Banque de France.
    180. Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román, 2014. "On Forecast Evaluation," Borradores de Economia 11604, Banco de la Republica.
    181. Bartosz Uniejewski, 2023. "Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices," Papers 2302.00411, arXiv.org, revised Nov 2024.
    182. Medel, Carlos A., 2012. "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper 35949, University Library of Munich, Germany.
    183. Şener, Emrah & Baronyan, Sayad & Ali Mengütürk, Levent, 2012. "Ranking the predictive performances of value-at-risk estimation methods," International Journal of Forecasting, Elsevier, vol. 28(4), pages 849-873.
    184. Bjoern Schulte-Tillmann & Mawuli Segnon & Timo Wiedemann, 2023. "A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches," CQE Working Papers 10523, Center for Quantitative Economics (CQE), University of Muenster.
    185. Fabian Kr ger & Todd E. Clark & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers No 8/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    186. Hännikäinen, Jari, 2015. "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper 66759, University Library of Munich, Germany.
    187. Jennifer Castle & David Hendry, 2012. "Forecasting by factors, by variables, or both?," Economics Series Working Papers 600, University of Oxford, Department of Economics.
    188. Timo Dimitriadis & iaochun Liu & Julie Schnaitmann, 2023. "Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 412-444.
    189. Alessandra Canepa, & Karanasos, Menelaos & Paraskevopoulos, Athanasios & Chini, Emilio Zanetti, 2022. "Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202212, University of Turin.
    190. Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers.
    191. Marcellino, Massimiliano & Jordà , Òscar, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
    192. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
    193. Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2018. "Selection of calibration windows for day-ahead electricity price forecasting," HSC Research Reports HSC/18/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    194. Norman Swanson & Valentina Corradi, 2006. "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers 200618, Rutgers University, Department of Economics.
    195. Stella Moisan & Rodrigo Herrera & Adam Clements, 2017. "A Dynamic Multiple Equation Approach for Forecasting PM2.5 Pollution in Santiago, Chile," NCER Working Paper Series 117, National Centre for Econometric Research.
    196. Costas Milas & Philip Rothman, 2007. "Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts," Working Paper series 49_07, Rimini Centre for Economic Analysis.
    197. Niels Haldrup & Oskar Knapik & Tommaso Proietti, 2016. "A generalized exponential time series regression model for electricity prices," CREATES Research Papers 2016-08, Department of Economics and Business Economics, Aarhus University.
    198. Natalia Nolde & Johanna F. Ziegel, 2016. "Elicitability and backtesting: Perspectives for banking regulation," Papers 1608.05498, arXiv.org, revised Feb 2017.
    199. Gael M. Martin & Andrew Reidy & Jill Wright, 2009. "Does the option market produce superior forecasts of noise-corrected volatility measures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 77-104.
    200. Dimitriadis, Timo & Schnaitmann, Julie, 2021. "Forecast encompassing tests for the expected shortfall," International Journal of Forecasting, Elsevier, vol. 37(2), pages 604-621.
    201. Pablo Pincheira & Hernán Rubio, 2010. "The Low Predictive Power of Simple Phillips Curves in Chile: A Real-Time Evaluation," Working Papers Central Bank of Chile 559, Central Bank of Chile.
    202. Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013. "Modeling and predicting the CBOE market volatility index," Textos para discussão 342, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    203. Neri, Marcelo Côrtes, 2014. "Brazil's middle classes," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 759, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    204. Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Series Working Papers 438, University of Oxford, Department of Economics.
    205. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2011. "Scoring rules and survey density forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 379-393, April.
    206. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
    207. Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2017. "Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting," Tinbergen Institute Discussion Papers 17-059/III, Tinbergen Institute.
    208. Seiler, Christian & Heumann, Christian, 2012. "Microdata imputations and macrodata implications: evidence from the Ifo Business Survey," MPRA Paper 37045, University Library of Munich, Germany.
    209. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    210. Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2014. "Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 753, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    211. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 2013.23, Fondazione Eni Enrico Mattei.
    212. McMillan, David G., 2014. "Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 90-101.
    213. Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon, 2014. "Generalised density forecast combinations," Bank of England working papers 492, Bank of England.
    214. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011. "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Papers 2011-W01, Economics Group, Nuffield College, University of Oxford.
    215. Raffaella Giacomini, 2014. "Economic theory and forecasting: lessons from the literature," CeMMAP working papers CWP41/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    216. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City.
    217. Nathan Goldstein & Ben‐Zion Zilberfarb, 2023. "The closer we get, the better we are?," Economic Inquiry, Western Economic Association International, vol. 61(2), pages 364-376, April.
    218. Dreger, Christian & Wolters, Jürgen, 2014. "Money demand and the role of monetary indicators in forecasting euro area inflation," International Journal of Forecasting, Elsevier, vol. 30(2), pages 303-312.
    219. Zhu, Yinchu & Timmermann, Allan, 2022. "Conditional rotation between forecasting models," Journal of Econometrics, Elsevier, vol. 231(2), pages 329-347.
    220. F. Della Marra, 2017. "A forecasting performance comparison of dynamic factor models based on static and dynamic methods," Economics Department Working Papers 2017-ME01, Department of Economics, Parma University (Italy).
    221. Bucci, Andrea & Palomba, Giulio & Rossi, Eduardo, 2023. "The role of uncertainty in forecasting volatility comovements across stock markets," Economic Modelling, Elsevier, vol. 125(C).
    222. Eric Hillebrand & Jakob Guldbæk Mikkelsen & Lars Spreng & Giovanni Urga, 2023. "Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time‐varying factor loadings," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 857-877, September.
    223. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial indicators and density forecasts for US output and inflation," Temi di discussione (Economic working papers) 977, Bank of Italy, Economic Research and International Relations Area.
    224. Abdymomunov, Azamat, 2013. "Predicting output using the entire yield curve," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 333-344.
    225. Zikes, Filip & Barunik, Jozef & Shenai, Nikhil, 2015. "Modeling and forecasting persistent financial durations," FinMaP-Working Papers 36, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    226. Paul D. McNelis & Salih N. Neftci, 2006. "Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?," Working Papers 012006, Hong Kong Institute for Monetary Research.
    227. Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2007. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 650, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    228. Amendola, Alessandra & Candila, Vincenzo & Scognamillo, Antonio, 2015. "On the influence of the U.S. monetary policy on the crude oil price volatility," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207860, Italian Association of Agricultural and Applied Economics (AIEAA).
    229. Alexander Henzi & Johanna F Ziegel, 2022. "Valid sequential inference on probability forecast performance [A comparison of the ECMWF, MSC, and NCEP global ensemble prediction systems]," Biometrika, Biometrika Trust, vol. 109(3), pages 647-663.
    230. Jonathan Benchimol & Makram El-Shagi, 2017. "Forecast Performance in Times of Terrorism," CFDS Discussion Paper Series 2017/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
    231. Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic factor models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
    232. Jeronymo Marcondes Pinto & Emerson Fernandes Marçal, 2023. "An artificial intelligence approach to forecasting when there are structural breaks: a reinforcement learning-based framework for fast switching," Empirical Economics, Springer, vol. 65(4), pages 1729-1759, October.
    233. Laura Garcia-Jorcano & Alfonso Novales, 2019. "Volatility specifications versus probability distributions in VaR forecasting," Documentos de Trabajo del ICAE 2019-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    234. Roxana Halbleib & Valeri Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers 2011-03, Department of Economics and Business Economics, Aarhus University.
    235. Kim, Young Min & Lee, Seojin, 2020. "Exchange rate predictability: A variable selection perspective," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 117-134.
    236. Galvão, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2021. "Does judgment improve macroeconomic density forecasts?," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1247-1260.
    237. Andrea Betancor & Pablo Pincheira, 2008. "Forecasting Inflation Forecast Errors," Working Papers Central Bank of Chile 477, Central Bank of Chile.
    238. Giacomini, Raffaella & Rossi, Barbara, 2008. "Forecast Comparisons in Unstable Environments," Working Papers 08-04, Duke University, Department of Economics.
    239. Blaskowitz, Oliver & Herwartz, Helmut, 2014. "Testing the value of directional forecasts in the presence of serial correlation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 30-42.
    240. Mustanen, Dmitri & Maaitah, Ahmad & Mishra, Tapas & Parhi, Mamata, 2022. "The power of investors’ optimism and pessimism in oil market forecasting," Energy Economics, Elsevier, vol. 114(C).
    241. Katja Heinisch & Rolf Scheufele, 2018. "Bottom-up or direct? Forecasting German GDP in a data-rich environment," Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
    242. Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes, 2020. "Machine Learning Advances for Time Series Forecasting," Papers 2012.12802, arXiv.org, revised Apr 2021.
    243. Ando, Tomohiro & Tsay, Ruey, 2010. "Predictive likelihood for Bayesian model selection and averaging," International Journal of Forecasting, Elsevier, vol. 26(4), pages 744-763, October.
    244. Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Papers (Old Series) 1120, Federal Reserve Bank of Cleveland.
    245. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 8, pages 413-457, Elsevier.
    246. Christian Glocker & Serguei Kaniovski, 2022. "Macroeconometric forecasting using a cluster of dynamic factor models," Empirical Economics, Springer, vol. 63(1), pages 43-91, July.
    247. Dimos Kambouroudis & David McMillan & Katerina Tsakou, 2019. "Forecasting Realized Volatility: The role of implied volatility, leverage effect, overnight returns and volatility of realized volatility," Working Papers 2019-03, Swansea University, School of Management.
    248. Arbués, Ignacio, 2013. "Determining the MSE-optimal cross section to forecast," Journal of Econometrics, Elsevier, vol. 175(2), pages 61-70.
    249. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print hal-00834423, HAL.
    250. Guoshi Tong, 2017. "Market Timing under Limited Information: An Empirical Investigation in US Treasury Market," Annals of Economics and Finance, Society for AEF, vol. 18(2), pages 291-322, November.
    251. Uniejewski, Bartosz & Weron, Rafał, 2021. "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, vol. 95(C).
    252. Lorenzo Boldrini & Eric Hillebrand, 2015. "Supervision in Factor Models Using a Large Number of Predictors," CREATES Research Papers 2015-38, Department of Economics and Business Economics, Aarhus University.
    253. Travis J. Berge & Òscar Jordà & Alan M. Taylor, 2010. "Currency Carry Trades," NBER Working Papers 16491, National Bureau of Economic Research, Inc.
    254. Barrow, Devon K., 2016. "Forecasting intraday call arrivals using the seasonal moving average method," Journal of Business Research, Elsevier, vol. 69(12), pages 6088-6096.
    255. Timmermann, Allan, 2008. "Elusive return predictability," International Journal of Forecasting, Elsevier, vol. 24(1), pages 1-18.
    256. Valentina Corradi & Norman Swanson, 2004. "Predective Density and Conditional Confidence Interval Accuracy Tests," Departmental Working Papers 200423, Rutgers University, Department of Economics.
    257. Timmermann, Allan & Zhu, Yinchu, 2019. "Comparing Forecasting Performance with Panel Data," CEPR Discussion Papers 13746, C.E.P.R. Discussion Papers.
    258. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
    259. Joan Jasiak & C. Gourieroux, 2006. "Dynamic Quantile Models," Working Papers 2006_4, York University, Department of Economics.
    260. Matei Demetrescu & Christoph Hanck & Robinson Kruse‐Becher, 2022. "Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1010-1030, August.
    261. Brent Meyer & Guhan Venkatu, 2012. "Trimmed-mean inflation statistics: just hit the one in the middle," Working Papers (Old Series) 1217, Federal Reserve Bank of Cleveland.
    262. Gary Koop & Simon Potter, 2003. "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics 04/16, Division of Economics, School of Business, University of Leicester.
    263. Ñíguez, Trino-Manuel & Perote, Javier, 2017. "Moments expansion densities for quantifying financial risk," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 53-69.
    264. Drechsel, Katja & Scheufele, Rolf, 2010. "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers 10/2010, Halle Institute for Economic Research (IWH).
    265. Tu, Anthony H. & Chen, Cathy Yi-Hsuan, 2018. "A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 243-268.
    266. Liu, Xiaochun, 2015. "Modeling time-varying skewness via decomposition for out-of-sample forecast," International Journal of Forecasting, Elsevier, vol. 31(2), pages 296-311.
    267. Andrea Monticini & Francesco Ravazzolo, 2014. "Forecasting the intraday market price of money," DISCE - Working Papers del Dipartimento di Economia e Finanza def010, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    268. Verena Monschang & Mark Trede & Bernd Wilfling, 2023. "Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test," CQE Working Papers 10623, Center for Quantitative Economics (CQE), University of Muenster.
    269. Ghent, Andra C., 2009. "Comparing DSGE-VAR forecasting models: How big are the differences?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 864-882, April.
    270. Hansen, Peter Reinhard & Lunde, Asger, 2006. "Consistent ranking of volatility models," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 97-121.
    271. Ellington, Michael, 2022. "Fat tails, serial dependence, and implied volatility index connections," European Journal of Operational Research, Elsevier, vol. 299(2), pages 768-779.
    272. Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008. "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, vol. 60(3), pages 256-276.
    273. O-Chia Chuang & Chenxu Yang, 2022. "Identifying the Determinants of Crude Oil Market Volatility by the Multivariate GARCH-MIDAS Model," Energies, MDPI, vol. 15(8), pages 1-14, April.
    274. El-Shagi, Makram, 2019. "Rationality tests in the presence of instabilities in finite samples," Economic Modelling, Elsevier, vol. 79(C), pages 242-246.
    275. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
    276. Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Andres Ramirez Hassan, 2020. "Optimal probabilistic forecasts: When do they work?," Monash Econometrics and Business Statistics Working Papers 33/20, Monash University, Department of Econometrics and Business Statistics.
    277. Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014. "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 79-94.
    278. Gorgi, Paolo & Koopman, Siem Jan & Li, Mengheng, 2019. "Forecasting economic time series using score-driven dynamic models with mixed-data sampling," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1735-1747.
    279. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
    280. Chen, Yong & Eaton, Gregory W. & Paye, Bradley S., 2018. "Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity," Journal of Financial Economics, Elsevier, vol. 130(1), pages 48-73.
    281. Cubadda, Gianluca & Guardabascio, Barbara, 2012. "A medium-N approach to macroeconomic forecasting," Economic Modelling, Elsevier, vol. 29(4), pages 1099-1105.
    282. Parigi, Giuseppe & Golinelli, Roberto, 2005. "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers 5302, C.E.P.R. Discussion Papers.
    283. Pesaran, M.H. & Timmermann, A., 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics 0331, Faculty of Economics, University of Cambridge.
    284. João Caldeira & Guilherme Moura & André Santos, 2015. "Measuring Risk in Fixed Income Portfolios using Yield Curve Models," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 65-82, June.
    285. Carlos Medel, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile 769, Central Bank of Chile.
    286. de Almeida, Daniel & Hotta, Luiz K. & Ruiz, Esther, 2018. "MGARCH models: Trade-off between feasibility and flexibility," International Journal of Forecasting, Elsevier, vol. 34(1), pages 45-63.
    287. Ahmed, Shamim & Liu, Xiaoquan & Valente, Giorgio, 2016. "Can currency-based risk factors help forecast exchange rates?," International Journal of Forecasting, Elsevier, vol. 32(1), pages 75-97.
    288. Yu‐Sheng Lai, 2019. "Flexible covariance dynamics, high‐frequency data, and optimal futures hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(12), pages 1529-1548, December.
    289. Cao, Yi & Liu, Xiaoquan & Zhai, Jia, 2021. "Option valuation under no-arbitrage constraints with neural networks," European Journal of Operational Research, Elsevier, vol. 293(1), pages 361-374.
    290. Jokubaitis, Saulius & Celov, Dmitrij & Leipus, Remigijus, 2021. "Sparse structures with LASSO through principal components: Forecasting GDP components in the short-run," International Journal of Forecasting, Elsevier, vol. 37(2), pages 759-776.
    291. Grzegorz Dudek, 2022. "A Comprehensive Study of Random Forest for Short-Term Load Forecasting," Energies, MDPI, vol. 15(20), pages 1-19, October.
    292. Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
    293. Rossi, Barbara & Giacomini, Raffaella, 2005. "How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?," Working Papers 05-08, Duke University, Department of Economics.
    294. Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
    295. Arkadiusz Lipiecki & Bartosz Uniejewski & Rafa{l} Weron, 2024. "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Papers 2404.02270, arXiv.org, revised Oct 2024.
    296. Roccazzella, Francesco & Candelon, Bertrand, 2022. "Should we care about ECB inflation expectations?," LIDAM Discussion Papers LFIN 2022004, Université catholique de Louvain, Louvain Finance (LFIN).
    297. Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2015. "A real-time quantile-regression approach to forecasting gold returns under asymmetric loss," Resources Policy, Elsevier, vol. 45(C), pages 299-306.
    298. Pablo Pincheira, 2011. "A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability," Working Papers Central Bank of Chile 607, Central Bank of Chile.
    299. Meldrum, Andrew & Raczko, Marek & Spencer, Peter, 2016. "Overseas unspanned factors and domestic bond returns," Bank of England working papers 618, Bank of England.
    300. Soylu, Pınar Kaya & Güloğlu, Bülent, 2019. "Financial contagion and flight to quality between emerging markets and U.S. bond market," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    301. Qiu, Yue, 2020. "Forecasting the Consumer Confidence Index with tree-based MIDAS regressions," Economic Modelling, Elsevier, vol. 91(C), pages 247-256.
    302. Onno Kleen, 2024. "Scaling and measurement error sensitivity of scoring rules for distribution forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 833-849, August.
    303. Alexander Vosseler & Enzo Weber, 2018. "Forecasting seasonal time series data: a Bayesian model averaging approach," Computational Statistics, Springer, vol. 33(4), pages 1733-1765, December.
    304. Dong Hwan Oh & Andrew J. Patton, 2021. "Dynamic Factor Copula Models with Estimated Cluster Assignments," Finance and Economics Discussion Series 2021-029r1, Board of Governors of the Federal Reserve System (U.S.), revised 06 May 2022.
    305. Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021. "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series HIAS-E-104, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    306. Hubrich, Kirstin, 2005. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
    307. Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2023. "Discovering the drivers of stock market volatility in a data-rich world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    308. Kratz, Marie & Lok, Y-H & McNeil, Alexander J., 2016. "Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall," ESSEC Working Papers WP1617, ESSEC Research Center, ESSEC Business School.
    309. Andre Lucas & Anne Opschoor, 2016. "Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns," Tinbergen Institute Discussion Papers 16-069/IV, Tinbergen Institute, revised 07 Jul 2017.
    310. Le, Van & Zurbruegg, Ralf, 2014. "Forecasting option smile dynamics," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 32-45.
    311. Edward W. Sun & Yu-Jen Wang & Min-Teh Yu, 2018. "Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 627-652, August.
    312. Hasanov, Akram Shavkatovich & Shaiban, Mohammed Sharaf & Al-Freedi, Ajab, 2020. "Forecasting volatility in the petroleum futures markets: A re-examination and extension," Energy Economics, Elsevier, vol. 86(C).
    313. Luca Barbaglia & Sergio Consoli & Sebastiano Manzan, 2024. "Forecasting GDP in Europe with textual data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 338-355, March.
    314. Dr. James Mitchell, 2009. "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers 342, National Institute of Economic and Social Research.
    315. Gao, Yuyang & Wang, Jianzhou & Yang, Hufang, 2022. "A multi-component hybrid system based on predictability recognition and modified multi-objective optimization for ultra-short-term onshore wind speed forecasting," Renewable Energy, Elsevier, vol. 188(C), pages 384-401.
    316. Li, Mengheng & Koopman, Siem Jan & Lit, Rutger & Petrova, Desislava, 2020. "Long-term forecasting of El Niño events via dynamic factor simulations," Journal of Econometrics, Elsevier, vol. 214(1), pages 46-66.
    317. Angela Capolongo & Claudia Pacella, 2019. "Forecasting inflation in the euro area: countries matter!," Temi di discussione (Economic working papers) 1224, Bank of Italy, Economic Research and International Relations Area.
    318. Dr. James Mitchell, 2009. "Macro Modelling with Many Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 337, National Institute of Economic and Social Research.
    319. Pyun, Sungjune, 2019. "Variance risk in aggregate stock returns and time-varying return predictability," Journal of Financial Economics, Elsevier, vol. 132(1), pages 150-174.
    320. Chiang, I-Hsuan Ethan & Liao, Yin & Zhou, Qing, 2021. "Modeling the cross-section of stock returns using sensible models in a model pool," Journal of Empirical Finance, Elsevier, vol. 60(C), pages 56-73.
    321. Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2008. "Core measures of inflation as predictors of total inflation," Working Papers 08-9, Federal Reserve Bank of Philadelphia.
    322. Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2020. "Economic indicators and stock market volatility in an emerging economy," Economic Systems, Elsevier, vol. 44(2).
    323. Roque Montero & Javier García-Cicco, 2012. "Modelo y Pronóstico del Precio del Cobre: Un Enfoque de Cambio de Regímenes," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 099-116, August.
    324. Siem Jan Koopman & Rutger Lit & André Lucas & Anne Opschoor, 2018. "Dynamic discrete copula models for high‐frequency stock price changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 966-985, November.
    325. Dimos S. Kambouroudis & David G. McMillan & Katerina Tsakou, 2021. "Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(10), pages 1618-1639, October.
    326. Zhou, Xinmiao & Qian, Huanhuan & Pérez-Rodríguez, Jorge. V. & González López-Valcárcel, Beatriz, 2020. "Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    327. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
    328. Valentina Corradi & Norman Swanson, 2004. "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers 200418, Rutgers University, Department of Economics.
    329. Emilio Zanetti Chini, 2017. "Generalizing Smooth Transition Autoregressions," DEM Working Papers Series 138, University of Pavia, Department of Economics and Management.
    330. Mihaela Bratu, 2011. "The Assessement Of Uncertainty In Predictions Determined By The Variables Aggregation," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(13), pages 1-31.
    331. Heinisch, Katja & Lindner, Axel, 2018. "For how long do IMF forecasts of world economic growth stay up-to-date?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest ar, pages 1-6.
    332. Medeiros, Marcelo C. & Vasconcelos, Gabriel F.R., 2016. "Forecasting macroeconomic variables in data-rich environments," Economics Letters, Elsevier, vol. 138(C), pages 50-52.
    333. Fissler Tobias & Ziegel Johanna F., 2021. "On the elicitability of range value at risk," Statistics & Risk Modeling, De Gruyter, vol. 38(1-2), pages 25-46, January.
    334. Todd E. Clark & Michael W. McCracken, 2008. "Improving forecast accuracy by combining recursive and rolling forecasts," Working Papers 2008-028, Federal Reserve Bank of St. Louis.
    335. Audrino, Francesco & Hu, Yujia, 2011. "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Economics Working Paper Series 1138, University of St. Gallen, School of Economics and Political Science.
    336. Paye, Bradley S., 2012. "‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables," Journal of Financial Economics, Elsevier, vol. 106(3), pages 527-546.
    337. Rafal Weron & Florian Ziel, 2018. "Electricity price forecasting," HSC Research Reports HSC/18/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    338. Lei, Heng & Xue, Minggao & Liu, Huiling, 2022. "Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors," Energy Economics, Elsevier, vol. 113(C).
    339. Andrea Bucci & Giulio Palomba & Eduardo Rossi, 2019. "Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach," Working Papers 440, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    340. Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013. "A predictability test for a small number of nested models," Working Paper Series 1580, European Central Bank.
    341. Stamer, Vincent, 2024. "Thinking outside the container: A sparse partial least squares approach to forecasting trade flows," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1336-1358.
    342. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Conditions and Density Forecasts for US Output and Inflation," Working Papers 715, Queen Mary University of London, School of Economics and Finance.
    343. Peter Reinhard Hansen & Allan Timmermann, 2015. "Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics," Econometrica, Econometric Society, vol. 83, pages 2485-2505, November.
    344. Ahmed, Hanan, 2022. "Extreme value statistics using related variables," Other publications TiSEM 246f0f13-701c-4c0d-8e09-e, Tilburg University, School of Economics and Management.
    345. Hong, Yongmiao & Li, Haitao & Zhao, Feng, 2007. "Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates," Journal of Econometrics, Elsevier, vol. 141(2), pages 736-776, December.
    346. Lee, Yun Shin & Scholtes, Stefan, 2014. "Empirical prediction intervals revisited," International Journal of Forecasting, Elsevier, vol. 30(2), pages 217-234.
    347. Rossi, Barbara & Sekhposyan, Tatevik, 2011. "Understanding models' forecasting performance," Journal of Econometrics, Elsevier, vol. 164(1), pages 158-172, September.
    348. Zografopoulos, Lazaros & Iannino, Maria Chiara & Psaradellis, Ioannis & Sermpinis, Georgios, 2025. "Industry return prediction via interpretable deep learning," European Journal of Operational Research, Elsevier, vol. 321(1), pages 257-268.
    349. Timmermann, Allan & Guidolin, Massimo, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers.
    350. Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011. "Variable selection, estimation and inference for multi-period forecasting problems," Journal of Econometrics, Elsevier, vol. 164(1), pages 173-187, September.
    351. Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA forecast averaging - predicting day-ahead and intraday electricity prices," WORking papers in Management Science (WORMS) WORMS/20/02, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
    352. Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019. "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS) WORMS/19/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, revised 06 Jul 2019.
    353. De Lira Salvatierra, Irving & Patton, Andrew J., 2015. "Dynamic copula models and high frequency data," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 120-135.
    354. George Milunovich, 2020. "Forecasting Australia's real house price index: A comparison of time series and machine learning methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1098-1118, November.
    355. Haroon Mumtaz & Nitin Kumar, 2012. "An application of data-rich environment for policy analysis of the Indian economy," Joint Research Papers 2, Centre for Central Banking Studies, Bank of England.
    356. Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers.
    357. Chernov, Mikhail & Mueller, Philippe, 2012. "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, vol. 106(2), pages 367-394.
    358. Boriss Siliverstovs, 2015. "Dissecting Models' Forecasting Performance," KOF Working papers 15-397, KOF Swiss Economic Institute, ETH Zurich.
    359. Pablo Pincheira Brown & Álvaro García Marín, 2009. "Forecasting Inflation in Chile With an Accurate Benchmark," Working Papers Central Bank of Chile 514, Central Bank of Chile.
    360. Kevin Moran & Simplice Aimé Nono & Imad Rherrad, 2018. "Forecasting with Many Predictors: How Useful are National and International Confidence Data?," Cahiers de recherche 1814, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    361. Krenar Avdulaj & Jozef Barunik, 2013. "Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data," Papers 1307.5981, arXiv.org, revised Feb 2015.
    362. Nonejad, Nima, 2021. "The price of crude oil and (conditional) out-of-sample predictability of world industrial production," Journal of Commodity Markets, Elsevier, vol. 23(C).
    363. Pablo Pincheira Brown & Nicolás Hardy, 2024. "The mean squared prediction error paradox," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2298-2321, September.
    364. Rossi, Barbara & Sekhposyan, Tatevik, 2010. "Have economic models' forecasting performance for US output growth and inflation changed over time, and when?," International Journal of Forecasting, Elsevier, vol. 26(4), pages 808-835, October.
    365. Chao, Shih-Wei, 2016. "Do economic variables improve bond return volatility forecasts?," International Review of Economics & Finance, Elsevier, vol. 46(C), pages 10-26.
    366. Kratz, Marie & Lok, Yen H. & McNeil, Alexander J., 2018. "Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 393-407.
    367. Hofmann, Boris, 2006. "Do monetary indicators (still) predict euro area inflation?," Discussion Paper Series 1: Economic Studies 2006,18, Deutsche Bundesbank.
    368. Casey, Eddie, 2021. "Are professional forecasters overconfident?," International Journal of Forecasting, Elsevier, vol. 37(2), pages 716-732.
    369. Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: el caso colombiano," Coyuntura Económica, Fedesarrollo, December.
    370. Semih Emre Cekin & Menelik S. Geremew & Hardik Marfatia, 2019. "Monetary policy co-movement and spillover of shocks among BRICS economies," Applied Economics Letters, Taylor & Francis Journals, vol. 26(15), pages 1253-1263, September.
    371. Nonejad, Nima, 2022. "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, vol. 83(C).
    372. Ruthira Naraidoo & Kasai Ndahiriwe, 2010. "Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank," Working Papers 201006, University of Pretoria, Department of Economics.
    373. Karol Szafranek, 2017. "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers 262, Narodowy Bank Polski.
    374. Javier Pereda, 2011. "Estimación de la tasa natural de interés para Perú: un enfoque financiero," Monetaria, CEMLA, vol. 0(4), pages 429-459, octubre-d.
    375. Bae, Juhee, 2024. "Factor-augmented forecasting in big data," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1660-1688.
    376. Taylor, Nick, 2019. "Forecasting returns in the VIX futures market," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1193-1210.
    377. Christopher G. Gibbs & Andrey L. Vasnev, 2017. "Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts," Discussion Papers 2017-10, School of Economics, The University of New South Wales.
    378. Yuru Sun & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Gael M. Martin, 2023. "Optimal probabilistic forecasts for risk management," Papers 2303.01651, arXiv.org.
    379. Jonathan Alexander Muñoz-Martínez & David Orozco & Mario A. Ramos-Veloza, 2023. "Tweeting Inflation: Real-Time measures of Inflation Perception in Colombia," Borradores de Economia 1256, Banco de la Republica de Colombia.
    380. Michael B. Gordy & Alexander J. McNeil, 2017. "Spectral backtests of forecast distributions with application to risk management," Papers 1708.01489, arXiv.org, revised Jul 2019.
    381. Carlos A. Medel Vera, 2011. "¿Akaike o Schwarz? ¿Cuál utilizar para predecir el PIB chileno?," Monetaria, CEMLA, vol. 0(4), pages 591-615, octubre-d.
    382. Shinichiro Shirota & Takayuki Hizu & Yasuhiro Omori, 2013. "Realized Stochastic Volatility with Leverage and Long Memory," CIRJE F-Series CIRJE-F-880, CIRJE, Faculty of Economics, University of Tokyo.
    383. Cecilia Frale, "undated". "Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation?," Working Papers wp2008-2, Department of the Treasury, Ministry of the Economy and of Finance.
    384. Chudik, Alexander & Pesaran, M. Hashem, 2007. "Infinite Dimensional VARs and Factor Models," IZA Discussion Papers 3206, Institute of Labor Economics (IZA).
    385. Oguzhan Akgun & Alain Pirotte & Giovanni Urga & Zhenlin Yang, 2020. "Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts," Papers 2003.02803, arXiv.org, revised Feb 2023.
    386. Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen, 2019. "Assessing predictive accuracy in panel data models with long-range dependence," CREATES Research Papers 2019-04, Department of Economics and Business Economics, Aarhus University.
    387. Pagano, Patrizio & Pisani, Massimiliano, 2009. "Risk-adjusted forecasts of oil prices," Working Paper Series 999, European Central Bank.
    388. Yuta yamauchi & Yasuhiro Omori, 2019. "Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations," CIRJE F-Series CIRJE-F-1117, CIRJE, Faculty of Economics, University of Tokyo.
    389. Ulm, M. & Hambuckers, J., 2022. "Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model," Journal of Empirical Finance, Elsevier, vol. 65(C), pages 125-148.
    390. Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir, 2024. "International vulnerability of inflation," DES - Working Papers. Statistics and Econometrics. WS 44814, Universidad Carlos III de Madrid. Departamento de Estadística.
    391. García-Verdú Santiago & Ramos Francia Manuel & Sánchez-Martínez Manuel, 2018. "TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico," Working Papers 2018-16, Banco de México.
    392. Amendola, Alessandra & Candila, Vincenzo & Gallo, Giampiero M., 2019. "On the asymmetric impact of macro–variables on volatility," Economic Modelling, Elsevier, vol. 76(C), pages 135-152.
    393. Gonzalo Calvo & Miguel Ricaurte, 2012. "Indicadores Sintéticos para la Proyección de Imacec en Chile," Working Papers Central Bank of Chile 656, Central Bank of Chile.
    394. Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, vol. 29(6), pages 2174-2182.
    395. Almeida, Caio & Ardison, Kym & Kubudi, Daniela, 2014. "Approximating Risk Premium on a Parametric Arbitrage-free Term Structure Model," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 34(2), November.
    396. Berg, Tim Oliver & Henzel, Steffen, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79783, Verein für Socialpolitik / German Economic Association.
    397. Zhang, Qin & Ni, He & Xu, Hao, 2023. "Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms," Economic Modelling, Elsevier, vol. 122(C).
    398. Pablo Pincheira & Andrés Gatty, 2016. "Forecasting Chilean inflation with international factors," Empirical Economics, Springer, vol. 51(3), pages 981-1010, November.
    399. Pablo Pincheira & Roberto Álvarez, 2012. "Evaluation of Short Run Inflation Forecasts in Chile," Working Papers Central Bank of Chile 674, Central Bank of Chile.
    400. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024. "Predictive ability tests with possibly overlapping models," Journal of Econometrics, Elsevier, vol. 241(1).
    401. Marcos à lvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez, 2019. "Estimating the economic impact of a political conflict on tourism: The case of the Catalan separatist challenge," Tourism Economics, , vol. 25(1), pages 34-50, February.
    402. Didier Nibbering, 2024. "A high‐dimensional multinomial logit model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 481-497, April.
    403. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007. "Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003;," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 203-225.
    404. Sergii Pypko, 2015. "Volatility Forecast in Crises and Expansions," JRFM, MDPI, vol. 8(3), pages 1-26, August.
    405. Duc Do, Nguyen, 2024. "Money/asset ratio as a predictor of inflation," The Quarterly Review of Economics and Finance, Elsevier, vol. 97(C).
    406. Hubert Dichtl, 2020. "Investing in the S&P 500 index: Can anything beat the buy‐and‐hold strategy?," Review of Financial Economics, John Wiley & Sons, vol. 38(2), pages 352-378, April.
    407. Kawakami, Kei, 2013. "Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate," Journal of the Japanese and International Economies, Elsevier, vol. 28(C), pages 1-18.
    408. Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang, 2011. "Demographics and The Behaviour of Interest Rates," Working Papers 388, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    409. Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
    410. Jari Hännikäinen, 2014. "The mortgage spread as a predictor of real-time economic activity," Working Papers 1496, Tampere University, Faculty of Management and Business, Economics.
    411. Kumar Shivam & Jong-Chyuan Tzou & Shang-Chen Wu, 2020. "Multi-Step Short-Term Wind Speed Prediction Using a Residual Dilated Causal Convolutional Network with Nonlinear Attention," Energies, MDPI, vol. 13(7), pages 1-29, April.
    412. Yuhyeon Bak & Cheolbeom Park, 2020. "Exchange Rate Predictability, Risk Premiums, and Predictive System," Discussion Paper Series 2006, Institute of Economic Research, Korea University.
    413. Kopoin, Alexandre & Moran, Kevin & Paré, Jean-Pierre, 2013. "Forecasting regional GDP with factor models: How useful are national and international data?," Economics Letters, Elsevier, vol. 121(2), pages 267-270.
    414. Taylor, Alan M. & Jordà , Òscar, 2009. "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," CEPR Discussion Papers 7568, C.E.P.R. Discussion Papers.
    415. Amendola, Alessandra & Storti, Giuseppe, 2008. "A GMM procedure for combining volatility forecasts," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3047-3060, February.
    416. Kaminska, Iryna & Roberts-Sklar, Matt, 2017. "Volatility in equity markets and monetary policy rate uncertainty," Bank of England working papers 700, Bank of England.
    417. Travis J. Berge, 2011. "Forecasting disconnected exchange rates," Research Working Paper RWP 11-12, Federal Reserve Bank of Kansas City.
    418. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers 22-06, Federal Reserve Bank of Cleveland.
    419. Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Paper 2014/10, Norges Bank.
    420. Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura, 2017. "Evaluation of exchange rate point and density forecasts: An application to Brazil," International Journal of Forecasting, Elsevier, vol. 33(3), pages 707-728.
    421. Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2018. "Forecasting the production side of GDP," Working Papers 2018-16, Swiss National Bank.
    422. Tian Xie, 2019. "Forecast Bitcoin Volatility with Least Squares Model Averaging," Econometrics, MDPI, vol. 7(3), pages 1-20, September.
    423. Giacomini, Raffaella & Ragusa, Giuseppe, 2014. "Theory-coherent forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 145-155.
    424. Nieto, Maria Rosa & Ruiz, Esther, 2016. "Frontiers in VaR forecasting and backtesting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 475-501.
    425. Giannone, Domenico & De Mol, Christine & Conflitti, Cristina, 2012. "Optimal Combination of Survey Forecasts," CEPR Discussion Papers 9096, C.E.P.R. Discussion Papers.
    426. Ana-Maria Fuertes & Jose Olmo, 2016. "On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?," JRFM, MDPI, vol. 9(3), pages 1-20, September.
    427. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2009. "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers 2008-010, Federal Reserve Bank of St. Louis.
    428. Owusu Junior, Peterson & Tiwari, Aviral Kumar & Tweneboah, George & Asafo-Adjei, Emmanuel, 2022. "GAS and GARCH based value-at-risk modeling of precious metals," Resources Policy, Elsevier, vol. 75(C).
    429. Marie Bessec, 2010. "Étalonnages du taux de croissance du PIB français sur la base des enquêtes de conjoncture," Économie et Prévision, Programme National Persée, vol. 193(2), pages 77-99.
    430. Barnichon, Regis & Garda, Paula, 2015. "Forecasting Unemployment across Countries: the Ins and Outs," CEPR Discussion Papers 10910, C.E.P.R. Discussion Papers.
    431. Graham Elliott & Allan Timmermann, 2016. "Forecasting in Economics and Finance," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 81-110, October.
    432. Massimiliano Giacalone & Raffaele Mattera & Eugenia Nissi, 2020. "Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy," Quality & Quantity: International Journal of Methodology, Springer, vol. 54(1), pages 67-84, February.
    433. Mauro Bernardi & Leopoldo Catania, 2016. "Comparison of Value-at-Risk models using the MCS approach," Computational Statistics, Springer, vol. 31(2), pages 579-608, June.
    434. Dichtl, Hubert & Drobetz, Wolfgang & Neuhierl, Andreas & Wendt, Viktoria-Sophie, 2021. "Data snooping in equity premium prediction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 72-94.
    435. Richard Luger, 2004. "Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates," Staff Working Papers 04-2, Bank of Canada.
    436. Mu-Chun Wang, 2009. "Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 167-182.
    437. Madadkhani, Shiva & Ikonnikova, Svetlana, 2024. "Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices," Energy Economics, Elsevier, vol. 129(C).
    438. Sebastiano Manzan & Dawit Zerom, 2015. "Asymmetric Quantile Persistence and Predictability: the Case of US Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(2), pages 297-318, April.
    439. Mont'Alverne Duarte, Angelo & Gaglianone, Wagner Piazza & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor, 2021. "Commodity prices and global economic activity: A derived-demand approach," Energy Economics, Elsevier, vol. 96(C).
    440. Andrew J. Patton & Kevin Sheppard, 2015. "Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility," The Review of Economics and Statistics, MIT Press, vol. 97(3), pages 683-697, July.
    441. Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores, 2012. "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," CEPR Discussion Papers 9269, C.E.P.R. Discussion Papers.
    442. Francesco Ravazzolo & Shaun P Vahey, 2010. "Measuring Core Inflation in Australia with Disaggregate Ensembles," RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks, Reserve Bank of Australia.
    443. Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024. "Predicting Bond Return Predictability," Management Science, INFORMS, vol. 70(2), pages 931-951, February.
    444. Ricardo Gimeno & José Manuel Marqués-Sevillano, 2009. "Incertidumbre y el precio del riesgo en un proceso de convergencia nominal," Monetaria, CEMLA, vol. 0(4), pages 451-489, octubre-d.
    445. Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
    446. Pablo Pincheira B., 2008. "Predictibilidad Encubierta en Economía: El Caso del Tipo de Cambio Nominal Chileno," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(1), pages 137-142, April.
    447. Li, Hong & Shi, Yanlin, 2021. "Forecasting mortality with international linkages: A global vector-autoregression approach," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 59-75.
    448. Costas Milas & Phil Rothman, 2005. "Multivariate STAR Unemployment Rate Forecasts," Econometrics 0502010, University Library of Munich, Germany.
    449. Kang, Haijun & Zong, Xiangyu & Wang, Jianyong & Chen, Haonan, 2023. "Binary gravity search algorithm and support vector machine for forecasting and trading stock indices," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 507-526.
    450. Kurennoy, Alexey (Куренной, Алексей), 2015. "Evaluation of the Forecasting Quality [Оценка Качества Прогнозирования]," Published Papers mak7, Russian Presidential Academy of National Economy and Public Administration.
    451. Pircalabu, A. & Hvolby, T. & Jung, J. & Høg, E., 2017. "Joint price and volumetric risk in wind power trading: A copula approach," Energy Economics, Elsevier, vol. 62(C), pages 139-154.
    452. Timmermann, Allan & Qu, Ritong & Zhu, Yinchu, 2019. "Do Any Economists Have Superior Forecasting Skills?," CEPR Discussion Papers 14112, C.E.P.R. Discussion Papers.
    453. Christian Conrad & Onno Kleen, 2020. "Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 19-45, January.
    454. Clark, Todd E. & McCracken, Michael W., 2009. "Tests of Equal Predictive Ability With Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 441-454.
    455. Benavides Guillermo & Capistrán Carlos, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México.
    456. Martínez-Martin, Jaime & Morris, Richard & Onorante, Luca & Piersanti, Fabio M., 2019. "Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box," Working Paper Series 2335, European Central Bank.
    457. Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021. "Forecasting volatility using double shrinkage methods," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 46-61.
    458. Fabrizio Iacone & Luca Rossini & Andrea Viselli, 2024. "Comparing predictive ability in presence of instability over a very short time," Papers 2405.11954, arXiv.org.
    459. Busetti, Fabio & Marcucci, Juri, 2013. "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, vol. 29(1), pages 13-27.
    460. Jari Hännikäinen, 2015. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 47-54, September.
    461. Carlos Henrique Dias Cordeiro de Castro & Fernando Antonio Lucena Aiube, 2023. "Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 369-401, March.
    462. Luciani, Matteo, 2014. "Forecasting with approximate dynamic factor models: The role of non-pervasive shocks," International Journal of Forecasting, Elsevier, vol. 30(1), pages 20-29.
    463. Kaminska, Iryna & Roberts-Sklar, Matt, 2015. "A global factor in variance risk premia and local bond pricing," Bank of England working papers 576, Bank of England.
    464. Deniz Sevinc & Edgar Mata Flores, 2021. "Macroeconomic and financial implications of multi‐dimensional interdependencies between OECD countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 741-776, January.
    465. Mao, Xiuping & Ruiz, Esther & Veiga, Helena, 2017. "Threshold stochastic volatility: Properties and forecasting," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1105-1123.
    466. Zhang, Hanyu & Dufour, Alfonso, 2019. "Modeling intraday volatility of European bond markets: A data filtering application," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 131-146.
    467. Jean-Yves Pitarakis, 2020. "A Novel Approach to Predictive Accuracy Testing in Nested Environments," Papers 2008.08387, arXiv.org, revised Oct 2023.
    468. Caio Almeida & Axel Simonsen & José Valentim Vicente, 2012. "Forecasting Bond Yields with Segmented Term Structure Models," Working Papers Series 288, Central Bank of Brazil, Research Department.
    469. Garegnani, Lorena & Gómez Aguirre, Maximiliano, 2018. "Forecasting Inflation in Argentina," IDB Publications (Working Papers) 8940, Inter-American Development Bank.
    470. Jamali, Ibrahim & Yamani, Ehab, 2019. "Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 241-263.
    471. Capistrán Carlos, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
    472. Conrad, Christian & Glas, Alexander, 2018. "‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios," Working Papers 0655, University of Heidelberg, Department of Economics.
    473. Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron, 2022. "Forecasting Electricity Prices," Papers 2204.11735, arXiv.org.
    474. Allen, Sam & Koh, Jonathan & Segers, Johan & Ziegel, Johanna, 2024. "Tail calibration of probabilistic forecasts," LIDAM Discussion Papers ISBA 2024018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    475. John Y. Campbell & Samuel B. Thompson, 2005. "Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?," Harvard Institute of Economic Research Working Papers 2084, Harvard - Institute of Economic Research.
    476. Berardi, Michele & Galimberti, Jaqueson K., 2014. "A note on the representative adaptive learning algorithm," Economics Letters, Elsevier, vol. 124(1), pages 104-107.
    477. Idrovo Aguirre, Byron & Tejada, Mauricio, 2010. "Modelos de predicción para la inflación de Chile [Inflation forecast models for Chile]," MPRA Paper 31586, University Library of Munich, Germany, revised 26 Mar 2010.
    478. Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z., 2016. "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 405-417.
    479. Hecq, A.W. & Palm, F.C. & Laurent, S.F.J.A., 2011. "Common intraday periodicity," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    480. Wei, Jie & Zhang, Yonghui, 2020. "A time-varying diffusion index forecasting model," Economics Letters, Elsevier, vol. 193(C).
    481. Carriero, Andrea & Giacomini, Raffaella, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, vol. 164(1), pages 21-34, September.
    482. Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013. "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series 330, Central Bank of Brazil, Research Department.
    483. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers 201230, University of Pretoria, Department of Economics.
    484. Ibarra, Raul, 2012. "Do disaggregated CPI data improve the accuracy of inflation forecasts?," Economic Modelling, Elsevier, vol. 29(4), pages 1305-1313.
    485. Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020. "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper 103250, University Library of Munich, Germany, revised 01 Oct 2020.
    486. Juan Carlos Pérez-Velasco Pavón, 2009. "Determinantes de la demanda por la denominación promedio de billete: el caso de México," Monetaria, CEMLA, vol. 0(4), pages 523-548, octubre-d.
    487. Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2008. "Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators," Economics Program Working Papers 08-04, The Conference Board, Economics Program.
    488. Isao Ishida, 2005. "Scanning Multivariate Conditional Densities with Probability Integral Transforms," CARF F-Series CARF-F-045, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    489. Cepni, Oguzhan & Clements, Michael P., 2024. "How local is the local inflation factor? Evidence from emerging European countries," International Journal of Forecasting, Elsevier, vol. 40(1), pages 160-183.
    490. Guilherme Schultz Lindenmeyer & Hudson Silva Torrent, 2024. "Boosting and Predictability of Macroeconomic Variables: Evidence from Brazil," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 377-409, July.
    491. Alexander M. Chinco & Adam D. Clark-Joseph & Mao Ye, 2017. "Sparse Signals in the Cross-Section of Returns," NBER Working Papers 23933, National Bureau of Economic Research, Inc.
    492. David I. Harvey & Stephen J. Leybourne & Yang Zu, 2024. "Tests for equal forecast accuracy under heteroskedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 850-869, August.
    493. El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander, 2016. "Revisiting the relative forecast performances of Fed staff and private forecasters: A dynamic approach," International Journal of Forecasting, Elsevier, vol. 32(2), pages 313-323.
    494. Ghysels, Eric & Ozkan, Nazire, 2015. "Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1009-1020.
    495. Elizondo Rocío, 2013. "Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model," Working Papers 2013-03, Banco de México.
    496. Geert Dhaene & Piet Sercu & Jianbin Wu, 2022. "Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(5), pages 868-887, May.
    497. Oh, Dong Hwan & Patton, Andrew J., 2024. "Better the devil you know: Improved forecasts from imperfect models," Journal of Econometrics, Elsevier, vol. 242(1).
    498. María Alejandra Hernández-Montes & Ramón Hernández-Ortega & Jonathan Alexander Muñoz-Martínez, 2022. "Aporte de las expectativas de empresarios al pronóstico de las variables macroeconómicas," Borradores de Economia 1202, Banco de la Republica de Colombia.
    499. Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020. "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, vol. 13(7), pages 1-16, April.
    500. Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019. "Testing Forecast Rationality for Measures of Central Tendency," Papers 1910.12545, arXiv.org, revised Jul 2024.
    501. Kees E. Bouwman & Elvira Sojli & Wing Wah Tham, 2012. "Aggregate Stock Market Illiquidity and Bond Risk Premia," Tinbergen Institute Discussion Papers 12-140/IV/DSF46, Tinbergen Institute.
    502. Matteo Mogliani & Anna Simoni, 2024. "Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting," Papers 2404.02671, arXiv.org, revised Nov 2024.
    503. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2010. "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," NBER Working Papers 16567, National Bureau of Economic Research, Inc.
    504. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.
    505. Gourieroux, C. & Monfort, A., 2021. "Model risk management: Valuation and governance of pseudo-models," Econometrics and Statistics, Elsevier, vol. 17(C), pages 1-22.
    506. Sihong Chen & Qi Li & Qiaoyu Wang & Yu Yvette Zhang, 2023. "Multivariate models of commodity futures markets: a dynamic copula approach," Empirical Economics, Springer, vol. 64(6), pages 3037-3057, June.
    507. Breitung, Jörg & Knüppel, Malte, 2018. "How far can we forecast? Statistical tests of the predictive content," Discussion Papers 07/2018, Deutsche Bundesbank.
    508. Akram Shavkatovich Hasanov & Robert Brooks & Sirojiddin Abrorov & Aktam Usmanovich Burkhanov, 2024. "Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1403-1407, November.
    509. Ahmed, Shamim & Tsvetanov, Daniel, 2016. "The predictive performance of commodity futures risk factors," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 20-36.
    510. Yafeng Shi & Tingting Ying & Yanlong Shi & Chunrong Ai, 2020. "A comparison of conditional predictive ability of implied volatility and realized measures in forecasting volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1025-1034, November.
    511. Georgios Tsiotas, 2009. "On the use of non-linear transformations in Stochastic Volatility models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(4), pages 555-583, November.
    512. Hambuckers, J. & Ulm, M., 2023. "On the role of interest rate differentials in the dynamic asymmetry of exchange rates," Economic Modelling, Elsevier, vol. 129(C).
    513. Calhoun, Gray, 2014. "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive 32462, Iowa State University, Department of Economics.
    514. Nicholas Taylor, 2014. "The Economic Value of Volatility Forecasts: A Conditional Approach," Journal of Financial Econometrics, Oxford University Press, vol. 12(3), pages 433-478.
    515. LAURENT, Sébastien & VIOLANTE, Francesco, 2012. "Volatility forecasts evaluation and comparison," LIDAM Reprints CORE 2414, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    516. Christophe BOUCHER & Wassim LE LANN & Stéphane MATTON & Sessi TOKPAVI, 2021. "Backtesting ESG Ratings," LEO Working Papers / DR LEO 2883, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    517. Laporta, Alessandro G. & Merlo, Luca & Petrella, Lea, 2018. "Selection of Value at Risk Models for Energy Commodities," Energy Economics, Elsevier, vol. 74(C), pages 628-643.
    518. Gupta, Rangan & Steinbach, Rudi, 2013. "A DSGE-VAR model for forecasting key South African macroeconomic variables," Economic Modelling, Elsevier, vol. 33(C), pages 19-33.
    519. El-Shagi, Makram, 2011. "Inflation expectations: Does the market beat econometric forecasts?," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 298-319.
    520. Sidaoui José Julián & Capistrán Carlos & Chiquiar Daniel & Ramos Francia Manuel, 2009. "A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico," Working Papers 2009-14, Banco de México.
    521. Christos Alexakis & Dimitris Kenourgios & Vasileios Pappas & Athina Petropoulou, 2021. "From dotcom to Covid-19: A convergence analysis of Islamic investments," Post-Print hal-03347374, HAL.
    522. Jorge V Pérez-Rodríguez & Juan M Hernández & Julián Andrada-Félix, 2024. "Modelling prices and volatilities in the sharing economy," Tourism Economics, , vol. 30(5), pages 1189-1215, August.
    523. Pawel Krolikowski & Kurt Graden Lunsford, 2020. "Advance Layoff Notices and Aggregate Job Loss," Working Papers 20-03R, Federal Reserve Bank of Cleveland, revised 02 Feb 2022.
    524. Lorenzo Boldrini & Eric Hillebrand, 2015. "The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach," CREATES Research Papers 2015-39, Department of Economics and Business Economics, Aarhus University.
    525. Jonathan Benchimol & André Fourçans, 2017. "Money and monetary policy in the Eurozone: an empirical analysis during crises," Post-Print hal-01525492, HAL.
    526. Boneva, Lena & Cloyne, James & Weale, Martin & Wieladek, Tomasz, 2018. "Firms' Expectations of New Orders, Employment, Costs and Prices: Evidence from Micro Data," CEPR Discussion Papers 12722, C.E.P.R. Discussion Papers.
    527. Mayer, Walter J. & Liu, Feng & Dang, Xin, 2017. "Improving the power of the Diebold–Mariano–West test for least squares predictions," International Journal of Forecasting, Elsevier, vol. 33(3), pages 618-626.
    528. Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016. "Forecasting global recessions in a GVAR model of actual and expected output," International Journal of Forecasting, Elsevier, vol. 32(2), pages 374-390.
    529. Qu, Ritong & Timmermann, Allan & Zhu, Yinchu, 2024. "Comparing forecasting performance with panel data," International Journal of Forecasting, Elsevier, vol. 40(3), pages 918-941.
    530. Yaojie Zhang & Yudong Wang & Feng Ma & Yu Wei, 2022. "To jump or not to jump: momentum of jumps in crude oil price volatility prediction," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-31, December.
    531. Hajo Holzmann & Matthias Eulert, 2014. "The role of the information set for forecasting - with applications to risk management," Papers 1404.7653, arXiv.org.
    532. Michael S. O’Doherty & N. E. Savin & Ashish Tiwari, 2016. "Evaluating Hedge Funds with Pooled Benchmarks," Management Science, INFORMS, vol. 62(1), pages 69-89, January.
    533. Yuta Yamauchi & Yasuhiro Omori, 2018. "Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations," Papers 1809.09928, arXiv.org, revised Mar 2019.
    534. Roberto Golinelli & Giuseppe Parigi, 2013. "Tracking world trade and GDP in real time," Temi di discussione (Economic working papers) 920, Bank of Italy, Economic Research and International Relations Area.
    535. Jie Cheng, 2024. "Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3617-3643, December.
    536. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
    537. Massimo Guidolin & Giulia F. Panzeri, 2024. "Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models," Forecasting, MDPI, vol. 6(3), pages 1-33, September.
    538. Carlos A. Medel & Michael Pedersen & Pablo M. Pincheira, 2016. "The Elusive Predictive Ability of Global Inflation," International Finance, Wiley Blackwell, vol. 19(2), pages 120-146, June.
    539. Maciej Kostrzewski & Jadwiga Kostrzewska, 2021. "The Impact of Forecasting Jumps on Forecasting Electricity Prices," Energies, MDPI, vol. 14(2), pages 1-17, January.
    540. Boriss Siliverstovs & Konstantin A. Kholodilin, 2006. "On Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use It," Discussion Papers of DIW Berlin 598, DIW Berlin, German Institute for Economic Research.
    541. Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2016. "A quantile-boosting approach to forecasting gold returns," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 38-55.
    542. Rodrigo Herrera & Adam Clements, 2020. "A marked point process model for intraday financial returns: modeling extreme risk," Empirical Economics, Springer, vol. 58(4), pages 1575-1601, April.
    543. Todd E. Clark & Kenneth D. West, 2005. "Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference," NBER Technical Working Papers 0305, National Bureau of Economic Research, Inc.
    544. Michael P. Clements & Ana Beatriz Galvão, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers 678, Queen Mary University of London, School of Economics and Finance.
    545. A. Amendola & V. Candila, 2016. "Evaluation of volatility predictions in a VaR framework," Quantitative Finance, Taylor & Francis Journals, vol. 16(5), pages 695-709, May.
    546. Nima Zarrabi & Stuart Snaith & Jerry Coakley, 2022. "Exchange rate forecasting using economic models and technical trading rules," The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 997-1018, July.
    547. Ellington, Michael & Fu, Xi & Zhu, Yunyi, 2023. "Real estate illiquidity and returns: A time-varying regional perspective," International Journal of Forecasting, Elsevier, vol. 39(1), pages 58-72.
    548. Travis J. Berge, 2015. "Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(6), pages 455-471, September.
    549. Pablo Pincheira & Carlos A. Medel, 2012. "Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis," Working Papers Central Bank of Chile 677, Central Bank of Chile.
    550. Psaradellis, Ioannis & Sermpinis, Georgios, 2016. "Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1268-1283.
    551. Apergis, Nicholas & Mustafa, Ghulam & Malik, Shafaq, 2023. "The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 27-35.
    552. Drechsel, Katja & Scheufele, Rolf, 2012. "The performance of short-term forecasts of the German economy before and during the 2008/2009 recession," International Journal of Forecasting, Elsevier, vol. 28(2), pages 428-445.
    553. Qiao, Fang & Xu, Lai & Zhang, Xiaoyan & Zhou, Hao, 2024. "Variance risk premiums in emerging markets," Journal of Banking & Finance, Elsevier, vol. 167(C).
    554. Boucher, C. & Jasinski, A. & Tokpavi, S., 2023. "Conditional mean reversion of financial ratios and the predictability of returns," Journal of International Money and Finance, Elsevier, vol. 137(C).
    555. Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020. "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 36-49.
    556. Yuta Kurose, 2022. "Bayesian GARCH modeling for return and range," Economics Bulletin, AccessEcon, vol. 42(3), pages 1717-1727.
    557. Audrino, Francesco, 2014. "Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 43-60.
    558. Ghent, Andra, 2006. "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper 180, University Library of Munich, Germany.
    559. Michael P. Clements & David F. Hendry, 2005. "Guest Editors’ Introduction: Information in Economic Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 713-753, December.
    560. Taylor, James W., 2021. "Evaluating quantile-bounded and expectile-bounded interval forecasts," International Journal of Forecasting, Elsevier, vol. 37(2), pages 800-811.
    561. Lehrer, Steven & Xie, Tian & Zhang, Xinyu, 2021. "Social media sentiment, model uncertainty, and volatility forecasting," Economic Modelling, Elsevier, vol. 102(C).
    562. Anthony Garratt & Timo Henckel & Shaun P. Vahey, 2019. "Empirically-transformed linear opinion pools," CAMA Working Papers 2019-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    563. Galvão, Ana Beatriz, 2017. "Data revisions and DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
    564. Giovanni De Luca & Giampiero M. Gallo & Danilo Carità, 2017. "Evaluating Combined Forecasts for Realized Volatility Using Asymmetric Loss Functions," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 2(2), pages 99-111, December.
    565. Todd E. Clark & Michael W. McCracken, 2010. "Testing for unconditional predictive ability," Working Papers 2010-031, Federal Reserve Bank of St. Louis.
    566. Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2014. "Does the federal reserve staff still beat private forecasters?," Working Paper Series 1635, European Central Bank.
    567. Hendry, David F. & Hubrich, Kirstin, 2006. "Forecasting economic aggregates by disaggregates," Working Paper Series 589, European Central Bank.
    568. Hännikäinen, Jari, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper 56737, University Library of Munich, Germany.
    569. Dovern, Jonas & Ziegler, Christina, 2008. "Predicting growth rates and recessions: assessing US leading indicators under real-time conditions," Kiel Working Papers 1397, Kiel Institute for the World Economy (IfW Kiel).
    570. Ellington, Michael & Stamatogiannis, Michalis P. & Zheng, Yawen, 2022. "A study of cross-industry return predictability in the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 83(C).
    571. Steven Trypsteen, 2014. "The Importance of a Time-Varying Variance and Cross-Country Interactions in Forecast Models," Discussion Papers 2014/15, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    572. West, Kenneth D., 2006. "Forecast Evaluation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 3, pages 99-134, Elsevier.
    573. Nonejad, Nima, 2023. "Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 91-122.
    574. Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2018. "Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 21-32.
    575. Garcia, Márcio G.P. & Medeiros, Marcelo C. & Vasconcelos, Gabriel F.R., 2017. "Real-time inflation forecasting with high-dimensional models: The case of Brazil," International Journal of Forecasting, Elsevier, vol. 33(3), pages 679-693.
    576. Gabriel Rodríguez, 2016. "Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory [Modelando la volatilidad de los mercados bursátiles y cam," Documentos de Trabajo / Working Papers 2016-416, Departamento de Economía - Pontificia Universidad Católica del Perú.
    577. Jie Cheng, 2023. "Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies," Empirical Economics, Springer, vol. 65(2), pages 899-924, August.
    578. Lindblad, Annika, 2017. "Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility," MPRA Paper 80266, University Library of Munich, Germany.
    579. Önder, Ali Sina & Yilmazkuday, Hakan, 2016. "Trade partner diversification and growth: How trade links matter," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 241-258.
    580. Garratt, Anthony & Mitchell, James & Vahey, Shaun P., 2014. "Measuring output gap nowcast uncertainty," International Journal of Forecasting, Elsevier, vol. 30(2), pages 268-279.
    581. Fritzsch, Simon & Timphus, Maike & Weiß, Gregor, 2024. "Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?," Journal of Banking & Finance, Elsevier, vol. 158(C).
    582. Kauppi, Heikki & Virtanen, Timo, 2021. "Boosting nonlinear predictability of macroeconomic time series," International Journal of Forecasting, Elsevier, vol. 37(1), pages 151-170.
    583. Todd E. Clark & Michael W. McCracken, 2011. "Tests of equal forecast accuracy for overlapping models," Working Papers (Old Series) 1121, Federal Reserve Bank of Cleveland.
    584. Kalamara, Eleni & Turrell, Arthur & Redl, Chris & Kapetanios, George & Kapadia, Sujit, 2020. "Making text count: economic forecasting using newspaper text," Bank of England working papers 865, Bank of England.
    585. Filipović, Damir & Gourier, Elise & Mancini, Loriano, 2016. "Quadratic variance swap models," Journal of Financial Economics, Elsevier, vol. 119(1), pages 44-68.
    586. Diks, Cees & Fang, Hao, 2020. "Comparing density forecasts in a risk management context," International Journal of Forecasting, Elsevier, vol. 36(2), pages 531-551.
    587. Fawcett, Nicholas & Koerber, Lena & Masolo, Riccardo & Waldron, Matthew, 2015. "Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis," Bank of England working papers 538, Bank of England.
    588. Albuquerque, Bruno & Baumann, Ursel, 2017. "Will US inflation awake from the dead? The role of slack and non-linearities in the Phillips curve," Journal of Policy Modeling, Elsevier, vol. 39(2), pages 247-271.
    589. Li, Jia & Patton, Andrew J., 2018. "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, vol. 203(2), pages 223-240.
    590. Ulrich Gunter, 2021. "Improving Hotel Room Demand Forecasts for Vienna across Hotel Classes and Forecast Horizons: Single Models and Combination Techniques Based on Encompassing Tests," Forecasting, MDPI, vol. 3(4), pages 1-36, November.
    591. Calista Cheung & Frédérick Demers, 2007. "Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation," Staff Working Papers 07-8, Bank of Canada.
    592. Liu, Yang & Swanson, Norman R., 2024. "An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1391-1409.
    593. Johan Hagenbjörk & Jörgen Blomvall, 2019. "Simulation and evaluation of the distribution of interest rate risk," Computational Management Science, Springer, vol. 16(1), pages 297-327, February.
    594. Feng Zhao & Guofu Zhou & Xiaoneng Zhu, 2021. "Unspanned Global Macro Risks in Bond Returns," Management Science, INFORMS, vol. 67(12), pages 7825-7843, December.
    595. Christophe Boucher & Wassim Le Lann & Stéphane Matton & Sessi Tokpavi, 2024. "Are ESG ratings informative to forecast idiosyncratic risk?," Working Papers hal-04140193, HAL.
    596. David Coble & Pablo Pincheira, 2021. "Forecasting building permits with Google Trends," Empirical Economics, Springer, vol. 61(6), pages 3315-3345, December.
    597. Andrea BUCCI, 2017. "Forecasting Realized Volatility A Review," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 8(2), pages 94-138.
    598. Stanislav Anatolyev & Nikolay Gospodinov & Ibrahim Jamali & Xiaochun Liu, 2015. "Foreign exchange predictability during the financial crisis: implications for carry trade profitability," FRB Atlanta Working Paper 2015-6, Federal Reserve Bank of Atlanta.
    599. Euler Pereira G. de Mello & Francisco Marcos R. Figueiredo, 2014. "Assessing the Short-term Forecasting Power of Confidence Indices," Working Papers Series 371, Central Bank of Brazil, Research Department.
    600. Costantini, Mauro & Kunst, Robert M., 2021. "On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation," International Journal of Forecasting, Elsevier, vol. 37(2), pages 445-460.
    601. Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P., 2016. "Predicting the yield curve using forecast combinations," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 79-98.
    602. Christian Dreger & Dieter Gerdesmeier & Barbara Roffia, 2016. "Re-vitalizing Money Demand in the Euro Area: Still Valid at the Zero Lower Bound," Discussion Papers of DIW Berlin 1606, DIW Berlin, German Institute for Economic Research.
    603. Antonio Martin Arroyo & Aranzazu de Juan Fernandez, 2020. "Split-then-Combine simplex combination and selection of forecasters," Papers 2012.11935, arXiv.org.
    604. In Choi, 2012. "Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons," Working Papers 1209, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    605. Dong Hwan Oh & Andrew J. Patton, 2021. "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series 2021-071, Board of Governors of the Federal Reserve System (U.S.).
    606. Patrick Marsh, 2019. "Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns," Discussion Papers 19/02, University of Nottingham, Granger Centre for Time Series Econometrics.
    607. Markku Lanne & Jani Luoto & Henri Nyberg, 2014. "Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?," CREATES Research Papers 2014-26, Department of Economics and Business Economics, Aarhus University.
    608. Chen Xilong & Ghysels Eric & Wang Fangfang, 2011. "HYBRID GARCH Models and Intra-Daily Return Periodicity," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-28, February.
    609. Francesco Chincoli & Massimo Guidolin, 2017. "Linear and nonlinear predictability in investment style factors: multivariate evidence," Journal of Asset Management, Palgrave Macmillan, vol. 18(6), pages 476-509, October.
    610. Pincheira-Brown, Pablo & Neumann, Federico, 2020. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, vol. 37(C).
    611. Andre Lucas & Anne Opschoor & Luca Rossini, 2021. "Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution," Tinbergen Institute Discussion Papers 21-010/III, Tinbergen Institute, revised 11 Jul 2023.
    612. Anne Opschoor & Dick van Dijk & Michel van der Wel, 2013. "Predicting Covariance Matrices with Financial Conditions Indexes," Tinbergen Institute Discussion Papers 13-113/III, Tinbergen Institute.
    613. Carlos Medel, 2021. "Searching for the Best Inflation Forecasters within a Consumer Perceptions Survey: Microdata Evidence from Chile," Working Papers Central Bank of Chile 899, Central Bank of Chile.
    614. Kei Kawakami, 2008. "Forecast Selection by Conditional Predictive Ability Tests: An Application to the Yen/Dollar Exchange Rate," Bank of Japan Working Paper Series 08-E-1, Bank of Japan.
    615. Dhaene, Geert & Wu, Jianbin, 2020. "Incorporating overnight and intraday returns into multivariate GARCH volatility models," Journal of Econometrics, Elsevier, vol. 217(2), pages 471-495.
    616. Yu‐Sheng Lai, 2021. "Generalized autoregressive score model with high‐frequency data for optimal futures hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 2023-2045, December.
    617. Dur, Ayşe & Martínez García, Enrique, 2020. "Mind the gap!—A monetarist view of the open-economy Phillips curve," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
    618. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013. "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, vol. 177(2), pages 305-319.
    619. Heikki Kauppi & Timo Virtanen, 2018. "Boosting Non-linear Predictabilityof Macroeconomic Time Series," Discussion Papers 124, Aboa Centre for Economics.
    620. Alexandridis, Antonios K. & Apergis, Iraklis & Panopoulou, Ekaterini & Voukelatos, Nikolaos, 2023. "Equity premium prediction: The role of information from the options market," Journal of Financial Markets, Elsevier, vol. 64(C).
    621. Monica Defend & Aleksey Min & Lorenzo Portelli & Franz Ramsauer & Francesco Sandrini & Rudi Zagst, 2021. "Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data," Forecasting, MDPI, vol. 3(1), pages 1-35, February.
    622. Timo Dimitriadis & Julie Schnaitmann, 2019. "Forecast Encompassing Tests for the Expected Shortfall," Papers 1908.04569, arXiv.org, revised Aug 2020.
    623. Jia, Jian & Kang, Sang Baum, 2022. "Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? Evidence from the LME," Journal of Commodity Markets, Elsevier, vol. 25(C).
    624. Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Online Appendix to "Financial conditions and density forecasts for US output and inflation"," Online Appendices 14-103, Review of Economic Dynamics.
    625. Albuquerque, Bruno & Baumann, Ursel & Seitz, Franz, 2016. "What does money and credit tell us about real activity in the United States?," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 328-347.
    626. Escribano, Álvaro & Wang, Dandan, 2021. "Mixed random forest, cointegration, and forecasting gasoline prices," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1442-1462.
    627. Dbouk, Wassim & Jamali, Ibrahim, 2018. "Predicting daily oil prices: Linear and non-linear models," Research in International Business and Finance, Elsevier, vol. 46(C), pages 149-165.
    628. Timmermann, Allan & Zhu, Yinchu, 2021. "Conditional Rotation Between Forecasting Models," CEPR Discussion Papers 15917, C.E.P.R. Discussion Papers.
    629. Giuseppe Parigi & Roberto Golinelli, 2007. "The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(2), pages 77-94.
    630. Mawuli Segnon & Bjorn Schulte-Tillmann & Riza Demirer & Rangan Gupta, 2025. "Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures," Working Papers 202506, University of Pretoria, Department of Economics.
    631. Everett Grant & Julieta Yung, 2021. "The double‐edged sword of global integration: Robustness, fragility, and contagion in the international firm network," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(6), pages 760-783, September.
    632. Opschoor, Anne & Lucas, André, 2023. "Time-varying variance and skewness in realized volatility measures," International Journal of Forecasting, Elsevier, vol. 39(2), pages 827-840.
    633. Hua, Jian & Manzan, Sebastiano, 2013. "Forecasting the return distribution using high-frequency volatility measures," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4381-4403.
    634. David Hendry & Michael P. Clements, 2010. "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers 484, University of Oxford, Department of Economics.
    635. Bec, Frédérique & Gollier, Christian, 2014. "Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup," IDEI Working Papers 835, Institut d'Économie Industrielle (IDEI), Toulouse.
    636. Chevillon, Guillaume, 2009. "Multi-step forecasting in emerging economies: An investigation of the South African GDP," International Journal of Forecasting, Elsevier, vol. 25(3), pages 602-628, July.
    637. Filip Staněk, 2023. "Optimal out‐of‐sample forecast evaluation under stationarity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2249-2279, December.
    638. Jack Fosten, 2016. "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series 2016-07, School of Economics, University of East Anglia, Norwich, UK..
    639. Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
    640. Donato Ceci & Orest Prifti & Andrea Silvestrini, 2024. "Nowcasting Italian GDP growth: a Factor MIDAS approach," Temi di discussione (Economic working papers) 1446, Bank of Italy, Economic Research and International Relations Area.
    641. Anne Opschoor & Dick van Dijk & Michel van der Wel, 2014. "Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities," Tinbergen Institute Discussion Papers 14-090/III, Tinbergen Institute.
    642. Tobias Fissler & Yannick Hoga, 2021. "Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability," Papers 2104.10673, arXiv.org, revised Feb 2022.
    643. Pirschel, Inske & Wolters, Maik, 2014. "Forecasting German key macroeconomic variables using large dataset methods," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100587, Verein für Socialpolitik / German Economic Association.
    644. Ziegler, Christina & Eickmeier, Sandra, 2006. "How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Discussion Paper Series 1: Economic Studies 2006,42, Deutsche Bundesbank.
    645. Faria, Adriano & Almeida, Caio, 2018. "A hybrid spline-based parametric model for the yield curve," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 72-94.
    646. Nikoleta Anesti & Ana Beatriz Galvão & Silvia Miranda‐Agrippino, 2022. "Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 42-62, January.
    647. Tu, Anthony H. & Chen, Cathy Yi-Hsuan, 2016. "What derives the bond portfolio value-at-risk: Information roles of macroeconomic and financial stress factors," SFB 649 Discussion Papers 2016-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    648. Eran Raviv, 2013. "Prediction Bias Correction for Dynamic Term Structure Models," Tinbergen Institute Discussion Papers 13-041/III, Tinbergen Institute.
    649. Oh, Dong Hwan & Patton, Andrew J., 2023. "Dynamic factor copula models with estimated cluster assignments," Journal of Econometrics, Elsevier, vol. 237(2).
    650. Khalaf, Lynda & Saunders, Charles J., 2017. "Monte Carlo forecast evaluation with persistent data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 1-10.
    651. Yannick Hoga & Matei Demetrescu, 2023. "Monitoring Value-at-Risk and Expected Shortfall Forecasts," Management Science, INFORMS, vol. 69(5), pages 2954-2971, May.
    652. Fiszeder, Piotr & Małecka, Marta & Molnár, Peter, 2024. "Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies," Economic Modelling, Elsevier, vol. 141(C).
    653. Niels S. Hansen & Asger Lunde, 2013. "Analyzing Oil Futures with a Dynamic Nelson-Siegel Model," CREATES Research Papers 2013-36, Department of Economics and Business Economics, Aarhus University.
    654. Yu‐Sheng Lai, 2022. "Use of high‐frequency data to evaluate the performance of dynamic hedging strategies," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(1), pages 104-124, January.
    655. Fawad, Muhammad & Yan, Ting & Chen, Lu & Huang, Kangdi & Singh, Vijay P., 2019. "Multiparameter probability distributions for at-site frequency analysis of annual maximum wind speed with L-Moments for parameter estimation," Energy, Elsevier, vol. 181(C), pages 724-737.
    656. Loaiza-Maya, Rubén & Nibbering, Didier & Zhu, Dan, 2024. "Hybrid unadjusted Langevin methods for high-dimensional latent variable models," Journal of Econometrics, Elsevier, vol. 241(2).
    657. Norman R. Swanson & Weiqi Xiong & Xiye Yang, 2020. "Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 587-613, August.
    658. Ibarra-Ramírez Raúl, 2010. "Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?," Working Papers 2010-01, Banco de México.
    659. Golinelli, Roberto & Parigi, Giuseppe, 2008. "Real-time squared: A real-time data set for real-time GDP forecasting," International Journal of Forecasting, Elsevier, vol. 24(3), pages 368-385.
    660. Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021. "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS) WORMS/21/04, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
    661. Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
    662. Byun, Sung Je, 2016. "The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 162-180.
    663. Manuel Landajo & Javier De Andrés & Pedro Lorca, 2008. "Measuring firm performance by using linear and non‐parametric quantile regressions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(2), pages 227-250, April.
    664. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-172/4, Tinbergen Institute.
    665. González-Pla, Francisco & Lovreta, Lidija, 2022. "Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory," Finance Research Letters, Elsevier, vol. 48(C).
    666. Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020. "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, vol. 71(C).
    667. Mihaylov, George & Cheong, Chee Seng & Zurbruegg, Ralf, 2015. "Can security analyst forecasts predict gold returns?," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 237-246.
    668. Nikolsko-Rzhevskyy, Alex & Prodan, Ruxandra, 2012. "Markov switching and exchange rate predictability," International Journal of Forecasting, Elsevier, vol. 28(2), pages 353-365.
    669. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008.
    670. Sandra Hanslin Grossmann & Rolf Scheufele, 2016. "Foreign PMIs: A reliable indicator for exports?," Working Papers 2016-01, Swiss National Bank.
    671. Reichenbacher, Michael & Schuster, Philipp, 2022. "Size-adapted bond liquidity measures and their asset pricing implications," Journal of Financial Economics, Elsevier, vol. 146(2), pages 425-443.
    672. Coroneo, Laura & Iacone, Fabrizio & Profumo, Fabio, 2024. "Survey density forecast comparison in small samples," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1486-1504.
    673. Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena, 2012. "Predicción de la inflación en México con modelos desagregados por componente," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 133-167.
    674. Qu, Ritong & Timmermann, Allan & Zhu, Yinchu, 2023. "Comparing forecasting performance in cross-sections," Journal of Econometrics, Elsevier, vol. 237(2).
    675. Pincheira, Pablo & Hardy, Nicolas, 2020. "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper 105020, University Library of Munich, Germany.
    676. Manzan, Sebastiano & Zerom, Dawit, 2009. "Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?," MPRA Paper 14387, University Library of Munich, Germany.
    677. Elena Andreou & Constantinos Kourouyiannis & Andros Kourtellos, 2012. "Volatility Forecast Combinations using Asymmetric Loss Functions," University of Cyprus Working Papers in Economics 07-2012, University of Cyprus Department of Economics.
    678. De Gooijer, Jan G. & Henter, Gustav Eje & Yuan, Ao, 2022. "Kernel-based hidden Markov conditional densities," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).
    679. Marco Lombardi & Mr. Raphael A Espinoza & Fabio Fornari, 2009. "The Role of Financial Variables in Predicting Economic Activity in the Euro Area," IMF Working Papers 2009/241, International Monetary Fund.
    680. Buncic, Daniel & Gisler, Katja I.M., 2017. "The role of jumps and leverage in forecasting volatility in international equity markets," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 1-19.
    681. Lai, Yu-Sheng, 2023. "Economic evaluation of dynamic hedging strategies using high-frequency data," Finance Research Letters, Elsevier, vol. 57(C).
    682. Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2022. "Belief Distortions and Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 112(7), pages 2269-2315, July.
    683. Rebekka Buse & Konstantin Gorgen & Melanie Schienle, 2022. "Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests," Papers 2203.08224, arXiv.org, revised Dec 2024.
    684. Park, Timothy A. & Gubanova, Tatiana & Lohr, Luanne & Escalante, Cesar L., 2005. "Forecasting Organic Food Prices: Testing and Evaluating Conditional Predictive Ability," 2005 Annual meeting, July 24-27, Providence, RI 19412, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    685. Nader Trabelsi & Aviral Kumar Tiwari, 2023. "CO2 Emission Allowances Risk Prediction with GAS and GARCH Models," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 775-805, February.
    686. Kozhan, Roman & Salmon, Mark, 2012. "The information content of a limit order book: The case of an FX market," Journal of Financial Markets, Elsevier, vol. 15(1), pages 1-28.
    687. Pablo Pincheira, 2012. "A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(3), pages 04-39, December.
    688. Aslanidis, Nektarios & Martinez, Oscar, 2021. "Correlation regimes in international equity and bond returns," Economic Modelling, Elsevier, vol. 97(C), pages 397-410.
    689. Michele Berardi & Jaqueson K. Galimberti, 2012. "On the plausibility of adaptive learning in macroeconomics: A puzzling conflict in the choice of the representative algorithm," Centre for Growth and Business Cycle Research Discussion Paper Series 177, Economics, The University of Manchester.
    690. Fei Su, 2018. "Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2018, January-A.
    691. Maria Gonzalez-Perez & Alfonso Novales, 2011. "The information content in a volatility index for Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(2), pages 185-216, June.
    692. Leonardo N. Ferreira, 2021. "Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication," Working Papers Series 559, Central Bank of Brazil, Research Department.
    693. Byron Botha & Geordie Reid & Tim Olds & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African GDP using a suite of statistical models," Working Papers 11001, South African Reserve Bank.
    694. Peter Horvath & Jia Li & Zhipeng Liao & Andrew J. Patton, 2022. "A consistent specification test for dynamic quantile models," Quantitative Economics, Econometric Society, vol. 13(1), pages 125-151, January.
    695. Eric Hillebrand & Jakob Mikkelsen & Lars Spreng & Giovanni Urga, 2020. "Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings," CREATES Research Papers 2020-19, Department of Economics and Business Economics, Aarhus University.
    696. Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting monthly industrial production in real-time: from single equations to factor-based models," Empirical Economics, Springer, vol. 39(2), pages 303-336, October.
    697. Daniel Borup & Martin Thyrsgaard, 2017. "Statistical tests for equal predictive ability across multiple forecasting methods," CREATES Research Papers 2017-19, Department of Economics and Business Economics, Aarhus University.
    698. Qin Zhang & He Ni & Hao Xu, 2023. "Forecasting models for the Chinese macroeconomy in a data‐rich environment: Evidence from large dimensional approximate factor models with mixed‐frequency data," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 719-767, March.
    699. Ulrich Gunter & Irem Önder & Stefan Gindl, 2019. "Exploring the predictive ability of LIKES of posts on the Facebook pages of four major city DMOs in Austria," Tourism Economics, , vol. 25(3), pages 375-401, May.
    700. Mathijs Cosemans & Rik Frehen & Peter C. Schotman & Rob Bauer, 2016. "Estimating Security Betas Using Prior Information Based on Firm Fundamentals," The Review of Financial Studies, Society for Financial Studies, vol. 29(4), pages 1072-1112.
    701. Feng, Jiabao & Wang, Yudong & Yin, Libo, 2017. "Oil volatility risk and stock market volatility predictability: Evidence from G7 countries," Energy Economics, Elsevier, vol. 68(C), pages 240-254.
    702. Anne Opschoor & Dewi Peerlings & Luca Rossini & Andre Lucas, 2024. "Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution," Tinbergen Institute Discussion Papers 24-049/III, Tinbergen Institute.
    703. Watanabe, Toshiaki & Nakajima, Jouchi, 2023. "High-frequency realized stochastic volatility model," Discussion paper series HIAS-E-127, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    704. Samuel W. Malone & Robert B. Gramacy & Enrique Ter Horst, 2016. "Timing Foreign Exchange Markets," Econometrics, MDPI, vol. 4(1), pages 1-23, March.
    705. Arbués, Ignacio & Matilla-García, Mariano, 2024. "Multibenchmark reality checks," Economic Modelling, Elsevier, vol. 140(C).
    706. Jennifer Castle & David Hendry & Oleg Kitov, 2013. "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers 674, University of Oxford, Department of Economics.
    707. Amisano, Gianni & Giacomini, Raffaella, 2007. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 177-190, April.
    708. Chu, Ba, 2011. "Recovering copulas from limited information and an application to asset allocation," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1824-1842, July.
    709. Genre, Véronique & Kenny, Geoff & Meyler, Aidan & Timmermann, Allan, 2013. "Combining expert forecasts: Can anything beat the simple average?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 108-121.
    710. Jack Fosten, 2016. "Forecast evaluation with factor-augmented models," University of East Anglia School of Economics Working Paper Series 2016-05, School of Economics, University of East Anglia, Norwich, UK..
    711. Brent Meyer & Murat Tasci, 2015. "Lessons for forecasting unemployment in the United States: use flow rates, mind the trend," FRB Atlanta Working Paper 2015-1, Federal Reserve Bank of Atlanta.
    712. Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2017. "Foreign exchange predictability and the carry trade: A decomposition approach," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 199-211.
    713. Carlos Medel, 2021. "Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners," Working Papers Central Bank of Chile 900, Central Bank of Chile.
    714. Giovanni Calice & Christos Ioannidis & Julian Williams, 2011. "Credit Derivatives and the Default Risk of Large Complex Financial Institutions," CESifo Working Paper Series 3583, CESifo.
    715. Nicholas Taylor, 2015. "Realized volatility forecasting in an international context," Applied Economics Letters, Taylor & Francis Journals, vol. 22(6), pages 503-509, April.
    716. Anthony Garratt & Ivan Petrella, 2022. "Commodity prices and inflation risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 392-414, March.
    717. Bams, Dennis & Blanchard, Gildas & Lehnert, Thorsten, 2017. "Volatility measures and Value-at-Risk," International Journal of Forecasting, Elsevier, vol. 33(4), pages 848-863.
    718. Tae-Hwy Lee & Yong Bao & Burak Saltoglu, 2006. "Evaluating predictive performance of value-at-risk models in emerging markets: a reality check," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(2), pages 101-128.
    719. Tim Oliver Berg & Steffen Henzel, 2014. "Point and Density Forecasts for the Euro Area Using Bayesian VARs," CESifo Working Paper Series 4711, CESifo.
    720. Chris Heaton & Natalia Ponomareva & Qin Zhang, 2020. "Forecasting models for the Chinese macroeconomy: the simpler the better?," Empirical Economics, Springer, vol. 58(1), pages 139-167, January.
    721. Daniel Fernández, 2011. "Suficiencia del capital y previsiones de la banca uruguaya por su exposición al sector industrial," Monetaria, CEMLA, vol. 0(4), pages 517-589, octubre-d.
    722. Javier Contreras-Reyes & Wilfredo Palma, 2013. "Statistical analysis of autoregressive fractionally integrated moving average models in R," Computational Statistics, Springer, vol. 28(5), pages 2309-2331, October.
    723. Gubanova, Tatiana & Lohr, Luanne & Park, Timothy A., 2005. "Forecasting Organic Food Prices: Emerging Methods for Testing and Evaluating Conditional Predictive Ability," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19045, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    724. Pablo Pincheira, 2010. "A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts," Working Papers Central Bank of Chile 556, Central Bank of Chile.
    725. Heiner Mikosch & Ying Zhang, 2014. "Forecasting Chinese GDP Growth with Mixed Frequency Data," KOF Working papers 14-359, KOF Swiss Economic Institute, ETH Zurich.
    726. Clements, Michael P. & Galvão, Ana Beatriz, 2013. "Forecasting with vector autoregressive models of data vintages: US output growth and inflation," International Journal of Forecasting, Elsevier, vol. 29(4), pages 698-714.
    727. Jorge V Pérez-Rodríguez & María Santana-Gallego, 2020. "Modelling tourism receipts and associated risks, using long-range dependence models," Tourism Economics, , vol. 26(1), pages 70-96, February.
    728. Herrera, Ana María & Hu, Liang & Pastor, Daniel, 2018. "Forecasting crude oil price volatility," International Journal of Forecasting, Elsevier, vol. 34(4), pages 622-635.
    729. Jiménez Polanco, Miguel Alejandro & Lopez Hawa, Nabil, 2014. "Heterogeneidad y Racionalidad en las Expectativas de Inflación: Evidencia desagregada para República Dominicana [Heterogeneity and Rationality of Inflation Expectations: Disaggregated Evidence for ," MPRA Paper 75912, University Library of Munich, Germany.
    730. Ulrich Gunter, 2019. "Estimating and forecasting with a two-country DSGE model of the Euro area and the USA: the merits of diverging interest-rate rules," Empirical Economics, Springer, vol. 56(4), pages 1283-1323, April.
    731. Mariano, Roberto S. & Preve, Daniel, 2012. "Statistical tests for multiple forecast comparison," Journal of Econometrics, Elsevier, vol. 169(1), pages 123-130.
    732. Tarassow, Artur, 2019. "Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques," International Journal of Forecasting, Elsevier, vol. 35(2), pages 443-457.
    733. Clark, Todd E. & Doh, Taeyoung, 2014. "Evaluating alternative models of trend inflation," International Journal of Forecasting, Elsevier, vol. 30(3), pages 426-448.
    734. Roxana Halbleib & Valeri Voev, 2016. "Forecasting Covariance Matrices: A Mixed Approach," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 383-417.
    735. Fabian Krüger & Sebastian Lerch & Thordis Thorarinsdottir & Tilmann Gneiting, 2021. "Predictive Inference Based on Markov Chain Monte Carlo Output," International Statistical Review, International Statistical Institute, vol. 89(2), pages 274-301, August.
    736. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
    737. Martin Magris, 2019. "A Vine-copula extension for the HAR model," Papers 1907.08522, arXiv.org.
    738. Maria Dolores Gadea Rivas & Gabriel Perez-Quiros, 2015. "The Failure To Predict The Great Recession—A View Through The Role Of Credit," Journal of the European Economic Association, European Economic Association, vol. 13(3), pages 534-559, June.
    739. Pablo M. Pincheira & Carlos A. Medel, 2015. "Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(1), pages 2-29, January.
    740. Patton, Andrew J., 2011. "Data-based ranking of realised volatility estimators," Journal of Econometrics, Elsevier, vol. 161(2), pages 284-303, April.
    741. Javier García-Cicco & Roque Montero, 2011. "Modeling Copper Price: A Regime-Switching Approach," Working Papers Central Bank of Chile 613, Central Bank of Chile.
    742. Kyungchul Song, 2009. "Testing Predictive Ability and Power Robustification," PIER Working Paper Archive 09-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    743. Marcos Álvarez-Díaz, 2020. "Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods," Empirical Economics, Springer, vol. 59(3), pages 1285-1305, September.
    744. Florackis, Chris & Giorgioni, Gianluigi & Kostakis, Alexandros & Milas, Costas, 2014. "On stock market illiquidity and real-time GDP growth," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 210-229.
    745. Grzegorz Marcjasz & Jesus Lago & Rafa{l} Weron, 2020. "Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs," Papers 2008.08006, arXiv.org.
    746. You, Yu & Liu, Xiaochun, 2020. "Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach," Journal of Banking & Finance, Elsevier, vol. 116(C).
    747. Andrés Schneider, 2009. "Regímenes de flotación administrada: un enfoque de cartera," Monetaria, CEMLA, vol. 0(4), pages 549-584, octubre-d.
    748. Qiu, Yue & Wang, Yifan & Xie, Tian, 2021. "Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies," Economics Letters, Elsevier, vol. 208(C).
    749. Symitsi, Efthymia & Symeonidis, Lazaros & Kourtis, Apostolos & Markellos, Raphael, 2018. "Covariance forecasting in equity markets," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 153-168.
    750. Yannick Hoga & Timo Dimitriadis, 2021. "On Testing Equal Conditional Predictive Ability Under Measurement Error," Papers 2106.11104, arXiv.org.
    751. Tamara Burdisso & Eduardo Ariel Corso, 2011. "Incertidumbre y dolarización de cartera: el caso argentino en el último medio siglo," Monetaria, CEMLA, vol. 0(4), pages 461-515, octubre-d.
    752. Nonejad, Nima, 2022. "Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    753. Bennett, Donyetta & Mekelburg, Erik & Strauss, Jack & Williams, T.H., 2024. "Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?," Global Finance Journal, Elsevier, vol. 60(C).
    754. Rossi, Barbara & Gürkaynak, Refet & Kısacıkoğlu, Burçin, 2013. "Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?," CEPR Discussion Papers 9576, C.E.P.R. Discussion Papers.
    755. Mike Buckle & Jing Chen & Julian Williams, 2014. "How Predictable Are Equity Covariance Matrices? Evidence from High‐Frequency Data for Four Markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(7), pages 542-557, November.
    756. Yu‐Sheng Lai, 2023. "Optimal futures hedging by using realized semicovariances: The information contained in signed high‐frequency returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(5), pages 677-701, May.
    757. Uddin, Ajim & Tao, Xinyuan & Yu, Dantong, 2023. "Attention based dynamic graph neural network for asset pricing," Global Finance Journal, Elsevier, vol. 58(C).
    758. Matteo Bagnara, 2024. "Asset Pricing and Machine Learning: A critical review," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 27-56, February.
    759. Bretó, Carles & Veiga, Helena, 2011. "Forecasting volatility: does continuous time do better than discrete time?," DES - Working Papers. Statistics and Econometrics. WS ws112518, Universidad Carlos III de Madrid. Departamento de Estadística.
    760. James Lightwood & Steve Anderson & Stanton A Glantz, 2020. "Predictive validation and forecasts of short-term changes in healthcare expenditure associated with changes in smoking behavior in the United States," PLOS ONE, Public Library of Science, vol. 15(1), pages 1-18, January.
    761. Francisco Lasso-Valderrama & Héctor M. Zárate-Solano, 2019. "Forecasting the Colombian Unemployment Rate Using Labour Force Flows," Borradores de Economia 1073, Banco de la Republica de Colombia.
    762. Yen, Yu-Min & Yen, Tso-Jung, 2021. "Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions," International Journal of Forecasting, Elsevier, vol. 37(2), pages 733-758.
    763. Emilio Blanco & Fiorella Dogliolo & Lorena Garegnani, 2022. "Nowcasting during the Pandemic: Lessons from Argentina," BCRA Working Paper Series 202299, Central Bank of Argentina, Economic Research Department.
    764. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.).
    765. Pavel Yaskov, 2010. "Testing for predictive ability in the presence of structural breaks (in Russian)," Quantile, Quantile, issue 8, pages 127-135, July.
    766. Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2022. "Long-horizon stock valuation and return forecasts based on demographic projections," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 190-215.
    767. Patton, Andrew, 2013. "Copula Methods for Forecasting Multivariate Time Series," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 899-960, Elsevier.
    768. Pham, Manh Cuong & Anderson, Heather Margot & Duong, Huu Nhan & Lajbcygier, Paul, 2020. "The effects of trade size and market depth on immediate price impact in a limit order book market," Journal of Economic Dynamics and Control, Elsevier, vol. 120(C).
    769. Borup, Daniel & Rapach, David E. & Schütte, Erik Christian Montes, 2023. "Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1122-1144.
    770. Byron Botha & Tim Olds & Geordie Reid & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African gross domestic product using a suite of statistical models," South African Journal of Economics, Economic Society of South Africa, vol. 89(4), pages 526-554, December.
    771. William J. Procasky & Anwen Yin, 2022. "Forecasting high‐yield equity and CDS index returns: Does observed cross‐market informational flow have predictive power?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(8), pages 1466-1490, August.

  32. Kim, Tae-Hwan & White, Halbert, 2003. "On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index," University of California at San Diego, Economics Working Paper Series qt7b52v07p, Department of Economics, UC San Diego.

    Cited by:

    1. Sinclair-Maragh, Gaunette & Gursoy, Dogan, 2015. "Imperialism and tourism: The case of developing island countries," Annals of Tourism Research, Elsevier, vol. 50(C), pages 143-158.
    2. Samuel Kotz & Edith Seier, 2009. "An analysis of quantile measures of kurtosis: center and tails," Statistical Papers, Springer, vol. 50(3), pages 553-568, June.
    3. Christopher G. Lamoureux & Huacheng Zhang, 2021. "An Empirical Assessment of Characteristics and Optimal Portfolios," Papers 2104.12975, arXiv.org, revised Feb 2024.
    4. Ayman Alzaatreh & Hana Sulieman, 2021. "On fitting cryptocurrency log-return exchange rates," Empirical Economics, Springer, vol. 60(3), pages 1157-1174, March.
    5. IORGULESCU Filip, 2012. "The Stylized Facts Of Asset Returns And Their Impact On Value-At-Risk Models," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 0(4), pages 360-368.

  33. Su, Liangjun & White, Halbert, 2003. "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series qt35v8g0fm, Department of Economics, UC San Diego.

    Cited by:

    1. Yoon-Jae Whang, 2003. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics 0310005, University Library of Munich, Germany.
    2. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    3. Taoufik Bouezmarni & Abderrahim Taamouti, 2014. "Nonparametric tests for conditional independence using conditional distributions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 697-719, December.
    4. Yahya Can DURA & Mustafa Kemal BESER & Hakan ACAROGLU, 2017. "Türkiye’nin Ihracata Dayali Buyumesinin Ekonometrik Analizi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 17(2), pages 295-310.
    5. Li, Haiqi & Zhong, Wanling & Park, Sung Y., 2016. "Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations," Economic Modelling, Elsevier, vol. 52(PB), pages 661-671.
    6. Patrick Gagliardini & Diego Ronchetti, 2020. "Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance," Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 333-394.
    7. Dai, Shengtao & Song, Xiaojun, 2025. "Consistent tests for semiparametric conditional independence," Statistics & Probability Letters, Elsevier, vol. 216(C).
    8. Nikolay Gospodinov & Taisuke Otsu, 2008. "Local GMM Estimation of Time Series Models with Conditional Moment Restrictions," Working Papers 08010, Concordia University, Department of Economics.
    9. Xu, Kai & Cheng, Qing, 2024. "Test of conditional independence in factor models via Hilbert–Schmidt independence criterion," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
    10. Christophe Dutang, 2012. "The customer, the insurer and the market," Post-Print hal-01616152, HAL.
    11. Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 240-253, April.
    12. Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO.
    13. Kyungchul Song, 2007. "Testing Conditional Independence via Rosenblatt Transforms," PIER Working Paper Archive 07-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    14. de Luna, Xavier & Waernbaum, Ingeborg, 2005. "Covariate selection for non-parametric estimation of treatment effects," Working Paper Series 2005:4, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    15. Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan, 2024. "Rank-based max-sum tests for mutual independence of high-dimensional random vectors," Journal of Econometrics, Elsevier, vol. 238(1).
    16. Huang, Meng & Sun, Yixiao & White, Hal, 2013. "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt3pt89204, Department of Economics, UC San Diego.
    17. Zhou, Yeqing & Liu, Jingyuan & Zhu, Liping, 2020. "Test for conditional independence with application to conditional screening," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
    18. Su, Liangjun & Zheng, Xin, 2017. "A martingale-difference-divergence-based test for specification," Economics Letters, Elsevier, vol. 156(C), pages 162-167.
    19. Xiaojun Song & Haoyu Wei, 2021. "Nonparametric Tests of Conditional Independence for Time Series," Papers 2110.04847, arXiv.org.
    20. Ersin Sünbül, 2023. "Linear and Nonlinear Relationship Between Real Exchange Rate, Real Interest Rate and Consumer Price Index: An Empirical Application for Countries with Different Levels of Development," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 70(1), pages 57-70, March.
    21. Xuehu Zhu & Jun Lu & Jun Zhang & Lixing Zhu, 2021. "Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 549-576, June.
    22. Fan, Jianqing & Feng, Yang & Xia, Lucy, 2020. "A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models," Journal of Econometrics, Elsevier, vol. 218(1), pages 119-139.
    23. Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping, 2024. "Testing unconditional and conditional independence via mutual information," Journal of Econometrics, Elsevier, vol. 240(2).
    24. Zhang, Yaowu & Zhou, Yeqing & Zhu, Liping, 2024. "A post-screening diagnostic study for ultrahigh dimensional data," Journal of Econometrics, Elsevier, vol. 239(2).

  34. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert L. White, 2003. "A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Econometrics Working Papers Archive wp2003_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

    Cited by:

    1. Capilla, Javier & Alcaraz, Alba & Valarezo, à ngel & García-Hiernaux, Alfredo & Pérez Amaral, Teodosio, 2025. "Eco-RETINA: a green flexible algorithm for model building," Documentos de Trabajo del ICAE 2025-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    2. Eduardo Acosta-González & Fernando Fernández-Rodríguez, 2014. "Forecasting Financial Failure of Firms via Genetic Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 43(2), pages 133-157, February.
    3. Ivan Savin, 2010. "A comparative study of the Lasso-type and heuristic model selection methods," Working Papers 042, COMISEF.
    4. Jurgen A. Doornik, 2008. "Encompassing and Automatic Model Selection," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 915-925, December.
    5. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
    6. Ivan Savin & Peter Winker, 2012. "Lasso-type and Heuristic Strategies in Model Selection and Forecasting," Jena Economics Research Papers 2012-055, Friedrich-Schiller-University Jena.
    7. Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
    8. Jennifer Castle & David Hendry & Jurgen A. Doornik, 2010. "Evaluating Automatic Model Selection," Economics Series Working Papers 474, University of Oxford, Department of Economics.
    9. Gernot Doppelhofer & Xavier Sala I Martin & Melvyn Weeks, 2005. "Jointness of Determinants of Economics Growth," Money Macro and Finance (MMF) Research Group Conference 2005 54, Money Macro and Finance Research Group.
    10. Doppelhofer, G. & Weeks, M., 2005. "Jointness of Growth Determinants," Cambridge Working Papers in Economics 0542, Faculty of Economics, University of Cambridge.
    11. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2012. "Model selection when there are multiple breaks," Journal of Econometrics, Elsevier, vol. 169(2), pages 239-246.
    12. Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Post-Print halshs-00917797, HAL.
    13. Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013. "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne 13080, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    14. David F. Hendry & Hans-Martin Krolzig, 2004. "We Ran One Regression," Economics Papers 2004-W17, Economics Group, Nuffield College, University of Oxford.
    15. Eduardo Acosta-González & Fernando Fernández-Rodríguez & Hicham Ganga, 2019. "Predicting Corporate Financial Failure Using Macroeconomic Variables and Accounting Data," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 227-257, January.
    16. David F. Hendry, 2024. "A Brief History of General‐to‐specific Modelling," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(1), pages 1-20, February.
    17. Jennifer Castle & David Hendry, 2013. "Semi-automatic Non-linear Model selection," Economics Series Working Papers 654, University of Oxford, Department of Economics.
    18. Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005. "Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues," Documentos de Trabajo del ICAE 0501, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    19. Ivan Savin & Peter Winker, 2012. "Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance," Computational Economics, Springer;Society for Computational Economics, vol. 39(4), pages 337-363, April.
    20. Marcin Blazejowski & Pawel Kufel & Tadeusz Kufel, 2009. "Automatic Procedure of Building Congruent Dynamic Model in Gretl," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 5, pages 75-89, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    21. Andreas Sachs & Frauke Schleer, 2013. "Labour Market Performance in OECD Countries: A Comprehensive Empirical Modelling Approach of Institutional Interdependencies. WWWforEurope Working Paper No. 7," WIFO Studies, WIFO, number 46851.
    22. Sachs, Andreas & Schleer, Frauke, 2013. "Labour market performance in OECD countries: A comprehensive empirical modelling approach of institutional interdependencies," ZEW Discussion Papers 13-040, ZEW - Leibniz Centre for European Economic Research.
    23. Eduardo Acosta-González & Fernando Fernández-Rodríguez, 2007. "Model selection via genetic algorithms illustrated with cross-country growth data," Empirical Economics, Springer, vol. 33(2), pages 313-337, September.
    24. Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917797, HAL.
    25. Teodosio Pérez Amaral & Angel Valarezo Unda & Rafael López Zorzano & Teresa Garín Muñoz, 2021. "Digital divides across consumers of internet services in Spain using panel data 2007-2019. Narrowing or not?," Documentos de Trabajo del ICAE 2021-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    26. Jennifer Castle & David Hendry, 2010. "Automatic Selection for Non-linear Models," Economics Series Working Papers 473, University of Oxford, Department of Economics.
    27. Leonel Cerno & Teodosio Pérez Amaral, 2006. "Medición y Determinantes de la Brecha Tecnológica en España," Documentos de Trabajo del ICAE 0601, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    28. Ericsson Neil R., 2016. "Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 377-398, September.

  35. White, Halbert & Kim, Tae-Hwan, 2002. "Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression," University of California at San Diego, Economics Working Paper Series qt1s38s0dn, Department of Economics, UC San Diego.

    Cited by:

    1. Aaron J. Amburgey & Michael W. McCracken, 2023. "On the real‐time predictive content of financial condition indices for growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 137-163, March.
    2. Machado, Jose A F & Santos Silva, Joao M C, 2008. "Quantiles for Fractions and Other Mixed Data," Economics Discussion Papers 3550, University of Essex, Department of Economics.
    3. Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers 10428, National Bureau of Economic Research, Inc.
    4. Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," CIRJE F-Series CIRJE-F-430, CIRJE, Faculty of Economics, University of Tokyo.
    5. Terence D. Agbeyegbe, 2015. "An inverted U‐shaped crude oil price return‐implied volatility relationship," Review of Financial Economics, John Wiley & Sons, vol. 27(1), pages 28-45, November.
    6. Md. Qamruzzaman & Salma Karim, 2020. "ICT Investment Impact on Human Capital Development through the Channel of Financial Development in Bangladesh: An Investigation of Quantile ARDL and Toda-Yamamoto Test," Academic Journal of Interdisciplinary Studies, Richtmann Publishing Ltd, vol. 9, September.
    7. Marilena Furno, 2011. "Goodness of Fit and Misspecification in Quantile Regressions," Journal of Educational and Behavioral Statistics, , vol. 36(1), pages 105-131, February.
    8. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
    9. Wang, Canghong & Zheng, Chaoliang & Hu, Caishuang & Luo, Yibin & Liang, Miya, 2023. "Resources sustainability and energy transition in China: Asymmetric role of digital trade and policy uncertainty using QARDL," Resources Policy, Elsevier, vol. 85(PB).
    10. Marilena Furno, 2012. "Tests for structural break in quantile regressions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(4), pages 493-515, October.
    11. Cristian Huse, 2004. "Comparing Nonparametric Regression Quantiles," Econometric Society 2004 Latin American Meetings 165, Econometric Society.
    12. Gangopadhyay, Partha & Das, Narasingha & Alam, G.M. Monirul & Khan, Uzma & Haseeb, Mohammad & Hossain, Md. Emran, 2023. "Revisiting the carbon pollution-inhibiting policies in the USA using the quantile ARDL methodology: What roles can clean energy and globalization play?," Renewable Energy, Elsevier, vol. 204(C), pages 710-721.
    13. Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu, 2024. "Hypothesis testing on high dimensional quantile regression," Journal of Econometrics, Elsevier, vol. 238(1).
    14. Wang, Lei & Su, Chi Wei & Liu, Jing & Dong, Yuxing, 2024. "Sustainable development or smoke?: The role of natural resources, renewable energy, and agricultural practices in China," Resources Policy, Elsevier, vol. 88(C).
    15. Nawaz, Kishwar & Lahiani, Amine & Roubaud, David, 2023. "Do natural resources determine energy consumption in Pakistan? The importance of quantile asymmetries," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 200-211.
    16. Umar, Muhammad & Ji, Xiangfeng & Safi, Adnan & Afshan, Sahar, 2024. "Decentralization, institutional quality, and carbon neutrality: Unraveling the nexus in China's pursuit of sustainable development," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 1238-1249.
    17. Agha Amad Nabi & Farhan Ahmed & Fayaz Hussain Tunio & Muhammad Hafeez & Daniela Haluza, 2025. "Assessing the Impact of Green Environmental Policy Stringency on Eco-Innovation and Green Finance in Pakistan: A Quantile Autoregressive Distributed Lag (QARDL) Analysis for Sustainability," Sustainability, MDPI, vol. 17(3), pages 1-18, January.
    18. Yan, Han, 2024. "How do mineral resources and financial expenditure influence sustainable environment? Exploring the role of social globalization and trade policy uncertainty in China," Resources Policy, Elsevier, vol. 90(C).
    19. Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu, 2024. "Reprint: Hypothesis testing on high dimensional quantile regression," Journal of Econometrics, Elsevier, vol. 239(2).
    20. Yu, Siming & Wan, Kang & Cai, Cheng & Xu, Lingli & Zhao, Tuanjie, 2023. "Resource curse and green growth in China: Role of energy transitions under COP26 declarations," Resources Policy, Elsevier, vol. 85(PA).
    21. Muhammad Luqman & Yafei Li, 2024. "Can oil prices affect economic uncertainty and financial stress? Quantile-based evidence from France and Germany," Economic Change and Restructuring, Springer, vol. 57(6), pages 1-23, December.
    22. Xiang, Shihui & Cao, Yanyan, 2023. "Green finance and natural resources commodities prices: Evidence from COVID-19 period," Resources Policy, Elsevier, vol. 80(C).

  36. Chen, Xiaohong & White, Halbert, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," University of California at San Diego, Economics Working Paper Series qt4z4380t7, Department of Economics, UC San Diego.

    Cited by:

    1. Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers 45/13, Institute for Fiscal Studies.
    2. Lorenzo Rosasco & Silvia Villa & Bang Công Vũ, 2016. "Stochastic Forward–Backward Splitting for Monotone Inclusions," Journal of Optimization Theory and Applications, Springer, vol. 169(2), pages 388-406, May.
    3. Dennis Kristensen & Bernard Salanié, 2010. "Higher Order Improvements for Approximate Estimators," CAM Working Papers 2010-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    4. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
    5. Felipe Perez, 1997. "Private Experience in Adaptive Learning Models," Levine's Working Paper Archive 1403, David K. Levine.
    6. Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song, 2023. "SGMM: Stochastic Approximation to Generalized Method of Moments," Papers 2308.13564, arXiv.org, revised Oct 2023.
    7. Caroline Geiersbach & Teresa Scarinci, 2021. "Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces," Computational Optimization and Applications, Springer, vol. 78(3), pages 705-740, April.

  37. Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal Densities," Boston College Working Papers in Economics 584, Boston College Department of Economics.

    Cited by:

    1. Alexandre Carvalho & Georgios Skoulakis, 2010. "Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 642-687.

  38. White, Halbert & Timmermann, Allan & Sullivan, Ryan, 2001. "Forecast Evaluation with Shared Data Sets," CEPR Discussion Papers 3060, C.E.P.R. Discussion Papers.

    Cited by:

    1. Saša ŽIKOVIÆ & Randall K. FILER, 2013. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(4), pages 327-359, August.
    2. Jasdeep S. Banga & B. Wade Brorsen, 2019. "Profitability of alternative methods of combining the signals from technical trading systems," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 26(1), pages 32-45, January.
    3. Lu, Tsung-Hsun, 2014. "The profitability of candlestick charting in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 65-78.
    4. Park, Cheol-Ho & Irwin, Scott H., 2005. "The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test," AgMAS Project Research Reports 14771, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    5. Gael M. Martin & Andrew Reidy & Jill Wright, 2009. "Does the option market produce superior forecasts of noise-corrected volatility measures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 77-104.
    6. A. Olasolo & M. A. Pérez & V. Ruiz, 2016. "Active investment strategies in the Spanish futures market: a solution to avoid data snooping bias," Applied Economics Letters, Taylor & Francis Journals, vol. 23(9), pages 609-613, June.
    7. Jiali Fang & Ben Jacobsen & Yafeng Qin, 2014. "Predictability of the simple technical trading rules: An out‐of‐sample test," Review of Financial Economics, John Wiley & Sons, vol. 23(1), pages 30-45, January.
    8. Shynkevich, Andrei, 2012. "Short-term predictability of equity returns along two style dimensions," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 675-685.
    9. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
    10. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    11. Shynkevich, Andrei, 2012. "Performance of technical analysis in growth and small cap segments of the US equity market," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 193-208.
    12. Park, Cheol-Ho & Irwin, Scott H., 2005. "A Reality Check on Technical Trading Rule Profits in US Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19039, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    13. Ślepaczuk Robert & Sakowski Paweł & Zakrzewski Grzegorz, 2018. "Investment Strategies that Beat the Market. What Can We Squeeze from the Market?," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 14(4), pages 36-55, December.
    14. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    15. Andrei Shynkevich, 2021. "Impact of bitcoin futures on the informational efficiency of bitcoin spot market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(1), pages 115-134, January.
    16. Cheol‐Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, September.
    17. Shynkevich, Andrei, 2013. "Time-series momentum as an intra- and inter-industry effect: Implications for market efficiency," Journal of Economics and Business, Elsevier, vol. 69(C), pages 64-85.
    18. Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012. "Investment strategies beating the market. What can we squeeze from the market?," Working Papers 2012-04, Faculty of Economic Sciences, University of Warsaw.
    19. Afiruddin Tapa* & Mohd Hasimi Yaacob & Ahmad Husni Hamzah & Yean Soh Chuen, 2018. "Trading Performance Analysis: A Comparisons Between the Original MA Crossover and Modified MA Crossover Strategy," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 933-941:6.

  39. Silvia Gonçalves & Halbert White, 2001. "The Bootstrap of the Mean for Dependent Heterogeneous Arrays," CIRANO Working Papers 2001s-19, CIRANO.

    Cited by:

    1. Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Stan Hurn & Ralf Becker, 2006. "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers 2006-02, School of Economics and Finance, Queensland University of Technology.
    3. Goncalves, Silvia & White, Halbert, 2004. "Maximum likelihood and the bootstrap for nonlinear dynamic models," Journal of Econometrics, Elsevier, vol. 119(1), pages 199-219, March.
    4. Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
    5. Hill, Jonathan B. & Aguilar, Mike, 2013. "Moment condition tests for heavy tailed time series," Journal of Econometrics, Elsevier, vol. 172(2), pages 255-274.
    6. Łukasz Lenart, 2016. "Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(3), pages 369-404, May.
    7. Wied, Dominik & Weiß, Gregor N.F. & Ziggel, Daniel, 2016. "Evaluating Value-at-Risk forecasts: A new set of multivariate backtests," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 121-132.
    8. Jacek Leśkow & Rafał Synowiecki, 2010. "On bootstrapping periodic random arrays with increasing period," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(3), pages 253-279, May.
    9. Denis Kojevnikov, 2021. "The Bootstrap for Network Dependent Processes," Papers 2101.12312, arXiv.org.
    10. Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011. "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers 201107, Rutgers University, Department of Economics.
    11. Ulrich Hounyo & Silvia Gonçalves & Nour Meddahi, 2016. "Bootstrapping pre-averaged realized volatility under market microstructure noise," CIRANO Working Papers 2016s-25, CIRANO.
    12. GONÇALVES, Sílvia & PERRON, Benoit, 2018. "Bootstrapping factor models with cross sectional dependence," Cahiers de recherche 2018-07, Universite de Montreal, Departement de sciences economiques.
    13. Ulrich Hounyo, 2014. "The wild tapered block bootstrap," CREATES Research Papers 2014-32, Department of Economics and Business Economics, Aarhus University.
    14. Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2012. "Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters," Bank of England working papers 450, Bank of England.
    15. Choi, Ji-Eun & Shin, Dong Wan, 2019. "Moving block bootstrapping for a CUSUM test for correlation change," Computational Statistics & Data Analysis, Elsevier, vol. 135(C), pages 95-106.
    16. Hwang, Eunju & Shin, Dong Wan, 2012. "Strong consistency of the stationary bootstrap under ψ-weak dependence," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 488-495.
    17. Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers 200311, Rutgers University, Department of Economics.
    18. Joseph P. Romano & Michael Wolf, 2006. "Improved Nonparametric Confidence Intervals in Time Series Regressions," IEW - Working Papers 273, Institute for Empirical Research in Economics - University of Zurich.
    19. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research.
    20. Zacharias Psaradakis & Marian Vavra, 2018. "Bootstrap Assisted Tests of Symmetry for Dependent Data," Working and Discussion Papers WP 5/2018, Research Department, National Bank of Slovakia.
    21. Hwang, Eunju & Shin, Dong Wan, 2018. "Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity," Journal of Econometrics, Elsevier, vol. 202(2), pages 178-195.
    22. Hounyo, Ulrich, 2017. "Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading," Journal of Econometrics, Elsevier, vol. 197(1), pages 130-152.
    23. Goncalves, Silvia & de Jong, Robert, 2003. "Consistency of the stationary bootstrap under weak moment conditions," Economics Letters, Elsevier, vol. 81(2), pages 273-278, November.
    24. A. Amendola & V. Candila, 2016. "Evaluation of volatility predictions in a VaR framework," Quantitative Finance, Taylor & Francis Journals, vol. 16(5), pages 695-709, May.
    25. Hounyo, Ulrich & Lahiri, Kajal, 2023. "Estimating the variance of a combined forecast: Bootstrap-based approach," Journal of Econometrics, Elsevier, vol. 232(2), pages 445-468.
    26. Diep Duong & Norman Swanson, 2013. "Density and Conditional Distribution Based Specification Analysis," Departmental Working Papers 201312, Rutgers University, Department of Economics.
    27. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
    28. Li, Jia & Patton, Andrew J., 2018. "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, vol. 203(2), pages 223-240.
    29. Bakshi, Gurdip & Panayotov, George, 2013. "Predictability of currency carry trades and asset pricing implications," Journal of Financial Economics, Elsevier, vol. 110(1), pages 139-163.
    30. Calhoun, Gray, 2014. "Block Bootstrap Consistency Under Weak Assumptions," Staff General Research Papers Archive 34313, Iowa State University, Department of Economics.
    31. Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
    32. Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle, 2023. "Testing Quantile Forecast Optimality," Papers 2302.02747, arXiv.org, revised Oct 2023.
    33. Ulrich Hounyo, 2014. "Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading," CREATES Research Papers 2014-35, Department of Economics and Business Economics, Aarhus University.
    34. Hwang, Eunju & Shin, Dong Wan, 2013. "Stationary bootstrapping realized volatility," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2045-2051.

  40. Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White, 2001. "A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks," Economics Working Papers 599, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Victor Chernozhukov & Iván Fernández-Val, 2011. "Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(2), pages 559-589.
    2. Igor Fedotenkov, 2013. "A bootstrap method to test for the existence of finite moments," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(2), pages 315-322, June.

  41. Stomberg, Christopher & White, Halbert, 2000. "Bootstrapping the Information Matrix Test," University of California at San Diego, Economics Working Paper Series qt158451cr, Department of Economics, UC San Diego.

    Cited by:

    1. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2016. "Generalized Information Matrix Tests for Detecting Model Misspecification," Econometrics, MDPI, vol. 4(4), pages 1-24, November.

  42. Kim, Tae-Hwan & White, Halbert & Stone, Douglas, 2000. "Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights," University of California at San Diego, Economics Working Paper Series qt5h98h28m, Department of Economics, UC San Diego.

    Cited by:

    1. Ter Horst, J.R. & Nijman, T.E. & de Roon, F.A., 2004. "Evaluating style analysis," Other publications TiSEM 8a501733-7a06-4399-8a43-0, Tilburg University, School of Economics and Management.
    2. Swinkels, L.A.P. & van der Sluis, P.J., 2001. "Return-Based Style Analysis with Time-Varying Exposures," Other publications TiSEM f2c16530-4d18-4f43-bb6d-f, Tilburg University, School of Economics and Management.
    3. de Roon, F.A. & Nijman, T.E. & Ter Horst, J.R., 2000. "Evaluating Style Analysis," Discussion Paper 2000-64, Tilburg University, Center for Economic Research.
    4. Yunmi Kim & Douglas Stone & Tae-Hwan Kim, 2020. "Testing for Structural Breaks in Return-Based Style Regression Models," Working papers 2020rwp-165, Yonsei University, Yonsei Economics Research Institute.
    5. Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable Funds?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168209, Verein für Socialpolitik / German Economic Association.
    6. Alessandro Bucciol & Raffaele Miniaci, 2006. "Optimal asset allocation based on utility maximization in the presence of market frictions," "Marco Fanno" Working Papers 0012, Dipartimento di Scienze Economiche "Marco Fanno".
    7. G. Christodoulakis & E. Mamatzakis, 2010. "Return attribution analysis of the UK insurance portfolios," Annals of Finance, Springer, vol. 6(3), pages 405-420, July.
    8. Leif Holger Dietze & Oliver Entrop & Marco Wilkens, 2009. "The performance of investment grade corporate bond funds: evidence from the European market," The European Journal of Finance, Taylor & Francis Journals, vol. 15(2), pages 191-209.
    9. Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.
    10. Stephanos Papadamou & Nikolaos A. Kyriazis & Lydia Mermigka, 2017. "Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis," IJFS, MDPI, vol. 5(1), pages 1-20, March.
    11. Andrew Mason & Frank McGroarty & Steve Thomas, 2012. "Style analysis for diversified US equity funds," Journal of Asset Management, Palgrave Macmillan, vol. 13(3), pages 170-185, June.
    12. Pattarin, Francesco & Paterlini, Sandra & Minerva, Tommaso, 2004. "Clustering financial time series: an application to mutual funds style analysis," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 353-372, September.

  43. Kim, Tae-Hwan & White, Halbert, 2000. "James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series qt3mn102zs, Department of Economics, UC San Diego.

    Cited by:

    1. Clarke, Judith A., 2008. "On weighted estimation in linear regression in the presence of parameter uncertainty," Economics Letters, Elsevier, vol. 100(1), pages 1-3, July.
    2. Muhammad Qasim, 2024. "A weighted average limited information maximum likelihood estimator," Statistical Papers, Springer, vol. 65(5), pages 2641-2666, July.
    3. Tae-Hwan Kim, & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," AMSE Working Papers 1221, Aix-Marseille School of Economics, France.
    4. Zou, Guohua & Wan, Alan T.K. & Wu, Xiaoyong & Chen, Ti, 2007. "Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors," Statistics & Probability Letters, Elsevier, vol. 77(8), pages 803-810, April.
    5. Peter Boatwright & Ajay Kalra & Wei Zhang, 2008. "Research Note--Should Consumers Use the Halo to Form Product Evaluations?," Management Science, INFORMS, vol. 54(1), pages 217-223, January.
    6. An, Lihua & Nkurunziza, Sévérien & Fung, Karen Y. & Krewski, Daniel & Luginaah, Isaac, 2009. "Shrinkage estimation in general linear models," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2537-2549, May.
    7. Judge, George G. & Mittelhammer, Ronald C., 2003. "A Semi-Parametric Basis for Combining Estimation Problems Under Quadratic Loss," CUDARE Working Papers 25103, University of California, Berkeley, Department of Agricultural and Resource Economics.
    8. Li, Haiqi & Chen, Xingyi & Liang, Jufang, 2022. "Shrinkage estimation of panel data models with interactive effects," Economics Letters, Elsevier, vol. 210(C).
    9. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.

  44. Goncalves, Silvia & White, Halbert, 2000. "Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models," University of California at San Diego, Economics Working Paper Series qt1bj657ff, Department of Economics, UC San Diego.

    Cited by:

    1. Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
    2. Norman R. Swanson & Nii Ayi Armah, 2011. "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers 201103, Rutgers University, Department of Economics.
    3. Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics.
    5. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
    6. Stan Hurn & Ralf Becker, 2006. "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers 2006-02, School of Economics and Finance, Queensland University of Technology.
    7. Inoue, Atsushi & Shintani, Mototsugu, 2006. "Bootstrapping GMM estimators for time series," Journal of Econometrics, Elsevier, vol. 133(2), pages 531-555, August.
    8. Goncalves, Silvia & White, Halbert, 2004. "Maximum likelihood and the bootstrap for nonlinear dynamic models," Journal of Econometrics, Elsevier, vol. 119(1), pages 199-219, March.
    9. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
    10. Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
    11. Corradi, Valentina & Iglesias, Emma M., 2008. "Bootstrap refinements for QML estimators of the GARCH(1,1) parameters," Journal of Econometrics, Elsevier, vol. 144(2), pages 500-510, June.
    12. Gloria Gonzalez-Rivera & Joao Henrique Mazzeu & Esther Ruiz & Helena Veiga, 2017. "A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities," Working Papers 201709, University of California at Riverside, Department of Economics.
    13. Hong, H. & Scaillet, O. & Tamer, E., 2001. "A fast Subsampling Method for Nonlinear Dynamic Models," Papers 2001.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
    14. Norman R. Swanson & Weiqi Xiong, 2018. "Big data analytics in economics: What have we learned so far, and where should we go from here?," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 695-746, August.
    15. Silvia Gonçalves & Halbert White, 2001. "The Bootstrap of the Mean for Dependent Heterogeneous Arrays," CIRANO Working Papers 2001s-19, CIRANO.
    16. Andrea Fracasso & Giuseppe Vittucci Marzetti, 2012. "International R&D spillovers, absorptive capacity and relative backwardness: a panel smooth transition regression model," Department of Economics Working Papers 1203, Department of Economics, University of Trento, Italia.
    17. Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011. "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers 201107, Rutgers University, Department of Economics.
    18. Corradi, Valentina & Swanson, Norman R., 2007. "Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data," Journal of Econometrics, Elsevier, vol. 136(2), pages 699-723, February.
    19. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016. "Predictability Hidden by Anomalous Observations," Papers 1612.05072, arXiv.org.
    20. Norman Swanson & Valentina Corradi, 2006. "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers 200618, Rutgers University, Department of Economics.
    21. Chen, Xiaohong & Fan, Yanqin, 2007. "A Model Selection Test For Bivariate Failure-Time Data," Econometric Theory, Cambridge University Press, vol. 23(3), pages 414-439, June.
    22. Peter Malec, 2016. "A Semiparametric Intraday GARCH Model," Cambridge Working Papers in Economics 1633, Faculty of Economics, University of Cambridge.
    23. Denisa BANULESCU-RADU & Elena Ivona DUMITRESCU, 2019. "Do High-frequency-based Measures Improve Conditional Covariance Forecasts?," LEO Working Papers / DR LEO 2709, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    24. Dovonon, Prosper & Gonçalves, Sílvia, 2017. "Bootstrapping the GMM overidentification test under first-order underidentification," Journal of Econometrics, Elsevier, vol. 201(1), pages 43-71.
    25. Valentina Corradi & Norman Swanson, 2004. "Predective Density and Conditional Confidence Interval Accuracy Tests," Departmental Working Papers 200423, Rutgers University, Department of Economics.
    26. Corradi, Valentina & Swanson, Norman R., 2014. "Testing for structural stability of factor augmented forecasting models," Journal of Econometrics, Elsevier, vol. 182(1), pages 100-118.
    27. Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2012. "Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters," Bank of England working papers 450, Bank of England.
    28. Valentina Corradi & Norman Swanson, 2004. "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers 200418, Rutgers University, Department of Economics.
    29. James G. MacKinnon, 2006. "Bootstrap Methods In Econometrics," Working Paper 1028, Economics Department, Queen's University.
    30. González-Rivera, Gloria & Veiga, Helena, 2016. "A Bootstrap Approach for Generalized Autocontour Testing," DES - Working Papers. Statistics and Econometrics. WS 23457, Universidad Carlos III de Madrid. Departamento de Estadística.
    31. De Lira Salvatierra, Irving & Patton, Andrew J., 2015. "Dynamic copula models and high frequency data," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 120-135.
    32. Krenar Avdulaj & Jozef Barunik, 2013. "Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data," Papers 1307.5981, arXiv.org, revised Feb 2015.
    33. Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017. "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, vol. 33(6), pages 1306-1351, December.
    34. Lutz Kilian & Atsushi Inoue, 2004. "Bagging Time Series Models," Econometric Society 2004 North American Summer Meetings 110, Econometric Society.
    35. Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers 200311, Rutgers University, Department of Economics.
    36. Jack Fosten & Daniel Gutknecht, 2021. "Horizon confidence sets," Empirical Economics, Springer, vol. 61(2), pages 667-692, August.
    37. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
    38. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research.
    39. Patton, Andrew J., 2012. "A review of copula models for economic time series," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 4-18.
    40. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2017. "Modeling heaped duration data: An application to neonatal mortality," Journal of Econometrics, Elsevier, vol. 200(2), pages 363-377.
    41. Corradi, Valentina & Swanson, Norman R., 2005. "Bootstrap specification tests for diffusion processes," Journal of Econometrics, Elsevier, vol. 124(1), pages 117-148, January.
    42. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
    43. Kilian, Lutz & Inoue, Atsushi, 2005. "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers 5304, C.E.P.R. Discussion Papers.
    44. Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
    45. Richard G. Anderson & Hailong Qian & Robert H. Rasche, 2006. "Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators," Working Papers 2006-050, Federal Reserve Bank of St. Louis.
    46. Wang, Wenjie, 2020. "On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test," MPRA Paper 99109, University Library of Munich, Germany.
    47. Seojeong Lee, 2013. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers 2013-09, School of Economics, The University of New South Wales.
    48. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
    49. Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers 12/08, Department of Economics, University of York.
    50. Scaillet, Olivier & Trojani, Fabio & Camponovo, Lorenzo, 2016. "Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy," Working Papers unige:84999, University of Geneva, Geneva School of Economics and Management.
    51. Lavergne, Pascal & Bertail, Patrice, 2020. "Bootstrapping Quasi Likelihood Ratio Tests under Misspecification," TSE Working Papers 20-1102, Toulouse School of Economics (TSE).
    52. Philipp Kruse, 2020. "Can there only be one? – an empirical comparison of four models on social entrepreneurial intention formation," International Entrepreneurship and Management Journal, Springer, vol. 16(2), pages 641-665, June.
    53. Christian M. Dahl & Emma M. Iglesias, 2008. "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers 2008-38, Department of Economics and Business Economics, Aarhus University.
    54. Jansen, Dennis W. & Li, Qi & Wang, Zijun & Yang, Jian, 2008. "Fiscal policy and asset markets: A semiparametric analysis," Journal of Econometrics, Elsevier, vol. 147(1), pages 141-150, November.
    55. Dahl Christian M & Iglesias Emma, 2011. "Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-32, February.
    56. Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han, 2014. "A fast resample method for parametric and semiparametric models," Journal of Econometrics, Elsevier, vol. 179(2), pages 128-133.
    57. Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
    58. Liu, Li & Bu, Ruijun & Pan, Zhiyuan & Xu, Yuhua, 2019. "Are financial returns really predictable out-of-sample?: Evidence from a new bootstrap test," Economic Modelling, Elsevier, vol. 81(C), pages 124-135.
    59. Paulo M.D.C. Parente & Richard J. Smith, 2018. "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM 2018/55, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    60. Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008. "A Simulation-Based Specification Test for Diffusion Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 176-193, April.
    61. Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle, 2023. "Testing Quantile Forecast Optimality," Papers 2302.02747, arXiv.org, revised Oct 2023.
    62. Gutknecht, Daniel, 2011. "Nonclassical Measurement Error in a Nonlinear (Duration) Model," Economic Research Papers 270763, University of Warwick - Department of Economics.
    63. Gatfaoui, Hayette, 2013. "Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets," Economic Modelling, Elsevier, vol. 30(C), pages 776-791.
    64. Patton, Andrew, 2013. "Copula Methods for Forecasting Multivariate Time Series," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 899-960, Elsevier.

  45. Gottschling, Andreas & Haefke, Christian & White, Halbert, 1999. "Closed form integration of artificial neural networks with some applications," Research Notes 99-9, Deutsche Bank Research.

    Cited by:

    1. John M. Maheu & Thomas McCurdy, 2001. "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers 2001s-42, CIRANO.

  46. Gottschling, Andreas & Haefke, Christian & White, Halbert, 1999. "Closed Form Integration of Artificial Neural Networks with Some Applications to Finance," University of California at San Diego, Economics Working Paper Series qt0wz7n7nm, Department of Economics, UC San Diego.

    Cited by:

    1. Bondarenko, Oleg, 2003. "Estimation of risk-neutral densities using positive convolution approximation," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 85-112.
    2. John M. Maheu & Thomas McCurdy, 2001. "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers 2001s-42, CIRANO.
    3. Ait-Sahalia, Yacine & Duarte, Jefferson, 2003. "Nonparametric option pricing under shape restrictions," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 9-47.
    4. René Garcia & Eric Ghysels & Eric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO.

  47. White, Halbert & Hong, Yongmiao, 1999. "M-Testing Using Finite and Infinite Dimensional Parameter Estimators," University of California at San Diego, Economics Working Paper Series qt9qz123ng, Department of Economics, UC San Diego.

    Cited by:

    1. Natercia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," Econometric Society 2004 North American Summer Meetings 446, Econometric Society.
    2. Aït-Sahalia, Yacine. & Bickel, Peter J. & Stoker, Thomas M., 1994. "Goodness-of-fit tests for regression using kernel methods," Working papers 3747-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.

  48. Sullivan, Ryan & Timmermann, Allan G & White, Halbert, 1998. "Data-Snooping, Technical Trading Rule Performance and the Bootstrap," CEPR Discussion Papers 1976, C.E.P.R. Discussion Papers.

    Cited by:

    1. Lucio Sarno & Giorgio Valente, 2009. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, June.
    2. Blanchet-Scalliet, Christophette & Diop, Awa & Gibson, Rajna & Talay, Denis & Tanre, Etienne, 2007. "Technical analysis compared to mathematical models based methods under parameters mis-specification," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1351-1373, May.
    3. Puneet Handa, 2006. "Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the U.S. Stock Market (1954–2002)," The Journal of Business, University of Chicago Press, vol. 79(5), pages 2423-2468, September.
    4. Christensen, Garret & Miguel, Edward & Sturdy, Jennifer, 2017. "Transparency, Reproducibility, and the Credibility of Economics Research," MetaArXiv 9a3rw, Center for Open Science.
    5. Li-Xin Wang, 2014. "Dynamical Models of Stock Prices Based on Technical Trading Rules Part I: The Models," Papers 1401.1888, arXiv.org, revised Feb 2016.
    6. Kam Fong Chan & John G. Powell & Jing Shi & Tom Smith, 2018. "Dividend persistence and dividend behaviour," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 127-147, March.
    7. Christophe M. Boucher & Bertrand B. Maillet, 2013. "Learning by Failing: A Simple VaR Buffer," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 22(2), pages 113-127, May.
    8. Kaucic, Massimiliano, 2010. "Investment using evolutionary learning methods and technical rules," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1717-1727, December.
    9. Ülkü, Numan & Prodan, Eugeniu, 2013. "Drivers of technical trend-following rules' profitability in world stock markets," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 214-229.
    10. Meifen Qian & Bin Yu & Qianyu Zhu, 2018. "Noise traders, firm-specific uncertainty and technical trading effectiveness," Applied Economics Letters, Taylor & Francis Journals, vol. 25(13), pages 918-923, July.
    11. Dai, Zhifeng & Zhang, Xiaotong & Li, Tingyu, 2023. "Forecasting stock return volatility in data-rich environment: A new powerful predictor," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    12. Papapostolou, Nikos C. & Pouliasis, Panos K. & Nomikos, Nikos K. & Kyriakou, Ioannis, 2016. "Shipping investor sentiment and international stock return predictability," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 96(C), pages 81-94.
    13. Egbers, Tom & Swinkels, Laurens, 2015. "Can implied volatility predict returns on the currency carry trade?," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 14-26.
    14. Vitali Alexeev & Francis Tapon, 2010. "Testing Weak Form Efficiency on the Toronto Stock Exchange," Working Papers 1002, University of Guelph, Department of Economics and Finance.
    15. Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin, 2015. "Trend definition or holding strategy: What determines the profitability of candlestick charting?," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 172-183.
    16. Andriosopoulos, Kostas & Doumpos, Michael & Papapostolou, Nikos C. & Pouliasis, Panos K., 2013. "Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 52(C), pages 16-34.
    17. Grinblatt, Mark & Moskowitz, Tobias J., 2004. "Predicting stock price movements from past returns: the role of consistency and tax-loss selling," Journal of Financial Economics, Elsevier, vol. 71(3), pages 541-579, March.
    18. Wei‐Han Liu & Jow‐Ran Chang, 2022. "What can inverse VIX contribute to an investment portfolio?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3791-3798, July.
    19. Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018. "Long Run Returns Predictability and Volatility with Moving Averages," Econometric Institute Research Papers EI2018-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    20. Bell, Peter N, 2013. "New Testing Procedures to Assess Market Efficiency with Trading Rules," MPRA Paper 46701, University Library of Munich, Germany.
    21. Eom, Cheoljun & Park, Jong Won, 2023. "Price behavior of small-cap stocks and momentum: A study using principal component momentum," Research in International Business and Finance, Elsevier, vol. 65(C).
    22. Wang, Shan & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015. "Testing the performance of technical trading rules in the Chinese markets based on superior predictive test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 114-123.
    23. Y. Kahiri & A. Shmilovici & S. Hauser, 2006. "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm," Computing in Economics and Finance 2006 256, Society for Computational Economics.
    24. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
    25. Stephan Schulmeister, 2001. "Profitability and Price Effects of Technical Currency Trading," WIFO Working Papers 140, WIFO.
    26. Andriyashin, Anton, 2008. "Stock picking via nonsymmetrically pruned binary decision trees," SFB 649 Discussion Papers 2008-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    27. Bajgrowicz, Pierre & Scaillet, Olivier, 2012. "Technical trading revisited: False discoveries, persistence tests, and transaction costs," Journal of Financial Economics, Elsevier, vol. 106(3), pages 473-491.
    28. Pu Shen, 2002. "Market timing strategies that worked," Research Working Paper RWP 02-01, Federal Reserve Bank of Kansas City.
    29. Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos, 2021. "Trading the foreign exchange market with technical analysis and Bayesian Statistics," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 230-251.
    30. Nikos C. Papapostolou & Nikos K. Nomikos & Panos K. Pouliasis & Ioannis Kyriakou, 2014. "Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market," Review of Finance, European Finance Association, vol. 18(4), pages 1507-1539.
    31. Jackson, Antony & Ladley, Daniel, 2016. "Market ecologies: The effect of information on the interaction and profitability of technical trading strategies," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 270-280.
    32. Yang, Yurun & Göncü, Ahmet & Pantelous, Athanasios A., 2018. "Momentum and reversal strategies in Chinese commodity futures markets," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 177-196.
    33. Nomikos, Nikos K. & Pouliasis, Panos K., 2011. "Forecasting petroleum futures markets volatility: The role of regimes and market conditions," Energy Economics, Elsevier, vol. 33(2), pages 321-337, March.
    34. Timmermann, Allan, 2018. "Forecasting Methods in Finance," CEPR Discussion Papers 12692, C.E.P.R. Discussion Papers.
    35. Christopher J. Neely, 2002. "The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits," Working Papers 2000-018, Federal Reserve Bank of St. Louis.
    36. Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021. "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, vol. 140(1), pages 101-126.
    37. Chiang, Mi-Hsiu & Chiu, Hsin-Yu & Kuo, Wei-Yu, 2021. "Predictive ability of similarity-based futures trading strategies," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    38. Ha-Yeon Park & Cheong-Kyu Park, 2024. "The Impact of COVID-19 on the Value Relevance of Customer Satisfaction," Sustainability, MDPI, vol. 16(18), pages 1-16, September.
    39. Taylor, Nick, 2014. "The rise and fall of technical trading rule success," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 286-302.
    40. Michael Cooper & Huseyin Gulen, 2006. "Is Time-Series-Based Predictability Evident in Real Time?," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1263-1292, May.
    41. Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan, 2020. "The Out-of-Sample Performance of Carry Trades," CEPR Discussion Papers 15052, C.E.P.R. Discussion Papers.
    42. Scholz, Peter & Walther, Ursula, 2011. "The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant," CPQF Working Paper Series 29, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
    43. Lu, Tsung-Hsun, 2014. "The profitability of candlestick charting in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 65-78.
    44. Wan-Ni Lai & Yi-Ting Chen & Edward W. Sun, 2021. "Comonotonicity and low volatility effect," Annals of Operations Research, Springer, vol. 299(1), pages 1057-1099, April.
    45. Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang, 2018. "Asset allocation strategies, data snooping, and the 1 / N rule," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 257-269.
    46. Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017. "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 113-127.
    47. Kaplan, David M. & Zhuo, Longhao, 2021. "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
    48. Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "Asymmetric Risk Impacts of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers 18-047/III, Tinbergen Institute.
    49. Batchelor, Roy & Kwan, Tai Yeong, 2007. "Judgemental bootstrapping of technical traders in the bond market," International Journal of Forecasting, Elsevier, vol. 23(3), pages 427-445.
    50. Francesco Lautizi, 2015. "Large Scale Covariance Estimates for Portfolio Selection," CEIS Research Paper 353, Tor Vergata University, CEIS, revised 07 Aug 2015.
    51. Park, Cheol-Ho & Irwin, Scott H., 2005. "The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test," AgMAS Project Research Reports 14771, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    52. Andrew J. Patton & Tarun Ramadorai, 2013. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," Journal of Finance, American Finance Association, vol. 68(2), pages 597-635, April.
    53. Terence Tai-Leung Chong & Wing-Kam Ng & Venus Khim-Sen Liew, 2014. "Revisiting the Performance of MACD and RSI Oscillators," JRFM, MDPI, vol. 7(1), pages 1-12, February.
    54. Pankaj Topiwala & Wei Dai, 2022. "Surviving Black Swans: The Challenge of Market Timing Systems," JRFM, MDPI, vol. 15(7), pages 1-25, June.
    55. Coe, P. & Pesaran, M.H. & Vahey, S.P., 2000. "The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach," Cambridge Working Papers in Economics 0005, Faculty of Economics, University of Cambridge.
    56. Stephan Schulmeister, 2012. "Technical Trading and Commodity Price Fluctuations," WIFO Studies, WIFO, number 45238.
    57. Marco Aiolfi & Carlo Ambrogio Favero, "undated". "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers 221, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    58. Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee, 2001. "Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns," Econometrics Working Papers Archive wp2001_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    59. Stephan Schulmeister, 2000. "Technical Analysis and Exchange Rate Dynamics," WIFO Studies, WIFO, number 25857.
    60. Christian Pierdzioch & Daniel Hartmann, 2013. "Forecasting Eurozone real-estate returns," Applied Financial Economics, Taylor & Francis Journals, vol. 23(14), pages 1185-1196, July.
    61. Frömmel, Michael & Lampaert, Kevin, 2016. "Does frequency matter for intraday technical trading?," Finance Research Letters, Elsevier, vol. 18(C), pages 177-183.
    62. Hung, Chiayu & Lai, Hung-Neng, 2022. "Information asymmetry and the profitability of technical analysis," Journal of Banking & Finance, Elsevier, vol. 134(C).
    63. Shuxing Yin & Khelifa Mazouz & Abdelhafid Benamraoui & Brahim Saadouni, 2018. "Stock price reaction to profit warnings: the role of time-varying betas," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 67-93, January.
    64. Schulmeister, Stephan, 2009. "Profitability of technical stock trading: Has it moved from daily to intraday data?," Review of Financial Economics, Elsevier, vol. 18(4), pages 190-201, October.
    65. Michael D. McKenzie, 2007. "Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 43(4), pages 46-73, August.
    66. Pereira, Pedro L. Valls, 2009. "Predictability of equity models," Textos para discussão 176, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    67. Fong, Wai Mun & Yong, Lawrence H. M., 2005. "Chasing trends: recursive moving average trading rules and internet stocks," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 43-76, January.
    68. Anghel, Dan Gabriel, 2021. "Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models," Journal of Banking & Finance, Elsevier, vol. 126(C).
    69. Kuang, P. & Schröder, M. & Wang, Q., 2014. "Illusory profitability of technical analysis in emerging foreign exchange markets," International Journal of Forecasting, Elsevier, vol. 30(2), pages 192-205.
    70. Osman Kilic & Joseph M. Marks & Kiseok Nam, 2022. "Predictable asset price dynamics, risk-return tradeoff, and investor behavior," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 749-791, August.
    71. Julián Andrada-Félix & Fernando Fernández-Rodríguez, 2008. "Improving moving average trading rules with boosting and statistical learning methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 433-449.
    72. Philip, Dennis & Shi, Yukun, 2016. "Optimal hedging in carbon emission markets using Markov regime switching models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 1-15.
    73. Grant, Andrew & Johnstone, David, 2010. "Finding profitable forecast combinations using probability scoring rules," International Journal of Forecasting, Elsevier, vol. 26(3), pages 498-510, July.
    74. Jiali Fang & Ben Jacobsen & Yafeng Qin, 2014. "Predictability of the simple technical trading rules: An out‐of‐sample test," Review of Financial Economics, John Wiley & Sons, vol. 23(1), pages 30-45, January.
    75. Carine Brasseur & Marcelo Espinoza & Johan A. K. Suykens & Tony Van Gestel & Bart Baesens & Bart De Moor, 2006. "A Bayesian nonlinear support vector machine error correction model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(2), pages 77-100.
    76. Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011. "Is the Chinese Stock Market Really Efficient," MPRA Paper 35219, University Library of Munich, Germany.
    77. Shynkevich, Andrei, 2012. "Short-term predictability of equity returns along two style dimensions," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 675-685.
    78. Fong, Tom Pak Wing & Wu, Shui Tang, 2020. "Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    79. Cooper, Michael J. & Gubellini, Stefano, 2011. "The critical role of conditioning information in determining if value is really riskier than growth," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 289-305, March.
    80. Powell, John G. & Shi, Jing & Smith, Tom & Whaley, Robert E., 2009. "Political regimes, business cycles, seasonalities, and returns," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1112-1128, June.
    81. Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr, 2014. "Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias," Journal of Financial Markets, Elsevier, vol. 19(C), pages 86-109.
    82. Salma Khand & Vivake Anand & Mohammad Nadeem Qureshi, 2020. "The Predictability and Profitability of Simple Moving Averages and Trading Range Breakout Rules in the Pakistan Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 1-38, March.
    83. Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005. "Formalized Data Snooping Based on Generalized Error Rates," IEW - Working Papers 259, Institute for Empirical Research in Economics - University of Zurich.
    84. B. Carmichael & L. Samson, 2003. "Expected returns and economic risk in Canadian financial markets," Applied Financial Economics, Taylor & Francis Journals, vol. 13(3), pages 177-189.
    85. Jying‐Nan Wang & Hung‐Chun Liu & Jiangze Du & Yuan‐Teng Hsu, 2019. "Economic benefits of technical analysis in portfolio management: Evidence from global stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(2), pages 890-902, April.
    86. Guanqing Liu, 2019. "Technical Trading Behaviour: Evidence from Chinese Rebar Futures Market," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 669-704, August.
    87. Po-Hsuan Hsu & Chung-Ming Kuan, 2004. "Re-Examining the Profitability of Technical Analysis with White’s Reality Check," IEAS Working Paper : academic research 04-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    88. Christopher J. Neely, 2001. "Risk-adjusted, ex ante, optimal technical trading rules in equity markets," Working Papers 1999-015, Federal Reserve Bank of St. Louis.
    89. Guglielmo Maria Caporale & Alex Plastun, 2023. "Seven Pitfalls of Technical Analysis," CESifo Working Paper Series 10213, CESifo.
    90. Jessica James & Louis Yang, 2010. "Stop-losses, maximum drawdown-at-risk and replicating financial time series with the stationary bootstrap," Quantitative Finance, Taylor & Francis Journals, vol. 10(1), pages 1-12.
    91. Jacobs, Heiko, 2015. "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 65-85.
    92. Janice How & Martin Ling & Peter Verhoeven, 2010. "Does size matter? A genetic programming approach to technical trading," Quantitative Finance, Taylor & Francis Journals, vol. 10(2), pages 131-140.
    93. de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009. "The economic value of fundamental and technical information in emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 28(4), pages 581-604, June.
    94. Dicle, Mehmet F. & Levendis, John, 2020. "Historic risk and implied volatility," Global Finance Journal, Elsevier, vol. 45(C).
    95. Huang, Jing-Zhi & Huang, Zhijian (James), 2020. "Testing moving average trading strategies on ETFs," Journal of Empirical Finance, Elsevier, vol. 57(C), pages 16-32.
    96. Cesari, Riccardo & Cremonini, David, 2003. "Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 987-1011, April.
    97. Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013. "An analysis of commodity markets: what gain for investors?," Working Papers fe_2013_02, Deakin University, Department of Economics.
    98. Spyros Skouras, 2001. "Decisionmetrics: A Decision-Based Approach to Econometric Modeling," Working Papers 01-11-064, Santa Fe Institute.
    99. Pouliasis, Panos K. & Papapostolou, Nikos C. & Kyriakou, Ioannis & Visvikis, Ilias D., 2018. "Shipping equity risk behavior and portfolio management," Transportation Research Part A: Policy and Practice, Elsevier, vol. 116(C), pages 178-200.
    100. Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J., 2017. "Model Uncertainty and Exchange Rate Forecasting," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(1), pages 341-363, February.
    101. Valeriy Zakamulin, 2014. "The real-life performance of market timing with moving average and time-series momentum rules," Journal of Asset Management, Palgrave Macmillan, vol. 15(4), pages 261-278, August.
    102. Coe, P.J. & Pesaran, M.H. & Vahey, S.P., 2003. "Scope for Cost Minimization in Public Debt Management: the Case of the UK," Cambridge Working Papers in Economics 0338, Faculty of Economics, University of Cambridge.
    103. Schmeling, Maik, 2006. "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Hannover Economic Papers (HEP) dp-337, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    104. Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang & Xibin Zhang, 2015. "A new semiparametric test for superior predictive ability," Empirical Economics, Springer, vol. 48(1), pages 389-405, February.
    105. Zhu, Yingzi & Zhou, Guofu, 2009. "Technical analysis: An asset allocation perspective on the use of moving averages," Journal of Financial Economics, Elsevier, vol. 92(3), pages 519-544, June.
    106. Taylor, Mark & Hsu, Po-Hsuan, 2014. "Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in t," CEPR Discussion Papers 10018, C.E.P.R. Discussion Papers.
    107. Pesaran, M. Hashem & Timmermann, Allan, 2002. "Market timing and return prediction under model instability," LSE Research Online Documents on Economics 24932, London School of Economics and Political Science, LSE Library.
    108. Qingwei Wang, 2010. "Sentiment, Convergence of Opinion, and Market Crash," Working Papers 10012, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    109. Ghysels, Eric & Pereira, João Pedro, 2008. "Liquidity and conditional portfolio choice: A nonparametric investigation," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 679-699, September.
    110. Kingsley Fong & David R. Gallagher & Adrian D. Lee, 2009. "The Value of Alpha Forecasts in Portfolio Construction," Australian Journal of Management, Australian School of Business, vol. 34(1), pages 97-121, June.
    111. Shynkevich, Andrei, 2012. "Performance of technical analysis in growth and small cap segments of the US equity market," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 193-208.
    112. Žmuk Berislav, 2016. "Capabilities of Statistical Residual-Based Control Charts in Short- and Long-Term Stock Trading," Naše gospodarstvo/Our economy, Sciendo, vol. 62(1), pages 12-26, March.
    113. Shynkevich, Andrei, 2016. "Predictability in bond returns using technical trading rules," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 55-69.
    114. Paskalis Glabadanidis, 2014. "The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes," International Review of Finance, International Review of Finance Ltd., vol. 14(2), pages 161-202, June.
    115. Degenhardt, Thomas & Auer, Benjamin R., 2018. "The “Sell in May” effect: A review and new empirical evidence," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 169-205.
    116. David M. Kaplan & Longhao Zhuo, 2018. "Frequentist size of Bayesian inequality tests," Working Papers 1802, Department of Economics, University of Missouri, revised 14 Jul 2019.
    117. Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2013. "Relevant States and Memory in Markov Chain Bootstrapping and Simulation," MPRA Paper 46250, University Library of Munich, Germany.
    118. Timmermann, Allan & Granger, Clive W. J., 2004. "Efficient market hypothesis and forecasting," International Journal of Forecasting, Elsevier, vol. 20(1), pages 15-27.
    119. Cummins, Mark, 2013. "EU ETS market interactions: The case for multiple hypothesis testing approaches," Applied Energy, Elsevier, vol. 111(C), pages 701-709.
    120. Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017. "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, vol. 33(6), pages 1306-1351, December.
    121. Eric Ghysels & João Pereira, 2003. "On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation," CIRANO Working Papers 2003s-27, CIRANO.
    122. Timmermann, Allan & Lunde, Asger, 2003. "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," CEPR Discussion Papers 4104, C.E.P.R. Discussion Papers.
    123. Stephen A. Gorman & Frank J. Fabozzi, 2021. "The ABC’s of the alternative risk premium: academic roots," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 405-436, October.
    124. Carlos A. Medel & Sergio C. Salgado, 2013. "Does the Bic Estimate and Forecast Better than the Aic?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(1), pages 47-64, April.
    125. Fernando Rubio, 2004. "Technical Analysis On Foreign Exchange: 1975 - 2004," Finance 0405033, University Library of Munich, Germany, revised 01 Jul 2004.
    126. Dai, Zhifeng & Dong, Xiaodi & Kang, Jie & Hong, Lianying, 2020. "Forecasting stock market returns: New technical indicators and two-step economic constraint method," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
    127. Hugo Tak-Sang, IP & Terence Tai-Leung, Chong, 2006. "Do Momentum-based Strategies Work in Emerging Currency Markets?," Departmental Working Papers _181, Chinese University of Hong Kong, Department of Economics.
    128. Luís Almeida & Elisabete Vieira, 2023. "Technical Analysis, Fundamental Analysis, and Ichimoku Dynamics: A Bibliometric Analysis," Risks, MDPI, vol. 11(8), pages 1-24, August.
    129. Shan Wang & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015. "Testing the performance of technical trading rules in the Chinese market," Papers 1504.06397, arXiv.org.
    130. Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
    131. Buncic, Daniel & Piras, Gion Donat, 2016. "Heterogeneous agents, the financial crisis and exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 313-359.
    132. Damien Challet & Ahmed Bel Hadj Ayed, 2015. "Do Google Trend data contain more predictability than price returns?," Post-Print hal-00960875, HAL.
    133. Edwin D. Maberly & Daniel F. Waggoner, 2000. "Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract," FRB Atlanta Working Paper 2000-11, Federal Reserve Bank of Atlanta.
    134. Han Hwa Goh & Kim Leng Tan & Chia Ying Khor & Sew Lai Ng, 2016. "Volatility and Market Risk of Rubber Price in Malaysia: Pre- and Post-Global Financial Crisis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(2), pages 323-344, December.
    135. Gencay, Ramazan & Dacorogna, Michel & Olsen, Richard & Pictet, Olivier, 2003. "Foreign exchange trading models and market behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 909-935, April.
    136. Allan Timmermann, 2018. "Forecasting Methods in Finance," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 449-479, November.
    137. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006. "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper 561, University Library of Munich, Germany.
    138. Roy Cerqueti & Paolo Falbo & Cristian Pelizzari & Federica Ricca & Andrea Scozzari, 2017. "A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping," Annals of Operations Research, Springer, vol. 248(1), pages 163-187, January.
    139. Christopher J. Neely & Paul A. Weller, 2011. "Lessons from the evolution of foreign exchange trading strategies," Working Papers 2011-021, Federal Reserve Bank of St. Louis.
    140. Kirt Butler & Katsushi Okada, 2009. "The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices," Applied Financial Economics, Taylor & Francis Journals, vol. 19(1), pages 1-15.
    141. Kukacka, Jiri & Barunik, Jozef, 2016. "Estimation of financial agent-based models with simulated maximum likelihood," FinMaP-Working Papers 63, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    142. Marshall, Ben R. & Cahan, Rochester H. & Cahan, Jared M., 2008. "Can commodity futures be profitably traded with quantitative market timing strategies?," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1810-1819, September.
    143. Dichtl, Hubert & Drobetz, Wolfgang & Neuhierl, Andreas & Wendt, Viktoria-Sophie, 2021. "Data snooping in equity premium prediction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 72-94.
    144. Hubert Dichtl & Wolfgang Drobetz & Viktoria‐Sophie Wendt, 2021. "How to build a factor portfolio: Does the allocation strategy matter?," European Financial Management, European Financial Management Association, vol. 27(1), pages 20-58, January.
    145. Guo, Bin & Huang, Fuzhe & Li, Kai, 2020. "Time to build and bond risk premia," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
    146. Karapandza, Rasa, 2016. "Stock returns and future tense language in 10-K reports," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 50-61.
    147. Panos Pouliasis & Ioannis Kyriakou & Nikos Papapostolou, 2017. "On equity risk prediction and tail spillovers," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(4), pages 379-393, October.
    148. Anton Bekkerman, 2011. "Time‐varying hedge ratios in linked agricultural markets," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 71(2), pages 179-200, August.
    149. Robert Sollis, 2005. "Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(3), pages 221-231.
    150. Norman R. Swanson & Lili Cai, 2011. "In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008," Departmental Working Papers 201102, Rutgers University, Department of Economics.
    151. Rosario Dell'Aquila & Elvezio Ronchetti, 2004. "Robust tests of predictive accuracy," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 161-184.
    152. Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021. "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    153. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "International Stock Return Predictability: Evidence from New Statistical Tests," Post-Print hal-01626101, HAL.
    154. Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, vol. 60(7), pages 1772-1791, July.
    155. Skouras, Spyros, 2003. "An algorithm for computing estimators that optimize step functions," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 349-361, March.
    156. Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
    157. Diebold, Francis X., 2001. "Econometrics: Retrospect and prospect," Journal of Econometrics, Elsevier, vol. 100(1), pages 73-75, January.
    158. Spyros Skouras, 1998. "Financial Returns and Efficiency as seen by an Artificial Technical Analyst," Finance 9808001, University Library of Munich, Germany, revised 24 Aug 1998.
    159. Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018. "Simple Market Timing with Moving Averages," Econometric Institute Research Papers EI2018-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    160. Bartram, Söhnke M. & Grinblatt, Mark, 2018. "Agnostic fundamental analysis works," Journal of Financial Economics, Elsevier, vol. 128(1), pages 125-147.
    161. Andreas Gronlund & Il Gu Yi & Beom Jun Kim, 2012. "Fractal Profit Landscape of the Stock Market," Papers 1205.0505, arXiv.org.
    162. Ślepaczuk Robert & Sakowski Paweł & Zakrzewski Grzegorz, 2018. "Investment Strategies that Beat the Market. What Can We Squeeze from the Market?," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 14(4), pages 36-55, December.
    163. Dai, Zhifeng & Zhu, Huan & Kang, Jie, 2021. "New technical indicators and stock returns predictability," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 127-142.
    164. Chung, San-Lin & Hung, Chi-Hsiou & Yeh, Chung-Ying, 2012. "When does investor sentiment predict stock returns?," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 217-240.
    165. Yamamoto, Ryuichi, 2012. "Intraday technical analysis of individual stocks on the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3033-3047.
    166. Michael Sinkey & Trevon Logan, 2014. "Does the Hot Hand Drive the Market? Evidence from College Football Betting Markets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 40(4), pages 583-603, September.
    167. Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2019. "Review of new trends in the literature on factor models and mutual fund performance," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 344-354.
    168. Jin, Xiaoye, 2022. "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    169. Jenni L. Bettman & Stephen J. Sault & Emma L. Schultz, 2009. "Fundamental and technical analysis: substitutes or complements?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(1), pages 21-36, March.
    170. Jia Wang & Tong Sun & Benyuan Liu & Yu Cao & Degang Wang, 2021. "Financial Markets Prediction with Deep Learning," Papers 2104.05413, arXiv.org.
    171. Tezel, Ahmet & McManus, Ginette, 2001. "Evaluating a stock market timing strategy: the case of RTE Asset Management," Financial Services Review, Elsevier, vol. 10(1-4), pages 173-186.
    172. Harvey, Campbell R. & Liu, Yan, 2021. "Lucky factors," Journal of Financial Economics, Elsevier, vol. 141(2), pages 413-435.
    173. Alizadeh, Amir H. & Nomikos, Nikos K., 2007. "Investment timing and trading strategies in the sale and purchase market for ships," Transportation Research Part B: Methodological, Elsevier, vol. 41(1), pages 126-143, January.
    174. Andreas Thomann, 2021. "Multi-asset scenario building for trend-following trading strategies," Annals of Operations Research, Springer, vol. 299(1), pages 293-315, April.
    175. Ioannis Kyriakou & Panos K. Pouliasis & Nikos C. Papapostolou & Nikos K. Nomikos, 2018. "Income uncertainty and the decision to invest in bulk shipping," European Financial Management, European Financial Management Association, vol. 24(3), pages 387-417, June.
    176. Isakov, Dusan & Marti, Didier, 2011. "Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability," FSES Working Papers 421, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    177. Oleg Rytchkov & Xun Zhong, 2020. "Information Aggregation and P-Hacking," Management Science, INFORMS, vol. 66(4), pages 1605-1626, April.
    178. Newell, Richard G. & Prest, Brian C. & Sexton, Steven, 2020. "The GDP Temperature Relationship: Implications for Climate Change Damages," RFF Working Paper Series 18-17, Resources for the Future.
    179. Flavio Ivo Riedlinger & João Nicolau, 2020. "The Profitability in the FTSE 100 Index: A New Markov Chain Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(1), pages 61-81, March.
    180. Karolyi, G. Andrew & Kho, Bong-Chan, 2004. "Momentum strategies: some bootstrap tests," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 509-536, September.
    181. Paskalis Glabadanidis, 2015. "Market Timing With Moving Averages," International Review of Finance, International Review of Finance Ltd., vol. 15(3), pages 387-425, September.
    182. Nabil Bouamara & S'ebastien Laurent & Shuping Shi, 2023. "Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications," Papers 2303.13406, arXiv.org, revised Jun 2023.
    183. Yang, Jian & Cabrera, Juan & Wang, Tao, 2010. "Nonlinearity, data-snooping, and stock index ETF return predictability," European Journal of Operational Research, Elsevier, vol. 200(2), pages 498-507, January.
    184. Deprez, Niek & Frömmel, Michael, 2024. "Are simple technical trading rules profitable in bitcoin markets?," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 858-874.
    185. Jukka Ilomäki, 2018. "Risk and return of a trend-chasing application in financial markets: an empirical test," Risk Management, Palgrave Macmillan, vol. 20(3), pages 258-272, August.
    186. Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2014. "The international business cycle and gold-price fluctuations," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 292-305.
    187. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008. "Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions," Working Papers Series 173, Central Bank of Brazil, Research Department.
    188. Day, Theodore E. & Wang, Pingying, 2002. "Dividends, nonsynchronous prices, and the returns from trading the Dow Jones Industrial Average," Journal of Empirical Finance, Elsevier, vol. 9(4), pages 431-454, November.
    189. Marshall, Ben R. & Visaltanachoti, Nuttawat, 2010. "The Other January Effect: Evidence against market efficiency?," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2413-2424, October.
    190. Urquhart, Andrew & Gebka, Bartosz & Hudson, Robert, 2015. "How exactly do markets adapt? Evidence from the moving average rule in three developed markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 127-147.
    191. Szakmary, Andrew C. & Shen, Qian & Sharma, Subhash C., 2010. "Trend-following trading strategies in commodity futures: A re-examination," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 409-426, February.
    192. Stephan Schulmeister, 2009. "Trading Practices and Price Dynamics in Commodity Markets and the Stabilising Effects of a Transaction Tax," WIFO Studies, WIFO, number 34919.
    193. Paskalis Glabadanidis, 2017. "Timing the Market with a Combination of Moving Averages," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 353-394, September.
    194. Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018. "Market Timing with Moving Averages," Econometric Institute Research Papers EI 2018-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    195. Ioana-Andreea Boboc & Mihai-Cristian Dinică, 2013. "An Algorithm for Testing the Efficient Market Hypothesis," PLOS ONE, Public Library of Science, vol. 8(10), pages 1-11, October.
    196. Andrei Shynkevich, 2021. "Impact of bitcoin futures on the informational efficiency of bitcoin spot market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(1), pages 115-134, January.
    197. Eero P䴤ri & Mika Vilska, 2014. "Performance of moving average trading strategies over varying stock market conditions: the Finnish evidence," Applied Economics, Taylor & Francis Journals, vol. 46(24), pages 2851-2872, August.
    198. Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.
    199. Fernando Rubio, 2005. "Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance," Finance 0503028, University Library of Munich, Germany, revised 23 Jul 2005.
    200. Keith Cuthbertson & Dirk Nitzsche & Niall O'Sullivan, 2010. "Mutual Fund Performance: Measurement and Evidence," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 19(2), pages 95-187, May.
    201. Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series qt2z02z6d9, Department of Economics, UC San Diego.
    202. Farias Nazário, Rodolfo Toríbio & e Silva, Jéssica Lima & Sobreiro, Vinicius Amorim & Kimura, Herbert, 2017. "A literature review of technical analysis on stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 115-126.
    203. Zakamulin, Valeriy & Giner, Javier, 2022. "Time series momentum in the US stock market: Empirical evidence and theoretical analysis," International Review of Financial Analysis, Elsevier, vol. 82(C).
    204. Ardia, David & Boudt, Kris & Hartmann, Stefan & Nguyen, Giang, 2022. "Properties of the Margrabe Best-of-two strategy to tactical asset allocation," International Review of Financial Analysis, Elsevier, vol. 81(C).
    205. Urquhart, Andrew & Zhang, Hanxiong, 2019. "The performance of technical trading rules in Socially Responsible Investments," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 397-411.
    206. Ioannis Kyriakou & Nikos K. Nomikos & Nikos C. Papapostolou & Panos K. Pouliasis, 2016. "Affine†Structure Models and the Pricing of Energy Commodity Derivatives," European Financial Management, European Financial Management Association, vol. 22(5), pages 853-881, November.
    207. White, Halbert & Timmermann, Allan & Sullivan, Ryan, 2001. "Forecast Evaluation with Shared Data Sets," CEPR Discussion Papers 3060, C.E.P.R. Discussion Papers.
    208. Konstantinidi, Eirini & Skiadopoulos, George, 2011. "Are VIX futures prices predictable? An empirical investigation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 543-560, April.
    209. Wang, Tao & Yang, Jian, 2010. "Nonlinearity and intraday efficiency tests on energy futures markets," Energy Economics, Elsevier, vol. 32(2), pages 496-503, March.
    210. Jarrow, Robert & Teo, Melvyn & Tse, Yiu Kuen & Warachka, Mitch, 2012. "An improved test for statistical arbitrage," Journal of Financial Markets, Elsevier, vol. 15(1), pages 47-80.
    211. Cristiana Tudor & Andrei Anghel, 2021. "The Financialization of Crude Oil Markets and Its Impact on Market Efficiency: Evidence from the Predictive Ability and Performance of Technical Trading Strategies," Energies, MDPI, vol. 14(15), pages 1-19, July.
    212. Schmidt, Anatoly B., 2002. "Why technical trading may be successful? A lesson from the agent-based modeling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 303(1), pages 185-188.
    213. Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015. "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, vol. 14(C), pages 36-44.
    214. Antony Jackson & Daniel Ladley, 2013. "Market Ecologies: The Interaction and Profitability of Technical Trading Strategies," Discussion Papers in Economics 13/02, Division of Economics, School of Business, University of Leicester.
    215. Psaradellis, Ioannis & Laws, Jason & Pantelous, Athanasios A. & Sermpinis, Georgios, 2023. "Technical analysis, spread trading, and data snooping control," International Journal of Forecasting, Elsevier, vol. 39(1), pages 178-191.
    216. Tatiana PÎŞCHINA & Romeo Fortuna, 2017. "Moldova’s Phenomenon: Can Foreign Investments Help Out of the Poverty Circle?," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 3, ejes_v3_i.
    217. Hsu, Po-Hsuan, 2009. "Technological innovations and aggregate risk premiums," Journal of Financial Economics, Elsevier, vol. 94(2), pages 264-279, November.
    218. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan, 2016. "Technical trading: Is it still beating the foreign exchange market?," Journal of International Economics, Elsevier, vol. 102(C), pages 188-208.
    219. Neely, Christopher J. & Weller, Paul A. & Ulrich, Joshua M., 2009. "The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(2), pages 467-488, April.
    220. Marshall, Ben R. & Cahan, Rochester H. & Cahan, Jared M., 2008. "Does intraday technical analysis in the U.S. equity market have value?," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 199-210, March.
    221. Alhashel, Bader S. & Almudhaf, Fahad W. & Hansz, J. Andrew, 2018. "Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 92-108.
    222. Nomikos, Nikos K. & Kyriakou, Ioannis & Papapostolou, Nikos C. & Pouliasis, Panos K., 2013. "Freight options: Price modelling and empirical analysis," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 51(C), pages 82-94.
    223. Souropanis, Ioannis & Vivian, Andrew, 2023. "Forecasting realized volatility with wavelet decomposition," Journal of Empirical Finance, Elsevier, vol. 74(C).
    224. ap Gwilym, O. & Kita, A. & Wang, Q., 2014. "Speculate against speculative demand," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 212-221.
    225. Hsu, Po-Hsuan & Hsu, Yu-Chin & Kuan, Chung-Ming, 2010. "Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 471-484, June.
    226. Dan Anghel, 2013. "How Reliable is the Moving Average Crossover Rule for an Investor on the Romanian Stock Market?," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 5(2), pages 089-115, December.
    227. Ergun, Lerby & Molchanov, Alexander & Stork, Philip, 2023. "Technical trading rules, loss avoidance, and the business cycle," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    228. Yin, Libo & Yang, Qingyuan, 2016. "Predicting the oil prices: Do technical indicators help?," Energy Economics, Elsevier, vol. 56(C), pages 338-350.
    229. Alizadeh, Amir H. & Nomikos, Nikos K. & Pouliasis, Panos K., 2008. "A Markov regime switching approach for hedging energy commodities," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1970-1983, September.
    230. Foort Hamelink, 2001. "Nonlinear analysis for forecasting currencies: are they useful to the portfolio manager?," The European Journal of Finance, Taylor & Francis Journals, vol. 7(4), pages 335-355.
    231. Andrew Y. Chen, 2021. "The Limits of p‐Hacking: Some Thought Experiments," Journal of Finance, American Finance Association, vol. 76(5), pages 2447-2480, October.
    232. Nomikos, Nikos K. & Doctor, Kaizad, 2013. "Economic significance of market timing rules in the Forward Freight Agreement markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 52(C), pages 77-93.
    233. Pedro Godinho, 2012. "Can abnormal returns be earned on bandwidth-bounded currencies? Evidence from a genetic algorithm," Economic Issues Journal Articles, Economic Issues, vol. 17(1), pages 1-26, March.
    234. Patton, Andrew, 2010. "On the Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 7780, C.E.P.R. Discussion Papers.
    235. Kidd, Willis V. & Brorsen, B. Wade, 2004. "Why have the returns to technical analysis decreased?," Journal of Economics and Business, Elsevier, vol. 56(3), pages 159-176.
    236. ZEW - Zentrum für Europäische Wirtschaftsforschung (Mannheim) (ed.), 2007. "Studie im Auftrag der Deutschen Bank AG, Frankfurt am Main zum Thema: "Analyse der Currency Harvest-Strategie". Endbericht," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 110490, May.
    237. Cheol‐Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, September.
    238. Ellul, Andrew & Holden, Craig W. & Jain, Pankaj & Jennings, Robert, 2003. "A comprehensive test of order choice theory: recent evidence from the NYSE," LSE Research Online Documents on Economics 24896, London School of Economics and Political Science, LSE Library.
    239. Ouysse, Rachida, 2006. "Consistent variable selection in large panels when factors are observable," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 946-984, April.
    240. Ebert, Sebastian & Hilpert, Christian, 2019. "Skewness preference and the popularity of technical analysis," Journal of Banking & Finance, Elsevier, vol. 109(C).
    241. Robert Hudson & Andrew Urquhart, 2021. "Technical trading and cryptocurrencies," Annals of Operations Research, Springer, vol. 297(1), pages 191-220, February.
    242. Heinz, Adrian & Jamaloodeen, Mohamed & Saxena, Atul & Pollacia, Lissa, 2021. "Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 221-244.
    243. Qing Zhou & Robert Faff, 2017. "The complementary role of cross-sectional and time-series information in forecasting stock returns," Australian Journal of Management, Australian School of Business, vol. 42(1), pages 113-139, February.
    244. Krzysztof Borowski & Izabela Pruchnicka-Grabias, 2019. "Optimal lengths of moving averages for the MACD oscillator for companies listed on the Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, vol. 50(5), pages 457-478.
    245. Tan, Siow-Hooi & Lai, Ming-Ming & Tey, Eng-Xin & Chong, Lee-Lee, 2020. "Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    246. Gilles Daniel & Didier Sornette & Peter Wohrmann, 2008. "Look-Ahead Benchmark Bias in Portfolio Performance Evaluation," Papers 0810.1922, arXiv.org.
    247. Hudson, Robert S. & Gregoriou, Andros, 2015. "Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 151-162.
    248. Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
    249. E. Hui & J. Wright & S. Yam, 2014. "Calendar Effects and Real Estate Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 91-115, July.
    250. McCracken, Michael W., 2007. "Asymptotics for out of sample tests of Granger causality," Journal of Econometrics, Elsevier, vol. 140(2), pages 719-752, October.
    251. Marshall, Ben R. & Young, Martin R. & Rose, Lawrence C., 2006. "Candlestick technical trading strategies: Can they create value for investors?," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2303-2323, August.
    252. Goulas, Lambros & Skiadopoulos, George, 2012. "Are freight futures markets efficient? Evidence from IMAREX," International Journal of Forecasting, Elsevier, vol. 28(3), pages 644-659.
    253. Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020. "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, vol. 71(C).
    254. Batten, Jonathan A. & Lucey, Brian M. & McGroarty, Frank & Peat, Maurice & Urquhart, Andrew, 2018. "Does intraday technical trading have predictive power in precious metal markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 102-113.
    255. Christopher Ittner & David Larcker & Daniel Taylor, 2009. "—The Stock Market's Pricing of Customer Satisfaction," Marketing Science, INFORMS, vol. 28(5), pages 826-835, 09-10.
    256. Tsung-Hsun Lu & Yung-Ming Shiu, 2012. "Tests for Two-Day Candlestick Patterns in the Emerging Equity Market of Taiwan," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(0), pages 41-57, January.
    257. Atanasova, Christina V. & Hudson, Robert S., 2010. "Technical trading rules and calendar anomalies -- Are they the same phenomena?," Economics Letters, Elsevier, vol. 106(2), pages 128-130, February.
    258. Jin, Xiaoye, 2022. "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, vol. 51(PA).
    259. C. L. Dunis & Jason Laws & Ben Evans, 2006. "Trading futures spreads: an application of correlation and threshold filters," Applied Financial Economics, Taylor & Francis Journals, vol. 16(12), pages 903-914.
    260. Enoch Cheng & Clemens C. Struck, 2019. "Time-Series Momentum: A Monte-Carlo Approach," Working Papers 201906, School of Economics, University College Dublin.
    261. Rapach, David & Zhou, Guofu, 2013. "Forecasting Stock Returns," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 328-383, Elsevier.
    262. Chen, Cheng-Wei & Huang, Chin-Sheng & Lai, Hung-Wei, 2009. "The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets," Journal of Asian Economics, Elsevier, vol. 20(5), pages 580-591, September.
    263. Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
    264. Hoffmann, Arvid O.I. & Shefrin, Hersh, 2014. "Technical analysis and individual investors," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 487-511.
    265. Vincent, Kendro & Hsu, Yu-Chin & Lin, Hsiou-Wei, 2021. "Investment styles and the multiple testing of cross-sectional stock return predictability," Journal of Financial Markets, Elsevier, vol. 56(C).
    266. Jin, Xiaoye, 2021. "What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
    267. Ben Marshall & Sun Qian & Martin Young, 2009. "Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics?," Applied Financial Economics, Taylor & Francis Journals, vol. 19(15), pages 1213-1221.
    268. Cao, Ji & Muhl, Stefan & Rieger, Marc Oliver & Chen, Hung-Ling, 2023. "Sign matters: Stock-movement-based trading decisions of individual investors," Journal of Banking & Finance, Elsevier, vol. 148(C).
    269. Shynkevich, Andrei, 2013. "Time-series momentum as an intra- and inter-industry effect: Implications for market efficiency," Journal of Economics and Business, Elsevier, vol. 69(C), pages 64-85.
    270. Dichtl, Hubert, 2020. "Forecasting excess returns of the gold market: Can we learn from stock market predictions?," Journal of Commodity Markets, Elsevier, vol. 19(C).
    271. Konstandinos Chourmouziadis & Dimitra K. Chourmouziadou & Prodromos D. Chatzoglou, 2021. "Embedding Four Medium-Term Technical Indicators to an Intelligent Stock Trading Fuzzy System for Predicting: A Portfolio Management Approach," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1183-1216, April.
    272. Stephan Schulmeister, 2009. "Technical Trading and Trends in the Dollar-Euro Exchange Rate," WIFO Studies, WIFO, number 37582.
    273. Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012. "Investment strategies beating the market. What can we squeeze from the market?," Working Papers 2012-04, Faculty of Economic Sciences, University of Warsaw.
    274. Yuan, Kathy & Zheng, Lu & Zhu, Qiaoqiao, 2006. "Are investors moonstruck? Lunar phases and stock returns," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 1-23, January.
    275. Peter Reinhard Hansen, 2001. "An Unbiased and Powerful Test for Superior Predictive Ability," Working Papers 2001-06, Brown University, Department of Economics.
    276. Strobel, Marcus & Auer, Benjamin R., 2018. "Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?," International Review of Economics & Finance, Elsevier, vol. 53(C), pages 168-184.
    277. Anghel, Dan Gabriel, 2022. "No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance," Economics Letters, Elsevier, vol. 216(C).
    278. M. A. H. Dempster & C. M. Jones, 2002. "Can channel pattern trading be profitably automated?," The European Journal of Finance, Taylor & Francis Journals, vol. 8(3), pages 275-301.
    279. Brian Lucey, 2004. "Robust estimates of daily seasonality in the Irish equity market," Applied Financial Economics, Taylor & Francis Journals, vol. 14(7), pages 517-523.
    280. Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012. "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, vol. 169(2), pages 301-309.
    281. Anarkulova, Aizhan & Cederburg, Scott & O’Doherty, Michael S., 2022. "Stocks for the long run? Evidence from a broad sample of developed markets," Journal of Financial Economics, Elsevier, vol. 143(1), pages 409-433.
    282. Georgios Sermpinis & Arman Hassanniakalager & Charalampos Stasinakis & Ioannis Psaradellis, 2018. "Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices," Papers 1811.06766, arXiv.org, revised Jun 2019.
    283. Stephan Schulmeister, 2007. "Performance of Technical Trading Systems in the Yen/Dollar Market," WIFO Working Papers 291, WIFO.
    284. Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri, 2008. "Is the Swedish stock market efficient? Evidence from some simple trading rules," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 475-490, June.
    285. Jimmy Hilliard & Adam Schwartz & James Squire, 2013. "A Test of Technical Analysis: Matching Time Displaced Generalized Patterns," Financial Management, Financial Management Association International, vol. 42(2), pages 291-314, June.
    286. Didier Sornette & Spencer Wheatley & Peter Cauwels, 2019. "The Fair Reward Problem: The Illusion Of Success And How To Solve It," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-52, May.
    287. Dichtl, Hubert & Drobetz, Wolfgang, 2014. "Are stock markets really so inefficient? The case of the “Halloween Indicator”," Finance Research Letters, Elsevier, vol. 11(2), pages 112-121.
    288. Chen, Shi & Bao, Si & Zhou, Yu, 2016. "The predictive power of Japanese candlestick charting in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 148-165.
    289. Paye, Bradley S. & Timmermann, Allan, 2006. "Instability of return prediction models," Journal of Empirical Finance, Elsevier, vol. 13(3), pages 274-315, June.
    290. Wu, Xiang & Zhang, Bing, 2024. "Retail investors’ escaping from the bottom and clustering at the top of the trend in China," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 875-904.
    291. Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang, 2013. "A New Test for Superior Predictive Ability," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    292. Lee, Tae-Hwy & Saltoglu, Burak, 2002. "Assessing the risk forecasts for Japanese stock market," Japan and the World Economy, Elsevier, vol. 14(1), pages 63-85, January.
    293. Andreas Grönlund & Il Gu Yi & Beom Jun Kim, 2012. "Fractal Profit Landscape of the Stock Market," PLOS ONE, Public Library of Science, vol. 7(4), pages 1-5, April.
    294. Gerritsen, Dirk F., 2016. "Are chartists artists? The determinants and profitability of recommendations based on technical analysis," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 179-196.
    295. Alizadeh, Amir H. & Thanopoulou, Helen & Yip, Tsz Leung, 2017. "Investors’ behavior and dynamics of ship prices: A heterogeneous agent model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 106(C), pages 98-114.
    296. Yung-Ho Chang, 2019. "Cross-market information spillover and the performance of technical trading in the foreign exchange market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(2), pages 211-227, April.
    297. Lee, Hsiang-Tai, 2010. "Regime switching correlation hedging," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2728-2741, November.
    298. Yang, Junmin & Cao, Zhiguang & Han, Qiheng & Wang, Qiyu, 2019. "Tactical asset allocation on technical trading rules and data snooping," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    299. Martin Scholtus & Dick van Dijk, 2012. "High-Frequency Technical Trading: The Importance of Speed," Tinbergen Institute Discussion Papers 12-018/4, Tinbergen Institute.

  49. Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series qt2z02z6d9, Department of Economics, UC San Diego.

    Cited by:

    1. Goran Karanovic & Bisera Karanovic, 2018. "The Day-of-the-Week Effect: Evidence from Selected Balkan Markets," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(1), pages 1-11, March.
    2. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
    3. David McMillan & Alan Speight, 2004. "Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 14(4), pages 253-263.
    4. Edwin D. Maberly & Daniel F. Waggoner, 2000. "Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract," FRB Atlanta Working Paper 2000-11, Federal Reserve Bank of Atlanta.
    5. Sasidharan, Anand, 2009. "Does seasonality persists in Indian stock markets?," MPRA Paper 24185, University Library of Munich, Germany, revised Aug 2010.
    6. Ayman Abdalmajeed Ahmad Al-Smadi & Mahmoud Khalid Almsafir & Nur Hanis Hazwani Binti Husni, 2018. "Trends And Calendar Effects In Malaysia’S Stock Market," Romanian Economic Business Review, Romanian-American University, vol. 13(2), pages 15-22, June.
    7. Hendry, David F., 2001. "Achievements and challenges in econometric methodology," Journal of Econometrics, Elsevier, vol. 100(1), pages 7-10, January.
    8. Kunkel, Robert A. & Compton, William S. & Beyer, Scott, 2003. "The turn-of-the-month effect still lives: the international evidence," International Review of Financial Analysis, Elsevier, vol. 12(2), pages 207-221.
    9. Philip Kostov & Seamus McErlean, 2004. "Estimating the probability of large negative stock market," Finance 0409011, University Library of Munich, Germany.
    10. Lee, Tae-Hwy & Saltoglu, Burak, 2002. "Assessing the risk forecasts for Japanese stock market," Japan and the World Economy, Elsevier, vol. 14(1), pages 63-85, January.

  50. Corradi, V. & Swanson, N. & White, H., 1996. "Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes," Papers 4-96-6, Pennsylvania State - Department of Economics.

    Cited by:

    1. Granger, Clive W.J. & Hyung, Namwon, 1998. "Introduction to M-M Processes," University of California at San Diego, Economics Working Paper Series qt9pk546xs, Department of Economics, UC San Diego.
    2. Gallagher, Liam A & Taylor, Mark P, 2001. "Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio," Economic Inquiry, Western Economic Association International, vol. 39(4), pages 524-536, October.
    3. Yoichi Arai, 2015. "Testing for Linearity in Regressions with I(1) Processes," GRIPS Discussion Papers 15-11, National Graduate Institute for Policy Studies.
    4. Christian Gourieroux & Joann Jasiak, 2011. "Nonlinear Persistence and Copersistence," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, chapter 4, pages 77-103, Palgrave Macmillan.
    5. Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 247-318.
    6. Yoon, Gawon, 2005. "An introduction to I([infinity]) processes," Economic Modelling, Elsevier, vol. 22(3), pages 473-483, May.
    7. Altissimo, Filippo & Violante, Giovanni, 2000. "The Nonlinear Dynamics of Output and Unemployment in the US," CEPR Discussion Papers 2475, C.E.P.R. Discussion Papers.
    8. Daiki Maki, 2008. "The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 77-94, February.
    9. Seo, Myung Hwan, 2007. "Estimation of nonlinear error correction models," LSE Research Online Documents on Economics 6802, London School of Economics and Political Science, LSE Library.
    10. Theis Lange, 2009. "First and second order non-linear cointegration models," CREATES Research Papers 2009-04, Department of Economics and Business Economics, Aarhus University.
    11. Lieb Lenard & Candelon Bertrand, 2015. "Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 355-376, June.
    12. Granger, Clive W. J. & Inoue, Tomoo & Morin, Norman, 1997. "Nonlinear stochastic trends," Journal of Econometrics, Elsevier, vol. 81(1), pages 65-92, November.
    13. Dennis Kristensen & Anders Rahbek, 2007. "Likelihood-Based Inference in Nonlinear Error-Correction Models," CREATES Research Papers 2007-38, Department of Economics and Business Economics, Aarhus University.
    14. Vasco Gabriel & Pataaree Sangduan, 2009. "Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach," School of Economics Discussion Papers 0309, School of Economics, University of Surrey.
    15. Swanson, Norman R. & White, Halbert, 1997. "Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models," International Journal of Forecasting, Elsevier, vol. 13(4), pages 439-461, December.
    16. Valentina Corradi & Norman R. Swanson, 2003. "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers 200322, Rutgers University, Department of Economics.
    17. Swanson, Norman R., 2002. "Comments on 'A vector error-correction forecasting model of the US economy'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 599-606, December.
    18. Myung Hwan Seo, 2007. "Estimation of Nonlinear Error CorrectionModels," STICERD - Econometrics Paper Series 517, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    19. Gourieroux, Christian & Josiak, Joann, 1999. "Nonlinear persistence and copersistence," CEPREMAP Working Papers (Couverture Orange) 9920, CEPREMAP.
    20. Junttila, Juha & Korhonen, Marko, 2011. "Nonlinearity and time-variation in the monetary model of exchange rates," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 288-302, June.
    21. Frédérique Bec & Mélika Ben Salem, 2004. "L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ?," Revue d'économie politique, Dalloz, vol. 114(4), pages 467-488.
    22. Frédérique Bec & Anders Rahbek, 2004. "Vector equilibrium correction models with non-linear discontinuous adjustments," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 628-651, December.
    23. Haug Alfred A & Siklos Pierre L, 2006. "The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-34, December.
    24. Kristensen, Dennis & Rahbek, Anders, 2010. "Likelihood-based inference for cointegration with nonlinear error-correction," Journal of Econometrics, Elsevier, vol. 158(1), pages 78-94, September.
    25. Alfred A. Haug & Pierre L. Siklos, 2002. "The Term Spread International Evidence of Non-Linear Adjustment," Working Papers 2002_08, York University, Department of Economics, revised Jul 2004.
    26. Granger, Clive W. J., 1996. "Introducing Non-Linearity Into Cointegration," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 16(2), November.
    27. Esra ALP & Ünal SEVEN, 2019. "Türkiye Konut Piyasasında Etkinlik Analizi," Istanbul Business Research, Istanbul University Business School, vol. 48(1), pages 84-112, May.
    28. Saikkonen, Pentti, 2005. "Stability results for nonlinear error correction models," Journal of Econometrics, Elsevier, vol. 127(1), pages 69-81, July.

  51. Swanson, N.R. & White, H., 1995. "A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Papers 04-95-12, Pennsylvania State - Department of Economics.

    Cited by:

    1. Norman R. Swanson & Nii Ayi Armah, 2011. "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers 201103, Rutgers University, Department of Economics.
    2. V. V. Kondratenko & Yu. A Kuperin, 2003. "Using Recurrent Neural Networks To Forecasting of Forex," Papers cond-mat/0304469, arXiv.org.
    3. Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000. "Let's Get "Real" About Using Economic Data," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society.
    4. Ferland, Rene & Lalancette, Simon, 2006. "Dynamics of realized volatilities and correlations: An empirical study," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 2109-2130, July.
    5. Marcellino, Massimiliano, 2002. "Forecasting EMU Macroeconomic Variables," CEPR Discussion Papers 3529, C.E.P.R. Discussion Papers.
    6. Mototsugu Shintani, 2003. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Vanderbilt University Department of Economics Working Papers 0322, Vanderbilt University Department of Economics, revised Apr 2004.
    7. Casarin, Roberto & Costantini, Mauro & Paradiso, Antonio, 2021. "On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting," Economic Modelling, Elsevier, vol. 105(C).
    8. Massimiliano Marcellino, "undated". "Instability and non-linearity in the EMU," Working Papers 211, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    9. Faisal Khalil & Gordon Pipa, 2022. "Is Deep-Learning and Natural Language Processing Transcending the Financial Forecasting? Investigation Through Lens of News Analytic Process," Computational Economics, Springer;Society for Computational Economics, vol. 60(1), pages 147-171, June.
    10. KANAZAWA, Nobuyuki & 金澤, 伸幸, 2018. "Radial Basis Functions Neural Networks for Nonlinear Time Series Analysis and Time-Varying Effects of Supply Shocks," Discussion paper series HIAS-E-64, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    11. Qi, Min, 2001. "Predicting US recessions with leading indicators via neural network models," International Journal of Forecasting, Elsevier, vol. 17(3), pages 383-401.
    12. Massimiliano Marcellino, 2008. "A linear benchmark for forecasting GDP growth and inflation?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 305-340.
    13. José Mauricio Salazar Sáenz, 2009. "Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia," Borradores de Economia 575, Banco de la Republica de Colombia.
    14. Tom Stark and Dean Croushore, 2001. "Forecasting with a Real-Time Data Set for Macroeconomists," Computing in Economics and Finance 2001 258, Society for Computational Economics.
    15. A. Girardi & R. Golinelli & C. Pappalardo, 2014. "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers wp919, Dipartimento Scienze Economiche, Universita' di Bologna.
    16. Simonetta Longhi & Peter Nijkamp & Aura Reggianni & Erich Maierhofer, 2005. "Neural Network Modeling as a Tool for Forecasting Regional Employment Patterns," International Regional Science Review, , vol. 28(3), pages 330-346, July.
    17. Zoran Vojinovic & Vojislav Kecman & Rainer Seidel, 2001. "A data mining approach to financial time series modelling and forecasting," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 10(4), pages 225-239, December.
    18. Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
    19. Qi, Min & Wu, Yangru, 2003. "Nonlinear prediction of exchange rates with monetary fundamentals," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 623-640, December.
    20. Low, Rand Kwong Yew & Alcock, Jamie & Faff, Robert & Brailsford, Timothy, 2013. "Canonical vine copulas in the context of modern portfolio management: Are they worth it?," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3085-3099.
    21. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
    22. Bhardwaj, Geetesh & Swanson, Norman R., 2006. "An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 539-578.
    23. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
    24. Michael Cooper & Huseyin Gulen, 2006. "Is Time-Series-Based Predictability Evident in Real Time?," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1263-1292, May.
    25. Song, ChiUng & Boulier, Bryan L. & Stekler, Herman O., 2009. "Measuring consensus in binary forecasts: NFL game predictions," International Journal of Forecasting, Elsevier, vol. 25(1), pages 182-191.
    26. Zhou, Jian, 2014. "Modeling conditional covariance for mixed-asset portfolios," Economic Modelling, Elsevier, vol. 40(C), pages 242-249.
    27. Haider, Adnan & Hanif, Muhammad Nadeem, 2007. "Inflation Forecasting in Pakistan using Artificial Neural Networks," MPRA Paper 14645, University Library of Munich, Germany.
    28. Alexandrov, Alexei & Pittman, Russell & Ukhaneva, Olga, 2018. "Pricing of Complements in the U.S. freight railroads: Cournot versus Coase," MPRA Paper 86279, University Library of Munich, Germany.
    29. Dellas, Harris & Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2018. "The macroeconomic and fiscal implications of inflation forecast errors," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 203-217.
    30. Khurshid M. KIANI & Terry L. KASTENS, 2006. "Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
    31. Orlando Gomes, 2008. "Stability under Learning: the Endogenous Growth Problem," Working Papers Series 1 ercwp1708, ISCTE-IUL, Business Research Unit (BRU-IUL).
    32. Andrew J. Patton, 2004. "On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation," Journal of Financial Econometrics, Oxford University Press, vol. 2(1), pages 130-168.
    33. Sharma, Udayan & Karmakar, Madhusudan, 2023. "Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models," International Review of Financial Analysis, Elsevier, vol. 87(C).
    34. Ciner, Cetin, 2019. "Do industry returns predict the stock market? A reprise using the random forest," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 152-158.
    35. Corradi, Valentina & Swanson, Norman R., 2002. "A consistent test for nonlinear out of sample predictive accuracy," Journal of Econometrics, Elsevier, vol. 110(2), pages 353-381, October.
    36. Corradi, Valentina & Swanson, Norman R., 2004. "Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives," International Journal of Forecasting, Elsevier, vol. 20(2), pages 185-199.
    37. Tkacz, Greg, 2001. "Neural network forecasting of Canadian GDP growth," International Journal of Forecasting, Elsevier, vol. 17(1), pages 57-69.
    38. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    39. Norman Swanson & Valentina Corradi, 2006. "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers 200618, Rutgers University, Department of Economics.
    40. Landajo, Manuel & de Andres, Javier & Lorca, Pedro, 2007. "Robust neural modeling for the cross-sectional analysis of accounting information," European Journal of Operational Research, Elsevier, vol. 177(2), pages 1232-1252, March.
    41. Todd E. Clark & Michael W. McCracken, 2000. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Econometric Society World Congress 2000 Contributed Papers 0319, Econometric Society.
    42. Andres, Antonio Rodriguez & Otero, Abraham & Amavilah, Voxi Heinrich, 2021. "Using Deep Learning Neural Networks to Predict the Knowledge Economy Index for Developing and Emerging Economies," MPRA Paper 109137, University Library of Munich, Germany.
    43. Alexandrov, Alexei & Pittman, Russell & Ukhaneva, Olga, 2017. "Royalty stacking in the U.S. freight railroads: Cournot vs. Coase," MPRA Paper 78249, University Library of Munich, Germany.
    44. Jagric Timotej, 2003. "A Nonlinear Approach to Forecasting with Leading Economic Indicators," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(2), pages 1-20, July.
    45. Urmat Dzhunkeev, 2022. "Forecasting Unemployment in Russia Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 73-87, March.
    46. Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.
    47. Weijia Peng & Chun Yao, 2023. "Sector-level equity returns predictability with machine learning and market contagion measure," Empirical Economics, Springer, vol. 65(4), pages 1761-1798, October.
    48. Marek RUSNAK, 2013. "Revisions to the Czech National Accounts: Properties and Predictability," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(3), pages 244-261, July.
    49. Blaskowitz, Oliver & Herwartz, Helmut, 2014. "Testing the value of directional forecasts in the presence of serial correlation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 30-42.
    50. Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes, 2020. "Machine Learning Advances for Time Series Forecasting," Papers 2012.12802, arXiv.org, revised Apr 2021.
    51. M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
    52. Blaskowitz, Oliver J. & Herwartz, Helmut, 2008. "Adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers 2008-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    53. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 8, pages 413-457, Elsevier.
    54. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2011. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers 1103, University of Nevada, Las Vegas , Department of Economics.
    55. Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
    56. Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin, 2023. "The economic impact of daily volatility persistence on energy markets," Journal of Commodity Markets, Elsevier, vol. 30(C).
    57. Saman, Corina, 2011. "Scenarios of the Romanian GDP Evolution With Neural Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 129-140, December.
    58. Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002. "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance 508, Stockholm School of Economics.
    59. Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2011. "Forecast evaluation in call centers: combined forecasts, flexible loss functions and economic criteria," Departmental Working Papers 2011-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    60. Ülengin, Füsun & Kabak, Özgür & Önsel, Sule & Aktas, Emel & Parker, Barnett R., 2011. "The competitiveness of nations and implications for human development," Socio-Economic Planning Sciences, Elsevier, vol. 45(1), pages 16-27, March.
    61. Roberto Patuelli & Peter Nijkamp & Simonetta Longhi & Aura Reggiani, 2008. "Neural Networks and Genetic Algorithms as Forecasting Tools: A Case Study on German Regions," Environment and Planning B, , vol. 35(4), pages 701-722, August.
    62. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
    63. LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.
    64. Greg Tkacz & Sarah Hu, 1999. "Forecasting GDP Growth Using Artificial Neural Networks," Staff Working Papers 99-3, Bank of Canada.
    65. Parigi, Giuseppe & Golinelli, Roberto, 2005. "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers 5302, C.E.P.R. Discussion Papers.
    66. Andreas Karatahansopoulos & Georgios Sermpinis & Jason Laws & Christian Dunis, 2014. "Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(8), pages 596-610, December.
    67. Seulki Chung, 2023. "Inside the black box: Neural network-based real-time prediction of US recessions," Papers 2310.17571, arXiv.org, revised May 2024.
    68. Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, January.
    69. Nii Ayi Armah & Norman Swanson, 2011. "Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 43-60.
    70. Valentina Corradi & Norman Swanson, 2004. "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers 200418, Rutgers University, Department of Economics.
    71. Panayotis G. Michaelides & Efthymios G. Tsionas & Angelos T. Vouldis & Konstantinos N. Konstantakis & Panagiotis Patrinos, 2018. "A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 637-675, March.
    72. Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998. "Trade, Investment, and Growth: Nexus, Analysis, and Prognosis," NBER Working Papers 6861, National Bureau of Economic Research, Inc.
    73. Rodríguez-Vargas, Adolfo, 2020. "Forecasting Costa Rican inflation with machine learning methods," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
    74. Francesco Virili & Bernd Freisleben, 2001. "Neural Network Model Selection for Financial Time Series Prediction," Computational Statistics, Springer, vol. 16(3), pages 451-463, September.
    75. Longhi, Simonetta & Nijkamp, Peter, 2006. "Forecasting regional labor market developments under spatial heterogeneity and spatial correlation," Serie Research Memoranda 0015, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    76. Lance J. Bachmeier & Norman R. Swanson, 2003. "Predicting Inflation: Does The Quantity Theory Help?," Departmental Working Papers 200317, Rutgers University, Department of Economics.
    77. Bou-Hamad, Imad & Jamali, Ibrahim, 2020. "Forecasting financial time-series using data mining models: A simulation study," Research in International Business and Finance, Elsevier, vol. 51(C).
    78. Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
    79. Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012. "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 245-264, October.
    80. Blaskowitz, Oliver J. & Herwartz, Helmut, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers 2008-073, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    81. John C. Robertson & Ellis W. Tallman, 1998. "Data vintages and measuring forecast model performance," Economic Review, Federal Reserve Bank of Atlanta, vol. 83(Q 4), pages 4-20.
    82. Braham, Rihem & de Peretti, Christian & Belkacem, Lotfi, 2020. "The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa," Research in International Business and Finance, Elsevier, vol. 53(C).
    83. Ullrich Heilemann & Herman Stekler, 2010. "Perspectives on Evaluating Macroeconomic Forecasts," Working Papers 2010-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    84. Kumar, Utkarsh & Ahmad, Wasim, 2024. "Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
    85. Dean Croushore & Tom Stark, 2000. "A real-time data set for macroeconomists: does data vintage matter for forecasting?," Working Papers 00-6, Federal Reserve Bank of Philadelphia.
    86. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
    87. Dahl, Christian M. & Hylleberg, Svend, 2004. "Flexible regression models and relative forecast performance," International Journal of Forecasting, Elsevier, vol. 20(2), pages 201-217.
    88. James H. Stock & Mark W. Watson, 1998. "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers 6607, National Bureau of Economic Research, Inc.
    89. Oliver Blaskowitz & Helmut Herwartz, 2009. "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 575-594.
    90. Yang, Jian & Su, Xiaojing & Kolari, James W., 2008. "Do Euro exchange rates follow a martingale? Some out-of-sample evidence," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 729-740, May.
    91. Massimiliano Marcellino, "undated". "Forecast pooling for short time series of macroeconomic variables," Working Papers 212, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    92. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2020. "Nonlinear forecast combinations: An example using euro-area real GDP growth," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 579-589.
    93. Kiani, K.M., 2009. "Neural Networks to Detect Nonlinearities in Time Series: Analysis of Business Cycle in France and the United Kingdom," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
    94. Vouldis, Angelos T. & Michaelides, Panayotis G. & Tsionas, Efthymios G., 2010. "Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML," Economic Modelling, Elsevier, vol. 27(3), pages 697-704, May.
    95. Zhou, Jian, 2016. "Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods," Economic Modelling, Elsevier, vol. 52(PB), pages 690-698.
    96. Qi, Min & Zhang, Guoqiang Peter, 2001. "An investigation of model selection criteria for neural network time series forecasting," European Journal of Operational Research, Elsevier, vol. 132(3), pages 666-680, August.
    97. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Working Papers 22-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
    98. Qin, Ting & Enders, Walter, 2008. "In-sample and out-of-sample properties of linear and nonlinear Taylor rules," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 428-443, March.
    99. Xiaojie Xu, 2019. "Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 155-181, June.
    100. Mayer, Walter J. & Liu, Feng & Dang, Xin, 2017. "Improving the power of the Diebold–Mariano–West test for least squares predictions," International Journal of Forecasting, Elsevier, vol. 33(3), pages 618-626.
    101. Bildirici, Melike & Alp, Aykaç, 2008. "The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(1), pages 93-110.
    102. McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel, 2008. "A neural network demand system with heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 147(2), pages 359-371, December.
    103. Croushore, Dean & Stark, Tom, 2001. "A real-time data set for macroeconomists," Journal of Econometrics, Elsevier, vol. 105(1), pages 111-130, November.
    104. Roberto Golinelli & Giuseppe Parigi, 2013. "Tracking world trade and GDP in real time," Temi di discussione (Economic working papers) 920, Bank of Italy, Economic Research and International Relations Area.
    105. Yang, Jian & Cabrera, Juan & Wang, Tao, 2010. "Nonlinearity, data-snooping, and stock index ETF return predictability," European Journal of Operational Research, Elsevier, vol. 200(2), pages 498-507, January.
    106. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
    107. Kiani, Khurshid M., 2016. "On business cycle fluctuations in USA macroeconomic time series," Economic Modelling, Elsevier, vol. 53(C), pages 179-186.
    108. Khurshid M. Kiani, 2007. "Asymmetric Business Cycle Fluctuations and Contagion Effects in G7 Countries," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 6(3), pages 237-253, December.
    109. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007. "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers EI 2007-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    110. Vito Polito & Yunyi Zhang, 2021. "Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression," CESifo Working Paper Series 9395, CESifo.
    111. Aiolfi, Marco & Timmermann, Allan, 2006. "Persistence in forecasting performance and conditional combination strategies," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 31-53.
    112. José Mauricio Salazar Sáenz, 2009. "Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia," Borradores de Economia 5934, Banco de la Republica.
    113. Heravi, Saeed & Osborn, Denise R. & Birchenhall, C. R., 2004. "Linear versus neural network forecasts for European industrial production series," International Journal of Forecasting, Elsevier, vol. 20(3), pages 435-446.
    114. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
    115. Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
    116. Roberto Patuelli & Aura Reggiani & Peter Nijkamp & Uwe Blien, 2006. "New Neural Network Methods for Forecasting Regional Employment: an Analysis of German Labour Markets," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(1), pages 7-30.
    117. Qi, Min & Yang, Sha, 2003. "Forecasting consumer credit card adoption: what can we learn about the utility function?," International Journal of Forecasting, Elsevier, vol. 19(1), pages 71-85.
    118. Wang, Tao & Yang, Jian, 2010. "Nonlinearity and intraday efficiency tests on energy futures markets," Energy Economics, Elsevier, vol. 32(2), pages 496-503, March.
    119. Kauppi, Heikki & Virtanen, Timo, 2021. "Boosting nonlinear predictability of macroeconomic time series," International Journal of Forecasting, Elsevier, vol. 37(1), pages 151-170.
    120. Thomas Flavin & Ekaterini Panopoulou & Theologos Pantelidis, 2009. "Forecasting growth and inflation in an enlarged euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(5), pages 405-425.
    121. Nakamura, Emi, 2005. "Inflation forecasting using a neural network," Economics Letters, Elsevier, vol. 86(3), pages 373-378, March.
    122. Laura Brown & Saeed Moshiri, 2004. "Unemployment variation over the business cycles: a comparison of forecasting models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 497-511.
    123. Hassani, Hossein & Heravi, Saeed & Zhigljavsky, Anatoly, 2009. "Forecasting European industrial production with singular spectrum analysis," International Journal of Forecasting, Elsevier, vol. 25(1), pages 103-118.
    124. Heikki Kauppi & Timo Virtanen, 2018. "Boosting Non-linear Predictabilityof Macroeconomic Time Series," Discussion Papers 124, Aboa Centre for Economics.
    125. Myles Callan & Eric Ghysels & Norman R. Swanson, 1998. "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers 98s-40, CIRANO.
    126. Dbouk, Wassim & Jamali, Ibrahim, 2018. "Predicting daily oil prices: Linear and non-linear models," Research in International Business and Finance, Elsevier, vol. 46(C), pages 149-165.
    127. Malik, Farooq & Nasereddin, Mahdi, 2006. "Forecasting output using oil prices: A cascaded artificial neural network approach," Journal of Economics and Business, Elsevier, vol. 58(2), pages 168-180.
    128. Hui Feng, 2005. "Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?," Econometrics Working Papers 0515, Department of Economics, University of Victoria.
    129. Ahmet DEMIR & AtabekSHADMANOV & CumhurAYDINLI & Okan ERAY, 2015. "DESIGNING A FORECAST MODEL FOR ECONOMIC GROWTH OF JAPAN USING COMPETITIVE (HYBRID ANN VS MULTIPLE REGRESSION) MODELS Abstract : Artificial neural network models have been already used on many differen," EcoForum, "Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration - Economy, Business Administration and Tourism Department., vol. 4(2), pages 1-21, july.
    130. Khurshid M. Kiani, 2009. "Asymmetries in Macroeconomic Time Series in Eleven Asian Economies," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 8(1), pages 37-54, April.
    131. Golinelli, Roberto & Parigi, Giuseppe, 2008. "Real-time squared: A real-time data set for real-time GDP forecasting," International Journal of Forecasting, Elsevier, vol. 24(3), pages 368-385.
    132. McCracken, Michael W., 2007. "Asymptotics for out of sample tests of Granger causality," Journal of Econometrics, Elsevier, vol. 140(2), pages 719-752, October.
    133. Blaskowitz, Oliver J. & Herwartz, Helmut, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers 2009-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    134. Anesti, Nikoleta & Kalamara, Eleni & Kapetanios, George, 2021. "Forecasting UK GDP growth with large survey panels," Bank of England working papers 923, Bank of England.
    135. Chung-Ming Kuan, 2006. "Artificial Neural Networks," IEAS Working Paper : academic research 06-A010, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    136. Farzan Aminian & E. Suarez & Mehran Aminian & Daniel Walz, 2006. "Forecasting Economic Data with Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 28(1), pages 71-88, August.
    137. Marcos Álvarez-Díaz & Rangan Gupta, 2015. "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers 201512, University of Pretoria, Department of Economics.
    138. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Georgios Sermpinis & Charalampos Stasinakis & Konstantinos Theofilatos & Andreas Karathanasopoul, 2014. "Inflation and Unemployment Forecasting with Genetic Support Vector Regression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 471-487, September.
    139. María Clara Aristizábal Restrepo, 2006. "Evaluación asimétrica de una red neuronal artificial:Aplicación al caso de la inflación en Colombia," Borradores de Economia 377, Banco de la Republica de Colombia.
    140. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Papers 2202.04146, arXiv.org, revised Oct 2024.
    141. Simonetta Longhi & Peter Nijkamp, 2005. "Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation," Tinbergen Institute Discussion Papers 05-041/3, Tinbergen Institute.
    142. Gustavo A. Marrero, 2007. "Traditional versus unobserved components methods to forecast quarterly national account aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(2), pages 129-153.
    143. Arora Siddharth & Little Max A. & McSharry Patrick E., 2013. "Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(4), pages 395-420, September.
    144. Zhang, Mingzhu & He, Changzheng & Gu, Xin & Liatsis, Panos & Zhu, Bing, 2013. "D-GMDH: A novel inductive modelling approach in the forecasting of the industrial economy," Economic Modelling, Elsevier, vol. 30(C), pages 514-520.
    145. Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999. "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers 87, CREFE, Université du Québec à Montréal.
    146. Chen Zhuo & Yang Yuhong, 2007. "Time Series Models for Forecasting: Testing or Combining?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(1), pages 1-37, March.
    147. Mc Cracken, Michael W., 2000. "Robust out-of-sample inference," Journal of Econometrics, Elsevier, vol. 99(2), pages 195-223, December.
    148. Manogna R L & Aswini Kumar Mishra, 2021. "Forecasting spot prices of agricultural commodities in India: Application of deep‐learning models," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 28(1), pages 72-83, January.
    149. Massimiliano Marcellino, 2004. "Forecast Pooling for European Macroeconomic Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 91-112, February.

  52. Kuan, C.M. & White, H., 1991. "Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables," Papers 25, Stanford - Institute for Thoretical Economics.

    Cited by:

    1. Albert Marcet & Thomas J. Sargent, 1992. "Speed of convergence of recursive least squares learning with ARMA perceptions," Economics Working Papers 15, Department of Economics and Business, Universitat Pompeu Fabra.

  53. Charles Bates & Halbert White, 1984. "A Unified Theory of Consistent Estimation for Parametric Models," Working papers 359, Massachusetts Institute of Technology (MIT), Department of Economics.

    Cited by:

    1. Benedikt M. Potscher & Ingmar R. Prucha, 1994. "On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach," NBER Technical Working Papers 0085, National Bureau of Economic Research, Inc.
    2. Marmer, Vadim & Otsu, Taisuke, 2008. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Microeconomics.ca working papers vadim_marmer-2008-13, Vancouver School of Economics, revised 25 Jul 2011.
    3. Donald W.K. Andrews & Ray C. Fair, 1987. "Inference in Econometric Models with Structural Change," Cowles Foundation Discussion Papers 832, Cowles Foundation for Research in Economics, Yale University.
    4. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2023. "A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities," Working Papers 234, Red Nacional de Investigadores en Economía (RedNIE).
    5. Ian Domowitz, 1985. "New Directions in Non-linear Estimation with Dependent Observations," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 1-27, February.
    6. Donald W.K. Andrews, 1986. "Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers," Cowles Foundation Discussion Papers 790, Cowles Foundation for Research in Economics, Yale University.
    7. Chunliang Deng & Xingfa Zhang & Yuan Li & Qiang Xiong, 2020. "Garch Model Test Using High-Frequency Data," Mathematics, MDPI, vol. 8(11), pages 1-17, November.
    8. Xiu, Dacheng, 2010. "Quasi-maximum likelihood estimation of volatility with high frequency data," Journal of Econometrics, Elsevier, vol. 159(1), pages 235-250, November.
    9. Phillips, Robert F., 1996. "Forecasting in the presence of large shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1581-1608.
    10. Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2024. "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers 2024_04, Universidad Torcuato Di Tella.
    11. Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
    12. Krupskii, Pavel & Joe, Harry, 2020. "Flexible copula models with dynamic dependence and application to financial data," Econometrics and Statistics, Elsevier, vol. 16(C), pages 148-167.

  54. James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Paper 537, Economics Department, Queen's University.

    Cited by:

    1. Tyrväinen, Timo, 1991. "Unions, wages and employment: evidence from Finland," Bank of Finland Research Discussion Papers 16/1991, Bank of Finland.
    2. Diego Winkelried & Luis A. Iberico, 2018. "Calendar effects in Latin American stock markets," Empirical Economics, Springer, vol. 54(3), pages 1215-1235, May.
    3. MacKinnon, J G, 1989. "Heteroskedasticity-Robust Tests for Structural Change," Empirical Economics, Springer, vol. 14(2), pages 77-92.
    4. Gu, Chen & Kurov, Alexander & Wolfe, Marketa Halova, 2018. "Relief Rallies after FOMC Announcements as a Resolution of Uncertainty," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 1-18.
    5. Marcella Cartledge & Luke Taylor, 2022. "Incentive pay and decision quality: evidence from NCAA football coaches," Applied Economics, Taylor & Francis Journals, vol. 54(30), pages 3505-3520, June.
    6. Harvey, David I. & van Dijk, Dick, 2006. "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2734-2751, June.
    7. Ye, Dezhu & Liu, Shasha & Kong, Dongmin, 2013. "Do efforts on energy saving enhance firm values? Evidence from China's stock market," Energy Economics, Elsevier, vol. 40(C), pages 360-369.
    8. Marc Poitras, 2004. "The Impact of Macroeconomic Announcements on Stock Prices: In Search of State Dependence," Southern Economic Journal, John Wiley & Sons, vol. 70(3), pages 549-565, January.
    9. Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank.
    10. Jonah B. Gelbach & Doug Miller & A. Colin Cameron, 2006. "Bootstrap-Based Improvements for Inference with Clustered Errors," Working Papers 128, University of California, Davis, Department of Economics.
    11. FLACHAIRE, Emmanuel, 1999. "A better way to bootstrap pairs," LIDAM Discussion Papers CORE 1999024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    12. Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A., 2015. "Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation," Economics Letters, Elsevier, vol. 132(C), pages 13-17.
    13. Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, vol. 72(2), pages 177-194.
    14. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Umairah, Fatin & Masih, Mansur, 2017. "Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?," MPRA Paper 82117, University Library of Munich, Germany.
    16. Marius Brulhart & Federico Trionfetti, 2000. "Home-Biased Demand and International Specialisation: A Test of Trade Theories," Econometric Society World Congress 2000 Contributed Papers 0031, Econometric Society.
    17. Kaidi Kang & Megan T. Jones & Kristan Armstrong & Suzanne Avery & Maureen McHugo & Stephan Heckers & Simon Vandekar, 2023. "Accurate Confidence and Bayesian Interval Estimation for Non-centrality Parameters and Effect Size Indices," Psychometrika, Springer;The Psychometric Society, vol. 88(1), pages 253-273, March.
    18. Hallmann, Kirstin, 2015. "Modelling the decision to volunteer in organised sports," Sport Management Review, Elsevier, vol. 18(3), pages 448-463.
    19. Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg-Møller, 2022. "Robust Empirical Bayes Confidence Intervals," Working Papers 2022-27, Princeton University. Economics Department..
    20. Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995. "Analytic Derivatives and the Computation of Garch Estimates," Papers 9519, Centro de Estudios Monetarios Y Financieros-.
    21. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024. "Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models," Working Paper 1515, Economics Department, Queen's University.
    22. Doron Reichmann & Rouven Möller & Tobias Hertel, 2022. "Nothing but good intentions: the search for equity and stock price crash risk," Journal of Business Economics, Springer, vol. 92(9), pages 1455-1489, November.
    23. Hunt, Len M. & Boxall, Peter & Englin, Jeffrey & Haider, Wolfgang, 2005. "Remote tourism and forest management: a spatial hedonic analysis," Ecological Economics, Elsevier, vol. 53(1), pages 101-113, April.
    24. James G. MacKinnon, 2014. "Wild Cluster Bootstrap Confidence Intervals," Working Paper 1329, Economics Department, Queen's University.
    25. Zhang, Xiaomeng & Zhou, Jing, 2014. "Empowering leadership, uncertainty avoidance, trust, and employee creativity: Interaction effects and a mediating mechanism," Organizational Behavior and Human Decision Processes, Elsevier, vol. 124(2), pages 150-164.
    26. Belke, Ansgar & Volz, Ulrich, 2019. "Capital flows to emerging market and developing economies: Global liquidity and uncertainty versus country-specific pull factors," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203629, Verein für Socialpolitik / German Economic Association.
    27. Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    28. Ingar K. Haaland & Andreas Olden, 2022. "Fraud Concerns and Support for Economic Relief Programs," CESifo Working Paper Series 9925, CESifo.
    29. Abebaw, Degnet & Kassa, Habtemariam & Kassie, Girma T. & Lemenih, Mulugeta & Campbell, Bruce & Teka, Worku, 2012. "Dry forest based livelihoods in resettlement areas of Northwestern Ethiopia," Forest Policy and Economics, Elsevier, vol. 20(C), pages 72-77.
    30. Giulio Bottazzi & Alex Coad & Nadia Jacoby & Angelo Secchi, 2005. "Corporate growth and industrial dynamics: evidence from french manufacturing," Post-Print hal-00261616, HAL.
    31. Guido W. Imbens & Michal Kolesar, 2012. "Robust Standard Errors in Small Samples: Some Practical Advice," NBER Working Papers 18478, National Bureau of Economic Research, Inc.
    32. Neil Karunaratne, 1997. "High-Tech Innovation, Growth and Trade Dynamics in Australia," Open Economies Review, Springer, vol. 8(2), pages 151-170, April.
    33. Marc Poitras & Daniel Sutter, 2002. "Policy Ineffectiveness or Offsetting Behavior? An Analysis of Vehicle Safety Inspections," Southern Economic Journal, John Wiley & Sons, vol. 68(4), pages 922-934, April.
    34. Nguyen Quan & Makoto Kakinaka & Koji Kotani, 2017. "How does urbanization affect energy and CO2 emission intensities in Vietnam? Evidence from province-level data," Working Papers SDES-2017-8, Kochi University of Technology, School of Economics and Management, revised Jun 2017.
    35. Kirstin Hallmann & Cristina Muñiz Artime & Christoph Breuer & Sören Dallmeyer & Magnus Metz, 2017. "Leisure participation: modelling the decision to engage in sports and culture," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 41(4), pages 467-487, November.
    36. Joshua D. Angrist & Victor Lavy, 2002. "The Effect of High School Matriculation Awards: Evidence from Randomized Trials," NBER Working Papers 9389, National Bureau of Economic Research, Inc.
    37. Davidson, Russell & MacKinnon, James G., 1992. "Regression-based methods for using control variates in Monte Carlo experiments," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 203-222.
    38. Patrick Richard, 2014. "Bootstrap tests in linear models with many regressors," Cahiers de recherche 14-06, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    39. Koetter, Michael & Krause, Thomas & Tonzer, Lena, 2019. "Delay determinants of European Banking Union implementation," European Journal of Political Economy, Elsevier, vol. 58(C), pages 1-20.
    40. Tom Boot & Andreas Pick, 2017. "A near optimal test for structural breaks when forecasting under square error loss," Tinbergen Institute Discussion Papers 17-039/III, Tinbergen Institute.
    41. Bouzgarrou, Houssam & Navatte, Patrick, 2013. "Ownership structure and acquirers performance: Family vs. non-family firms," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 123-134.
    42. Ho, Chun-Yu & Ho, Wai-Yip Alex & Li, Dan, 2015. "Intranational risk sharing and its determinants," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 89-113.
    43. Tyrväinen, Timo, 1992. "Wage drift and error correction: Evidence from Finland," Bank of Finland Research Discussion Papers 35/1992, Bank of Finland.
    44. Maobin Wang & Chun Qiu & Dongmin Kong, 2011. "Corporate Social Responsibility, Investor Behaviors, and Stock Market Returns: Evidence from a Natural Experiment in China," Journal of Business Ethics, Springer, vol. 101(1), pages 127-141, June.
    45. Daniel Kaufmann, 2020. "Does government-backed lending prevent unemployment? An assessment of the Swiss COVID-19 lending program," IRENE Working Papers 20-10, IRENE Institute of Economic Research.
    46. Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2017. "Poorly Measured Confounders are More Useful on the Left Than on the Right," NBER Working Papers 23232, National Bureau of Economic Research, Inc.
    47. Sergi, Bruno S. & Harjoto, Maretno Agus & Rossi, Fabrizio & Lee, Robert, 2021. "Do stock markets love misery? Evidence from the COVID-19," Finance Research Letters, Elsevier, vol. 42(C).
    48. Matti Viren, 2001. "Modelling crime and punishment," Applied Economics, Taylor & Francis Journals, vol. 33(14), pages 1869-1879.
    49. Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch, "undated". "The UK Demand for Broad Money over the Long run," Economics Papers W29, Economics Group, Nuffield College, University of Oxford.
    50. Davidson, Russell & Flachaire, Emmanuel, 2008. "The wild bootstrap, tamed at last," Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
    51. Cordell, Lawrence R. & King, Kathleen Kuester, 1995. "A market evaluation of the risk-based capital standards for the U.S. financial system," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 531-562, June.
    52. Salisu, Afees A. & Adediran, Idris A., 2019. "Assessing the inflation hedging potential of coal and iron ore in Australia," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
    53. Yasean A. Tahat & Ahmed H. Ahmed & Mohammad M. Alhadab, 2018. "The impact of intangibles on firms’ financial and market performance: UK evidence," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 1147-1168, May.
    54. Tony Cavoli, 2017. "Managing Capital Inflows Indirectly? On the Determinants of Monetary Sterilization with Reference to East Asia," Review of International Economics, Wiley Blackwell, vol. 25(2), pages 262-278, May.
    55. Dmitry Arkhangelsky & Susan Athey & David A. Hirshberg & Guido W. Imbens & Stefan Wager, 2019. "Synthetic Difference In Differences," NBER Working Papers 25532, National Bureau of Economic Research, Inc.
    56. Umair Khalil & Alamgir & Amjad Ali & Dost Muhammad Khan & Sajjad Ahmad Khan & Zardad Khan, 2016. "Unit Root Testing and Estimation in Nonlinear ESTAR Models with Normal and Non-Normal Errors," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-11, November.
    57. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2020. "Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis," Econometrica, Econometric Society, vol. 88(1), pages 265-296, January.
    58. Nelson B Villoria, 2019. "Technology Spillovers and Land Use Change: Empirical Evidence from Global Agriculture," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 101(3), pages 870-893.
    59. Wang Pengyuan & Traskin Mikhail & Small Dylan S., 2013. "Robust Inferences from a Before-and-After Study with Multiple Unaffected Control Groups," Journal of Causal Inference, De Gruyter, vol. 1(2), pages 209-234, June.
    60. Herwartz, H. & Siedenburg, F., 2008. "Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 137-150, September.
    61. James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
    62. Godfrey, Leslie G., 1996. "Some results on the Glejser and Koenker tests for heteroskedasticity," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 275-299.
    63. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust," Stata Journal, StataCorp LLC, vol. 23(4), pages 942-982, December.
    64. Cooney, John W. & Moeller, Thomas & Stegemoller, Mike, 2009. "The underpricing of private targets," Journal of Financial Economics, Elsevier, vol. 93(1), pages 51-66, July.
    65. Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
    66. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP10/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    67. Samii, Cyrus & Aronow, Peter M., 2012. "On equivalencies between design-based and regression-based variance estimators for randomized experiments," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 365-370.
    68. Konstantin Gorgen & Melanie Schienle, 2019. "How have German University Tuition Fees Affected Enrollment Rates: Robust Model Selection and Design-based Inference in High-Dimensions," Papers 1909.08299, arXiv.org, revised Jan 2021.
    69. Krüger, Jens J. & Rhiel, Mathias, 2016. "Determinants of ICT infrastructure: A cross-country statistical analysis," Darmstadt Discussion Papers in Economics 228, Darmstadt University of Technology, Department of Law and Economics.
    70. Palomino, Frederic & Renneboog, Luc & Zhang, Chendi, 2009. "Information salience, investor sentiment, and stock returns: The case of British soccer betting," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 368-387, June.
    71. Xiaosai Liao & Xinjue Li & Qingliang Fan, 2024. "Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia," Papers 2401.01064, arXiv.org.
    72. Bernard Fortin & Guy Lacroix & Claude Montmarquette, 1997. "Are Underground Workers More Likely To Be Underground Consumers?," CIRANO Working Papers 97s-28, CIRANO.
    73. Miravete, Eugenio, 2004. "Are all those Calling Plans Really Necessary? The Limited Gains From Complex Tariffs," CEPR Discussion Papers 4237, C.E.P.R. Discussion Papers.
    74. Ghislain B. D. Aïhounton & Arne Henningsen & Neda Trifkovic, 2021. "Pesticide Handling and Human Health: Conventional and Organic Cotton Farming in Benin," IFRO Working Paper 2021/06, University of Copenhagen, Department of Food and Resource Economics.
    75. R. R. Croes & Y. J. F. M. Krabbe-Alkemade & M. C. Mikkers, 2018. "Competition and quality indicators in the health care sector: empirical evidence from the Dutch hospital sector," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 19(1), pages 5-19, January.
    76. Richard Spady & Sami Stouli, 2018. "Simultaneous mean-variance regression," CeMMAP working papers CWP25/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    77. José María Arranz, "undated". "La Seguridad Del Empleo En España: Evidencia Con Datos De La Epa (1987-2003)," Working Papers 5-04 Classification-JEL :, Instituto de Estudios Fiscales.
    78. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    79. Doppelhofer, G. & Weeks, M., 2011. "Robust Growth Determinants," Cambridge Working Papers in Economics 1117, Faculty of Economics, University of Cambridge.
    80. Büttner, David & Hayo, Bernd, 2010. "News and correlations of CEEC-3 financial markets," Economic Modelling, Elsevier, vol. 27(5), pages 915-922, September.
    81. Millemaci, Emanuele & Monteforte, Fabio & Temple, Jonathan R. W., 2024. "Electing for stability: Democracy and output volatility, 1960-2019," SocArXiv m382s, Center for Open Science.
    82. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, University Library of Munich, Germany, revised 05 Mar 1996.
    83. Roodman, David, 2023. "Large-Scale Education Reform in General Equilibrium: Regression Discontinuity Evidence from India - Comment," I4R Discussion Paper Series 70, The Institute for Replication (I4R).
    84. Tom Boot & Gianmaria Niccodemi & Tom Wansbeek, 2023. "Unbiased estimation of the OLS covariance matrix when the errors are clustered," Empirical Economics, Springer, vol. 64(6), pages 2511-2533, June.
    85. Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175914, HAL.
    86. Joseph P. Romano & Michael Wolf, 2014. "Resurrecting weighted least squares," ECON - Working Papers 172, Department of Economics - University of Zurich, revised Oct 2016.
    87. Donald W. K. Andrews & Patrik Guggenberger, 2014. "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 376-381, May.
    88. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Working Paper 1485, Economics Department, Queen's University.
    89. Lichner, Ivan & Lyócsa, Štefan & Výrostová, Eva, 2022. "Nominal and discretionary household income convergence: The effect of a crisis in a small open economy," Structural Change and Economic Dynamics, Elsevier, vol. 61(C), pages 18-31.
    90. Neil R. Ericsson & James G. MacKinnon, 2000. "Distributions of Error Correction Tests for Cointegration," Econometric Society World Congress 2000 Contributed Papers 0561, Econometric Society.
    91. Angelo Baglioni, 2011. "Shareholders' agreements and voting power: evidence from Italian listed firms," Applied Economics, Taylor & Francis Journals, vol. 43(27), pages 4043-4052.
    92. Paul Dudgeon, 2017. "Some Improvements in Confidence Intervals for Standardized Regression Coefficients," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 928-951, December.
    93. Giulio Bottazzi & Angelo Secchi & Federico Tamagni, 2006. "Financial Fragility and Growth Dynamics of Italian Business Firms," LEM Papers Series 2006/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    94. Bragoudakis, Zacharias & Degiannakis, Stavros & Filis, George, 2020. "Oil and pump prices: Testing their asymmetric relationship in a robust way," Energy Economics, Elsevier, vol. 88(C).
    95. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2020. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," CREATES Research Papers 2020-06, Department of Economics and Business Economics, Aarhus University.
    96. Jens Krueger & Uwe Cantner & Horst Hanusch, 1998. "Explaining International Productivity Differences," Discussion Paper Series 179, Universitaet Augsburg, Institute for Economics.
    97. Bonnie Wilson & Dennis Coates & Jac Heckelman, "undated". "Special-Interest Groups and Growth," Working Papers 2007-01, Saint Louis University, Department of Economics.
    98. Talukdar, Debabrata, 2018. "Cost of being a slum dweller in Nairobi: Living under dismal conditions but still paying a housing rent premium," World Development, Elsevier, vol. 109(C), pages 42-56.
    99. Wooldridge, Jeffrey M., 2023. "What is a standard error? (And how should we compute it?)," Journal of Econometrics, Elsevier, vol. 237(2).
    100. Bollerslev, Tim & Engle, Robert F. & Nelson, Daniel B., 1986. "Arch models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 49, pages 2959-3038, Elsevier.
    101. Lionel Roger, 2018. "Blinded by the light? Heterogeneity in the luminosity-growth nexus and the African growth miracle," Discussion Papers 2018-04, University of Nottingham, CREDIT.
    102. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Papers 2205.03285, arXiv.org.
    103. Hochmuth, Brigitte & Kohlbrecher, Britta & Merkl, Christian & Gartner, Hermann, 2019. "Hartz IV and the Decline of German Unemployment: A Macroeconomic Evaluation," IZA Discussion Papers 12260, Institute of Labor Economics (IZA).
    104. Bernd Hayo & Kentaro Iwatsubo, 2019. "Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan," MAGKS Papers on Economics 201917, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    105. Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.
    106. Michael Cameron & Steven Lim, 2005. "Migration, Household Composition and Child Welfare in Rural Northeast Thailand," Working Papers in Economics 05/05, University of Waikato.
    107. Clatworthy, Mark A. & Peel, David A. & Pope, Peter F., 2007. "Evaluating the properties of analysts’ forecasts: A bootstrap approach," The British Accounting Review, Elsevier, vol. 39(1), pages 3-13.
    108. Inder Sekhar Yadav & Debasis Pahi & Rajesh Gangakhedkar, 2019. "Financial Markets Development and Financing Choice of Firms: New Evidence from Asia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(4), pages 429-451, December.
    109. A. Colin Cameron & Douglas L. Miller, 2015. "A Practitioner’s Guide to Cluster-Robust Inference," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 317-372.
    110. Francisco Cribari-Neto & Maria Lima, 2010. "Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1053-1082, December.
    111. Konstantin Ignatov & Markus Rudolf, 2023. "Sentimental Sustainability: Does What Companies Say Tell More Than What Companies Do?," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 32(4), pages 221-252, November.
    112. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003. "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, vol. 93(1), pages 324-343, March.
    113. Aihounton, Ghislain & Henningsen, Arne, 2021. "Organic Farming and Food and Nutrition Security," 2021 Conference, August 17-31, 2021, Virtual 315413, International Association of Agricultural Economists.
    114. Michael Funke & Marc Gronwald, 2008. "The undisclosed Renminbi Basket: are the markets telling us something about where the Renminbi - US Dollar Exchange Rate is going?," Quantitative Macroeconomics Working Papers 20812b, Hamburg University, Department of Economics.
    115. Krüger Jens J., 2009. "Inspecting the Poverty-Trap Mechanism: A Quantile Regression Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(3), pages 1-18, May.
    116. Rajesh Ramachandran, 2012. "Language use in education and primary schooling attainment: evidence from a natural experiment in Ethiopia," Working Papers 2012/34, Institut d'Economia de Barcelona (IEB).
    117. Leontine Alkema & Samuel J. Clark & Patrick Gerland & Adrian E. Raftery & Francois Pelletier, 2012. "Estimating trends in the total fertility rate with uncertainty using imperfect data," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 26(15), pages 331-362.
    118. Kaplanoglou, Georgia & Newbery, David Michael, 2003. "Indirect Taxation in Greece: Evaluation and Possible Reform," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 10(5), pages 511-533, September.
    119. Martínez Flores, Fernanda & Milusheva, Sveta & Reichert, Arndt R. & Reitmann, Ann-Kristin, 2024. "Climate anomalies and international migration: A disaggregated analysis for West Africa," Journal of Environmental Economics and Management, Elsevier, vol. 126(C).
    120. Patrick Kline & Raffaele Saggio & Mikkel Sølvsten, 2020. "Leave‐Out Estimation of Variance Components," Econometrica, Econometric Society, vol. 88(5), pages 1859-1898, September.
    121. Amiya Basu & Tridib Mazumdar & S. P. Raj, 2003. "Indirect Network Externality Effects on Product Attributes," Marketing Science, INFORMS, vol. 22(2), pages 209-221, April.
    122. Pavlidis Efthymios G & Paya Ivan & Peel David A, 2010. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-40, May.
    123. Fedotenkov, Igor & Kvedaras, Virmantas & Sanchez-Martinez, Miguel, 2022. "Employment protection and labour productivity growth in the EU: skill-specific effects during and after the Great Recession," JRC Working Papers in Economics and Finance 2022-04, Joint Research Centre, European Commission.
    124. Takeshima, Hiroyuki & Liverpool-Tasie, Lenis Saweda O., 2015. "Fertilizer subsidies, political influence and local food prices in sub-Saharan Africa: Evidence from Nigeria," Food Policy, Elsevier, vol. 54(C), pages 11-24.
    125. Hoover, Gary A. & Smimou, K., 2023. "Socially conscious investment funds and home country institutions," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 395-417.
    126. Jaeger, David A. & Stevens, Ann Huff, 1999. "Is Job Stability in the United States Falling?," IZA Discussion Papers 35, Institute of Labor Economics (IZA).
    127. Russell, Clifford S. & Smith, V. Kerry, 1988. "Demands For Data And Analysis Induced By Environmental Policy," Department of Economics and Business - Archive 259436, North Carolina State University, Department of Economics.
    128. Brennan S Thompson & Matthew D Webb, 2019. "A simple, graphical approach to comparing multiple treatments," The Econometrics Journal, Royal Economic Society, vol. 22(2), pages 188-205.
    129. Ding, Peng, 2021. "The Frisch–Waugh–Lovell theorem for standard errors," Statistics & Probability Letters, Elsevier, vol. 168(C).
    130. Perone, G.;, 2024. "Prioritizing investments in public healthcare to address the COVID-19 outbreak: Evidence from Europe and the South Caucasus," Health, Econometrics and Data Group (HEDG) Working Papers 24/05, HEDG, c/o Department of Economics, University of York.
    131. Emmanuel Flachaire, 2002. "Bootstrapping heteroskedasticity consistent covariance matrix estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175897, HAL.
    132. Nicolas Lagios & Pierre‐Guillaume Méon, 2024. "Experts, Information, Reviews, and Coordination: Evidence on How Prizes Affect Sales," Journal of Industrial Economics, Wiley Blackwell, vol. 72(1), pages 49-80, March.
    133. Masaru Chiba, 2023. "Robust and efficient specification tests in Markov-switching autoregressive models," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 99-137, April.
    134. Kumar, Tanu, 2021. "The housing quality, income, and human capital effects of subsidized homes in urban India," Journal of Development Economics, Elsevier, vol. 153(C).
    135. Justin McCrary & Heather Royer, 2006. "The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth," NBER Working Papers 12329, National Bureau of Economic Research, Inc.
    136. Boos, Dominik & Grob, Linus, 2023. "Tracking speculative trading," Journal of Financial Markets, Elsevier, vol. 64(C).
    137. Charles, Amelie & Darne, Olivier, 2006. "Large shocks and the September 11th terrorist attacks on international stock markets," Economic Modelling, Elsevier, vol. 23(4), pages 683-698, July.
    138. Belke, Ansgar & Volz, Ulrich, 2019. "The Yen exchange rate and the hollowing out of the Japanese industry," Ruhr Economic Papers 818, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    139. Cattaneo, Matias D & Jansson, Michael & Newey, Whitney K, 2018. "Inference in Linear Regression Models with Many Covariates and Heteroscedasticity," Department of Economics, Working Paper Series qt6rp7p9gs, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    140. Psaradakis, Zacharias & Sola, Martin, 1996. "On the power of tests for superexogeneity and structural invariance," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 151-175.
    141. Joshi, Megha & Pustejovsky, James E & Beretvas, S. Natasha, 2021. "Cluster Wild Bootstrapping to Handle Dependent Effect Sizes in Meta-Analysis with a Small Number of Studies," MetaArXiv x6uhk_v1, Center for Open Science.
    142. Arize, Augustine C. & Malindretos, John & Nippani, Srinivas, 2004. "Variations in exchange rates and inflation in 82 countries: an empirical investigation," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 227-247, August.
    143. Panos Pashardes & Nicoletta Pashourtidou, 2011. "Consumer welfare from publicly supplemented private goods: age and income effects on demand for health care," Empirical Economics, Springer, vol. 41(3), pages 865-885, December.
    144. Vera Mirovic & Dejan Zivkov & Jovan Njegic, 2017. "Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(5), pages 396-422, October.
    145. Lu, Jiannan, 2016. "On randomization-based and regression-based inferences for 2K factorial designs," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 72-78.
    146. Adamu Braimah Abille & Oytun Meçik, 2024. "Macro-determinants of current account balance performance in selected African countries," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 26(3), pages 1083-1102, December.
    147. Ghislain B. D. Aihounton & Arne Henningsen, 2023. "Does Organic Farming Jeopardize Food and Nutrition Security?," IFRO Working Paper 2023/02, University of Copenhagen, Department of Food and Resource Economics.
    148. Rafa Madariaga & Joan Carles Martori & Ramon Oller, 2011. "Income, distance and spatial effects in the Monocentric model. The Barcelona Metropolitan Area case," ERSA conference papers ersa11p511, European Regional Science Association.
    149. Young, Alwyn, 2022. "Consistency without inference: instrumental variables in practical application," LSE Research Online Documents on Economics 115011, London School of Economics and Political Science, LSE Library.
    150. Vatcharin Sirimaneetham, 2006. "What drives liberal policies in developing countries?," Bristol Economics Discussion Papers 06/587, School of Economics, University of Bristol, UK.
    151. Janne Artell, 2014. "Lots of value? A spatial hedonic approach to water quality valuation," Journal of Environmental Planning and Management, Taylor & Francis Journals, vol. 57(6), pages 862-882, June.
    152. Richard, Patrick, 2017. "Robust heteroskedasticity-robust tests," Economics Letters, Elsevier, vol. 159(C), pages 28-32.
    153. Millo, Giovanni, 2014. "Robust standard error estimators for panel models: a unifying approach," MPRA Paper 54954, University Library of Munich, Germany.
    154. Temple, Jonathan, 2002. "Openness, Inflation, and the Phillips Curve: A Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(2), pages 450-468, May.
    155. Shahbaz, Muhammad & Trabelsi, Nader & Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Jiao, Zhilun, 2021. "Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis," Energy Economics, Elsevier, vol. 104(C).
    156. Baumohl, Eduard & Lyocsa, Stefan, 2013. "Volatility and dynamic conditional correlations of European emerging stock markets," MPRA Paper 49898, University Library of Munich, Germany.
    157. Abadie, Alberto & Athey, Susan & Imbens, Guido W. & Wooldridge, Jeffrey M., 2017. "Sampling-Based vs. Design-Based Uncertainty in Regression Analysis," Research Papers 3349, Stanford University, Graduate School of Business.
    158. Ligia Topan & Miguel Jerez & Sonia Sotoca, 2020. "The impact of oil prices on products groups inflation: is the effect asymmetric?," Documentos de Trabajo del ICAE 2020-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    159. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2017. "Seasonal Asset Allocation: Evidence from Mutual Fund Flows," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(1), pages 71-109, February.
    160. Emmanuel Flachaire, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Post-Print halshs-00175910, HAL.
    161. Dejan Zivkov & Slavica Manic & Jasmina Duraskovic & Jelena Kovacevic, 2019. "Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets – The GARCH-in-Mean Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(6), pages 580-599, December.
    162. Miller, Steve & Startz, Richard, 2019. "Feasible generalized least squares using support vector regression," Economics Letters, Elsevier, vol. 175(C), pages 28-31.
    163. Tyrväinen, Timo, 1991. "Wage bargaining and the wage drift: Evidence from Finland," Bank of Finland Research Discussion Papers 21/1991, Bank of Finland.
    164. Adam C. Sales & Ben B. Hansen, 2020. "Limitless Regression Discontinuity," Journal of Educational and Behavioral Statistics, , vol. 45(2), pages 143-174, April.
    165. John Bound & Harry J. Holzer, 1996. "Demand Shifts, Population Adjustments, and Labor Market Outcomes during the 1980s," NBER Working Papers 5685, National Bureau of Economic Research, Inc.
    166. Troster, Victor & Bouri, Elie & Roubaud, David, 2019. "A quantile regression analysis of flights-to-safety with implied volatilities," Resources Policy, Elsevier, vol. 62(C), pages 482-495.
    167. Pritchett, Lant & Summers, Lawrence H., 1993. "Wealthier is healthier," Policy Research Working Paper Series 1150, The World Bank.
    168. Benedikt M. Potscher & David Preinerstorfer, 2021. "Valid Heteroskedasticity Robust Testing," Papers 2104.12597, arXiv.org, revised Jul 2023.
    169. He, Yang & Bartalotti, Otávio, 2020. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 202005010700001071, Iowa State University, Department of Economics.
    170. Renan O. Regis & Raydonal Ospina & Wilton Bernardino & Francisco Cribari-Neto, 2023. "Asset pricing in the Brazilian financial market: five-factor GAMLSS modeling," Empirical Economics, Springer, vol. 64(5), pages 2373-2409, May.
    171. Maria da Conceição Sampaio de Sousa & Francisco Cribari Neto & Borko Stosic, 2003. "Explaining DEA Technical Efficiency Scores in an Outlier Corrected Environment: the case of Public Services in Brazilian Municipalities," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] d55, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    172. José Curto & José Pinto & Ana Morais & Isabel Lourenço, 2011. "The heteroskedasticity-consistent covariance estimator in accounting," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 427-449, November.
    173. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023. "Testing for the appropriate level of clustering in linear regression models," Papers 2301.04522, arXiv.org, revised Mar 2023.
    174. Pornpinun Chantapacdepong, 2007. "Determinants of the time varying risk premia," Bristol Economics Discussion Papers 07/597, School of Economics, University of Bristol, UK.
    175. Cribari-Neto, Francisco, 2004. "Asymptotic inference under heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 215-233, March.
    176. Rafa Madariaga & Joan Martori & Ramon Oller, 2014. "Income, distance and amenities. An empirical analysis," Empirical Economics, Springer, vol. 47(3), pages 1129-1146, November.
    177. Patrick Kline, 2024. "Firm Wage Effects," RF Berlin - CReAM Discussion Paper Series 2429, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
    178. Packalen, Mikko & Wirjanto, Tony S., 2012. "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 1-14, January.
    179. Jean-Claude Hessing & Rutger-Jan Lange & Daniel Ralph, 2022. "This article establishes the Poisson optional stopping times (POST) method by Lange et al. (2020) as a near-universal method for solving liquidity-constrained American options, or, equivalently, penal," Tinbergen Institute Discussion Papers 22-007/IV, Tinbergen Institute.
    180. Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "Ex-Ante Actions and Ex-Post Public Responses to Drought Shocks: Evidence and Simulations from Zimbabwe," World Development, Elsevier, vol. 31(7), pages 1239-1255, July.
    181. Deepankar Basu, 2023. "The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation," Papers 2307.12731, arXiv.org, revised Aug 2023.
    182. George Symeonidis, 2000. "Price Competition and Market Structure: The Impact of Cartel Policy on Concentration in the UK," Journal of Industrial Economics, Wiley Blackwell, vol. 48(1), pages 1-26, March.
    183. Martin Mutschmann & Tim Hasso & Matthias Pelster, 2022. "Dark Triad Managerial Personality and Financial Reporting Manipulation," Journal of Business Ethics, Springer, vol. 181(3), pages 763-788, December.
    184. José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2013. "Heteroskedasticity testing through a comparison of Wald statistics," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 12(2), pages 131-160, August.
    185. Christopher Walters, 2024. "Empirical Bayes Methods in Labor Economics," RF Berlin - CReAM Discussion Paper Series 2422, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
    186. Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
    187. Thomas B. Fomby & Jeffery W. Gunther & Jian Hu, 2012. "Return Dependence and the Limits of Product Diversification in Financial Firms," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1151-1183, September.
    188. Anthony Ziegelmeyer & Katrin Schmelz & Matteo Ploner, 2012. "Hidden costs of control: four repetitions and an extension," Experimental Economics, Springer;Economic Science Association, vol. 15(2), pages 323-340, June.
    189. James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Working Paper 1413, Economics Department, Queen's University.
    190. Basu, Deepankar, 2024. "Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators," Statistics & Probability Letters, Elsevier, vol. 213(C).
    191. Ljubica Nedelkoska, 2010. "Occupations at risk: The task content and job stability," Jena Economics Research Papers 2010-024, Friedrich-Schiller-University Jena.
    192. Pfaffermayr, Michael, 2021. "Confidence intervals for the trade cost parameters of cross-section gravity models," Economics Letters, Elsevier, vol. 201(C).
    193. Maxim Ananyev & Michael Poyker, 2019. "State Capacity and Demand for Identity: Evidence from Political Instability in Mali," Working Papers Series 97, Institute for New Economic Thinking.
    194. Jeffrey D. Michler & Anna Josephson, 2021. "Recent Developments in Inference: Practicalities for Applied Economics," Papers 2107.09736, arXiv.org.
    195. Peng Ding, 2020. "The Frisch--Waugh--Lovell Theorem for Standard Errors," Papers 2009.06621, arXiv.org.
    196. Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014. "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 213-227.
    197. Di Caterina, Claudia & Kosmidis, Ioannis, 2019. "Location-adjusted Wald statistics for scalar parameters," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 126-142.
    198. Sikes, Stephanie A. & Tian, Xiaoli (Shaolee) & Wilson, Ryan, 2014. "Investors׳ reaction to the use of poison pills as a tax loss preservation tool," Journal of Accounting and Economics, Elsevier, vol. 57(2), pages 132-148.
    199. Isao Ishida & Virmantas Kvedaras, 2015. "Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity," Econometrics, MDPI, vol. 3(1), pages 1-53, January.
    200. Olarreaga, Marcelo & Kee, Hiau Looi, 2001. "Mark-ups, Entry Regulation and Trade: Does Country Size Matter?," CEPR Discussion Papers 2853, C.E.P.R. Discussion Papers.
    201. Temple, J., 1995. "Testing the Augmented Solow Models," Economics Papers 106, Economics Group, Nuffield College, University of Oxford.
    202. Andrea Monticini & David Peel, 2009. "Testing for central bank independence and inflation using the wild bootstrap," Economics Bulletin, AccessEcon, vol. 29(3), pages 1602-1607.
    203. Conner Mullally & Mayra Rivas & Travis McArthur, 2021. "Using Machine Learning to Estimate the Heterogeneous Effects of Livestock Transfers," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 1058-1081, May.
    204. Ericsson, Neil R. & Campos, Julia & Tran, Hong-Anh, 1990. "Pc-Give and David Hendry'S Econometric Methodology," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 10(1), April.
    205. Lu, Jiannan, 2016. "Covariate adjustment in randomization-based causal inference for 2K factorial designs," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 11-20.
    206. Rossi, Lea & Breuer, Christoph & Feiler, Svenja, 2020. "Determinants of non-profit sports clubs’ perceived competition from commercial sports providers," Sport Management Review, Elsevier, vol. 23(4), pages 736-749.
    207. John Y. Campbell, 1986. "Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week," NBER Working Papers 1806, National Bureau of Economic Research, Inc.
    208. Pui Sun Tam & University of Macau, 2006. "Breaking trend panel unit root tests," Computing in Economics and Finance 2006 341, Society for Computational Economics.
    209. Ebru Caglayan-Akay & Fulden Komuryakan, 2024. "Gender Wage Gap Among Couples and the Role of Parenthood Across the Wage Distribution in Turkey," Journal of Family and Economic Issues, Springer, vol. 45(1), pages 21-34, March.
    210. Berglund, Christer & Soderholm, Patrik, 2003. "Complementing Empirical Evidence on Global Recycling and Trade of Waste Paper," World Development, Elsevier, vol. 31(4), pages 743-754, April.
    211. Robert P. Bartlett, III & Justin McCrary, 2015. "Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision," NBER Working Papers 21286, National Bureau of Economic Research, Inc.
    212. Danilo Pelletiere & Kenneth Reinert, 2010. "World Exports of New and Used Automobiles: A Gravity Model Comparison among the European Union, Japan and the United States," International Economic Journal, Taylor & Francis Journals, vol. 24(1), pages 103-110.
    213. Mehrotra, Aaron & Sánchez-Fung, José R., 2009. "Assessing McCallum and Taylor rules in a cross-section of emerging market economies," BOFIT Discussion Papers 23/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
    214. Francois Nielsen & David Bradley & John D. Stephens & Evelyne Huber & Stephanie Moller, 2001. "The Welfare State and Gender Equality," LIS Working papers 279, LIS Cross-National Data Center in Luxembourg.
    215. Grote, Nora & Klausmann, Tim & Scharfbillig, Mario, 2023. "Investment in identity in the field-Nudging refugees’ integration effort," European Journal of Political Economy, Elsevier, vol. 78(C).
    216. De Rezende, Rafael B., 2016. "The interest rate effects of government bond purchases away from the lower bound," Working Paper Series 324, Sveriges Riksbank (Central Bank of Sweden).
    217. Mao, Guangyu, 2013. "Model selection for regression with heteroskedastic and autocorrelated errors," Economics Letters, Elsevier, vol. 118(3), pages 497-501.
    218. Power, Sean Bradley & Cleary, Peter & Donnelly, Ray, 2017. "Accounting in the London Stock Exchange's extractive industry: The effect of policy diversity on the value relevance of exploration-related disclosures," The British Accounting Review, Elsevier, vol. 49(6), pages 545-559.
    219. Wilcox, Rand R., 1996. "Confidence intervals for the slope of a regression line when the error term has nonconstant variance," Computational Statistics & Data Analysis, Elsevier, vol. 22(1), pages 89-98, June.
    220. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1998. "The Demand for Broad Money in the United Kingdom, 1878–1993," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 289-324, March.
    221. Richard A. March, 2002. "A review of SORITEC for Windows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 85-90.
    222. Janet Currie, 1989. "Wages and Arbitrator Behavior," UCLA Economics Working Papers 562, UCLA Department of Economics.
    223. Malik, Adeel & Temple, Jonathan R.W., 2009. "The geography of output volatility," Journal of Development Economics, Elsevier, vol. 90(2), pages 163-178, November.
    224. Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers 2001s-25, CIRANO.
    225. Doraszelski, Ulrich, 2004. "Measuring returns to scale in nineteenth-century French industry," Explorations in Economic History, Elsevier, vol. 41(3), pages 256-281, July.
    226. James G. MacKinnon & Matthew D. Webb, 2020. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
    227. Russell Davidson & James G. MacKinnon, 1985. "Heteroskedasticity-Robust Tests in Regression Directions," Working Paper 616, Economics Department, Queen's University.
    228. Thomas, D. & Lavy, V. & Strauss, J., 1991. "Public Policy and Anthropometric Outcomes in the Cote d'Ivoire," Papers 643, Yale - Economic Growth Center.
    229. Chun‐Yu Ho & Wai‐Yip Alex Ho, 2015. "Dynamics and Heterogeneity of Inter‐ and Intranational Risk Sharing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 123-142, February.
    230. Bun, Maurice J.G. & Harrison, Teresa D., 2014. "OLS and IV estimation of regression models including endogenous interaction terms," School of Economics Working Paper Series 2014-3, LeBow College of Business, Drexel University.
    231. Emmanuel Flachaire, 2005. "Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue," Annals of Economics and Statistics, GENES, issue 77, pages 187-199.
    232. Cumming, Douglas J. & MacIntosh, Jeffrey G., 2000. "The role of interjurisdictional competition in shaping Canadian corporate law," International Review of Law and Economics, Elsevier, vol. 20(2), pages 141-186, June.
    233. Stephen L. Ross & Margery Austin Turner & Erin Godfrey & Robin R. Smith, 2005. "Mortgage Lending in Chicago and Los Angeles: A Paired Testing Study of the Pre-Application Process," Working papers 2005-03, University of Connecticut, Department of Economics.
    234. Hausman, Jerry & Palmer, Christopher, 2012. "Heteroskedasticity-robust inference in finite samples," Economics Letters, Elsevier, vol. 116(2), pages 232-235.
    235. Fernández-Val, Iván & Vella, Francis, 2011. "Bias corrections for two-step fixed effects panel data estimators," Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
    236. Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers 36/15, Institute for Fiscal Studies.
    237. Perles-Ribes, José Francisco & Ramón-Rodríguez, Ana Belén & Sevilla-Jiménez, Martín & Moreno-Izquierdo, Luis, 2016. "Unemployment effects of economic crises on hotel and residential tourism destinations: The case of Spain," Tourism Management, Elsevier, vol. 54(C), pages 356-368.
    238. Annalivia Polselli, 2023. "Robust Inference in Panel Data Models: Some Effects of Heteroskedasticity and Leveraged Data in Small Samples," Papers 2312.17676, arXiv.org.
    239. Pablo Aguilar Perez, 2025. "Monetary Policy and Life Insurance Profitability: Bancassurance's Edge in a Low-Yield World," EconomiX Working Papers 2025-8, University of Paris Nanterre, EconomiX.
    240. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    241. Johan Verbeeck & Martin Geroldinger & Konstantin Thiel & Andrew Craig Hooker & Sebastian Ueckert & Mats Karlsson & Arne Cornelius Bathke & Johann Wolfgang Bauer & Geert Molenberghs & Georg Zimmermann, 2023. "How to analyze continuous and discrete repeated measures in small‐sample cross‐over trials?," Biometrics, The International Biometric Society, vol. 79(4), pages 3998-4011, December.
    242. Annalivia Polselli, 2023. "Influence Analysis with Panel Data," Papers 2312.05700, arXiv.org.
    243. Aggarwal, Raj & Goodell, John W., 2008. "Equity premia in emerging markets: National characteristics as determinants," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 389-404, October.
    244. Liangliang Jiang & Ross Levine & Chen Lin, 2016. "Competition and Bank Opacity," Working Papers 052016, Hong Kong Institute for Monetary Research.
    245. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021. "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, vol. 18(C), pages 117-142.
    246. Steven Saeger, 1997. "Globalization and deindustrialization: Myth and reality in the OECD," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(4), pages 579-608, December.
    247. Ahmed Ali & Granberg Mark & Troster Victor & Uddin Gazi Salah, 2022. "Asymmetric dynamics between uncertainty and unemployment flows in the United States," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 155-172, February.
    248. Finger, Robert & Möhring, Niklas, 2022. "The adoption of pesticide-free wheat production and farmers' perceptions of its environmental and health effects," Ecological Economics, Elsevier, vol. 198(C).
    249. Lyócsa, Štefan & Baumöhl, Eduard, 2015. "Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs," Economic Systems, Elsevier, vol. 39(2), pages 253-268.
    250. Roberto Ezcurra, 2024. "Kin networks and quality of government: a regional analysis," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 73(4), pages 2117-2142, December.
    251. Sviták, Jan & Tichem, Jan & Haasbeek, Stefan, 2021. "Price effects of search advertising restrictions," International Journal of Industrial Organization, Elsevier, vol. 77(C).
    252. Tom Boot & Gianmaria Niccodemi & Tom Wansbeek, 2022. "Unbiased estimation of the OLS covariance matrix when the errors are clustered," Papers 2206.09644, arXiv.org.
    253. Cheng, Tsung-Chi, 2012. "On simultaneously identifying outliers and heteroscedasticity without specific form," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2258-2272.
    254. Leticia Blázquez & Carmen Díaz-Mora & Rosario Gandoy, 2012. "Eu Integration And Production Networks," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 20(3), pages 5-24, Winter.
    255. Godfrey, Leslie G. & Orme, Chris D., 2004. "Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients," Economics Letters, Elsevier, vol. 82(2), pages 281-287, February.
    256. Tsalavoutas, Ioannis & André, Paul & Evans, Lisa, 2012. "The transition to IFRS and the value relevance of financial statements in Greece," The British Accounting Review, Elsevier, vol. 44(4), pages 262-277.
    257. Kurt Wurthmann, 2017. "Implicit Theories and Issue Characteristics as Determinants of Moral Awareness and Intentions," Journal of Business Ethics, Springer, vol. 142(1), pages 93-116, April.
    258. Lloyd A. Mancl & Timothy A. DeRouen, 2001. "A Covariance Estimator for GEE with Improved Small‐Sample Properties," Biometrics, The International Biometric Society, vol. 57(1), pages 126-134, March.
    259. Devi Brands & Erik Verhoef & Jasper Knockaert, 2021. "Pcoins for parking: a field experiment with tradable mobility permits," Tinbergen Institute Discussion Papers 21-029/VIII, Tinbergen Institute.
    260. Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
    261. Niklas Ahlgren & Paul Catani, 2017. "Wild bootstrap tests for autocorrelation in vector autoregressive models," Statistical Papers, Springer, vol. 58(4), pages 1189-1216, December.
    262. Haoge Chang & Joel Middleton & P. M. Aronow, 2021. "Exact Bias Correction for Linear Adjustment of Randomized Controlled Trials," Papers 2110.08425, arXiv.org, revised Oct 2021.
    263. Karl Schlag & Olivier Gossner, 2010. "Finite sample nonparametric tests for linear regressions," Economics Working Papers 1212, Department of Economics and Business, Universitat Pompeu Fabra.
    264. Kenneth W. Clements & H.Y Izan & Yihui Lan, 2005. "A Stochastic Measure of International Competitiveness," Economics Discussion / Working Papers 05-15, The University of Western Australia, Department of Economics.
    265. Borusyak, Kirill & Jaravel, Xavier & Spiess, Jann, 2024. "Revisiting event-study designs: robust and efficient estimation," LSE Research Online Documents on Economics 123781, London School of Economics and Political Science, LSE Library.
    266. Achintya Ray, 2018. "Are Inventories Accretive? Lessons from Inventory and Earnings Relationship in the U.S. Capital Goods Sector," Accounting and Finance Research, Sciedu Press, vol. 7(1), pages 1-40, February.
    267. Smimou, K., 2014. "Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 186-209.
    268. Wood, Lincoln C. & Wang, Jason X. & Olesen, Karin & Reiners, Torsten, 2017. "The effect of slack, diversification, and time to recall on stock market reaction to toy recalls," International Journal of Production Economics, Elsevier, vol. 193(C), pages 244-258.
    269. Joshua Angrist & Victor Lavy, 2003. "Achievement awards for high school matriculation: Evidence from randomized trials," Natural Field Experiments 00202, The Field Experiments Website.
    270. Temple, Jonathan & Voth, Hans-Joachim, 1998. "Human capital, equipment investment, and industrialization," European Economic Review, Elsevier, vol. 42(7), pages 1343-1362, July.
    271. Kang, Jin-Su & Downing, Stephen, 2015. "Keystone effect on entry into two-sided markets: An analysis of the market entry of WiMAX," Technological Forecasting and Social Change, Elsevier, vol. 94(C), pages 170-186.
    272. Yves Croissant & Giovanni Millo, 2008. "Panel Data Econometrics in R : The plm Package," Post-Print hal-01245304, HAL.
    273. Becker, Christoph & Schmidt, Wolfgang M., 2015. "How past market movements affect correlation and volatility," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 78-107.
    274. de Sousa, Maria da Conceição Sampaio & Cribari-Neto, Francisco & Stosic, Borko D., 2005. "Explaining DEA Technical Efficiency Scores in an Outlier Corrected Environment: The Case of Public Services in Brazilian Municipalities," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 25(2), November.
    275. Øystein Gjerde & Kjell Knivsflå & Frode Sættem, 2010. "Evidence on competitive advantage and superior stock market performance," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(4), pages 277-301.
    276. Jullavut Kittiakarasakun & Lalatendu Misra & Sinan Yildirim, 2018. "An analysis of closed-end funds discounts viewed from a lack of redemption perspective," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 415-440, February.
    277. Jochen Heberle & Cristina Sattarhoff, 2017. "A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators," Econometrics, MDPI, vol. 5(1), pages 1-16, January.
    278. Shaik, Saleem & Atwood, Joseph A. & Helmers, Glenn A., 2012. "Did 1933 new deal legislation contribute to farm real estate values: A regional analysis," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 801-816.
    279. Julien Vedani & Fabien Ramaharobandro, 2013. "Continuous compliance: a proxy-based monitoring framework," Papers 1309.7222, arXiv.org, revised Dec 2013.
    280. Benjamin M. Craig & Jan J. V. Busschbach, 2011. "Toward a more universal approach in health valuation," Health Economics, John Wiley & Sons, Ltd., vol. 20(7), pages 864-875, July.
    281. Anne laure Delatte & Julien Fouquau, 2010. "Smooth transition in China: New evidence in the cointegrating money demand relationship," Economics Bulletin, AccessEcon, vol. 30(1), pages 265-273.
    282. Chris Heaton & George Milunovich & Anthony Passé‐De Silva, 2011. "International Commodity Prices and the Australian Stock Market," The Economic Record, The Economic Society of Australia, vol. 87(276), pages 37-44, March.
    283. Vatcharin Sirimaneetham, 2006. "Explaining policy volatility in developing countries," Bristol Economics Discussion Papers 06/583, School of Economics, University of Bristol, UK.
    284. Rai, Anoop & Seth, Rama & Mohanty, Sunil K., 2007. "The impact of discount rate changes on market interest rates: Evidence from three European countries and Japan," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 905-923, October.
    285. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 316, University of California, Davis, Department of Economics.
    286. McNeil, Chris R. & Moore, William T., 2005. "Dismantling internal capital markets via spinoff: effects on capital allocation efficiency and firm valuation," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 253-275, March.
    287. Smimou, K., 2017. "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, vol. 41(C), pages 461-479.
    288. Chronopoulos, Ilias & Kapetanios, George & Petrova, Katerina, 2021. "Kernel-based Volatility Generalised Least Squares," Econometrics and Statistics, Elsevier, vol. 20(C), pages 2-11.
    289. Blackburn, McKinley L., 2022. "Testing for coefficient differences across nested linear regression specifications," Econometrics and Statistics, Elsevier, vol. 23(C), pages 1-18.
    290. Hitzschke, Stephan, 2011. "The optimal size of German cities: An efficiency analysis perspective," Darmstadt Discussion Papers in Economics 202, Darmstadt University of Technology, Department of Law and Economics.
    291. Elberse, Anita & Anand, Bharat, 2007. "The effectiveness of pre-release advertising for motion pictures: An empirical investigation using a simulated market," Information Economics and Policy, Elsevier, vol. 19(3-4), pages 319-343, October.
    292. Young, Alwyn, 2019. "Channeling Fisher: randomization tests and the statistical insignificance of seemingly significant experimental results," LSE Research Online Documents on Economics 101401, London School of Economics and Political Science, LSE Library.
    293. Rocholl, Jrg, 2009. "A friend in need is a friend indeed: Allocation and demand in IPO bookbuilding," Journal of Financial Intermediation, Elsevier, vol. 18(2), pages 284-310, April.
    294. An, Zihao & Xie, Bo & Liu, Qiyang, 2023. "No street is an Island: Street network morphologies and traffic safety," Transport Policy, Elsevier, vol. 141(C), pages 167-181.
    295. Beladi, Hamid & Hu, May & Park, Jason & How, Janice, 2020. "Liquidity creation and funding ability during the interbank lending crunch," International Review of Financial Analysis, Elsevier, vol. 67(C).
    296. Jesse Tack & Rulon Pope & Jeffrey LaFrance & Ricardo Cavazos, 2014. "Modeling an Aggregate Agricultural Panel with Application to U.S. Farm Input Demands," Monash Economics Working Papers 23-14, Monash University, Department of Economics.
    297. Benedikt M. Potscher & David Preinerstorfer, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," Papers 2005.04089, arXiv.org, revised Nov 2021.
    298. Hasler Mario, 2013. "Multiple Contrasts for Repeated Measures," The International Journal of Biostatistics, De Gruyter, vol. 9(1), pages 49-61, July.
    299. David Neumark & Deborah Reed, 2002. "Employment Relationships in the New Economy," NBER Working Papers 8910, National Bureau of Economic Research, Inc.
    300. Pangburn, Michael S. & Sundaresan, Shankar, 2009. "Capacity decisions for high-tech products with obsolescence," European Journal of Operational Research, Elsevier, vol. 197(1), pages 102-111, August.
    301. Paulo M.M. Rodrigues & Matei Demetrescu, 2019. "Testing for Episodic Predictability in Stock Returns," Working Papers w201906, Banco de Portugal, Economics and Research Department.
    302. Miravete, Eugenio, 2000. "Estimating Demand for Local Telephone Service with Asymmetric Information and Optional Calling Plans," CEPR Discussion Papers 2635, C.E.P.R. Discussion Papers.
    303. San Segundo, María Jesús, 1991. "Efectos bloque en la estimación de curvas de engel con datos de la encuesta de presupuestos familiares 1980-81," DE - Documentos de Trabajo. Economía. DE 3002, Universidad Carlos III de Madrid. Departamento de Economía.
    304. Haaland, Ingar & Olden, Andreas, 2021. "Information about Fewer Audits Reduces Support for Economic Relief Programs," Discussion Papers 2021/2, Norwegian School of Economics, Department of Business and Management Science.
    305. LE GALLO, Julie, 2000. "Econométrie spatiale 2 -Hétérogénéité spatiale," LATEC - Document de travail - Economie (1991-2003) 2001-01, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
    306. Dinh, Ngan & Hughes, Conor & Hughes, James W. & Maurer-Fazio, Margaret, 2014. "Human Trafficking in Southeast Asia: Results from a Pilot Project in Vietnam," IZA Discussion Papers 8686, Institute of Labor Economics (IZA).
    307. Kristoufek, Ladislav & Bouri, Elie, 2023. "Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges," Finance Research Letters, Elsevier, vol. 51(C).
    308. Godfrey, L.G., 2006. "Tests for regression models with heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2715-2733, June.
    309. Butler, Alexander W. & Keefe, Michael O'Connor & Kieschnick, Robert, 2014. "Robust determinants of IPO underpricing and their implications for IPO research," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 367-383.
    310. Husiatyński, Maciej, 2021. "Three essays on individual behavior and new technologies," Other publications TiSEM 1a7d7036-3d54-4a7b-a425-e, Tilburg University, School of Economics and Management.
    311. Russell Davidson & James G. Mackinnon, 1990. "Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments," Working Paper 781, Economics Department, Queen's University.
    312. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024. "Jackknife Inference with Two-Way Clustering," Working Paper 1516, Economics Department, Queen's University.
    313. Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024. "A Jackknife Variance Estimator for Panel Regressions," Staff Reports 1133, Federal Reserve Bank of New York.
    314. Shafiqur Rahman & Cheng-Few Lee & Yaqing Xiao, 2017. "The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 91-116, July.
    315. Ioannis Tsalavoutas & Paul André & Lisa Evans, 2009. "Transition to IFRS and value relevance in a small but developed market: A look at Greek evidence," Post-Print halshs-00460532, HAL.
    316. Kristoufek, Ladislav, 2023. "Will Bitcoin ever become less volatile?," Finance Research Letters, Elsevier, vol. 51(C).
    317. Krüger Jens J. & Cantner Uwe & Hanusch Horst, 2003. "Explaining International Productivity Differences / Erklärung internationaler Produktivitätsunterschiede," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 223(6), pages 659-679, December.
    318. Binyam Solomon, 2005. "The demand for Canadian defence expenditures," Defence and Peace Economics, Taylor & Francis Journals, vol. 16(3), pages 171-189.
    319. Sharma, Govinda Prasad & Pandit, Ram & White, Ben & Polyakov, Maksym, 2015. "The Income Diversification Strategies of Smallholder Coffee Producers in Nepal," Working Papers 207693, University of Western Australia, School of Agricultural and Resource Economics.
    320. M. Kabir Hassan & Abdullah Mamun, 2009. "Global Impact of the Gramm-Leach-Bliley Act: Evidence from Insurance Industries of Developed Countries," NFI Working Papers 2009-WP-13, Indiana State University, Scott College of Business, Networks Financial Institute.
    321. Alberto Abadie & Guido W. Imbens & Fanyin Zheng, 2011. "Robust Inference for Misspecified Models Conditional on Covariates," NBER Working Papers 17442, National Bureau of Economic Research, Inc.
    322. Michael O'Hara & Christopher F. Parmeter, 2013. "Nonparametric Generalized Least Squares in Applied Regression Analysis," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 456-474, October.
    323. Lavergne, Pascal & Bertail, Patrice, 2020. "Bootstrapping Quasi Likelihood Ratio Tests under Misspecification," TSE Working Papers 20-1102, Toulouse School of Economics (TSE).
    324. Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen, 2019. "Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors," CREATES Research Papers 2019-05, Department of Economics and Business Economics, Aarhus University.
    325. Andrea C. Garcia‐Angulo & Gerda Claeskens, 2023. "Exact uniformly most powerful postselection confidence distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(1), pages 358-382, March.
    326. Hui Chen & Sven Voigt & Xiaoming Fu, 2021. "Data-Driven Analysis on Inter-City Commuting Decisions in Germany," Sustainability, MDPI, vol. 13(11), pages 1-24, June.
    327. F. Tsoligkas & I. Tsalavoutas, 2011. "Value relevance of R&D in the UK after IFRS mandatory implementation," Applied Financial Economics, Taylor & Francis Journals, vol. 21(13), pages 957-967.
    328. Haaland, Ingar & Olden, Andreas, 2022. "Fraud concerns and support for economic relief programs," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 59-66.
    329. Pui Sun Tam, 2013. "Finite-sample distribution of the augmented Dickey--Fuller test with lag optimization," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3495-3511, August.
    330. James G. MacKinnon & Matthew D. Webb, 2017. "Pitfalls When Estimating Treatment Effects Using Clustered Data," Working Paper 1387, Economics Department, Queen's University.
    331. Deckers, Thomas & Hanck, Christoph, 2009. "Multiple Testing Techniques in Growth Econometrics," MPRA Paper 17843, University Library of Munich, Germany.
    332. Zhang, Rui & Shonkwiler, J. Scott, 2017. "Bias Correction of Welfare measures in Non-Market Valuation: Comparison of the Delta Method, Jackknife and Bootstrap," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258099, Agricultural and Applied Economics Association.
    333. Ahmad, Waseem & Ahmed, Tanvir & Ahmad, Bashir, 2019. "Pricing of mobile phone attributes at the retail level in a developing country: Hedonic analysis," Telecommunications Policy, Elsevier, vol. 43(4), pages 299-309.
    334. Lamarche, Jean-Francois, 2003. "A robust bootstrap test under heteroskedasticity," Economics Letters, Elsevier, vol. 79(3), pages 353-359, June.
    335. Mighri, Zouheir & Ragoubi, Hanen & Sarwar, Suleman & Wang, Yihan, 2022. "Quantile Granger causality between US stock market indices and precious metal prices," Resources Policy, Elsevier, vol. 76(C).
    336. Kelly, Patrick J. & Meschke, Felix, 2010. "Sentiment and stock returns: The SAD anomaly revisited," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1308-1326, June.
    337. Yulia I. Pyzheva & Evgeniya V. Zander & Anton I. Pyzhev, 2021. "Impacts of Energy Efficiency and Economic Growth on Air Pollutant Emissions: Evidence from Angara–Yenisey Siberia," Energies, MDPI, vol. 14(19), pages 1-10, September.
    338. Frömmel, Michael & Garabedian, Garo & Schobert, Franziska, 2011. "Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter?," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 807-818.
    339. Kopchak, Seth J., 2013. "The realized forward term premium in the repo market," Journal of Financial Markets, Elsevier, vol. 16(2), pages 253-278.
    340. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2012. "A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 934-956.
    341. Holderieath, Jason J. & Crosby, Michael K. & McConnell, T. Eric & Jackson, D. Paul, 2021. "Impact of COVID-19 - Related Transition to Online Instruction on Student Achievement," Applied Economics Teaching Resources (AETR), Agricultural and Applied Economics Association, vol. 3(01), March.
    342. Lin, Eric S. & Chou, Ta-Sheng, 2012. "A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models," Economics Letters, Elsevier, vol. 116(3), pages 494-497.
    343. Young, Alwyn, 2022. "Consistency without Inference: Instrumental Variables in Practical Application," European Economic Review, Elsevier, vol. 147(C).
    344. Dupire, Marion & Slagmulder, Regine, 2019. "Risk governance of financial institutions: The effect of ownership structure and board independence," Finance Research Letters, Elsevier, vol. 28(C), pages 227-237.
    345. Sánchez-Fung, José R., 2011. "Estimating monetary policy reaction functions for emerging market economies: The case of Brazil," Economic Modelling, Elsevier, vol. 28(4), pages 1730-1738, July.
    346. DiCiccio, Cyrus J. & Romano, Joseph P. & Wolf, Michael, 2019. "Improving weighted least squares inference," Econometrics and Statistics, Elsevier, vol. 10(C), pages 96-119.
    347. Morgan Westéus, 2014. "Settlement probability asymmetries in the Swedish Labour Court," European Journal of Law and Economics, Springer, vol. 38(3), pages 485-512, December.
    348. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
    349. P. Dorian Owen, 2017. "Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development," Econometrics, MDPI, vol. 5(3), pages 1-33, September.
    350. Ross Levine, 1988. "The forward exchange rate bias: a new explanation," International Finance Discussion Papers 338, Board of Governors of the Federal Reserve System (U.S.).
    351. Benedikt M. Potscher & David Preinerstorfer, 2024. "A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics," Papers 2412.17470, arXiv.org.
    352. Bourjade, Sylvain & Huc, Regis & Muller-Vibes, Catherine, 2017. "Leasing and profitability: Empirical evidence from the airline industry," Transportation Research Part A: Policy and Practice, Elsevier, vol. 97(C), pages 30-46.
    353. Makarov, Igor & Schoar, Antoinette, 2020. "Trading and arbitrage in cryptocurrency markets," Journal of Financial Economics, Elsevier, vol. 135(2), pages 293-319.
    354. Shereen J. Chaudhry & Michael Hand & Howard Kunreuther, 2020. "Broad bracketing for low probability events," Journal of Risk and Uncertainty, Springer, vol. 61(3), pages 211-244, December.
    355. Eduard Baumöhl & Štefan Lyócsa, 2014. "Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(5), pages 352-373, November.
    356. Chau, K.W. & Davies, Stephen N.G. & Lai, Lawrence W.C. & Lennon, H.T. Choy, 2023. "Museums for ex situ tangible heritage conservation: A neo-institutional analytical and empirical economic analysis," Land Use Policy, Elsevier, vol. 127(C).
    357. Vinícius B. P. Chagas & Pedro L. B. Chaffe & Günter Blöschl, 2022. "Climate and land management accelerate the Brazilian water cycle," Nature Communications, Nature, vol. 13(1), pages 1-10, December.
    358. Jonathan Siverskog & Martin Henriksson, 2019. "Estimating the marginal cost of a life year in Sweden’s public healthcare sector," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 20(5), pages 751-762, July.
    359. Nu, Nu Lwin, 2009. "Analysis on International Trade of CLM Countries," IDE Discussion Papers 215, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    360. Julien Vedani & Fabien Ramaharobandro, 2013. "Continuous compliance: a proxy-based monitoring framework," Working Papers hal-00866531, HAL.
    361. Štefan Lyócsa & Tomáš Výrost & Eduard Baumohl, 2019. "Social aspirations in European banks: peer-influenced risk behaviour," Applied Economics Letters, Taylor & Francis Journals, vol. 26(6), pages 473-479, March.
    362. Patricia M. Dechow & Amy P. Hutton & Jung Hoon Kim & Richard G. Sloan, 2012. "Detecting Earnings Management: A New Approach," Journal of Accounting Research, Wiley Blackwell, vol. 50(2), pages 275-334, May.
    363. Mario Hasler, 2016. "Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation," Statistical Papers, Springer, vol. 57(1), pages 55-68, March.
    364. Gjerde, Øystein & Knivsflå, Kjell Henry & Sættem, Frode, 2008. "The Value-Relevance of Adopting IFRS: Evidence from 145 NGAAP Restatements," Discussion Papers 2008/21, Norwegian School of Economics, Department of Business and Management Science.
    365. Mixon, Scott, 2009. "Option markets and implied volatility: Past versus present," Journal of Financial Economics, Elsevier, vol. 94(2), pages 171-191, November.
    366. Ivan Korolev, 2018. "A Consistent Heteroskedasticity Robust LM Type Specification Test for Semiparametric Models," Papers 1810.07620, arXiv.org, revised Nov 2019.
    367. Michal SKOREPA, 2013. "Troubles in the Euro Area Periphery: The View through the Lens of a Simple Convergence-Sensitive Optimum Currency Area Index," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(2), pages 129-151, May.
    368. Hübler, Olaf, 2013. "Methods in empirical economics - a selective review with applications," Hannover Economic Papers (HEP) dp-513, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    369. Francisco Cribari-Neto & Maria da Gloria Lima, 2010. "Approximate inference in heteroskedastic regressions: A numerical evaluation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(4), pages 591-615.
    370. Matthias Pelster & Annette Hofmann & Nina Klocke & Sonja Warkulat, 2023. "Dark Triad Personality Traits and Selective Hedging," Journal of Business Ethics, Springer, vol. 182(1), pages 261-286, January.
    371. Aïhounton, Ghislain B.D. & Henningsen, Arne, 2024. "Does organic farming jeopardize food security of farm households in Benin?," Food Policy, Elsevier, vol. 124(C).
    372. James G. MacKinnon, 2022. "Using Large Samples in Econometrics," Working Paper 1482, Economics Department, Queen's University.
    373. Kranz, Sebastian, 2024. "From Replications to Revelations: Heteroskedasticity-Robust Inference," MPRA Paper 122724, University Library of Munich, Germany.
    374. Christer Berglund & Patrik Söderholm, 2003. "An Econometric Analysis of Global Waste Paper Recovery and Utilization," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 26(3), pages 429-456, November.
    375. Alex Coad & Rekha Rao, 2010. "R&D and firm growth rate variance," Economics Bulletin, AccessEcon, vol. 30(1), pages 702-708.
    376. Angrist, Joshua & Lavy, Victor, 2004. "The Effect of High Stakes High School Achievement Awards: Evidence from a School-Centered Randomized Trial," IZA Discussion Papers 1146, Institute of Labor Economics (IZA).
    377. De Rezende, Rafael B., 2023. "An event-driven bank stress indicator: The case of US regional banks," Finance Research Letters, Elsevier, vol. 56(C).
    378. Landon, Stuart & Smith, Constance E., 2006. "Exchange rates and investment good prices: A cross-industry comparison," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 237-256, March.
    379. Paula Thieme & Dennis A. V. Dittrich, 2015. "A Life-Span Perspective on Life Satisfaction," SOEPpapers on Multidisciplinary Panel Data Research 775, DIW Berlin, The German Socio-Economic Panel (SOEP).
    380. Dejan Živkov & Jovan Njegić & Vera Mirović, 2016. "Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(6), pages 686-705.
    381. Barrafrem, Kinga & Tinghög, Gustav & Västfjäll, Daniel, 2021. "Trust in the government increases financial well-being and general well-being during COVID-19," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    382. Hitzschke, Stephan, 2011. "The Optimal Size of German Cities An Efficiency Analysis Perspective," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 50741, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    383. Smimou, K. & Bosch, D. & Filbeck, G., 2024. "Commodities and Policy Uncertainty Channel(s)," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 351-379.
    384. Kong, Dongmin, 2012. "Does corporate social responsibility matter in the food industry? Evidence from a nature experiment in China," Food Policy, Elsevier, vol. 37(3), pages 323-334.
    385. Bobrovskaya, Ekaterina & Polbin, Andrey, 2022. "Determinants of short-term rental prices in the sharing economy: The case of Airbnb in Moscow," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 65, pages 5-28.
    386. Simon Vandekar & Ran Tao & Jeffrey Blume, 2020. "A Robust Effect Size Index," Psychometrika, Springer;The Psychometric Society, vol. 85(1), pages 232-246, March.
    387. Baumöhl, Eduard & Lyócsa, Štefan, 2014. "Volatility and dynamic conditional correlations of worldwide emerging and frontier markets," Economic Modelling, Elsevier, vol. 38(C), pages 175-183.
    388. Tyler Patterson & David Levinson, 2008. "Lexus Lanes or Corolla Lanes? Spatial Use and Equity Patterns on the I-394 MnPASS Lanes," Working Papers 000051, University of Minnesota: Nexus Research Group.
    389. Shao‐Hsun Keng & Chun‐Hung Lin, 2005. "Wives’ Value of Time and Food Consumed Away from Home in Taiwan," Asian Economic Journal, East Asian Economic Association, vol. 19(3), pages 319-334, September.
    390. Jochmans, K., 2019. "Heteroskedasticity-Robust Inference in Linear Regression Models," Cambridge Working Papers in Economics 1957, Faculty of Economics, University of Cambridge.
    391. Francisco Cribari-Neto & Wilton Silva, 2011. "A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(2), pages 129-146, June.
    392. Marynia Kolak & Luc Anselin, 2020. "A Spatial Perspective on the Econometrics of Program Evaluation," International Regional Science Review, , vol. 43(1-2), pages 128-153, January.
    393. Beckmann, Joscha & Boonman, Tjeerd M. & Schreiber, Sven, 2024. "Expectations, sentiments and capital flows to emerging market economies," Emerging Markets Review, Elsevier, vol. 62(C).
    394. Cho, Seong-Hoon & Bowker, James Michael & Park, William M., 2006. "Measuring the Contribution of Water and Green Space Amenities to Housing Values: An Application and Comparison of Spatially Weighted Hedonic Models," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(3), pages 1-23, December.
    395. Carlos Bianchi & Pablo Galaso & Sergio Palomeque, 2023. "Knowledge complexity and brokerage in inter-city networks," The Journal of Technology Transfer, Springer, vol. 48(5), pages 1773-1799, October.
    396. Du, Julan & Lu, Yi & Tao, Zhigang, 2009. "China as a regulatory state," BOFIT Discussion Papers 17/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
    397. Philip Pallmann & Ludwig A. Hothorn, 2016. "Analysis of means: a generalized approach using R," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(8), pages 1541-1560, June.
    398. Eric S. Lin & Ta-Sheng Chou, 2018. "Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 1-28, January.
    399. Guy P. Nason & James L. Wei, 2022. "Quantifying the economic response to COVID‐19 mitigations and death rates via forecasting purchasing managers' indices using generalised network autoregressive models with exogenous variables," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 1778-1792, October.
    400. Han‐Sheng Chen & Sanjiv Sabherwal, 2019. "Overconfidence among option traders," Review of Financial Economics, John Wiley & Sons, vol. 37(1), pages 61-91, January.
    401. D’Innocenzo, Enzo & Lucas, Andre, 2024. "Dynamic partial correlation models," Journal of Econometrics, Elsevier, vol. 241(2).
    402. Behrens, Christoph, 2020. "German trade forecasts since 1970: An evaluation using the panel dimension," Working Papers 26, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
    403. Falahi , Mohammad Ali & Hajamini , Mehdi, 2015. "Relationship between Inflation and Inflation Uncertainty in Iran: An Application of SETAR-GARCH Model," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(2), pages 69-91, January.
    404. Jabłońska Katarzyna, 2018. "Dealing With Heteroskedasticity Within The Modeling Of The Quality Of Life Of Older People," Statistics in Transition New Series, Statistics Poland, vol. 19(3), pages 433-452, September.
    405. Ahmed, Mumtaz & Zaman, Asad, 2014. "A Minimax Bias Estimator for OLS Variances under Heteroskedasticity," MPRA Paper 55724, University Library of Munich, Germany.
    406. Henrique Correa da Cunha & Nursel Selver Ruzgar & Vikkram Singh, 2022. "The Moderating Effects of Host Country Governance and Trade Openness on the Relationship between Cultural Distance and Financial Performance of Foreign Subsidiaries in Latin America," IJFS, MDPI, vol. 10(2), pages 1-17, April.
    407. Lachowska, Marta & Mas, Alexandre & Saggio, Raffaele & Woodbury, Stephen A., 2023. "Do firm effects drift? Evidence from Washington administrative data," Journal of Econometrics, Elsevier, vol. 233(2), pages 375-395.
    408. Liu, Zhenya & Lu, Shanglin & Li, Bo & Wang, Shixuan, 2023. "Time series momentum and reversal: Intraday information from realized semivariance," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 54-77.
    409. Fitzenberger, Bernd, 1998. "The moving blocks bootstrap and robust inference for linear least squares and quantile regressions," Journal of Econometrics, Elsevier, vol. 82(2), pages 235-287, February.
    410. Luke Hartigan, 2016. "Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties," Discussion Papers 2016-06, School of Economics, The University of New South Wales.
    411. Easterly, William & Kremer, Michael & Pritchett, Lant & Summers, Lawrence H., 1993. "Good policy or good luck?: Country growth performance and temporary shocks," Journal of Monetary Economics, Elsevier, vol. 32(3), pages 459-483, December.
    412. Changbao Wu & Bixia Xu, 2008. "Deflator selection and generalized linear modelling in market-based regression analyses," Applied Financial Economics, Taylor & Francis Journals, vol. 18(21), pages 1739-1753.
    413. Robert Campbell & Chinmoy Ghosh & Milena Petrova & C. Sirmans, 2011. "Corporate Governance and Performance in the Market for Corporate Control: The Case of REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 451-480, May.
    414. Hendry, David F & Ericsson, Neil R, 1991. "An Econometric Analysis of U.K. Money Demand in 'Monetary Trends in the United States and the United Kingdom' by Milton Friedman and Anna Schwartz," American Economic Review, American Economic Association, vol. 81(1), pages 8-38, March.
    415. Neil R. Ericsson & David F. Hendry, 1990. "Modeling the demand for narrow money in the United Kingdom and the United States," International Finance Discussion Papers 383, Board of Governors of the Federal Reserve System (U.S.).
    416. Nicolas Lagios & Pierre-Guillaume Méon, 2021. "Experts, Information, Reviews, and Coordination: Evidence on How Literary Prizes Affect Sales," Working Papers CEB 21-011, ULB -- Universite Libre de Bruxelles.
    417. Tomáš Buus, 2008. "Performance of Quoted and Non-quoted Companies in the Europe," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2008(4), pages 45-69.
    418. Tae-Hwan Kim & Halbert White, 2003. "Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression," Advances in Econometrics, in: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, pages 107-132, Emerald Group Publishing Limited.
    419. Neil R. Ericsson & Sunil Sharma, 1996. "Broad money demand and financial liberalization in Greece," International Finance Discussion Papers 559, Board of Governors of the Federal Reserve System (U.S.).
    420. Carsten Hundertmark, 2013. "Ökonometrische Verfahren zur Messung von Lohndiskriminierung: eine theoretische und empirische Studie," SOEPpapers on Multidisciplinary Panel Data Research 557, DIW Berlin, The German Socio-Economic Panel (SOEP).
    421. Jianghao Chu & Tae-Hwy Lee & Aman Ullah & Haifeng Xu, 2020. "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference," Working Papers 202027, University of California at Riverside, Department of Economics.
    422. Danilo Pelletiere & Kenneth A. Reinert, 2006. "World Trade in Used Automobiles: A Gravity Analysis of Japanese and US Exports," Asian Economic Journal, East Asian Economic Association, vol. 20(2), pages 161-172, June.
    423. Girma Kassie & Awudu Abdulai & Clemens Wollny, 2011. "Heteroscedastic hedonic price model for cattle in the rural markets of central Ethiopia," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3459-3464.
    424. Cong Cao & Markus Pauly & Frank Konietschke, 2020. "The Behrens–Fisher problem with covariates and baseline adjustments," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(2), pages 197-215, February.
    425. Mukashov, Askar & Jin, Ding & Henning, Christian & Hedtrich, Johannes, 2019. "Estimation of Growth Elasticities in the General Equilibrium Framework under Model Uncertainty," Conference papers 333081, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    426. Takii, Sadayuki, 2004. "Productivity Differentials Between Local and Foreign Plants in Indonesian Manufacturing, 1995," World Development, Elsevier, vol. 32(11), pages 1957-1969, November.
    427. Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
    428. Dongmin Kong & Shasha Liu & Yunhao Dai, 2014. "Environmental Policy, Company Environment Protection, and Stock Market Performance: Evidence from China," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 21(2), pages 100-112, March.
    429. Liu Zhan & Valliant Richard, 2023. "Investigating an Alternative for Estimation from a Nonprobability Sample: Matching plus Calibration," Journal of Official Statistics, Sciendo, vol. 39(1), pages 45-78, March.
    430. Joan Carles Martori & Rafa Madariaga & Ramon Oller, 2016. "Real estate bubble and urban population density: six Spanish metropolitan areas 2001–2011," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(2), pages 369-392, March.
    431. David L. Sjoquist & John V. Winters, 2012. "Building the Stock of College-Educated Labor Revisited," Journal of Human Resources, University of Wisconsin Press, vol. 47(1), pages 270-285.
    432. Dakyung Seong, 2022. "Binary response model with many weak instruments," Papers 2201.04811, arXiv.org, revised Jun 2024.
    433. José María Arranz & Carlos García-Serrano, "undated". "¿Qué Ha Sucedido Con La Estabilidad Del Empleo En España?. Un Análisis Desagregado Con Datos De La Epa: 1987-2003(*)," Working Papers 4-04 Classification-JEL :, Instituto de Estudios Fiscales.
    434. Olaf Hübler, 2014. "Estimation of standard errors and treatment effects in empirical economics—methods and applications [Schätzung von Standardfehlern und Kausaleffekten in der empirischen Wirtschaftsforschung – Metho," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 47(1), pages 43-62, March.
    435. Yuki Takahashi, 2020. "Are Men Less Generous to a Smarter Woman? Evidence from a Dictator Game Experiment," Papers 2012.04591, arXiv.org, revised Mar 2025.
    436. Donald, Stephen G., 1995. "Two-step estimation of heteroskedastic sample selection models," Journal of Econometrics, Elsevier, vol. 65(2), pages 347-380, February.
    437. Calzolari, Giorgio & Fiorentini, Gabriele & Panattoni, Lorenzo, 1993. "Alternative estimators of the covariance matrix in GARCH models," MPRA Paper 24433, University Library of Munich, Germany.
    438. Boot, Tom & Pick, Andreas, 2020. "Does modeling a structural break improve forecast accuracy?," Journal of Econometrics, Elsevier, vol. 215(1), pages 35-59.
    439. Dale Poirier, 2008. "Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap," Working Papers 080905, University of California-Irvine, Department of Economics.
    440. Dietl, M & Skrok & Benalcazar, P & Gątkowski, M & Rockett, K, 2017. "Pendency and Thickets," Economics Discussion Papers 19979, University of Essex, Department of Economics.
    441. Govinda P. Sharma & Ram Pandit & Ben White & Maksym Polyakov, 2020. "The income diversification strategies of smallholders in the hills of Nepal," Development Policy Review, Overseas Development Institute, vol. 38(6), pages 804-825, November.
    442. Nora Grote & Tim Klausmann & Mario Scharfbillig, 2019. "Investment in Identity in the Field - Nudging Refugees' Integration Effort," Working Papers 1905, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 24 Sep 2021.
    443. Haitham A. Al-Zoubi & Aktham Maghyereh, 2007. "Stationary Component in Stock Prices: A Reappraisal of Empirical Findings," Multinational Finance Journal, Multinational Finance Journal, vol. 11(3-4), pages 287-322, September.
    444. Alan Martina, 2007. "A Class of Poverty Traps: A Theory and Empirical Tests," ANU Working Papers in Economics and Econometrics 2007-482, Australian National University, College of Business and Economics, School of Economics.
    445. Martin Boďa & Mariana Považanová, 2023. "How credible are Okun coefficients? The gap version of Okun’s law for G7 economies," Economic Change and Restructuring, Springer, vol. 56(3), pages 1467-1514, June.
    446. Pavlidis Efthymios G. & Paya Ivan & Peel David A., 2013. "Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 297-312, May.
    447. Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2017. "Validity Of Wild Bootstrap Inference With Clustered Errors," Working Paper 1383, Economics Department, Queen's University.
    448. Schmöller, Arno, 2010. "Bidding Behavior, Seller Strategies, and the Utilization of Information in Auctions for Complex Goods," Munich Dissertations in Economics 11175, University of Munich, Department of Economics.
    449. Dejan Živkov & Slavica Manić & Ivan Pavkov, 2022. "Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals," Empirical Economics, Springer, vol. 63(2), pages 1109-1134, August.
    450. Moloche, Guillermo, 2024. "Inflation and Seigniorage-Financed Fiscal Deficits: The Case of Mexico," MPRA Paper 120925, University Library of Munich, Germany.
    451. Breitung, Christian, 2023. "Automated stock picking using random forests," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 532-556.
    452. Andres Felipe Hoyos Martin, 2015. "Uso de los estimadores HC en presencia de heterocedasticidad multiplicativa," Icesi Economics Working Papers 14564, Universidad Icesi.
    453. Diego Romero-Ávila, 2013. "Is Physical Investment The Key To China'S Growth Miracle?," Economic Inquiry, Western Economic Association International, vol. 51(4), pages 1948-1971, October.
    454. Neil Shephard, 2020. "An estimator for predictive regression: reliable inference for financial economics," Papers 2008.06130, arXiv.org.
    455. Talukdar, Debabrata & Meisner, Craig M., 2001. "Does the Private Sector Help or Hurt the Environment? Evidence from Carbon Dioxide Pollution in Developing Countries," World Development, Elsevier, vol. 29(5), pages 827-840, May.
    456. Temple, Jonathan, 1998. "Initial Conditions, Social Capital and Growth in Africa," Journal of African Economies, Centre for the Study of African Economies, vol. 7(3), pages 309-347, October.
    457. Valentin Verdier, 2020. "Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 1-16, March.
    458. Andrew Johnson & Timo Kuosmanen, 2011. "One-stage estimation of the effects of operational conditions and practices on productive performance: asymptotically normal and efficient, root-n consistent StoNEZD method," Journal of Productivity Analysis, Springer, vol. 36(2), pages 219-230, October.
    459. Julie Le Gallo, 2000. "Spatial econometrics (2, Spatial heterogeneity) [Econométrie spatiale (2, Hétérogénéité spatiale)]," Working Papers hal-01526969, HAL.
    460. Kubal, Jan & Kristoufek, Ladislav, 2022. "Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system," International Review of Financial Analysis, Elsevier, vol. 84(C).
    461. Guggisberg Michael, 2019. "Misspecified Discrete Choice Models and Huber-White Standard Errors," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-17, January.
    462. Goundan, Anatole & Sall, Moussa & Henning, Christian H. C. A., 2020. "Modeling interrelated inputs adoption in rainfed agriculture in Senegal," Working Papers of Agricultural Policy WP2020-05, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy.
    463. Ke-Hai Yuan & Ying Cheng & Scott Maxwell, 2014. "Moderation Analysis Using a Two-Level Regression Model," Psychometrika, Springer;The Psychometric Society, vol. 79(4), pages 701-732, October.
    464. James W. Shaw & William C. Horrace & Ronald J. Vogel, 2005. "The Determinants of Life Expectancy: An Analysis of the OECD Health Data," Southern Economic Journal, John Wiley & Sons, vol. 71(4), pages 768-783, April.
    465. Euston Quah & Jongsay Yong, 2008. "An assessment of four popular auction mechanisms in the siting of NIMBY facilities: some experimental evidence," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 841-852.
    466. Blackburn, McKinley L., 1997. "Misspecified skedastic functions in grouped-data models," Economics Letters, Elsevier, vol. 55(1), pages 1-8, August.
    467. Poitras, Marc & Sutter, Daniel, 2009. "Advertiser pressure and control of the news: The decline of muckraking revisited," Journal of Economic Behavior & Organization, Elsevier, vol. 72(3), pages 944-958, December.
    468. Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf, 2016. "Improving weighted least squares inference," ECON - Working Papers 232, Department of Economics - University of Zurich, revised Nov 2017.
    469. Efthymios Pavlidis & Ivan Paya & David Peel, 2010. "Further empirical evidence on the consumption-real exchange rate anomaly," Working Papers 447022, Lancaster University Management School, Economics Department.
    470. SeungHan Ro & Alan J. Ziobrowski, 2012. "Wealth effects of REIT property-type focus changes: evidence from property transactions and joint ventures," Journal of Property Research, Taylor & Francis Journals, vol. 29(3), pages 177-199, June.
    471. Hülya Ünlü & Serdal Temel & Kristel Miller, 2023. "Understanding the drivers of patent performance of University Science Parks in Turkey," The Journal of Technology Transfer, Springer, vol. 48(3), pages 842-872, June.
    472. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2009. "Is it the weather? Comment," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 578-582, March.
    473. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    474. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"," Papers 1305.6099, arXiv.org, revised Jun 2013.

  55. James G. MacKinnon & Halbert White & Russell Davidson, 1982. "Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses," Working Paper 491, Economics Department, Queen's University.

    Cited by:

    1. Ian Domowitz, 1985. "New Directions in Non-linear Estimation with Dependent Observations," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 1-27, February.

Articles

  1. Park, Jihwon & Sani, Jalal & Shroff, Nemit & White, Hal, 2019. "Disclosure incentives when competing firms have common ownership," Journal of Accounting and Economics, Elsevier, vol. 67(2), pages 387-415.

    Cited by:

    1. Jin, Yige & Dong, Nanyan & Tian, Gaoliang & Zhang, Junrui, 2023. "Wisdom of the masses: Employee education and corporate risk taking," Economic Modelling, Elsevier, vol. 118(C).
    2. C. S. Agnes Cheng & Xiaohui (Fiona) Li & Jing Xie & Yuxiang Zhong, 2023. "Accounting conservatism and common ownership by dedicated institutional blockholders," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(9-10), pages 1943-1983, October.
    3. Khoo, Joye & Zheng, Chen & Pathan, Shams, 2024. "The beneficial effect of common ownership: Evidence from bank liquidity creation," Journal of Banking & Finance, Elsevier, vol. 163(C).
    4. Wang, Qijian & Zhou, Kaiguo, 2022. "Common ownership and the spillover effect of market reaction: Evidence from stock exchange comment letters," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    5. Xiao Li & Gang Liu, 2021. "Can fund shareholding inhibit insufficient R&D input?——Empirical evidence from Chinese listed companies," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-23, March.
    6. Ruyun (Ivy) Feng & Michael D. Kimbrough & Sijing Wei, 2022. "The role of information transparency in the product market: an examination of the sustainability of profitability differences," Review of Accounting Studies, Springer, vol. 27(2), pages 668-705, June.
    7. Ziwei Wang & Chunfeng Wang & Zhenming Fang, 2024. "Learning from Failures of Co-owned Firms: Common Ownership and Information Disclosure Fraud," Journal of Business Ethics, Springer, vol. 195(1), pages 95-119, November.
    8. Ni, Xiaoran & Yin, David, 2023. "Is institutional common ownership commonly priced? Insights from the cost of equity capital," Journal of Banking & Finance, Elsevier, vol. 155(C).
    9. Arikan, Mazhar & Kara, Mehmet & Masli, Adi & Xi, Yaoyi, 2023. "Political euphoria and corporate disclosures: An investigation of CEO partisan alignment with the president of the United States," Journal of Accounting and Economics, Elsevier, vol. 75(2).
    10. Wang, Shuangjin & Zhang, Xiaoqian & Cebula, Richard J. & Foley, Maggie, 2024. "Cross-shareholding, Managerial capabilities, and Strategic risk-taking in enterprises: A game or a win-win?," Finance Research Letters, Elsevier, vol. 62(PB).
    11. Xiaohui Wu & Yumin Li & Chong Feng, 2023. "Green innovation peer effects in common institutional ownership networks," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(2), pages 641-660, March.
    12. Healey, John & Mintz, Ofer, 2021. "What if your owners also own other firms in your industry? The relationship between institutional common ownership, marketing, and firm performance," International Journal of Research in Marketing, Elsevier, vol. 38(4), pages 838-856.
    13. Jang, In Ji & Kang, Namho & Yezegel, Ari, 2022. "Common ownership, price informativeness, and corporate investment," Journal of Banking & Finance, Elsevier, vol. 135(C).
    14. Leigh, Andrew & Triggs, Adam, 2021. "Common Ownership of Competing Firms: Evidence from Australia," IZA Discussion Papers 14287, Institute of Labor Economics (IZA).
    15. Hamza Nizar & Taher Hamza & Faten Lakhal, 2024. "How does institutional cross‐ownership affect firm productivity? The importance of the corporate social responsibility channel," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1988-2010, April.
    16. Chen, Shenglan & Ma, Hui & Wu, Qiang & Zhang, Hao, 2023. "Does common ownership constrain managerial rent extraction? Evidence from insider trading profitability," Journal of Corporate Finance, Elsevier, vol. 80(C).
    17. Chen, Tianhao & Chiu, Peng-Chia & Wang, Yiqian, 2024. "Media sentiment and management earnings forecasts: Evidence from China," Finance Research Letters, Elsevier, vol. 60(C).
    18. Ziwei Wang & Chunfeng Wang & Zhenming Fang, 2023. "Common institutional ownership and corporate misconduct," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(1), pages 102-136, January.
    19. Chen Chen & Leonard Leye Li & Louise Yi Lu & Rencheng Wang, 2023. "Flu Fallout: Information Production Constraints and Corporate Disclosure," Journal of Accounting Research, Wiley Blackwell, vol. 61(4), pages 1063-1108, September.
    20. Allee, Kristian D. & Do, Chuong & Sterin, Mikhail, 2021. "Product market competition, disclosure framing, and casting in earnings conference calls," Journal of Accounting and Economics, Elsevier, vol. 72(1).
    21. Xu, Yanhui, 2023. "Common ownership along supply chain and trade credit: Evidence from China," Finance Research Letters, Elsevier, vol. 56(C).
    22. Kristopher Gerardi & Michelle Lowry & Carola Schenone, 2023. "A Critical Review of the Common Ownership Literature," FRB Atlanta Working Paper 2023-17, Federal Reserve Bank of Atlanta.
    23. Lili Dai & Rui Dai & Lilian Ng & Zihang Peng, 2024. "Global outsourcing and voluntary disclosure," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 51(3-4), pages 846-879, March.
    24. Ning, Zihao & Xu, Zhibo & Zheng, Pengju, 2024. "The impact of common institutional ownership on financialization in non-financial enterprise: Exacerbation or inhibition?," Finance Research Letters, Elsevier, vol. 69(PB).
    25. Hou, Canran & Liu, Huan, 2023. "Institutional cross-ownership and stock price crash risk," Research in International Business and Finance, Elsevier, vol. 65(C).
    26. Liu, Huan & Hou, Canran, 2023. "The external effect of institutional cross-ownership on excessive managerial perks," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 483-501.
    27. Trinh, Quoc Dat & Haddad, Christian & Salameh, Elie, 2023. "Financial institutional blockholders and earnings quality: Do blockholders contestability and countries' institutions matter?," International Review of Financial Analysis, Elsevier, vol. 87(C).
    28. Santhosh Ramalingegowda & Steven Utke & Yong Yu, 2021. "Common Institutional Ownership and Earnings Management," Contemporary Accounting Research, John Wiley & Sons, vol. 38(1), pages 208-241, March.
    29. Ramzi Benkraiem & Taher Hamza & Faten Lakhal & Hamza Nizar, 2022. "Family control, institutional cross holding and corporate social responsibility," Economics Bulletin, AccessEcon, vol. 42(4), pages 2231-2247.
    30. Godsell, David & Huang, Kelly & Lao, Brent, 2023. "Managers’ rank & file employee coordination costs and real activities manipulation," Accounting, Organizations and Society, Elsevier, vol. 107(C).
    31. Chen, Yangyang & Li, Qingyuan & Ng, Jeffrey & Wang, Chong, 2021. "Corporate financing of investment opportunities in a world of institutional cross-ownership," Journal of Corporate Finance, Elsevier, vol. 69(C).
    32. Li, Yumin & Zhu, Lei & Ke, Yanrong & Wu, Xiaohui, 2024. "Does common institutional ownership restrain corporate financialization?," International Review of Economics & Finance, Elsevier, vol. 95(C).
    33. Abramova, Inna & Core, John & Sutherland, Andrew, 2019. "Institutional Investor Attention and Firm Disclosure," MPRA Paper 93665, University Library of Munich, Germany.
    34. Wan, Zhao & Tian, Haowen, 2022. "The effect of the COVID-19 pandemic on information disclosure: Evidence from China," Economics Letters, Elsevier, vol. 217(C).
    35. Yi Luo & Lijun Lu & Shu Lin, 2021. "Ownership by Mutual Funds and Corporate Reporting of Environmental Responsibility: Empirical Evidence from China 2007–2019," Sustainability, MDPI, vol. 13(20), pages 1-18, October.
    36. Fu, Zheng & Ma, Yechi & Li, Suyang & Qiao, Lu, 2023. "Peer performance and the asymmetric timeliness of earnings recognition," International Review of Financial Analysis, Elsevier, vol. 85(C).
    37. Cheng, Xin & (Helen) Wang, He & Wang, Xianjue, 2022. "Common institutional ownership and corporate social responsibility," Journal of Banking & Finance, Elsevier, vol. 136(C).
    38. Chen, Gary & Tian, Xiaoli (Shaolee) & Yu, Miaomiao, 2022. "Redact to protect? Customers' incentive to protect information and suppliers’ disclosure strategies," Journal of Accounting and Economics, Elsevier, vol. 74(1).
    39. Zhu, Siyuan & Lu, Rong & Xu, Tianli & Wu, Wenbin & Chen, Yang, 2024. "Can common institutional owners inhibit bad mergers and acquisitions? Evidence from China," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 246-266.
    40. Farzamfar, Arshia & Foroughi, Pouyan & Hamisheh Bahar, Hosein & Ng, Lilian, 2024. "Illuminating the murk: The effect of business complexity on voluntary disclosure," Journal of Corporate Finance, Elsevier, vol. 87(C).
    41. Lin, Luca Xianran, 2022. "Great Trees are Good for Shade: Creditor Monitoring Under Common Ownership," Finance Research Letters, Elsevier, vol. 44(C).
    42. Jansen, Jos, 2024. "Common ownership and information exchange in a duopoly," Economics Letters, Elsevier, vol. 243(C).
    43. Wang, Jing & Wang, Liying, 2024. "When shareholders cross-hold lenders’ equity: The effects on the costs of bank loans," Journal of Banking & Finance, Elsevier, vol. 163(C).
    44. Roychowdhury, Sugata & Shroff, Nemit & Verdi, Rodrigo S., 2019. "The effects of financial reporting and disclosure on corporate investment: A review," Journal of Accounting and Economics, Elsevier, vol. 68(2).
    45. Zhang, Han & Li, Minghui & Yang, Yujie, 2024. "Does common institutional ownership constrain related party transactions? Evidence from China," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1015-1042.
    46. Agnes Cheng, C.S. & Xie, Jing & Zhong, Yuxiang, 2023. "Common institutional blockholders and tail risk," Journal of Banking & Finance, Elsevier, vol. 148(C).
    47. Athira, A. & Lukose, P.J. Jijo, 2023. "Do common institutional owners' activisms deter tax avoidance? Evidence from an emerging economy," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).

  2. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2019. "Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data," Econometrics, MDPI, vol. 7(3), pages 1-27, September.

    Cited by:

    1. Bian, Yuan & Yi, Grace Y. & He, Wenqing, 2024. "A unified framework of analyzing missing data and variable selection using regularized likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 194(C).
    2. Wenbo Ren & Xinran Bian & Jiayuan Gong & Anqing Chen & Ming Li & Zhuofei Xia & Jingnan Wang, 2022. "Analysis and Visualization of New Energy Vehicle Battery Data," Future Internet, MDPI, vol. 14(8), pages 1-16, July.
    3. Chih-Wen Hsiao & Ya-Chuan Chan & Mei-Yu Lee & Hsi-Peng Lu, 2021. "Heteroscedasticity and Precise Estimation Model Approach for Complex Financial Time-Series Data: An Example of Taiwan Stock Index Futures before and during COVID-19," Mathematics, MDPI, vol. 9(21), pages 1-18, October.

  3. Cho, Jin Seo & White, Halbert, 2018. "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1101-1131, October.
    See citations under working paper version above.
  4. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2016. "Generalized Information Matrix Tests for Detecting Model Misspecification," Econometrics, MDPI, vol. 4(4), pages 1-24, November.

    Cited by:

    1. Tao Sun & Yu Cheng & Ying Ding, 2023. "An information ratio‐based goodness‐of‐fit test for copula models on censored data," Biometrics, The International Biometric Society, vol. 79(3), pages 1713-1725, September.
    2. Lijuan Huo & Jin Seo Cho, 2021. "Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 293-317, June.
    3. Qian M. Zhou, 2024. "Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data," Statistical Papers, Springer, vol. 65(7), pages 4677-4713, September.
    4. Verhagen, Mark D., 2021. "Identifying and Improving Functional Form Complexity: A Machine Learning Framework," SocArXiv bka76, Center for Open Science.
    5. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2019. "Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data," Econometrics, MDPI, vol. 7(3), pages 1-27, September.
    6. Francesca Iorio & Riccardo Lucchetti & Rosaria Simone, 2024. "Testing distributional assumptions in CUB models for the analysis of rating data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 669-701, September.

  5. Huang, Meng & Sun, Yixiao & White, Halbert, 2016. "A Flexible Nonparametric Test For Conditional Independence," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1434-1482, December.
    See citations under working paper version above.
  6. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    See citations under working paper version above.
  7. Suyong Song & Susanne M. Schennach & Halbert White, 2015. "Estimating nonseparable models with mismeasured endogenous variables," Quantitative Economics, Econometric Society, vol. 6(3), pages 749-794, November.

    Cited by:

    1. Daniel Wilhelm, 2019. "Testing for the presence of measurement error," CeMMAP working papers CWP48/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Denni Tommasi & Arthur Lewbel & Rossella Calvi, 2017. "LATE with Mismeasured or Misspecified Treatment: An application to Women's Empowerment in India," Working Papers ECARES ECARES 2017-27, ULB -- Universite Libre de Bruxelles.
    3. Karun Adusumilli & Taisuke Otsu, 2015. "Nonparametric instrumental regression with errors in variables," STICERD - Econometrics Paper Series /2015/585, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    4. Takahide Yanagi, 2019. "Inference on local average treatment effects for misclassified treatment," Econometric Reviews, Taylor & Francis Journals, vol. 38(8), pages 938-960, September.
    5. Shiu, Ji-Liang, 2016. "Identification and estimation of endogenous selection models in the presence of misclassification errors," Economic Modelling, Elsevier, vol. 52(PB), pages 507-518.
    6. Francis J. DiTraglia & Camilo García-Jimeno, 2017. "Mis-classified, Binary, Endogenous Regressors: Identification and Inference," NBER Working Papers 23814, National Bureau of Economic Research, Inc.
    7. Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
    8. Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.

  8. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015. "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, vol. 187(1), pages 169-188.
    See citations under working paper version above.
  9. White, Halbert & Pettenuzzo, Davide, 2014. "Granger causality, exogeneity, cointegration, and economic policy analysis," Journal of Econometrics, Elsevier, vol. 178(P2), pages 316-330.
    See citations under working paper version above.
  10. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.

    Cited by:

    1. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending," Discussion Papers 23-02, Department of Economics, University of Birmingham.
    2. Qiuxia Yang, 2020. "Fiscal Transparency and Public Service Quality Association: Evidence from 12 Coastal Provinces and Cities of China," JRFM, MDPI, vol. 14(1), pages 1-14, December.
    3. Minssen, Luisa & Levels, Mark & Pfeifer, Harald & Wehner, Caroline, 2024. "Recruiting mid-qualified workers in product-innovating firms: Which personality traits matter?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 112(C).
    4. Laura Rienda & Enrique Claver & Diego Quer & Rosario Andreu, 2019. "Family businesses from emerging markets and choice of entry mode abroad: insights from Indian firms," Asian Business & Management, Palgrave Macmillan, vol. 18(1), pages 6-30, February.
    5. Nguyen, Thanh Viet & Hoang, Nguyen Kim, 2024. "How economic policies and development impact marine fisheries: Lessons learned from a transitional economy," Ecological Economics, Elsevier, vol. 225(C).
    6. Masayoshi Hayashi & Wataru Yamamoto, 2017. "Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(1), pages 134-163, February.
    7. Asmussen, Katherine E. & Mondal, Aupal & Batur, Irfan & Dirks, Abbie & Pendyala, Ram M. & Bhat, Chandra R., 2024. "An investigation of individual-level telework arrangements in the COVID-era," Transportation Research Part A: Policy and Practice, Elsevier, vol. 179(C).
    8. Wang, Mengjiao & Liu, Jianxu & Yang, Bing, 2024. "Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?," Finance Research Letters, Elsevier, vol. 62(PA).
    9. Navarre, Jeremy T. & Frazier, Jeremy A., 2022. "Econometric analysis of factors influencing commercial helicopter operators’ stock returns in the gulf of Mexico," Journal of Air Transport Management, Elsevier, vol. 99(C).
    10. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2023. "Identification with External Instruments in Structural VARs," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 1-19.
    11. Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2017. "Volatility and Growth: A not so straightforward relationship," Working Paper series 17-12, Rimini Centre for Economic Analysis.
    12. Wen Jun & Junaid Waheed & Hadi Hussain & Ihsan Jamil & Denisa Borbášová & Muhammad Khalid Anser, 2020. "Working women and per capita household consumption expenditures; an untouched reality," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(1), pages 35-69.
    13. Rahul Singh Gautam & Shailesh Rastogi & Aashi Rawal & Venkata Mrudula Bhimavarapu & Jagjeevan Kanoujiya & Samaksh Rastogi, 2022. "Financial Technology and Its Impact on Digital Literacy in India: Using Poverty as a Moderating Variable," JRFM, MDPI, vol. 15(7), pages 1-15, July.
    14. Diego Restrepo Tobón & Diego Restrepo Tobón, 2019. "Law abiding diplomats: Evidence from diplomatic parking tickets in Washington D.C," Documentos de Trabajo de Valor Público 17141, Universidad EAFIT.
    15. Jiayi Liu & Yanbin Li & Yanhan Xu & Castiel Chen Zhuang & Yang Hu & Yue Yu, 2024. "Impacts of Built Environment on Urban Vitality in Cultural Districts: A Case Study of Haikou and Suzhou," Land, MDPI, vol. 13(6), pages 1-26, June.
    16. Anbes Tenaye, 2020. "Technical Efficiency of Smallholder Agriculture in Developing Countries: The Case of Ethiopia," Economies, MDPI, vol. 8(2), pages 1-27, April.
    17. Hongyun Han & Shu Wu, 2018. "Structural Change and Its Impact on the Energy Intensity of Agricultural Sector in China," Sustainability, MDPI, vol. 10(12), pages 1-23, December.
    18. Sun, Tianyu & Chand, Satish & Sharpe, Keiran, 2018. "Effect of aging on housing prices: evidence from a panel data," MPRA Paper 94418, University Library of Munich, Germany, revised 01 Mar 2019.
    19. Korhan Gokmenoglu & Siamand Hesami, 2019. "Real estate prices and stock market in Germany: analysis based on hedonic price index," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 12(4), pages 687-707, April.
    20. Hichem Dkhili & Lassad Ben Dhiab, 2018. "The Relationship between Economic Freedom and FDI versus Economic Growth: Evidence from the GCC Countries," JRFM, MDPI, vol. 11(4), pages 1-17, November.
    21. Xun Lu, 2015. "A Covariate Selection Criterion for Estimation of Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 506-522, October.
    22. Abdul Mansulu & Daniel Anarfi, 2019. "Discretionary Disclosure of Listed Non-Financial Firms in an Emerging Market: Evidence from Ghana," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 67(3), pages 823-837.
    23. Jacek Jaworski & Leszek Czerwonka, 2022. "Which Determinants Matter for Working Capital Management in Energy Industry? The Case of European Union Economy," Energies, MDPI, vol. 15(9), pages 1-18, April.
    24. Tom Chang & Joshua Graff Zivin & Tal Gross & Matthew Neidell, 2016. "Particulate Pollution and the Productivity of Pear Packers," American Economic Journal: Economic Policy, American Economic Association, vol. 8(3), pages 141-169, August.
    25. Chortareas, Georgios & Magkonis, Georgios & Zekente, Kalliopi-Maria, 2020. "Credit risk and the business cycle: What do we know?," International Review of Financial Analysis, Elsevier, vol. 67(C).
    26. Jacek Jaworski & Leszek Czerwonka, 2023. "Which Capital Structure Theory Explains Financial Behaviour of Small and Medium-Sized Enterprises? Evidence from Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 82-92.
    27. Wu, Shu & Ding, Song, 2021. "Efficiency improvement, structural change, and energy intensity reduction: Evidence from Chinese agricultural sector," Energy Economics, Elsevier, vol. 99(C).
    28. Hayelom Abrha Meressa, 2022. "Micro- and small-scale enterprises’ financing preference in line with POH and access to credit: empirical evidence from entrepreneurs in Ethiopia," Journal of Innovation and Entrepreneurship, Springer, vol. 11(1), pages 1-30, December.
    29. Cebula, Richard J., 2019. "The Voter Turnout/Relative Unemployment Rate Hypothesis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(3), pages 255-280.
    30. Baniyelme D. Zoogah & Phyllis Swanzy-Krah, 2024. "Ethnic Obligation and Deviant Behavior: A Dynamic Moral Economy Perspective," Journal of Business Ethics, Springer, vol. 195(2), pages 375-405, November.
    31. Nasir, Muhammad Hamid & Zhang, Sen, 2024. "Evaluating innovative factors of the global innovation index: A panel data approach," Innovation and Green Development, Elsevier, vol. 3(1).
    32. Hongyun Han & Shu Wu, 2019. "Determinants of the Behavioral Lock-in of Rural Residents’ Direct Biomass Energy Consumption in China," Sustainability, MDPI, vol. 11(2), pages 1-25, January.
    33. Fuje,Habtamu Neda & Tandon,Prateek, 2015. "When do in-service teacher training and books improve student achievement ? experimental evidence from Mongolia," Policy Research Working Paper Series 7485, The World Bank.
    34. Yiming Hou & Guanwen Yin & Yanbin Chen, 2022. "Environmental Regulation, Financial Pressure and Industrial Ecological Efficiency of Resource-Based Cities in China: Spatiotemporal Characteristics and Impact Mechanism," IJERPH, MDPI, vol. 19(17), pages 1-18, September.
    35. Esso-Hanam Atake, 2018. "Health shocks in Sub-Saharan Africa: are the poor and uninsured households more vulnerable?," Health Economics Review, Springer, vol. 8(1), pages 1-13, December.
    36. Yang Song & Kevin R. Gurney, 2020. "The Relationship between On-Road FFCO 2 Emissions and Socio-Economic/Urban Form Factors for Global Cities: Significance, Robustness and Implications," Sustainability, MDPI, vol. 12(15), pages 1-24, July.
    37. Yifei Zhu & Keshav Lall Maharjan, 2023. "Does Participation in the “Grain for Green Program” Change the Status of Rural Men and Women? An Empirical Study of Northeast China," Sustainability, MDPI, vol. 15(23), pages 1-20, November.
    38. Yu Gan & Tao Xu & NengRui Xu & JiLv Xu & Dan Qiao, 2021. "How Environmental Awareness and Knowledge Affect Urban Residents’ Willingness to Participate in Rubber Plantation Ecological Restoration Programs: Evidence from Hainan, China," Sustainability, MDPI, vol. 13(4), pages 1-17, February.
    39. Maria Aluchna & Tomasz Kuszewski, 2021. "Do Financial Investors Mitigate Agency Problems? Evidence from an Emerging Market," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 872-888.
    40. Ping Wang & Zhibao Wang, 2024. "New Interpretation of Human–Land Relations: Evidence from the Impact of Population Aging on Resource Utilization Efficiency in the Yellow River Basin," Sustainability, MDPI, vol. 16(15), pages 1-16, July.
    41. Heinrich, Victor, 2023. "Private Equity Transactions: Value Creation through Operational Engineering – Evidence from Europe," Junior Management Science (JUMS), Junior Management Science e. V., vol. 8(3), pages 634-657.
    42. Georgiana Burlacu & Ioan-Bogdan Robu & Ionela Munteanu, 2024. "Exploring the Influence of Earnings Management on the Value Relevance of Financial Statements: Evidence from the Bucharest Stock Exchange," IJFS, MDPI, vol. 12(3), pages 1-20, July.
    43. Liu, Chu-An, 2013. "Distribution Theory of the Least Squares Averaging Estimator," MPRA Paper 54201, University Library of Munich, Germany.
    44. Andrew C. Chang & Linda R. Cohen & Amihai Glazer & Urbashee Paul, 2021. "Politicians Avoid Tax Increases Around Elections," Finance and Economics Discussion Series 2021-004, Board of Governors of the Federal Reserve System (U.S.).
    45. Shiyu Yan & Jiao Wang & Zhineng Hu, 2023. "Assessment of the effects of targeted poverty alleviation policy on differently poverty‐stricken households: A multi‐propensity score weighting model," Review of Development Economics, Wiley Blackwell, vol. 27(3), pages 1792-1833, August.
    46. Xiaodan Yu & Hongyang Wang & Zhenjiao Chen, 2024. "The Role of User-Generated Content in the Sustainable Development of Online Healthcare Communities: Exploring the Moderating Influence of Signals," Sustainability, MDPI, vol. 16(9), pages 1-21, April.
    47. Muhammad Akbar Ilma & Murtanto Murtanto, 2022. "Bank role in preventing money laundering and cyber security," Technium Social Sciences Journal, Technium Science, vol. 37(1), pages 287-299, November.
    48. Mertzanis, Charilaos, 2017. "Family ties and access to finance in an Islamic environment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 1-24.
    49. Kristof Lommers & Ouns El Harzli & Jack Kim, 2021. "Confronting Machine Learning With Financial Research," Papers 2103.00366, arXiv.org, revised Mar 2021.
    50. Lijun Angelia Chen & Bruno Varella Miranda & Joe L. Parcell & Chao Chen, 2019. "The foundations of institutional-based trust in farmers’ markets," Agriculture and Human Values, Springer;The Agriculture, Food, & Human Values Society (AFHVS), vol. 36(3), pages 395-410, September.
    51. Britwum, Kofi & Bernard, John C., 2018. "A field experiment on consumer willingness to accept milk that may have come from cloned cows," Food Policy, Elsevier, vol. 74(C), pages 1-8.
    52. Henrique Correa da Cunha & Nursel Selver Ruzgar & Vikkram Singh, 2022. "The Moderating Effects of Host Country Governance and Trade Openness on the Relationship between Cultural Distance and Financial Performance of Foreign Subsidiaries in Latin America," IJFS, MDPI, vol. 10(2), pages 1-17, April.
    53. Bayissa Badada & G. Delina & Sun Baiqing & Ramaswamy Krishnaraj, 2023. "Economic Impact of Transport Infrastructure in Ethiopia: The Role of Foreign Direct Investment," SAGE Open, , vol. 13(1), pages 21582440231, March.
    54. Han, Hongyun & Wu, Shu & Zhang, Zhijian, 2018. "Factors underlying rural household energy transition: A case study of China," Energy Policy, Elsevier, vol. 114(C), pages 234-244.
    55. Süß Philipp, 2020. "Regional Market Income Inequality and its Impact on Crime in Germany: A Spatial Panel Data Approach with Local Spillovers," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 240(4), pages 387-415, August.
    56. Xia Tian & Yinying Cai & Qing Yang & Jin Xie, 2023. "How Do Heterogeneous Land Development Opportunities Affect Rural Household Nonfarm Employment: A Perspective of Spatial Regulation," Land, MDPI, vol. 12(4), pages 1-16, April.
    57. Ridwan Lanre Ibrahim & Usama Al-Mulali & Kazeem Bello Ajide & Abubakar Mohammed & Fatimah Ololade Bolarinwa, 2022. "Investigating the Mediating Roles of Income Level and Technological Innovation in Africa’s Sustainability Pathways Amidst Energy Transition, Resource Abundance, and Financial Inclusion," Sustainability, MDPI, vol. 14(19), pages 1-27, September.
    58. Ricardo Medeiros de Castro, 2021. "Documento de Trabalho 01/2021- The problematic binary approach to the concept of dominance," Documentos de Trabalho 2021010, Conselho Administrativo de Defesa Econômica (Cade), Departamento de Estudos Econômicos.
    59. Marko Sarstedt & Christian M Ringle & Jun-Hwa Cheah & Hiram Ting & Ovidiu I Moisescu & Lacramioara Radomir, 2020. "Structural model robustness checks in PLS-SEM," Tourism Economics, , vol. 26(4), pages 531-554, June.
    60. Eduardo Flores & Joelson Oliveira Sampaio & Aziz Xavier Beiruth & Aldy Fernandes da Silva, 2020. "Earnings Transparency, Cost of Debt and Cost of Equity: A Cross-Country Examination," International Business Research, Canadian Center of Science and Education, vol. 13(10), pages 115-115, October.
    61. Mei Zhang & Kazeem Bello Ajide & Lanre Ibrahim Ridwan, 2022. "Heterogeneous dynamic impacts of nonrenewable energy, resource rents, technology, human capital, and population on environmental quality in Sub-Saharan African countries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(10), pages 11817-11851, October.

  11. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.

    Cited by:

    1. Yu-Chin Hsu & Ta-Cheng Huang & Haiqing Xu, 2018. "Testing for Unobserved Heterogeneous Treatment Effects with Observational Data," Papers 1803.07514, arXiv.org, revised Aug 2021.
    2. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    3. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    4. Andrii Babii & Jean-Pierre Florens, 2017. "Are Unobservables Separable?," Papers 1705.01654, arXiv.org, revised Mar 2021.
    5. Huang, Liquan & Khalil, Umair & Yıldız, Neşe, 2019. "Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables," Journal of Econometrics, Elsevier, vol. 208(2), pages 346-366.
    6. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    7. Jiun-Hua Su, 2019. "Counterfactual Inference in Duration Models with Random Censoring," Papers 1902.08502, arXiv.org.
    8. Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015. "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, vol. 184(1), pages 81-96.
    9. Liangjun Su & Yundong Tu & Aman Ullah, 2015. "Testing Additive Separability of Error Term in Nonparametric Structural Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1057-1088, December.
    10. Khalil, Umair & Yıldız, Neşe, 2022. "A test of the selection on observables assumption using a discontinuously distributed covariate," Journal of Econometrics, Elsevier, vol. 226(2), pages 423-450.
    11. Li, Hongjun & Li, Qi & Liu, Ruixuan, 2016. "Consistent model specification tests based on k-nearest-neighbor estimation method," Journal of Econometrics, Elsevier, vol. 194(1), pages 187-202.

  12. Su, Liangjun & White, Halbert, 2014. "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, vol. 182(1), pages 27-44.
    See citations under working paper version above.
  13. White, Halbert & Xu, Haiqing & Chalak, Karim, 2014. "Causal discourse in a game of incomplete information," Journal of Econometrics, Elsevier, vol. 182(1), pages 45-58.
    See citations under working paper version above.
  14. Kaido, Hiroaki & White, Halbert, 2014. "A two-stage procedure for partially identified models," Journal of Econometrics, Elsevier, vol. 182(1), pages 5-13.

    Cited by:

    1. Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
    2. Vira Semenova, 2018. "Machine Learning for Dynamic Discrete Choice," Papers 1808.02569, arXiv.org, revised Nov 2018.
    3. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.

  15. Giacomini, Raffaella & Politis, Dimitris N. & White, Halbert, 2013. "A Warp-Speed Method For Conducting Monte Carlo Experiments Involving Bootstrap Estimators," Econometric Theory, Cambridge University Press, vol. 29(3), pages 567-589, June.
    See citations under working paper version above.
  16. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.

    Cited by:

    1. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    2. Halbert White & Haiqing Xu & Karim Chalak, 2011. "Causal Discourse in a Game of Incomplete Information," Department of Economics Working Papers 130912, The University of Texas at Austin, Department of Economics.
    3. Jean-Paul Azam, 2021. "Near Identification of Policy Trade-Offs Using Preference Proxies to Elicit Hidden Information in the Linear Case," Post-Print hal-03273618, HAL.
    4. Dionissi Aliprantis, 2013. "Covariates and causal effects: the problem of context," Working Papers (Old Series) 1310, Federal Reserve Bank of Cleveland.
    5. Xun Lu, 2015. "A Covariate Selection Criterion for Estimation of Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 506-522, October.
    6. Pengzhou Wu & Kenji Fukumizu, 2021. "$\beta$-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap," Papers 2110.05225, arXiv.org.
    7. Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
    8. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
    9. Arno Parolini & Wei Wu Tan & Aron Shlonsky, 2019. "Decision-based models of the implementation of interventions in systems of healthcare: Implementation outcomes and intervention effectiveness in complex service environments," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-17, October.
    10. Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
    11. Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.

  17. Evdokimov, Kirill & White, Halbert, 2012. "Some Extensions Of A Lemma Of Kotlarski," Econometric Theory, Cambridge University Press, vol. 28(4), pages 925-932, August.

    Cited by:

    1. Pierre‐André Chiappori & Ju Hyun Kim, 2017. "A note on identifying heterogeneous sharing rules," Quantitative Economics, Econometric Society, vol. 8(1), pages 201-218, March.
    2. Laura Liu, 2020. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers 2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    3. Arthur Lewbel, 2020. "Kotlarski with a Factor Loading," Boston College Working Papers in Economics 1001, Boston College Department of Economics, revised 15 Dec 2020.
    4. Joachim Freyberger & Bradley J. Larsen, 2022. "Identification in ascending auctions, with an application to digital rights management," Quantitative Economics, Econometric Society, vol. 13(2), pages 505-543, May.
    5. Philip A. Haile & Yuichi Kitamura, 2018. "Unobserved Heterogeneity in Auctions," Cowles Foundation Discussion Papers 2141, Cowles Foundation for Research in Economics, Yale University.
    6. Daniel Wilhelm, 2019. "Testing for the presence of measurement error," CeMMAP working papers CWP48/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Matteo Picchio & Claudia Pigini & Stefano Staffolani & Alina Verashchagina, 2018. "If not now, when? The timing of childbirth and labour market outcomes," Working Papers 425, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    8. Felt, Marie-Hélène, 2020. "On the identification of joint distributions using marginals and aggregates," Economics Letters, Elsevier, vol. 194(C).
    9. Christophe Gaillac & Eric Gautier, 2021. "Nonparametric classes for identification in random coefficients models when regressors have limited variation," Working Papers hal-03231392, HAL.
    10. Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," Working Papers wp2015_1506, CEMFI.
    11. Kurisu, Daisuke & Otsu, Taisuke, 2022. "On the uniform convergence of deconvolution estimators from repeated measurements," LSE Research Online Documents on Economics 107533, London School of Economics and Political Science, LSE Library.
    12. Botosaru, Irene, 2023. "Time-varying unobserved heterogeneity in earnings shocks," Journal of Econometrics, Elsevier, vol. 235(2), pages 1378-1393.
    13. JoonHwan Cho & Yao Luo & Ruli Xiao, 2024. "Deconvolution from two order statistics," Papers 2403.17777, arXiv.org.
    14. Ben-Moshe, Dan, 2018. "Identification Of Joint Distributions In Dependent Factor Models," Econometric Theory, Cambridge University Press, vol. 34(1), pages 134-165, February.
    15. Li, Siran & Zheng, Xunjie, 2020. "A generalization of Lemma 1 in Kotlarski (1967)," Statistics & Probability Letters, Elsevier, vol. 165(C).
    16. Irene Botosaru, 2017. "Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility," Discussion Papers dp17-11, Department of Economics, Simon Fraser University.
    17. Christian Gourieroux & Joann Jasiak, 2023. "Dynamic deconvolution and identification of independent autoregressive sources," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(2), pages 151-180, March.
    18. JoonHwan Cho & Yao Luo & Ruli Xiao, 2022. "Deconvolution from Two Order Statistics," Working Papers tecipa-739, University of Toronto, Department of Economics.
    19. Chen, Xiaohong & Linton, Oliver & Yi, Yanping, 2017. "Semiparametric identification of the bid–ask spread in extended Roll models," Journal of Econometrics, Elsevier, vol. 200(2), pages 312-325.
    20. Grundl, Serafin & Zhu, Yu, 2024. "Two results on auctions with endogenous entry," Economics Letters, Elsevier, vol. 234(C).
    21. Anish Agarwal & Rahul Singh, 2021. "Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy," Papers 2107.02780, arXiv.org, revised Feb 2024.
    22. Botosaru, Irene & Sasaki, Yuya, 2018. "Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics," Journal of Econometrics, Elsevier, vol. 203(2), pages 283-296.
    23. Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.
    24. Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891, arXiv.org, revised Jul 2024.
    25. Serafin J. Grundl & Yu Zhu, 2015. "Identification and Estimation of Risk Aversion in First Price Auctions With Unobserved Auction Heterogeneity," Finance and Economics Discussion Series 2015-89, Board of Governors of the Federal Reserve System (U.S.).
    26. Marie-Hélène Felt, 2018. "A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions," Staff Working Papers 18-29, Bank of Canada.

  18. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    See citations under working paper version above.
  19. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    See citations under working paper version above.
  20. Cho, Jin Seo & White, Halbert, 2011. "Generalized runs tests for the IID hypothesis," Journal of Econometrics, Elsevier, vol. 162(2), pages 326-344, June.
    See citations under working paper version above.
  21. Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 1-51, February.

    Cited by:

    1. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    2. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    3. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2023. "Identification with External Instruments in Structural VARs," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 1-19.
    4. Muhammad Qasim, 2024. "A weighted average limited information maximum likelihood estimator," Statistical Papers, Springer, vol. 65(5), pages 2641-2666, July.
    5. Huber, Martin & Wüthrich, Kaspar, 2019. "Local Average and Quantile Treatment Effects Under Endogeneity: A Review," University of California at San Diego, Economics Working Paper Series qt4j29d8sc, Department of Economics, UC San Diego.
    6. Huber, Martin & Wüthrich, Kaspar, 2017. "Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review," FSES Working Papers 479, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    7. Deuchert, Eva & Huber, Martin, 2014. "A cautionary tale about control variables in IV estimation," FSES Working Papers 453, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    8. Guggenberger, Patrik, 2012. "A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters," Economics Letters, Elsevier, vol. 117(3), pages 901-904.
    9. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    10. Suyong Song & Stephen S. Baek, 2019. "Shape Matters: Evidence from Machine Learning on Body Shape-Income Relationship," Papers 1906.06747, arXiv.org.
    11. Paulo Parente & Richard Smith, 2012. "Exogeneity in semiparametric moment condition models," CeMMAP working papers CWP30/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
    13. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    14. Montes-Rojas, Gabriel & Galvao, Antonio F., 2014. "Bayesian endogeneity bias modeling," Economics Letters, Elsevier, vol. 122(1), pages 36-39.
    15. Galvao, Antonio F. & Montes-Rojas, Gabriel & Song, Suyong, 2017. "Endogeneity bias modeling using observables," Economics Letters, Elsevier, vol. 152(C), pages 41-45.
    16. Leonardo Marinho, 2022. "Causal Impulse Responses for Time Series," Working Papers Series 570, Central Bank of Brazil, Research Department.
    17. Marc F. Bellemare & Jeffrey R. Bloem & Noah Wexler, 2024. "The Paper of How: Estimating Treatment Effects Using the Front‐Door Criterion," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 951-993, August.
    18. Graevenitz, Georg von & Weber, Richard, 2011. "How to Educate Entrepreneurs?," Discussion Papers in Business Administration 12440, University of Munich, Munich School of Management.
    19. Cameron McIntosh, 2014. "The presence of an error term does not preclude causal inference in regression: a comment on Krause (2012)," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(1), pages 243-250, January.
    20. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    21. Diagne, Aliou & Alia, Didier Y. & Wopereis, Marco C.S. & Saito, Kazuki, 2012. "Impact of Rice Research on Income and Poverty in Africa: An Ex-ante Analysis," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126874, International Association of Agricultural Economists.

  22. Halbert White & Xun Lu, 2011. "Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1453-1459, November.

    Cited by:

    1. Persson, Emma & Häggström, Jenny & Waernbaum, Ingeborg & de Luna, Xavier, 2017. "Data-driven algorithms for dimension reduction in causal inference," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 280-292.
    2. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    3. Pingel, Ronnie & Waernbaum, Ingeborg, 2015. "Correlation and efficiency of propensity score-based estimators for average causal effects," Working Paper Series 2015:3, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    4. Deuchert, Eva & Huber, Martin, 2014. "A cautionary tale about control variables in IV estimation," FSES Working Papers 453, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    5. Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015. "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, vol. 184(1), pages 81-96.
    6. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    7. Max H. Farrell, 2013. "Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations," Papers 1309.4686, arXiv.org, revised Feb 2018.
    8. Xun Lu, 2015. "A Covariate Selection Criterion for Estimation of Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 506-522, October.
    9. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
    10. Arno Parolini & Wei Wu Tan & Aron Shlonsky, 2019. "Decision-based models of the implementation of interventions in systems of healthcare: Implementation outcomes and intervention effectiveness in complex service environments," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-17, October.
    11. Graevenitz, Georg von & Weber, Richard, 2011. "How to Educate Entrepreneurs?," Discussion Papers in Business Administration 12440, University of Munich, Munich School of Management.
    12. Ali Tafti & Galit Shmueli, 2020. "Beyond Overall Treatment Effects: Leveraging Covariates in Randomized Experiments Guided by Causal Structure," Information Systems Research, INFORMS, vol. 31(4), pages 1183-1199, December.
    13. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.

  23. White Halbert & Granger Clive W.J., 2011. "Consideration of Trends in Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-40, February.

    Cited by:

    1. Joel Cariolle & Michaël Goujon, 2015. "Measuring macroeconomic instability: a critical survey illustrated with exports series," Post-Print halshs-01273229, HAL.
    2. Gadea Rivas, María Dolores, 2017. "Trends in distributional characteristics : Existence of global warming," UC3M Working papers. Economics 24121, Universidad Carlos III de Madrid. Departamento de Economía.
    3. Peter C. B. Phillips & Zhentao Shi, 2021. "Boosting: Why You Can Use The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.
    4. Javier Hidalgo & Jungyoon Lee, 2014. "A Cusum Test of Common Trends in Large Heterogeneous Panels," STICERD - Econometrics Paper Series 576, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    5. Weshah Razzak & Elmostafa Bentour, 2012. "Do Developing Countries Benefit from Foreign Direct Investments?," EERI Research Paper Series EERI_RP_2012_07, Economics and Econometrics Research Institute (EERI), Brussels.
    6. Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012. "Unit roots, nonlinearities and structural breaks," CREATES Research Papers 2012-14, Department of Economics and Business Economics, Aarhus University.
    7. T. C. Mills & K. D. Patterson, 2015. "Modelling The Trend: The Historical Origins Of Some Modern Methods And Ideas," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 527-548, July.
    8. Terence Mills & Kerry Patterson, 2013. "Modelling the Trend: The Historical Origins of Some Modern Methods and Ideas," Economics Discussion Papers em-dp2013-03, Department of Economics, University of Reading.
    9. Sosso Feindouno, 2019. "Improving the measurement of export instability in the Economic Vulnerability Index: A simple proposal," Post-Print hal-02167897, HAL.
    10. Sosso Feindouno, 2019. "Improving the measurement of export instability in the Economic Vulnerability Index: A simple proposal," Post-Print hal-02128482, HAL.
    11. Yamada, Hiroshi & Yoon, Gawon, 2014. "When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 193-207.
    12. Peter C. B. Phillips & Sainan Jin, 2015. "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers 2005, Cowles Foundation for Research in Economics, Yale University.
    13. Julia Adamska & Łukasz Bielak & Joanna Janczura & Agnieszka Wyłomańska, 2022. "From Multi- to Univariate: A Product Random Variable with an Application to Electricity Market Transactions: Pareto and Student’s t -Distribution Case," Mathematics, MDPI, vol. 10(18), pages 1-29, September.
    14. Razzak Weshah A. & Bentour El M., 2013. "Do Developing Countries Benefit from Foreign Direct Investments? An Analysis of Some Arab and Asian Countries," Review of Middle East Economics and Finance, De Gruyter, vol. 9(3), pages 357-388, December.
    15. Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012. "Testing for common trends in semi‐parametric panel data models with fixed effects," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 56-100, February.
    16. Javier Hualde & Morten Ørregaard Nielsen, 2022. "Truncated sum-of-squares estimation of fractional time series models with generalized power law trend," Working Paper 1458, Economics Department, Queen's University.
    17. Gourieroux, Christian & Jasiak, Joann, 2017. "Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation," Journal of Econometrics, Elsevier, vol. 200(1), pages 118-134.
    18. Terence C. Mills, 2013. "Trends, cycles and structural breaks," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 3, pages 45-60, Edward Elgar Publishing.
    19. Wulfrano Gómez & Leovardo Mata & Montserrat Reyna, 2013. "Hodrick-Prescott Filter: An Extreme-Sport Testing," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 7(1), pages 1-13.
    20. Lof, Matthijs & Nyberg, Henri, 2017. "Noncausality and the commodity currency hypothesis," Energy Economics, Elsevier, vol. 65(C), pages 424-433.
    21. Sosso Feindouno, 2019. "Improving the measurement of export instability in the Economic Vulnerability Index: A simple proposal," Economics Bulletin, AccessEcon, vol. 39(2), pages 1629-1638.

  24. Cho, Jin Seo & White, Halbert, 2010. "Testing for unobserved heterogeneity in exponential and Weibull duration models," Journal of Econometrics, Elsevier, vol. 157(2), pages 458-480, August.
    See citations under working paper version above.
  25. Lieli, Robert P. & White, Halbert, 2010. "The construction of empirical credit scoring rules based on maximization principles," Journal of Econometrics, Elsevier, vol. 157(1), pages 110-119, July.

    Cited by:

    1. Toru Kitagawa & Aleksey Tetenov, 2018. "Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice," Econometrica, Econometric Society, vol. 86(2), pages 591-616, March.
    2. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    3. Robert P. Lieli & Yu-Chin Hsu, 2019. "Using the area under an estimated ROC curve to test the adequacy of binary predictors," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 31(1), pages 100-130, January.
    4. Toru Kitagawa & Shosei Sakaguchi & Aleksey Tetenov, 2021. "Constrained Classification and Policy Learning," Papers 2106.12886, arXiv.org, revised Jul 2023.
    5. Toru Kitagawa & Aleksey Tetenov, 2015. "Who should be treated? Empirical welfare maximization methods for treatment choice," CeMMAP working papers 10/15, Institute for Fiscal Studies.
    6. Baidoo, Edwin & Natarajan, Ramachandran, 2021. "Profit-based credit models with lender’s attitude towards risk and loss," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
    7. Rafał Balina & Marta Idasz-Balina, 2021. "Drivers of Individual Credit Risk of Retail Customers—A Case Study on the Example of the Polish Cooperative Banking Sector," Risks, MDPI, vol. 9(12), pages 1-26, December.
    8. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
    9. Maria Patricia Durango‐Gutiérrez & Juan Lara‐Rubio & Andrés Navarro‐Galera, 2023. "Analysis of default risk in microfinance institutions under the Basel III framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1261-1278, April.

  26. White, Halbert & Chalak, Karim, 2010. "Testing a conditional form of exogeneity," Economics Letters, Elsevier, vol. 109(2), pages 88-90, November.
    See citations under working paper version above.
  27. Su, Liangjun & White, Halbert, 2010. "Testing Structural Change In Partially Linear Models," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1761-1806, December.

    Cited by:

    1. Su, Liangjun & White, Halbert, 2014. "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, vol. 182(1), pages 27-44.
    2. Stefan Sperlich, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 419-427, September.
    3. Qian, Junhui & Su, Liangjun, 2016. "Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso," Journal of Econometrics, Elsevier, vol. 191(1), pages 86-109.
    4. Su Liangjun & Tadao Hoshino, 2015. "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers 01-2015, Singapore Management University, School of Economics.
    5. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
    6. Huang, Meng & Sun, Yixiao & White, Hal, 2013. "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt3pt89204, Department of Economics, UC San Diego.
    7. Fu, Zhonghao & Hong, Yongmiao, 2019. "A model-free consistent test for structural change in regression possibly with endogeneity," Journal of Econometrics, Elsevier, vol. 211(1), pages 206-242.
    8. Stefan Sperlich, 2014. "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
    9. Liangjun Su & Stefan Hoderlein & Halbert White, 2013. "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics 892, Boston College Department of Economics, revised 01 Feb 2016.

  28. Halbert White & Xun Lu, 2010. "Granger Causality and Dynamic Structural Systems," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 193-243, spring.

    Cited by:

    1. Lorenzo Frattarolo & Dominique Guegan, 2013. "Empirical Projected Copula Process and Conditional Independence An Extended Version," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00881185, HAL.
    2. Halbert White & Karim Chalak, 2010. "Testing a Conditional Form of Exogeneity," Boston College Working Papers in Economics 733, Boston College Department of Economics.
    3. Al-Sadoon, Majid M., 2014. "Geometric and long run aspects of Granger causality," Journal of Econometrics, Elsevier, vol. 178(P3), pages 558-568.
    4. Dominique Guegan & Matteo Iacopini, 2018. "Nonparametric forecasting of multivariate probability density functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01821815, HAL.
    5. Shahrier, Nur Ain & Anwer, Zaheer & Hassan, M. Kabir, 2023. "Do different streams of capital flows affect asset prices differently?," Global Finance Journal, Elsevier, vol. 57(C).
    6. Majid M. Al-Sadoon, 2016. "The linear systems approach to linear rational expectations models," Economics Working Papers 1511, Department of Economics and Business, Universitat Pompeu Fabra.
    7. Brian J. Reich & Shu Yang & Yawen Guan & Andrew B. Giffin & Matthew J. Miller & Ana Rappold, 2021. "A Review of Spatial Causal Inference Methods for Environmental and Epidemiological Applications," International Statistical Review, International Statistical Institute, vol. 89(3), pages 605-634, December.
    8. Dominique Guégan & Matteo Iacopini, 2018. "Nonparameteric forecasting of multivariate probability density functions," Documents de travail du Centre d'Economie de la Sorbonne 18012, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    9. Matteo Iacopini & Dominique Guégan, 2018. "Nonparametric Forecasting of Multivariate Probability Density Functions," Working Papers 2018:15, Department of Economics, University of Venice "Ca' Foscari".
    10. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
    11. Majid M. Al-Sadoon, 2015. "Testing Subspace Granger Causality," Working Papers 850, Barcelona School of Economics.
    12. Natera, Jose Miguel & Castellacci, Fulvio, 2021. "Transformational complexity, systemic complexity and economic development," Research Policy, Elsevier, vol. 50(7).
    13. Kevin D. Hoover, 2020. "The Discovery of Long-Run Causal Order: A Preliminary Investigation," Econometrics, MDPI, vol. 8(3), pages 1-25, August.
    14. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
    15. Lorenzo Frattarolo & Dominique Guegan, 2013. "Empirical Projected Copula Process and Conditional Independence An Extended Version," Post-Print halshs-00881185, HAL.
    16. Davide Viviano & Jelena Bradic, 2021. "Dynamic covariate balancing: estimating treatment effects over time with potential local projections," Papers 2103.01280, arXiv.org, revised Jan 2024.
    17. Timothy Armstrong & Martin Weidner & Andrei Zeleneev, 2024. "Robust estimation and inference in panels with interactive fixed effects," IFS Working Papers WCWP28/24, Institute for Fiscal Studies.
    18. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    19. Matthieu Droumaguet & Anders Warne & Tomasz Wozniak, 2015. "Granger Causality and Regime Inference in Bayesian Markov-Switching VARs," Department of Economics - Working Papers Series 1191, The University of Melbourne.
    20. Ashesh Rambachan & Neil Shephard, 2019. "When do common time series estimands have nonparametric causal meaning?," Papers 1903.01637, arXiv.org, revised Jan 2025.
    21. Blake LeBaron, 2013. "Heterogeneous Agents and Long Horizon Features of Asset Prices," Working Papers 63, Brandeis University, Department of Economics and International Business School, revised Sep 2013.
    22. Wilde Joachim, 2015. "How Large are the Effects of Simultaneity on Testing Granger Causality?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(3), pages 320-328, June.
    23. Dominique Guegan & Matteo Iacopini, 2018. "Nonparametric forecasting of multivariate probability density functions," Post-Print halshs-01821815, HAL.
    24. Pretis, Felix, 2021. "Exogeneity in climate econometrics," Energy Economics, Elsevier, vol. 96(C).

  29. Hiroaki Kaido & Halbert White, 2009. "Inference on Risk-Neutral Measures for Incomplete Markets," Journal of Financial Econometrics, Oxford University Press, vol. 7(3), pages 199-246, Summer.

    Cited by:

    1. Kaido, Hiroaki, 2016. "A dual approach to inference for partially identified econometric models," Journal of Econometrics, Elsevier, vol. 192(1), pages 269-290.
    2. AlShelahi, Abdullah & Wang, Jingxing & You, Mingdi & Byon, Eunshin & Saigal, Romesh, 2020. "Data-driven prediction for volatile processes based on real option theories," International Journal of Production Economics, Elsevier, vol. 226(C).
    3. Chris Kenyon & Andrew Green, 2013. "Regulatory-Compliant Derivatives Pricing is Not Risk-Neutral," Papers 1311.0118, arXiv.org, revised Aug 2014.
    4. Ofelia Bonesini & Antoine Jacquier & Aitor Muguruza, 2024. "Risk premium and rough volatility," Papers 2403.11897, arXiv.org.
    5. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers 55/13, Institute for Fiscal Studies.
    6. Giuseppe Grande & Ignazio Visco, 2010. "A public guarantee of a minimum return to defined contribution pension scheme members," Temi di discussione (Economic working papers) 762, Bank of Italy, Economic Research and International Relations Area.
    7. Kaido, Hiroaki & White, Halbert, 2014. "A two-stage procedure for partially identified models," Journal of Econometrics, Elsevier, vol. 182(1), pages 5-13.

  30. Andrew Patton & Dimitris Politis & Halbert White, 2009. "Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 372-375.

    Cited by:

    1. Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "Specification Analysis of International Treasury Yield Curve Factors," Working papers 490, Banque de France.
    2. Manuel Lukas & Eric Hillebrand, 2014. "Bagging Weak Predictors," CREATES Research Papers 2014-01, Department of Economics and Business Economics, Aarhus University.
    3. George Kapetanios & Fotis Papailias, 2011. "Block Bootstrap and Long Memory," Working Papers 679, Queen Mary University of London, School of Economics and Finance.
    4. James, Robert & Leung, Henry & Leung, Jessica Wai Yin & Prokhorov, Artem, 2023. "Forecasting tail risk measures for financial time series: An extreme value approach with covariates," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 29-50.
    5. Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, vol. 23(C), pages 152-164.
    6. Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2022. "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," Energy Policy, Elsevier, vol. 168(C).
    7. Lyócsa, Štefan & Todorova, Neda, 2020. "Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?," International Journal of Forecasting, Elsevier, vol. 36(2), pages 628-645.
    8. GRIGORIADIS, Vasilis & EMMANOUILIDES, Christos & FOUSEKIS, Panos, 2016. "The Integration Of Pigmeat Markets In The Eu. Evidence From A Regular Mixed Vine Copula," Review of Agricultural and Applied Economics (RAAE), Faculty of Economics and Management, Slovak Agricultural University in Nitra, vol. 19(01), pages 1-10, March.
    9. Chendi Ni & Yuying Li & Peter A. Forsyth, 2023. "Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment," Papers 2304.05297, arXiv.org, revised May 2023.
    10. Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang, 2014. "The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series," Cambridge Working Papers in Economics 1452, Faculty of Economics, University of Cambridge.
    11. Naimoli, Antonio & Storti, Giuseppe, 2019. "Heterogeneous component multiplicative error models for forecasting trading volumes," MPRA Paper 93802, University Library of Munich, Germany.
    12. Johanna Posch & Fabio Rumler, 2015. "Semi‐Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 145-162, March.
    13. Russell Davidson & Niels S. Grønborg, 2018. "Time-varying parameters: New test tailored to applications in finance and macroeconomics," CREATES Research Papers 2018-22, Department of Economics and Business Economics, Aarhus University.
    14. Aleksejs Krecetovs & Pasquale Della Corte, 2016. "Macro uncertainty and currency premia," 2016 Meeting Papers 624, Society for Economic Dynamics.
    15. Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2016. "Testing Exchange Rate Models in a Small Open Economy: an SVR Approach," Bulletin of Applied Economics, Risk Market Journals, vol. 3(2), pages 9-29.
    16. Xyngis, Georgios, 2017. "Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 43-65.
    17. Tizian M. Fritz & Georg von Schnurbein, 2019. "Beyond Socially Responsible Investing: Effects of Mission-Driven Portfolio Selection," Sustainability, MDPI, vol. 11(23), pages 1-15, December.
    18. Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018. "Simultaneous multiple change-point and factor analysis for high-dimensional time series," LSE Research Online Documents on Economics 88110, London School of Economics and Political Science, LSE Library.
    19. Li, Xingyi & Zakamulin, Valeriy, 2020. "The term structure of volatility predictability," International Journal of Forecasting, Elsevier, vol. 36(2), pages 723-737.
    20. Lyócsa, Štefan & Todorova, Neda & Výrost, Tomáš, 2021. "Predicting risk in energy markets: Low-frequency data still matter," Applied Energy, Elsevier, vol. 282(PA).
    21. E. Ramos-P'erez & P. J. Alonso-Gonz'alez & J. J. N'u~nez-Vel'azquez, 2020. "Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network," Papers 2006.16383, arXiv.org, revised Aug 2020.
    22. Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," CAMA Working Papers 2011-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    23. Jessica James & Louis Yang, 2010. "Stop-losses, maximum drawdown-at-risk and replicating financial time series with the stationary bootstrap," Quantitative Finance, Taylor & Francis Journals, vol. 10(1), pages 1-12.
    24. Chendi Ni & Yuying Li & Peter Forsyth & Ray Carroll, 2020. "Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target," Papers 2006.15384, arXiv.org.
    25. Ferrer Fernández, María & Henry, Ólan & Pybis, Sam & Stamatogiannis, Michalis P., 2023. "Can we forecast better in periods of low uncertainty? The role of technical indicators," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 1-12.
    26. Čížek, Pavel & Koo, Chao Hui, 2021. "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, vol. 19(C), pages 58-96.
    27. Martin, Ian & Kremens, Lukas, 2017. "The Quanto Theory of Exchange Rates," CEPR Discussion Papers 11970, C.E.P.R. Discussion Papers.
    28. Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018. "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper 83893, University Library of Munich, Germany.
    29. Peter A. Forsyth & Kenneth R. Vetzal & Graham Westmacott, 2021. "Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation," Papers 2101.02760, arXiv.org.
    30. Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter, 2020. "Fear of the coronavirus and the stock markets," Finance Research Letters, Elsevier, vol. 36(C).
    31. Papantonis, Ioannis & Rompolis, Leonidas & Tzavalis, Elias, 2023. "Improving variance forecasts: The role of Realized Variance features," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1221-1237.
    32. Nieto, Maria Rosa & Ruiz, Esther, 2016. "Frontiers in VaR forecasting and backtesting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 475-501.
    33. Martin, Ian & Wagner, Christian, 2016. "What is the Expected Return on a Stock?," CEPR Discussion Papers 11608, C.E.P.R. Discussion Papers.
    34. Marc Chen & Mohammad Shirazi & Peter A. Forsyth & Yuying Li, 2023. "Machine Learning and Hamilton-Jacobi-Bellman Equation for Optimal Decumulation: a Comparison Study," Papers 2306.10582, arXiv.org.
    35. Jentsch, Carsten & Weiß, Christian, 2017. "Bootstrapping INAR models," Working Papers 17-02, University of Mannheim, Department of Economics.
    36. Pircalabu, A. & Hvolby, T. & Jung, J. & Høg, E., 2017. "Joint price and volumetric risk in wind power trading: A copula approach," Energy Economics, Elsevier, vol. 62(C), pages 139-154.
    37. Pouliot, Sébastien & Sumner, Daniel A., 2012. "Differential Impacts of Country of Origin Labeling: COOL Econometric Evidence from Cattle Markets," Working Papers 148593, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
    38. Fred Espen Benth & Anca Pircalabu, 2018. "A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures," Applied Mathematical Finance, Taylor & Francis Journals, vol. 25(1), pages 36-65, January.
    39. Dichtl, Hubert & Drobetz, Wolfgang, 2015. "Sell in May and Go Away: Still good advice for investors?," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 29-43.
    40. Sephton, Peter S., 2019. "El Niño, La Niña, and a cup of Joe," Energy Economics, Elsevier, vol. 84(C).
    41. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016. "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 247-267.
    42. A. Amendola & V. Candila, 2016. "Evaluation of volatility predictions in a VaR framework," Quantitative Finance, Taylor & Francis Journals, vol. 16(5), pages 695-709, May.
    43. Kichian, Maral & Rumler, Fabio, 2014. "Forecasting Canadian inflation: A semi-structural NKPC approach," Economic Modelling, Elsevier, vol. 43(C), pages 183-191.
    44. Li, Yuying & Forsyth, Peter A., 2019. "A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 189-204.
    45. Markus Leippold & Roger Rueegg, 2018. "The mixed vs the integrated approach to style investing: Much ado about nothing?," European Financial Management, European Financial Management Association, vol. 24(5), pages 829-855, November.
    46. Kim, Myeong Jun & Park, Sung Y., 2016. "Optimal conditional hedge ratio: A simple shrinkage estimation approach," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 139-156.
    47. Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.
    48. M. Chudý & S. Karmakar & W. B. Wu, 2020. "Long-term prediction intervals of economic time series," Empirical Economics, Springer, vol. 58(1), pages 191-222, January.
    49. Peter Sephton, 2017. "Finite Sample Critical Values of the Generalized KPSS Stationarity Test," Computational Economics, Springer;Society for Computational Economics, vol. 50(1), pages 161-172, June.
    50. Yang, Haisheng & He, Jie & Chen, Shaoling, 2015. "The fragility of the Environmental Kuznets Curve: Revisiting the hypothesis with Chinese data via an “Extreme Bound Analysis”," Ecological Economics, Elsevier, vol. 109(C), pages 41-58.
    51. Fousekis, Panos & Grigoriadis, Vasilis, 2016. "Spatial price dependence by time scale: Empirical evidence from the international butter markets," Economic Modelling, Elsevier, vol. 54(C), pages 195-204.
    52. Medel, Carlos A., 2015. "A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62," MPRA Paper 65665, University Library of Munich, Germany.
    53. Lyócsa, Štefan & Todorova, Neda, 2024. "Forecasting of clean energy market volatility: The role of oil and the technology sector," Energy Economics, Elsevier, vol. 132(C).
    54. v{S}tefan Ly'ocsa & Tom'av{s} Pl'ihal, 2022. "Russia's Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention," Papers 2205.09179, arXiv.org.
    55. Forsyth, Peter A., 2020. "Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 230-245.
    56. Naimoli, Antonio & Gerlach, Richard & Storti, Giuseppe, 2022. "Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators," Economic Modelling, Elsevier, vol. 107(C).
    57. Döpke, Jörg & Müller, Karsten & Tegtmeier, Lars, 2018. "The economic value of business cycle forecasts for potential investors – Evidence from Germany," Research in International Business and Finance, Elsevier, vol. 46(C), pages 445-461.
    58. Murphy, Sinnott & Apt, Jay & Moura, John & Sowell, Fallaw, 2018. "Resource adequacy risks to the bulk power system in North America," Applied Energy, Elsevier, vol. 212(C), pages 1360-1376.
    59. Dichtl, Hubert & Drobetz, Wolfgang, 2014. "Are stock markets really so inefficient? The case of the “Halloween Indicator”," Finance Research Letters, Elsevier, vol. 11(2), pages 112-121.

  31. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2008. "Mixtures of t-distributions for finance and forecasting," Journal of Econometrics, Elsevier, vol. 144(1), pages 175-192, May.
    See citations under working paper version above.
  32. Su, Liangjun & White, Halbert, 2008. "A Nonparametric Hellinger Metric Test For Conditional Independence," Econometric Theory, Cambridge University Press, vol. 24(4), pages 829-864, August.

    Cited by:

    1. Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2023. "Testing Granger Non-Causality in Expectiles," University of East Anglia School of Economics Working Paper Series 2023-02, School of Economics, University of East Anglia, Norwich, UK..
    2. Tsuyoshi Kunihama & David B. Dunson, 2016. "Nonparametric Bayes inference on conditional independence," Biometrika, Biometrika Trust, vol. 103(1), pages 35-47.
    3. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    4. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    5. Hobæk Haff, Ingrid & Segers, Johan, 2015. "Nonparametric estimation of pair-copula constructions with the empirical pair-copula," Computational Statistics & Data Analysis, Elsevier, vol. 84(C), pages 1-13.
    6. Taoufik Bouezmarni & Abderrahim Taamouti, 2014. "Nonparametric tests for conditional independence using conditional distributions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 697-719, December.
    7. Sokbae Lee & Yoon-Jae Whang, 2009. "Nonparametric Tests of Conditional Treatment Effects," Cowles Foundation Discussion Papers 1740, Cowles Foundation for Research in Economics, Yale University.
    8. Li, Haiqi & Zhong, Wanling & Park, Sung Y., 2016. "Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations," Economic Modelling, Elsevier, vol. 52(PB), pages 661-671.
    9. Dai, Shengtao & Song, Xiaojun, 2025. "Consistent tests for semiparametric conditional independence," Statistics & Probability Letters, Elsevier, vol. 216(C).
    10. Poirier, Alexandre, 2017. "Efficient estimation in models with independence restrictions," Journal of Econometrics, Elsevier, vol. 196(1), pages 1-22.
    11. Chen, Bin & Hong, Yongmiao, 2012. "Testing For The Markov Property In Time Series," Econometric Theory, Cambridge University Press, vol. 28(1), pages 130-178, February.
    12. Su, Liangjun & White, Halbert, 2014. "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, vol. 182(1), pages 27-44.
    13. Xu, Kai & Cheng, Qing, 2024. "Test of conditional independence in factor models via Hilbert–Schmidt independence criterion," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
    14. Sungwon Lee & Joon H. Ro, 2020. "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers 2013, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    15. Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 240-253, April.
    16. Bianchi, Pascal & Elgui, Kevin & Portier, François, 2023. "Conditional independence testing via weighted partial copulas," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
    17. Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO.
    18. Liu, Nianqing & Vuong, Quang & Xu, Haiqing, 2017. "Rationalization and identification of binary games with correlated types," Journal of Econometrics, Elsevier, vol. 201(2), pages 249-268.
    19. Polanco-Martínez, J.M. & Fernández-Macho, J. & Neumann, M.B. & Faria, S.H., 2018. "A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1211-1227.
    20. Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan, 2024. "Rank-based max-sum tests for mutual independence of high-dimensional random vectors," Journal of Econometrics, Elsevier, vol. 238(1).
    21. Semei Coronado & Rebeca Jim'enez-Rodr'iguez & Omar Rojas, 2015. "An empirical analysis of the relationships between crude oil, gold and stock markets," Papers 1510.07599, arXiv.org, revised May 2016.
    22. Huang, Meng & Sun, Yixiao & White, Hal, 2013. "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt3pt89204, Department of Economics, UC San Diego.
    23. Dong, Hao & Taylor, Luke, 2022. "Nonparametric Significance Testing In Measurement Error Models," Econometric Theory, Cambridge University Press, vol. 38(3), pages 454-496, June.
    24. Cheng, Yu-Hsiang & Huang, Tzee-Ming, 2012. "A conditional independence test for dependent data based on maximal conditional correlation," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 210-226.
    25. Zhou, Yeqing & Liu, Jingyuan & Zhu, Liping, 2020. "Test for conditional independence with application to conditional screening," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
    26. Gaurab Aryal & Isabelle Perrigne & Quang Vuong, 2011. "Identification of Insurance Models with Multidimensional Screening," ANU Working Papers in Economics and Econometrics 2011-538, Australian National University, College of Business and Economics, School of Economics.
    27. Samuele Centorrino & Jean-Pierre Florens, 2014. "Nonparametric Instrumental Variable Estimation of Binary Response Models," Department of Economics Working Papers 14-07, Stony Brook University, Department of Economics.
    28. Su, Liangjun & Zheng, Xin, 2017. "A martingale-difference-divergence-based test for specification," Economics Letters, Elsevier, vol. 156(C), pages 162-167.
    29. Xiaojun Song & Haoyu Wei, 2021. "Nonparametric Tests of Conditional Independence for Time Series," Papers 2110.04847, arXiv.org.
    30. Patra, Rohit K. & Sen, Bodhisattva & Székely, Gábor J., 2016. "On a nonparametric notion of residual and its applications," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 208-213.
    31. Ersin Sünbül, 2023. "Linear and Nonlinear Relationship Between Real Exchange Rate, Real Interest Rate and Consumer Price Index: An Empirical Application for Countries with Different Levels of Development," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 70(1), pages 57-70, March.
    32. Massa, Ricardo & Rosellón, Juan, 2020. "Linear and nonlinear Granger causality between electricity production and economic performance in Mexico," Energy Policy, Elsevier, vol. 142(C).
    33. Xuehu Zhu & Jun Lu & Jun Zhang & Lixing Zhu, 2021. "Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 549-576, June.
    34. Fan, Jianqing & Feng, Yang & Xia, Lucy, 2020. "A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models," Journal of Econometrics, Elsevier, vol. 218(1), pages 119-139.
    35. Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping, 2024. "Testing unconditional and conditional independence via mutual information," Journal of Econometrics, Elsevier, vol. 240(2).
    36. Györfi, László & Walk, Harro, 2012. "Strongly consistent nonparametric tests of conditional independence," Statistics & Probability Letters, Elsevier, vol. 82(6), pages 1145-1150.
    37. Zhang, Yaowu & Zhou, Yeqing & Zhu, Liping, 2024. "A post-screening diagnostic study for ultrahigh dimensional data," Journal of Econometrics, Elsevier, vol. 239(2).
    38. Josué M. Polanco-Martínez & Luis M. Abadie, 2016. "Analyzing Crude Oil Spot Price Dynamics versus Long Term Future Prices: A Wavelet Analysis Approach," Energies, MDPI, vol. 9(12), pages 1-19, December.

  33. Jin Seo Cho & Halbert White, 2007. "Testing for Regime Switching," Econometrica, Econometric Society, vol. 75(6), pages 1671-1720, November.

    Cited by:

    1. Rossi, Barbara & Odendahl, Florens & Sekhposyan, Tatevik, 2020. "Comparing Forecast Performance with State Dependence," CEPR Discussion Papers 15217, C.E.P.R. Discussion Papers.
    2. Boris Blagov, 2013. "Financial crises and time- varying risk premia in a small open economy: a Markov-Switching DSGE model for Estonia," Bank of Estonia Working Papers wp2013-8, Bank of Estonia, revised 09 Dec 2013.
    3. Joanna Janczura & Rafal Weron, 2012. "Inference for Markov-regime switching models of electricity spot prices," HSC Research Reports HSC/12/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    4. Tang, Yanlin & Song, Xinyuan & Zhu, Zhongyi, 2015. "Threshold effect test in censored quantile regression," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 149-156.
    5. Andrew Ang & Allan Timmermann, 2011. "Regime Changes and Financial Markets," NBER Working Papers 17182, National Bureau of Economic Research, Inc.
    6. Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021. "Evaluating Forecast Performance with State Dependence," Working Papers 1295, Barcelona School of Economics.
    7. Kasahara Hiroyuki & Shimotsu Katsumi, 2012. "Testing the Number of Components in Finite Mixture Models," Global COE Hi-Stat Discussion Paper Series gd12-259, Institute of Economic Research, Hitotsubashi University.
    8. Young-Joo Kim & Myung Hwan Seo, 2017. "Is There a Jump in the Transition?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 241-249, April.
    9. Yanlin Shi & Lingbing Feng & Tong Fu, 2020. "Markov Regime-Switching in-Mean Model with Tempered Stable Distribution," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1275-1299, April.
    10. Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana, 2023. "Score-type tests for normal mixtures," CIRANO Working Papers 2023s-02, CIRANO.
    11. Steigerwald, Douglas & Carter, Andrew, 2011. "Markov Regime-Switching Tests: Asymptotic Critical Values," University of California at Santa Barbara, Economics Working Paper Series qt5rn986z6, Department of Economics, UC Santa Barbara.
    12. Hiroyuki Kasahara & Tatsuyoshi Okimoto & Katsumi Shimotsu, 2014. "Modified Quasi-Likelihood Ratio Test for Regime Switching," The Japanese Economic Review, Japanese Economic Association, vol. 65(1), pages 25-41, March.
    13. Feipeng Zhang & Qunhua Li, 2023. "Segmented correspondence curve regression for quantifying covariate effects on the reproducibility of high‐throughput experiments," Biometrics, The International Biometric Society, vol. 79(3), pages 2272-2285, September.
    14. Jin Seo Cho & Jin Seok Park & Sang Woo Park, 2018. "Testing for the Conditional Geometric Mixture Distribution," Working papers 2018rwp-123, Yonsei University, Yonsei Economics Research Institute.
    15. Chipeniuk, Karsten O. & Walker, Todd B., 2021. "Forward inflation expectations: Evidence from inflation caps and floors," Journal of Macroeconomics, Elsevier, vol. 70(C).
    16. Boris Blagov & Michael Funke & Richhild Moessner, 2015. "Modelling the time-variation in euro area lending spreads," BIS Working Papers 526, Bank for International Settlements.
    17. Avouyi-Dovi, S. & Idier, J., 2011. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers 339, Banque de France.
    18. Xiaohong Chen & Maria Ponomareva & Elie Tamer, 2013. "Likelihood inference in some finite mixture models," CeMMAP working papers 19/13, Institute for Fiscal Studies.
    19. Christoffersen, Peter & Feunou, Bruno & Jacobs, Kris & Meddahi, Nour, 2014. "The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 663-697, June.
    20. Hiroyuki Kasahara & Katsumi Shimotsu, 2018. "Testing the Number of Regimes in Markov Regime Switching Models," Papers 1801.06862, arXiv.org, revised Jan 2018.
    21. Eric Girardin & Zakaria Moussa, 2010. "Quantitative easing works: Lessons from the unique experience in Japan 2001-2006," Working Papers halshs-00459384, HAL.
    22. Maddalena Cavicchioli, 2015. "Likelihood Ratio Test and Information Criteria for Markov Switching Var Models: An Application to the Italian Macroeconomy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(3), pages 315-332, November.
    23. Masaru Chiba, 2023. "Robust and efficient specification tests in Markov-switching autoregressive models," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 99-137, April.
    24. Kaihua Deng, 2018. "Another Look at Large-Cap Stock Return Comovement: A Semi-Markov-Switching Approach," Computational Economics, Springer;Society for Computational Economics, vol. 51(2), pages 227-262, February.
    25. Jiaying Gu & Roger Koenker & Stanislav Volgushev, 2017. "Testing for homogeneity in mixture models," CeMMAP working papers 39/17, Institute for Fiscal Studies.
    26. Huang, Yu-Lieh, 2012. "Measuring business cycles: A temporal disaggregation model with regime switching," Economic Modelling, Elsevier, vol. 29(2), pages 283-290.
    27. Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R2, Cowles Foundation for Research in Economics, Yale University, revised Jan 2019.
    28. Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2016. "Explaining adoption and use of payment instruments by US consumers," RAND Journal of Economics, RAND Corporation, vol. 47(2), pages 293-325, May.
    29. Joanna Janczura & Rafał Weron, 2013. "Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(3), pages 239-270, July.
    30. Shi, Yanlin & Ho, Kin-Yip, 2015. "Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 189-204.
    31. Janczura, Joanna & Weron, Rafal, 2011. "Goodness-of-fit testing for the marginal distribution of regime-switching models," MPRA Paper 32532, University Library of Munich, Germany.
    32. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
    33. Mohammadreza Mahmoudi & Hana Ghaneei, 2021. "Detection of Structural Regimes and Analyzing the Impact of Crude Oil Market on Canadian Stock Market: Markov Regime-Switching Approach," Papers 2109.01046, arXiv.org, revised Oct 2021.
    34. Jean-Marie Dufour & Richard Luger, 2017. "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 713-727, October.
    35. Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019. "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers 2019-17, Department of Economics and Business Economics, Aarhus University.
    36. Gabriel Rodriguez-Rondon & Jean-Marie Dufour, 2024. "MSTest: An R-Package for Testing Markov Switching Models," Papers 2411.08188, arXiv.org.
    37. Emrah Ismail Cevik & Durmuş Çağrı Yıldırım & Sel Dibooglu, 2021. "Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis," Energy & Environment, , vol. 32(3), pages 519-541, May.
    38. Bucci, Andrea & Ciciretti, Vito, 2022. "Market regime detection via realized covariances," Economic Modelling, Elsevier, vol. 111(C).
    39. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2023. "A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities," Working Papers 234, Red Nacional de Investigadores en Economía (RedNIE).
    40. Xiaotong Lian & Yingda Song, 2021. "Pricing and calibration of the futures options market: A unified approximation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(7), pages 1074-1091, July.
    41. Billio, Monica & Getmansky, Mila & Pelizzon, Loriana, 2012. "Dynamic risk exposures in hedge funds," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3517-3532.
    42. Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan, 2013. "Disentangling economic recessions and depressions," Discussion Papers 43/2013, Deutsche Bundesbank.
    43. Kuhanathan Ano Sujithan & Sanvi Avouyi-Dovi, 2013. "The links between some European financial factors and the BRICS credit default swap spreads," Post-Print hal-01511898, HAL.
    44. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
    45. Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-Switching Three-Pass Regression Filter," Staff Working Papers 17-13, Bank of Canada.
    46. Jiaying Gu & Roger Koenker & Stanislav Volgushev, 2017. "Testing for homogeneity in mixture models," CeMMAP working papers CWP39/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    47. Cho, Jin Seo & White, Halbert, 2010. "Testing for unobserved heterogeneity in exponential and Weibull duration models," Journal of Econometrics, Elsevier, vol. 157(2), pages 458-480, August.
    48. Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, vol. 29(3), pages 943-973.
    49. Meitz, Mika & Saikkonen, Pentti, 2021. "Testing for observation-dependent regime switching in mixture autoregressive models," Journal of Econometrics, Elsevier, vol. 222(1), pages 601-624.
    50. Jin Seo Cho & Matthew Greenwood‐Nimmo & Yongcheol Shin, 2023. "Recent developments of the autoregressive distributed lag modelling framework," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 7-32, February.
    51. Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers 2014rwp-67, Yonsei University, Yonsei Economics Research Institute.
    52. Chang, Yoosoon & Choi, Yongok & Park, Joon Y., 2017. "A new approach to model regime switching," Journal of Econometrics, Elsevier, vol. 196(1), pages 127-143.
    53. Blommestein, Hans & Eijffinger, Sylvester & Qian, Zongxin, 2016. "Regime-dependent determinants of Euro area sovereign CDS spreads," Journal of Financial Stability, Elsevier, vol. 22(C), pages 10-21.
    54. Zhang, Feipeng & Li, Qunhua, 2017. "A continuous threshold expectile model," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 49-66.
    55. Hiroyuki Kasahara & Katsumi Shimotsu, 2017. "Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models," CIRJE F-Series CIRJE-F-1049, CIRJE, Faculty of Economics, University of Tokyo.
    56. Giovanni Compiani & Yuichi Kitamura, 2016. "Using mixtures in econometric models: a brief review and some new results," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October.
    57. Zhou, Jian, 2016. "A high-frequency analysis of the interactions between REIT return and volatility," Economic Modelling, Elsevier, vol. 56(C), pages 102-108.
    58. Fischer, Henning & Stolper, Oscar, 2019. "The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants," Discussion Papers 08/2019, Deutsche Bundesbank.
    59. Kalliovirta, Leena & Meitz, Mika & Saikkonen, Pentti, 2016. "Gaussian mixture vector autoregression," Journal of Econometrics, Elsevier, vol. 192(2), pages 485-498.
    60. Kopchak, Seth J., 2013. "The realized forward term premium in the repo market," Journal of Financial Markets, Elsevier, vol. 16(2), pages 253-278.
    61. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
    62. Christis Katsouris, 2023. "Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors," Papers 2305.00860, arXiv.org, revised May 2023.
    63. Ciciretti, Vito & Bucci, Andrea, 2023. "Building optimal regime-switching portfolios," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    64. Kyu Lee Shin & Jin Seo Cho, 2013. "Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)," Working papers 2013rwp-57, Yonsei University, Yonsei Economics Research Institute.
    65. Igor Custodio João, 2024. "Testing for Clustering Under Switching," Tinbergen Institute Discussion Papers 24-052/III, Tinbergen Institute.
    66. Feng, Shu & Fu, Liang & Ho, Chun-Yu & Alex Ho, Wai-Yip, 2023. "Political stability and credibility of currency board," Journal of International Money and Finance, Elsevier, vol. 137(C).
    67. James D. Hamilton, 2016. "Macroeconomic Regimes and Regime Shifts," NBER Working Papers 21863, National Bureau of Economic Research, Inc.
    68. Cho, Jin Seo & White, Halbert, 2018. "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1101-1131, October.
    69. Chen, Runquan, 2009. "Regime switching in volatilities and correlation between stock and bond markets," LSE Research Online Documents on Economics 29306, London School of Economics and Political Science, LSE Library.
    70. Chevallier, Julien, 2011. "A model of carbon price interactions with macroeconomic and energy dynamics," Energy Economics, Elsevier, vol. 33(6), pages 1295-1312.
    71. Jin Seo Cho & Meng Huang & Halbert White, 2021. "Testing a Constant Mean Function Using Functional Regression," Working papers 2021rwp-190, Yonsei University, Yonsei Economics Research Institute.
    72. Jin Seo Cho & Meng Huang & Halbert White, 2009. "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series 0915, Institute of Economic Research, Korea University.
    73. Sen, Rituparna & Hsieh, Fushing, 2009. "A note on testing regime switching assumption based on recurrence times," Statistics & Probability Letters, Elsevier, vol. 79(24), pages 2443-2450, December.
    74. Jin Seo Cho & Isao Ishida & Halbert White, 2013. "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Teras," Working papers 2013rwp-55, Yonsei University, Yonsei Economics Research Institute.
    75. Eijffinger, Sylvester & Blommestein, Hans J. & Qian, Zongxin, 2012. "Animal Spirits in the Euro Area Sovereign CDS Market," CEPR Discussion Papers 9092, C.E.P.R. Discussion Papers.
    76. Emrah Çevik & Erdal Atukeren & Turhan Korkmaz, 2013. "Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests," Empirical Economics, Springer, vol. 45(2), pages 675-695, October.
    77. Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2024. "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers 2024_04, Universidad Torcuato Di Tella.
    78. Feng Lingbing & Shi Yanlin, 2020. "Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(1), pages 1-27, February.

  34. Su, Liangjun & White, Halbert, 2007. "A consistent characteristic function-based test for conditional independence," Journal of Econometrics, Elsevier, vol. 141(2), pages 807-834, December.
    See citations under working paper version above.
  35. Robert Kosowski & Allan Timmermann & Russ Wermers & Hal White, 2006. "Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis," Journal of Finance, American Finance Association, vol. 61(6), pages 2551-2595, December.
    See citations under working paper version above.
  36. White, Halbert, 2006. "Time-series estimation of the effects of natural experiments," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 527-566.

    Cited by:

    1. Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 1-51, February.
    2. Pudenz, Christopher C. & Schulz, Lee L., 2021. "Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 46(3), September.
    3. Conner Mullally & Jayson L Lusk, 2018. "The Impact of Farm Animal Housing Restrictions on Egg Prices, Consumer Welfare, and Production in California," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(3), pages 649-669.
    4. Inderst, Roman & Milde, Christopher, 2022. "A Practical Review of Methods to Estimate Overcharges Using Linear Regression," CEPR Discussion Papers 16900, C.E.P.R. Discussion Papers.
    5. Hendry, David F. & Mizon, Grayham E., 2014. "Unpredictability in economic analysis, econometric modeling and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 186-195.
    6. Carter, Colin A. & Smith, Aaron D., 2006. "Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25447, International Association of Agricultural Economists.
    7. Nicholas Kreisle, 2015. "Merger Policy at the Margin: Western Refining’s Acquisition of Giant Industries," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 47(1), pages 71-89, August.
    8. Hao, Shiming, 2021. "True structure change, spurious treatment effect? A novel approach to disentangle treatment effects from structure changes," MPRA Paper 108679, University Library of Munich, Germany.
    9. Majumdar, Sumit K., 2014. "Technology and wages: Why firms invest and what happens," Technology in Society, Elsevier, vol. 39(C), pages 44-54.
    10. Pierluigi Sabbatini, 2008. "Assessing the Impact of Antitrust Intervention by the Italian Competition Authority," De Economist, Springer, vol. 156(4), pages 491-505, December.
    11. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
    12. Rajbanshi, Ram & Huang, Meng & Wydick, Bruce, 2015. "Measuring Microfinance: Assessing the Conflict between Practitioners and Researchers with Evidence from Nepal," World Development, Elsevier, vol. 68(C), pages 30-47.
    13. Majumdar Sumit K., 2015. "Competitor entry impact on jobs and wages in incumbent firms: retrospective evidence from a natural experiment," Business and Politics, De Gruyter, vol. 17(2), pages 291-326, August.
    14. Sumit K. Majumdar & Rabih Moussawi & Ulku Yaylacicegi, 2018. "Capital Structure and Mergers: Retrospective Evidence from a Natural Experiment," Journal of Industry, Competition and Trade, Springer, vol. 18(4), pages 449-472, December.
    15. Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.
    16. Caroline Elliott & Palitha Konara & Yingqi Wei, 2016. "Competition, Cooperation and Regulatory Intervention Impacts on Independent School Fees," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 23(2), pages 243-262, July.
    17. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
    18. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.

  37. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    See citations under working paper version above.
  38. Goncalves, Silvia & White, Halbert, 2005. "Bootstrap Standard Error Estimates for Linear Regression," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 970-979, September.

    Cited by:

    1. Augustus J. Panton, 2020. "Climate hysteresis and monetary policy," CAMA Working Papers 2020-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2021. "Investor sentiment and stock returns: Global evidence," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 365-391.
    3. Perez-Laborda, Alejandro & Perez-Sebastian, Fidel, 2020. "Capital-skill complementarity and biased technical change across US sectors," Journal of Macroeconomics, Elsevier, vol. 66(C).
    4. Gonçalves, Sílvia & Kaffo, Maximilien, 2015. "Bootstrap inference for linear dynamic panel data models with individual fixed effects," Journal of Econometrics, Elsevier, vol. 186(2), pages 407-426.
    5. Mototsugu Shintani & Zi-yi Guo, 2015. "Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach," Vanderbilt University Department of Economics Working Papers 15-00013, Vanderbilt University Department of Economics.
    6. Møller, Stig V., 2014. "GDP growth and the yield curvature," Finance Research Letters, Elsevier, vol. 11(1), pages 1-7.
    7. Johan Blomquist & Joakim Westerlund, 2016. "Panel bootstrap tests of slope homogeneity," Empirical Economics, Springer, vol. 50(4), pages 1359-1381, June.
    8. Mohammad Mojtahedi & Sidney Newton & Jason Meding, 2017. "Predicting the resilience of transport infrastructure to a natural disaster using Cox’s proportional hazards regression model," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 85(2), pages 1119-1133, January.
    9. Xiaohong Chen & Jinyong Hahn, 2012. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers CWP31/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Tambunlertchai, Kanittha & Pongkijvorasin, Sittidaj, 2021. "Regulatory stringency and behavior in a common pool resource game: Lab and field experiments," Journal of Asian Economics, Elsevier, vol. 74(C).
    11. Cattaneo, Matias D & Jansson, Michael & Newey, Whitney K, 2018. "Inference in Linear Regression Models with Many Covariates and Heteroscedasticity," Department of Economics, Working Paper Series qt6rp7p9gs, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    12. Therese Lindahl & Anne-Sophie Crépin & Caroline Schill, 2016. "Potential Disasters can Turn the Tragedy into Success," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 65(3), pages 657-676, November.
    13. Baetje, Fabian & Menkhoff, Lukas, 2013. "Macro determinants of U.S. stock market risk premia in bull and bear markets," Hannover Economic Papers (HEP) dp-520, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    14. Sandoval, Luis A. & Carpio, Carlos E. & Sanchez, Marcos & Borja, Ivan & Cabrera, Tania, 2017. "The effect of 'traffic-light' nutritional labelling on carbonated soft drink purchases in Ecuador," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 259181, Agricultural and Applied Economics Association.
    15. Andreas Hagemann, 2017. "Cluster-Robust Bootstrap Inference in Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 446-456, January.
    16. Della Corte, P. & Sarno, L. & Sestieri, G., 2011. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," Working papers 313, Banque de France.
    17. Noble, Stephanie M. & Lee, Kang Bok & Zaretzki, Russell & Autry, Chad, 2017. "Coupon clipping by impoverished consumers: Linking demographics, basket size, and coupon redemption rates," International Journal of Research in Marketing, Elsevier, vol. 34(2), pages 553-571.
    18. Mosahid Khan & Kul B. Luintel & Konstantinos Theodoris, 2010. "How Robust is the R&D – Productivity relationship? Evidence from OECD Countries," WIPO Economic Research Working Papers 01, World Intellectual Property Organization - Economics and Statistics Division, revised Dec 2010.
    19. Qingwei Wang, 2010. "Sentiment, Convergence of Opinion, and Market Crash," Working Papers 10012, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    20. James G. MacKinnon, 2006. "Bootstrap Methods In Econometrics," Working Paper 1028, Economics Department, Queen's University.
    21. Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2022. "Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?," Journal of International Economics, Elsevier, vol. 139(C).
    22. Fausto Vieira & Fernando Chague & Marcelo Fernandes, 2016. "Forecasting the Brazilian Yield Curve Using Forward-Looking Variables," Working Papers 799, Queen Mary University of London, School of Economics and Finance.
    23. Grilli, Luca & Murtinu, Samuele, 2018. "Selective subsidies, entrepreneurial founders' human capital, and access to R&D alliances," Research Policy, Elsevier, vol. 47(10), pages 1945-1963.
    24. Kobelsky, Kevin W. & Robinson, Michael A., 2010. "The impact of outsourcing on information technology spending," International Journal of Accounting Information Systems, Elsevier, vol. 11(2), pages 105-119.
    25. Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar, 2014. "Applications of Information Measures to Assess Convergence in the Central Limit Theorem," Monash Econometrics and Business Statistics Working Papers 29/14, Monash University, Department of Econometrics and Business Statistics.
    26. Kristian Skrede Gleditsch & Sara M. T. Polo, 2016. "Ethnic inclusion, democracy, and terrorism," Public Choice, Springer, vol. 169(3), pages 207-229, December.
    27. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2017. "Modeling heaped duration data: An application to neonatal mortality," Journal of Econometrics, Elsevier, vol. 200(2), pages 363-377.
    28. Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010. "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers 7893, C.E.P.R. Discussion Papers.
    29. Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2014. "Dividend Predictability Around the World," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(5-6), pages 1255-1277, December.
    30. Lindahl, Therese & Bodin, Örjan & Tengö, Maria, 2015. "Governing complex commons — The role of communication for experimental learning and coordinated management," Ecological Economics, Elsevier, vol. 111(C), pages 111-120.
    31. Bianchi, Mattia & Murtinu, Samuele & Scalera, Vittoria G., 2019. "R&D Subsidies as Dual Signals in Technological Collaborations," Research Policy, Elsevier, vol. 48(9), pages 1-1.
    32. Hounyo, Ulrich & Lahiri, Kajal, 2023. "Estimating the variance of a combined forecast: Bootstrap-based approach," Journal of Econometrics, Elsevier, vol. 232(2), pages 445-468.
    33. Schrimpf, Andreas & Wang, Qingwei, 2010. "A reappraisal of the leading indicator properties of the yield curve under structural instability," International Journal of Forecasting, Elsevier, vol. 26(4), pages 836-857, October.
    34. Schmeling, Maik, 2009. "Investor sentiment and stock returns: Some international evidence," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 394-408, June.
    35. Jean-Jacques Forneron, 2022. "Estimation and Inference by Stochastic Optimization," Papers 2205.03254, arXiv.org.
    36. Li, Jing, 2018. "Essays on model uncertainty in financial models," Other publications TiSEM 202cd910-7ef1-4db4-94ae-d, Tilburg University, School of Economics and Management.
    37. Jinyong Hahn & Zhipeng Liao, 2021. "Bootstrap Standard Error Estimates and Inference," Econometrica, Econometric Society, vol. 89(4), pages 1963-1977, July.
    38. Kul Luintel & Mosahid Khan & Konstantinos Theodoridis, 2014. "On the robustness of R&D," Journal of Productivity Analysis, Springer, vol. 42(2), pages 137-155, October.
    39. Kanittha Tambunlertchai & Sittidaj Pongkijvorasin, 2020. "The impacts of collective threshold requirements for rewards in a CPR experiment," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 22(4), pages 537-554, October.
    40. Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2013. "Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 572-591.
    41. White, Halbert, 2006. "Time-series estimation of the effects of natural experiments," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 527-566.
    42. Ji-Eun Choi & Dong Wan Shin, 2021. "A self-normalization break test for correlation matrix," Statistical Papers, Springer, vol. 62(5), pages 2333-2353, October.
    43. Kato Kengo, 2011. "A note on moment convergence of bootstrap M-estimators," Statistics & Risk Modeling, De Gruyter, vol. 28(1), pages 51-61, March.
    44. Gimenez-Nadal, José Ignacio & Lafuente, Miguel & Molina, José Alberto & Velilla, Jorge, 2016. "Resampling and Bootstrap to Assess the Relevance of Variables: A New Algorithmic Approach with Applications to Entrepreneurship Data," IZA Discussion Papers 9938, Institute of Labor Economics (IZA).
    45. Fernandes, Marcelo & Vieira, Fausto, 2019. "A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.

  39. Perez-Amaral, Teodosio & Gallo, Giampiero M. & White, Halbert, 2005. "A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets," Econometric Theory, Cambridge University Press, vol. 21(1), pages 262-277, February.
    See citations under working paper version above.
  40. Yongmiao Hong & Halbert White, 2005. "Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence," Econometrica, Econometric Society, vol. 73(3), pages 837-901, May.

    Cited by:

    1. Su, Liangjun & White, Halbert, 2003. "A Consistent Characteristic-Function-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt4dv0837f, Department of Economics, UC San Diego.
    2. Fernandes, Marcelo, 2001. "Nonparametric entropy-based tests of independence between stochastic processes," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 413, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    3. Cui, Liyuan & Hong, Yongmiao & Li, Yingxing, 2021. "Solving Euler equations via two-stage nonparametric penalized splines," Journal of Econometrics, Elsevier, vol. 222(2), pages 1024-1056.
    4. Xiaosheng Mu & Luciano Pomatto & Philipp Strack & Omer Tamuz, 2019. "From Blackwell Dominance in Large Samples to Renyi Divergences and Back Again," Papers 1906.02838, arXiv.org, revised Sep 2020.
    5. Diks Cees & Panchenko Valentyn, 2008. "Rank-based Entropy Tests for Serial Independence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-21, March.
    6. Matilla-García, Mariano & Marín, Manuel Ruiz, 2010. "A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 600-614, December.
    7. L. Bagnato & L. De Capitani & A. Punzo, 2016. "The Kullback–Leibler autodependogram," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(14), pages 2574-2594, October.
    8. Song, Haiyan & Wen, Long & Liu, Chang, 2019. "Density tourism demand forecasting revisited," Annals of Tourism Research, Elsevier, vol. 75(C), pages 379-392.
    9. Taoufik Bouezmarni & Abderrahim Taamouti, 2014. "Nonparametric tests for conditional independence using conditional distributions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 697-719, December.
    10. Bo E. Honore & Arthur Lewbel, 1998. "Semiparametric Binary Choice Panel Data Models without Strictly Exogeneous Regressors," Boston College Working Papers in Economics 455, Boston College Department of Economics, revised 22 Sep 2001.
    11. Tata Subba Rao & Granville Tunnicliffe Wilson & Geir Drage Berentsen & Ricardo Cao & Mario Francisco-Fernández & Dag TjØstheim, 2017. "Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 352-380, March.
    12. Chen, Yan & Liu, Yakun, 2024. "Idiosyncratic asymmetry in stock returns: An entropy measure," Finance Research Letters, Elsevier, vol. 64(C).
    13. Zacharias Psaradakis & Marián Vávra, 2015. "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance 1514, Birkbeck, Department of Economics, Mathematics & Statistics.
    14. Cho, Jin Seo & White, Halbert, 2011. "Generalized runs tests for the IID hypothesis," Journal of Econometrics, Elsevier, vol. 162(2), pages 326-344, June.
    15. Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang, 2017. "An efficient integrated nonparametric entropy estimator of serial dependence," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 728-780, October.
    16. Fernando López & Mariano Matilla-García & Jesús Mur & Manuel Ruiz Marín, 2021. "Statistical Tests of Symbolic Dynamics," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
    17. Dimitris Politis, 2013. "Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 183-221, June.
    18. Lijuan Huo & Jin Seo Cho, 2021. "Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 293-317, June.
    19. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
    20. Chen, Bin & Hong, Yongmiao, 2012. "Testing For The Markov Property In Time Series," Econometric Theory, Cambridge University Press, vol. 28(1), pages 130-178, February.
    21. Lijuan Huo & Jin Seo Cho, 2019. "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers 2019rwp-152, Yonsei University, Yonsei Economics Research Institute.
    22. Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2011. "Detección de Dependencia Espacial mediante Análisis Simbólico [Detection of Spatial Dependence using Symbolic Analysis]," MPRA Paper 38603, University Library of Munich, Germany.
    23. Cees Diks & Valentyn Panchenko, 2005. "Nonparametric Tests for Serial Independence Based on Quadratic Forms," Tinbergen Institute Discussion Papers 05-076/1, Tinbergen Institute.
    24. Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO.
    25. Lei Jiang & Esfandiar Maasoumi & Jiening Pan & Ke Wu, 2018. "A test of general asymmetric dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1026-1043, November.
    26. Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
    27. Wu, Edmond H.C. & Yu, Philip L.H. & Li, W.K., 2009. "A smoothed bootstrap test for independence based on mutual information," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2524-2536, May.
    28. Thomakos, Dimitrios D. & Wang, Tao, 2010. "'Optimal' probabilistic and directional predictions of financial returns," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 102-119, January.
    29. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February.
    30. George Kapetanios, 2007. "A Test for Serial Dependence Using Neural Networks," Working Papers 609, Queen Mary University of London, School of Economics and Finance.
    31. Politis, Dimitris N, 2010. "Model-free Model-fitting and Predictive Distributions," University of California at San Diego, Economics Working Paper Series qt67j6s174, Department of Economics, UC San Diego.
    32. Wu, Ximing, 2010. "Exponential Series Estimator of multivariate densities," Journal of Econometrics, Elsevier, vol. 156(2), pages 354-366, June.
    33. López, Fernando & Matilla-García, Mariano & Mur, Jesús & Marín, Manuel Ruiz, 2010. "A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, vol. 40(2-3), pages 106-115, May.
    34. Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan, 2024. "Rank-based max-sum tests for mutual independence of high-dimensional random vectors," Journal of Econometrics, Elsevier, vol. 238(1).
    35. Arthur Lewbel, 2000. "Asymptotic Trimming for Bounded Density Plug-in Estimators," Boston College Working Papers in Economics 479, Boston College Department of Economics, revised 30 Oct 2000.
    36. Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(4), pages 769-803, August.
    37. Gao, Jiti & Pan, Guangming & Yang, Yanrong, 2012. "Testing Independence for a Large Number of High–Dimensional Random Vectors," MPRA Paper 45073, University Library of Munich, Germany, revised 15 Mar 2013.
    38. Dahl, Christian M. & Nielsen, Steen, 2001. "The Random Walk Of Stock Prices: Implications Of Recent Nonpara-Metric Tests," Working Papers 07-2001, Copenhagen Business School, Department of Economics.
    39. Hong, Yongmiao & Li, Haitao, 2002. "Nonparametric specification testing for continuous-time models with application to spot interest rates," SFB 373 Discussion Papers 2002,32, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    40. Yuri A. Dubnov & Alexandr V. Boulytchev, 2023. "Accelerated Maximum Entropy Method for Time Series Models Estimation," Mathematics, MDPI, vol. 11(18), pages 1-15, September.
    41. Arthur Lewbel, 2005. "Simple Endogenous Binary Choice and Selection Panel Model Estimators," Boston College Working Papers in Economics 613, Boston College Department of Economics, revised 04 Sep 2006.
    42. Gao, Jiti & Hong, Yongmiao, 2007. "Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing," MPRA Paper 11977, University Library of Munich, Germany, revised Dec 2007.
    43. Xiaojun Song & Haoyu Wei, 2021. "Nonparametric Tests of Conditional Independence for Time Series," Papers 2110.04847, arXiv.org.
    44. Nasri, Bouchra R., 2022. "Tests of serial dependence for multivariate time series with arbitrary distributions," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
    45. Herrera Gómez, Marcos, 2010. "Causalidad Espacial. Enfoque No Paramétrico [Spatial Causality. Non-Parametric Approach]," MPRA Paper 61326, University Library of Munich, Germany.
    46. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2014. "Testing Serial Independence via Density-Based Measures of Divergence," Methodology and Computing in Applied Probability, Springer, vol. 16(3), pages 627-641, September.
    47. George Kapetanios & Zacharias Psaradakis, 2007. "Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence," Working Papers 587, Queen Mary University of London, School of Economics and Finance.
    48. Kilani Ghoudi & Bruno Rémillard, 2018. "Serial independence tests for innovations of conditional mean and variance models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 3-26, March.
    49. Arthur Lewbel & Susanne M. Schennach, 2003. "A Simple Ordered Data Estimator For Inverse Density Weighted Functions," Boston College Working Papers in Economics 557, Boston College Department of Economics, revised 01 May 2005.
    50. Amisano, Gianni & Giacomini, Raffaella, 2007. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 177-190, April.
    51. George Kapetanios & Zacharias Psaradakis, 2016. "Semiparametric Sieve-Type Generalized Least Squares Inference," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 951-985, June.
    52. Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús & Paelinck, Jean, 2010. "A Non-Parametric Approach to Spatial Causality," MPRA Paper 36768, University Library of Munich, Germany.
    53. Matilla-Garci­a, Mariano & Ruiz Mari­n, Manuel, 2008. "A non-parametric independence test using permutation entropy," Journal of Econometrics, Elsevier, vol. 144(1), pages 139-155, May.
    54. Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping, 2024. "Testing unconditional and conditional independence via mutual information," Journal of Econometrics, Elsevier, vol. 240(2).
    55. Lewbel, Arthur & Schennach, Susanne M., 2007. "A simple ordered data estimator for inverse density weighted expectations," Journal of Econometrics, Elsevier, vol. 136(1), pages 189-211, January.
    56. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.).

  41. Bertail, Patrice & Haefke, Christian & Politis, D.N.Dimitris N. & White, Halbert, 2004. "Subsampling the distribution of diverging statistics with applications to finance," Journal of Econometrics, Elsevier, vol. 120(2), pages 295-326, June.
    See citations under working paper version above.
  42. Goncalves, Silvia & White, Halbert, 2004. "Maximum likelihood and the bootstrap for nonlinear dynamic models," Journal of Econometrics, Elsevier, vol. 119(1), pages 199-219, March.
    See citations under working paper version above.
  43. Dimitris Politis & Halbert White, 2004. "Automatic Block-Length Selection for the Dependent Bootstrap," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 53-70.

    Cited by:

    1. Axel Bücher & Holger Dette & Florian Heinrichs, 2020. "Detecting deviations from second-order stationarity in locally stationary functional time series," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(4), pages 1055-1094, August.
    2. Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "Specification Analysis of International Treasury Yield Curve Factors," Working papers 490, Banque de France.
    3. Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017. "Multivariate Reflection Symmetry of Copula Functions," Post-Print halshs-01592147, HAL.
    4. Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Patrice Bertail & Stéphan Clémençon, 2006. "Approximate Regenerative-block Bootstrap for Markov Chains : Some Simulation Studies," Working Papers 2006-19, Center for Research in Economics and Statistics.
    6. Manuel Lukas & Eric Hillebrand, 2014. "Bagging Weak Predictors," CREATES Research Papers 2014-01, Department of Economics and Business Economics, Aarhus University.
    7. Francis In & Sangbae Kim & Philip I Ji, 2014. "On timing ability in Australian managed funds," Australian Journal of Management, Australian School of Business, vol. 39(1), pages 93-106, February.
    8. Timmermann, Allan & Møller, Stig & Pedersen, Thomas & Schütte, Erik Christian Montes, 2021. "Search and Predictability of Prices in the Housing Market," CEPR Discussion Papers 15875, C.E.P.R. Discussion Papers.
    9. Fève, Patrick & Guay, Alain, 2009. "Identification of Technology Shocks in Structural VARs," TSE Working Papers 09-028, Toulouse School of Economics (TSE).
    10. Alexander Karmann & Rodrigo Herrera, 2014. "Special Issue: Issues in Asia. Guest Editor: Laixun Zhao," Review of Development Economics, Wiley Blackwell, vol. 18(2), pages 354-371, May.
    11. Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
    12. Sylvain Barde, 2015. "A Practical, Universal, Information Criterion over Nth Order Markov Processes," Studies in Economics 1504, School of Economics, University of Kent.
    13. Lee, Sangyeol & Meintanis, Simos G. & Pretorius, Charl, 2022. "Monitoring procedures for strict stationarity based on the multivariate characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    14. Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, vol. 23(C), pages 152-164.
    15. Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009. "High Watermarks of Market Risks," Post-Print halshs-00425585, HAL.
    16. Ahdi Noomen AJMI & Seyi Saint Akadiri, 2021. "Energy consumption, economic growth, foreign direct investment and globalization causality nexus in OECD countries: a symbolic transfer entropy analysis," Economics and Business Letters, Oviedo University Press, vol. 10(4), pages 408-415.
    17. Massimiliano Marcellino, 2008. "A linear benchmark for forecasting GDP growth and inflation?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 305-340.
    18. Gurdip Bakshi & Xiaohui Gao & Alberto G. Rossi, 2019. "Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns," Management Science, INFORMS, vol. 65(2), pages 619-641, February.
    19. Jiang, Yonghong & Nie, He & Ruan, Weihua, 2018. "Time-varying long-term memory in Bitcoin market," Finance Research Letters, Elsevier, vol. 25(C), pages 280-284.
    20. J. Hidalgo & M. Schafgans, 2020. "Inference without smoothing for large panels with cross-sectional and temporal dependence," Papers 2006.14409, arXiv.org.
    21. Ching-Chuan Tsong, 2009. "Assessing the Accuracy of Event Forecasts," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 5(2), pages 219-240, July.
    22. Marta Ferreira, 2024. "Extremal index: estimation and resampling," Computational Statistics, Springer, vol. 39(5), pages 2703-2720, July.
    23. Chendi Ni & Yuying Li & Peter A. Forsyth, 2023. "Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment," Papers 2304.05297, arXiv.org, revised May 2023.
    24. Shankhyajyoti De & Arabin Kumar Dey & Deepak Gauda, 2020. "Construction of confidence interval for a univariate stock price signal predicted through Long Short Term Memory Network," Papers 2007.00254, arXiv.org.
    25. Grassi, Stefano & Ravazzolo, Francesco & Vespignani, Joaquin & Vocalelli, Giorgio, 2023. "Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach," Working Papers 2023-01, University of Tasmania, Tasmanian School of Business and Economics.
    26. Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang, 2014. "The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series," Cambridge Working Papers in Economics 1452, Faculty of Economics, University of Cambridge.
    27. Ardia, David & Bluteau, Keven & Tran, Thien Duy, 2022. "How easy is it for investment managers to deploy their talent in green and brown stocks?," Finance Research Letters, Elsevier, vol. 48(C).
    28. Della Corte, Pasquale & Sarno, Lucio & Valente, Giorgio, 2010. "A century of equity premium predictability and the consumption-wealth ratio: An international perspective," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 313-331, June.
    29. Jentsch, Carsten & Subba Rao, Suhasini, 2015. "A test for second order stationarity of a multivariate time series," Journal of Econometrics, Elsevier, vol. 185(1), pages 124-161.
    30. Vikranth Lokeshwar Dhandapani & Shashi Jain, 2023. "Data-driven Approach for Static Hedging of Exchange Traded Options," Papers 2302.00728, arXiv.org, revised Jan 2024.
    31. Oomen, Roel, 2018. "Price signatures," LSE Research Online Documents on Economics 90481, London School of Economics and Political Science, LSE Library.
    32. Ardia, David & Hoogerheide, Lennart F., 2014. "GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts," Economics Letters, Elsevier, vol. 123(2), pages 187-190.
    33. Sebastião, Helder & Godinho, Pedro, 2020. "Bitcoin futures: An effective tool for hedging cryptocurrencies," Finance Research Letters, Elsevier, vol. 33(C).
    34. Sylvain Barde & Ofce Observatoire Français Des Conjonctures Économiques, 2016. "Direct comparison of agent-based models of herding in financial markets," Post-Print hal-03604749, HAL.
    35. Shin, Dong Wan & Hwang, Eunju, 2013. "Stationary bootstrapping for cointegrating regressions," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 474-480.
    36. Russell Davidson & Niels S. Grønborg, 2018. "Time-varying parameters: New test tailored to applications in finance and macroeconomics," CREATES Research Papers 2018-22, Department of Economics and Business Economics, Aarhus University.
    37. Andrew J. Patton, 2009. "Are "Market Neutral" Hedge Funds Really Market Neutral?," The Review of Financial Studies, Society for Financial Studies, vol. 22(7), pages 2295-2330, July.
    38. Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2008. "Cross-sectional dependence robust block bootstrap panel unit root tests," Research Memorandum 048, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    39. Anna E. Dudek, 2018. "Block bootstrap for periodic characteristics of periodically correlated time series," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(1), pages 87-124, January.
    40. Stefan Nagel & Zhengyang Xu, 2022. "Dynamics of Subjective Risk Premia," NBER Working Papers 29803, National Bureau of Economic Research, Inc.
    41. Shankhajyoti De & Arabin Kumar Dey & Deepak Kumar Gouda, 2022. "Construction of Confidence Interval for a Univariate Stock Price Signal Predicted Through Long Short Term Memory Network," Annals of Data Science, Springer, vol. 9(2), pages 271-284, April.
    42. Silvia Gonçalves & Halbert White, 2001. "The Bootstrap of the Mean for Dependent Heterogeneous Arrays," CIRANO Working Papers 2001s-19, CIRANO.
    43. Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011. "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series 1363, European Central Bank.
    44. Yin, Anwen, 2020. "Equity premium prediction and optimal portfolio decision with Bagging," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    45. Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta & Konstantinos Gkillas, 2019. "Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model," Working Papers 201918, University of Pretoria, Department of Economics.
    46. Bruno Larue & Jean-Philippe Gervais & Yannick Rancourt, 2010. "Exchange rate pass-through, menu costs and threshold cointegration," Empirical Economics, Springer, vol. 38(1), pages 171-192, February.
    47. Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013. "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers 645, University of Oxford, Department of Economics.
    48. Cousido-Rocha, Marta & de Uña-Álvarez, Jacobo & Hart, Jeffrey D., 2019. "A two-sample test for the equality of univariate marginal distributions for high-dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
    49. Xyngis, Georgios, 2017. "Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 43-65.
    50. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
    51. Geert Bekaert & Eric C. Engstrom & Nancy R. Xu, 2022. "The Time Variation in Risk Appetite and Uncertainty," Management Science, INFORMS, vol. 68(6), pages 3975-4004, June.
    52. Massimiliano Kaucic & Filippo Piccotto & Gabriele Sbaiz, 2024. "A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures," Computational Management Science, Springer, vol. 21(1), pages 1-29, June.
    53. Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018. "Simultaneous multiple change-point and factor analysis for high-dimensional time series," LSE Research Online Documents on Economics 88110, London School of Economics and Political Science, LSE Library.
    54. Li, Xingyi & Zakamulin, Valeriy, 2020. "The term structure of volatility predictability," International Journal of Forecasting, Elsevier, vol. 36(2), pages 723-737.
    55. Ariyarathne, Sakitha & Gangammanavar, Harsha & Sundararajan, Raanju R., 2022. "Change point detection-based simulation of nonstationary sub-hourly wind time series," Applied Energy, Elsevier, vol. 310(C).
    56. Qing Xu & Xiao-Ming Li, 2009. "Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets," Applied Financial Economics, Taylor & Francis Journals, vol. 19(4), pages 273-290.
    57. Fang, Ying & Li, Qi & Wu, Ximing & Zhang, Daiqiang, 2015. "A data-driven smooth test of symmetry," Journal of Econometrics, Elsevier, vol. 188(2), pages 490-501.
    58. Francis In & Sangbae Kim, 2012. "An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8431, September.
    59. Martin M. Andreasen & Tom Engsted & Stig V. Møller & Magnus Sander, 2016. "Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia," CREATES Research Papers 2016-26, Department of Economics and Business Economics, Aarhus University.
    60. Sensoy, A., 2013. "Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market," Chaos, Solitons & Fractals, Elsevier, vol. 57(C), pages 85-88.
    61. Xuehai Zhang, 2019. "A Box-Cox semiparametric multiplicative error model," Working Papers CIE 125, Paderborn University, CIE Center for International Economics.
    62. Blaskowitz, Oliver & Herwartz, Helmut, 2014. "Testing the value of directional forecasts in the presence of serial correlation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 30-42.
    63. Soybilgen, Barış & Yazgan, Ege, 2018. "Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate," Economic Modelling, Elsevier, vol. 72(C), pages 99-108.
    64. esposito, francesco paolo & cummins, mark, 2015. "Multiple hypothesis testing of market risk forecasting models," MPRA Paper 64986, University Library of Munich, Germany.
    65. Kang, Taegyu & Kim, Young Min & Im, Jongho, 2021. "A note on stationary bootstrap variance estimator under long-range dependence," Statistics & Probability Letters, Elsevier, vol. 169(C).
    66. E. Ramos-P'erez & P. J. Alonso-Gonz'alez & J. J. N'u~nez-Vel'azquez, 2020. "Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network," Papers 2006.16383, arXiv.org, revised Aug 2020.
    67. Satish Kumar & Rabeh Khalfaoui & Aviral Kumar Tiwari, 2021. "Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries," Post-Print hal-03797578, HAL.
    68. Warshaw, Evan, 2019. "Extreme dependence and risk spillovers across north american equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 237-251.
    69. Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," CAMA Working Papers 2011-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    70. Fricke, Christoph & Menkhoff, Lukas, 2015. "Financial conditions, macroeconomic factors and disaggregated bond excess returns," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 80-94.
    71. Daniel Borup & Erik Christian Montes Schütte, 2022. "In Search of a Job: Forecasting Employment Growth Using Google Trends," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 186-200, January.
    72. Jessica James & Louis Yang, 2010. "Stop-losses, maximum drawdown-at-risk and replicating financial time series with the stationary bootstrap," Quantitative Finance, Taylor & Francis Journals, vol. 10(1), pages 1-12.
    73. Allen, David & Lizieri, Colin & Satchell, Stephen, 2020. "A comparison of non-Gaussian VaR estimation and portfolio construction techniques," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 356-368.
    74. McPherson, Matthew Q. & Palardy, Joseph & Vilasuso, Jon, 2005. "Are international stock returns predictable?: An application of spectral shape tests corrected for heteroskedasticity," Journal of Economics and Business, Elsevier, vol. 57(2), pages 103-118.
    75. Bruce E. Hansen & Jeffrey S. Racine, 2024. "Bootstrap Model Averaging Unit Root Inference," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 81-98, Emerald Group Publishing Limited.
    76. Eunju Hwang & Dong Wan Shin, 2017. "Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 767-787, November.
    77. Della Corte, P. & Sarno, L. & Sestieri, G., 2011. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," Working papers 313, Banque de France.
    78. Chendi Ni & Yuying Li & Peter Forsyth & Ray Carroll, 2020. "Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target," Papers 2006.15384, arXiv.org.
    79. Chen, Yichao & Pun, Chi Seng, 2019. "A bootstrap-based KPSS test for functional time series," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
    80. Fricke, Christoph & Menkhoff, Lukas, 2014. "Financial conditions, macroeconomic factors and (un)expected bond excess returns," Discussion Papers 35/2014, Deutsche Bundesbank.
    81. Papantonis Ioannis & Rompolis Leonidas S. & Tzavalis Elias & Agapitos Orestis, 2023. "Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(2), pages 171-198, April.
    82. Simon Price & Christoph Schleicher, 2006. "Returns to equity, investment and Q: evidence from the United Kingdom," Bank of England working papers 310, Bank of England.
    83. Lyócsa, Štefan & Plíhal, Tomáš, 2022. "Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention," Finance Research Letters, Elsevier, vol. 48(C).
    84. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
    85. Choi, Ji-Eun & Shin, Dong Wan, 2019. "Moving block bootstrapping for a CUSUM test for correlation change," Computational Statistics & Data Analysis, Elsevier, vol. 135(C), pages 95-106.
    86. Markwat, Thijs & Kole, Erik & van Dijk, Dick, 2009. "Contagion as a domino effect in global stock markets," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 1996-2012, November.
    87. Aretz, Kevin & Eser Arisoy, Y., 2023. "The Pricing of Skewness Over Different Return Horizons," Journal of Banking & Finance, Elsevier, vol. 148(C).
    88. Sensoy, Ahmet & Hacihasanoglu, Erk, 2014. "Time-varying long range dependence in energy futures markets," Energy Economics, Elsevier, vol. 46(C), pages 318-327.
    89. Hubert Dichtl & Wolfgang Drobetz & Martin Wambach, 2014. "Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(3), pages 209-231, August.
    90. Peter A. Forsyth & Kenneth R. Vetzal & Graham Westmacott, 2021. "Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation," Papers 2101.02760, arXiv.org.
    91. Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš, 2024. "Crypto havens during war times? Evidence from the Russian invasion of Ukraine," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    92. Federico Nucera & Giorgio Valente, 2013. "Carry Trades and the Performance of Currency Hedge Funds," Working Papers 032013, Hong Kong Institute for Monetary Research.
    93. Bradley S. Price & John P. Saldanha & Bernardo F. Quiroga & Sally L. Hodder, 2024. "Maintaining Healthcare Capacity in Rural America by Replenishing Personal Protective Equipment: The Case from West Virginia," Interfaces, INFORMS, vol. 54(6), pages 517-536, November.
    94. Dirk Brounen & Piet Eichholtz & Stefan Staetmans & Marcel Theebe, 2014. "Inflation Protection from Homeownership: Long-Run Evidence, 1814–2008," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(3), pages 662-689, September.
    95. Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua, 2013. "Model averaging by jackknife criterion in models with dependent data," Journal of Econometrics, Elsevier, vol. 174(2), pages 82-94.
    96. Bertail, Patrice & Clemencon, Stephan, 2008. "Approximate regenerative-block bootstrap for Markov chains," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2739-2756, January.
    97. Alla Petukhina & Simon Trimborn & Wolfgang Karl Härdle & Hermann Elendner, 2021. "Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies," Quantitative Finance, Taylor & Francis Journals, vol. 21(11), pages 1825-1853, November.
    98. Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2013. "Relevant States and Memory in Markov Chain Bootstrapping and Simulation," MPRA Paper 46250, University Library of Munich, Germany.
    99. Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers 2016:03, Department of Economics, University of Venice "Ca' Foscari".
    100. Andriy Andreev & Antti Kanto & Pekka Malo, 2007. "Computational Examples of a New Method for Distribution Selection in the Pearson System," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(4), pages 487-506.
    101. Sylvain Barde, 2015. "Direct calibration and comparison of agent-based herding models of financial markets," Studies in Economics 1507, School of Economics, University of Kent.
    102. Qing Xu & Terry Childs, 2013. "Evaluating forecast performances of the quantile autoregression models in the present global crisis in international equity markets," Applied Financial Economics, Taylor & Francis Journals, vol. 23(2), pages 105-117, January.
    103. Fricke, Christoph, 2012. "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP) dp-493, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    104. Nicol'o Musmeci & Tomaso Aste & Tiziana Di Matteo, 2016. "What does past correlation structure tell us about the future? An answer from network filtering," Papers 1605.08908, arXiv.org.
    105. Martin Hrba & Matúš Maciak & Barbora Peštová & Michal Pešta, 2022. "Bootstrapping Not Independent and Not Identically Distributed Data," Mathematics, MDPI, vol. 10(24), pages 1-26, December.
    106. Tomlinson, Matthew F. & Greenwood, David & Mucha-Kruczyński, Marcin, 2024. "2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns: Out-of-sample comparison of conditional EVT models," International Journal of Forecasting, Elsevier, vol. 40(1), pages 324-347.
    107. Politis, Dimitris, 2005. "Higher-order accurate, positive semi-definite estimation of large-sample covariance and spectral density matrices," University of California at San Diego, Economics Working Paper Series qt7qg2m9rz, Department of Economics, UC San Diego.
    108. Kenneth S. Rogoff & Vania Stavrakeva, 2008. "The Continuing Puzzle of Short Horizon Exchange Rate Forecasting," NBER Working Papers 14071, National Bureau of Economic Research, Inc.
    109. Fulli-Lemaire, Nicolas, 2013. "Alternative inflation hedging strategies for ALM," MPRA Paper 43755, University Library of Munich, Germany.
    110. Chung, D. & Linton, O. & Whang Y-J., 2021. "Consistent Testing for an Implication of Supermodular Dominance," Cambridge Working Papers in Economics 2134, Faculty of Economics, University of Cambridge.
    111. Bryan Kelly & Alexander Ljungqvist, 2012. "Testing Asymmetric-Information Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1366-1413.
    112. Fulli-Lemaire, Nicolas, 2012. "A Dynamic Inflation Hedging Trading Strategy Using a CPPI," MPRA Paper 42851, University Library of Munich, Germany, revised 13 Nov 2012.
    113. Papantonis, Ioannis & Rompolis, Leonidas & Tzavalis, Elias, 2023. "Improving variance forecasts: The role of Realized Variance features," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1221-1237.
    114. Nieto, Maria Rosa & Ruiz, Esther, 2016. "Frontiers in VaR forecasting and backtesting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 475-501.
    115. Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022. "YOLO trading: Riding with the herd during the GameStop episode," Finance Research Letters, Elsevier, vol. 46(PA).
    116. Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J., 2012. "Modeling dependence dynamics through copulas with regime switching," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 346-356.
    117. Martin, Ian & Wagner, Christian, 2016. "What is the Expected Return on a Stock?," CEPR Discussion Papers 11608, C.E.P.R. Discussion Papers.
    118. Marc Chen & Mohammad Shirazi & Peter A. Forsyth & Yuying Li, 2023. "Machine Learning and Hamilton-Jacobi-Bellman Equation for Optimal Decumulation: a Comparison Study," Papers 2306.10582, arXiv.org.
    119. Kontogeorgos, Georgios & Lambrias, Kyriacos, 2019. "An analysis of the Eurosystem/ECB projections," Working Paper Series 2291, European Central Bank.
    120. In, Francis & Kim, Sangbae & Gençay, Ramazan, 2011. "Investment horizon effect on asset allocation between value and growth strategies," Economic Modelling, Elsevier, vol. 28(4), pages 1489-1497, July.
    121. Jentsch, Carsten & Weiß, Christian, 2017. "Bootstrapping INAR models," Working Papers 17-02, University of Mannheim, Department of Economics.
    122. Di Iorio, Francesca & Fachin, Stefano, 2012. "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics Discussion Papers 2012-1, Kiel Institute for the World Economy (IfW Kiel).
    123. Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2013. "Complete subset regressions," University of California at San Diego, Economics Working Paper Series qt1st3n7z7, Department of Economics, UC San Diego.
    124. Forsyth, Peter A., 2022. "Short term decumulation strategies for underspending retirees," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 56-74.
    125. Pircalabu, A. & Hvolby, T. & Jung, J. & Høg, E., 2017. "Joint price and volumetric risk in wind power trading: A copula approach," Energy Economics, Elsevier, vol. 62(C), pages 139-154.
    126. Barbora Peštová & Michal Pešta, 2018. "Abrupt change in mean using block bootstrap and avoiding variance estimation," Computational Statistics, Springer, vol. 33(1), pages 413-441, March.
    127. Kostas Hatalis & Chengbo Zhao & Parv Venkitasubramaniam & Larry Snyder & Shalinee Kishore & Rick S. Blum, 2020. "Modeling and Detection of Future Cyber-Enabled DSM Data Attacks," Energies, MDPI, vol. 13(17), pages 1-27, August.
    128. Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar, 2014. "Impact of short selling activity on market dynamics: Evidence from an emerging market," Journal of Financial Stability, Elsevier, vol. 15(C), pages 53-62.
    129. Basu, Anup K. & Wiafe, Osei K., 2017. "Impact of persistent bad returns and volatility on retirement outcomes," Finance Research Letters, Elsevier, vol. 21(C), pages 201-205.
    130. Zhou, Jian & Nicholson, Joseph R., 2015. "Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications," Economic Modelling, Elsevier, vol. 45(C), pages 14-21.
    131. Erik Christian Montes Schütte, 2018. "In Search of a Job: Forecasting Employment Growth in the US using Google Trends," CREATES Research Papers 2018-25, Department of Economics and Business Economics, Aarhus University.
    132. Lyócsa, Štefan & Halousková, Martina & Haugom, Erik, 2023. "The US banking crisis in 2023: Intraday attention and price variation of banks at risk," Finance Research Letters, Elsevier, vol. 57(C).
    133. Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman, 2018. "Risk transmitters and receivers in global currency markets," Post-Print hal-01814274, HAL.
    134. Pouliot, Sébastien & Sumner, Daniel A., 2012. "Differential Impacts of Country of Origin Labeling: COOL Econometric Evidence from Cattle Markets," Working Papers 148593, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
    135. Iulia Lupu & Radu Lupu & Adina Criste, 2023. "The Nexus between Green Bonds and European Banks: A Cross-Quantilogram Approach," Energies, MDPI, vol. 16(24), pages 1-19, December.
    136. Esfandiar Maasoumi & Jeffrey Racine, 2009. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 246-261.
    137. Raffaella Giacomini & Dimitris N. Politis & Halbert White, 2012. "A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators," CeMMAP working papers CWP11/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    138. Kim, Sangbae & In, Francis & Ji, Philip Inyeob & Park, Raphael Jonghyeon, 2014. "False discoveries in the performance of Australian managed funds," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 244-256.
    139. Sensoy, Ahmet & Tabak, Benjamin M., 2016. "Dynamic efficiency of stock markets and exchange rates," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 353-371.
    140. Fred Espen Benth & Anca Pircalabu, 2018. "A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures," Applied Mathematical Finance, Taylor & Francis Journals, vol. 25(1), pages 36-65, January.
    141. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016. "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 247-267.
    142. Timothy L. McMurry & Dimitris N. Politis, 2010. "Banded and tapered estimates for autocovariance matrices and the linear process bootstrap," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 471-482, November.
    143. Fernandez-Mejia, Julian, 2024. "Extremely stablecoins," Finance Research Letters, Elsevier, vol. 63(C).
    144. Petukhina, Alla & Trimborn, Simon & Härdle, Wolfgang Karl & Elendner, Hermann, 2018. "Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies," IRTG 1792 Discussion Papers 2018-058, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    145. Masayuki Hirukawa, 2006. "A Two-Stage Plug-In Bandwidth Selection and Its Implementation for Covariance Estimation," CIRJE F-Series CIRJE-F-431, CIRJE, Faculty of Economics, University of Tokyo.
    146. Peter A. Forsyth, 2020. "A Stochastic Control Approach to Defined Contribution Plan Decumulation: "The Nastiest, Hardest Problem in Finance"," Papers 2008.06598, arXiv.org.
    147. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
    148. Sylvain Barde, 2017. "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Post-Print hal-03471817, HAL.
    149. Camacho, Maximo & Romeu, Andres & Ruiz-Marin, Manuel, 2021. "Symbolic transfer entropy test for causality in longitudinal data," Economic Modelling, Elsevier, vol. 94(C), pages 649-661.
    150. Jiang, Xiaoquan & Lee, Bong-Soo, 2014. "The intertemporal risk-return relation: A bivariate model approach," Journal of Financial Markets, Elsevier, vol. 18(C), pages 158-181.
    151. Lazar, Emese & Wang, Shixuan & Xue, Xiaohan, 2023. "Loss function-based change point detection in risk measures," European Journal of Operational Research, Elsevier, vol. 310(1), pages 415-431.
    152. Li, Yuying & Forsyth, Peter A., 2019. "A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 189-204.
    153. Zhengbang Li & Fuxiang Liu & Luanjie Zeng & Guoxin Zuo, 2021. "A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension," Computational Statistics, Springer, vol. 36(2), pages 941-960, June.
    154. Sevan Gulesserian & Mohitosh Kejriwal, 2014. "On the power of bootstrap tests for stationarity: a Monte Carlo comparison," Empirical Economics, Springer, vol. 46(3), pages 973-998, May.
    155. Ribeiro, Pinho J., 2017. "Selecting exchange rate fundamentals by bootstrap," International Journal of Forecasting, Elsevier, vol. 33(4), pages 894-914.
    156. Poulos, Jason & Albanese, Andrea & Mercatanti, Andrea & Li, Fan, 2021. "Retrospective Causal Inference via Matrix Completion, with an Evaluation of the Effect of European Integration on Cross-Border Employment," IZA Discussion Papers 14472, Institute of Labor Economics (IZA).
    157. Deev, Oleg & Lyócsa, Štefan, 2020. "Connectedness of financial institutions in Europe: A network approach across quantiles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 550(C).
    158. Pasquale Tridico & Riccardo Pariboni, 2017. "Structural Change, Aggregate Demand And The Decline Of Labour Productivity: A Comparative Perspective," Departmental Working Papers of Economics - University 'Roma Tre' 0221, Department of Economics - University Roma Tre.
    159. Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M., 2022. "Monetary policy expectation errors," Journal of Financial Economics, Elsevier, vol. 146(3), pages 841-858.
    160. Pasquale Cirillo & Pietro Muliere, 2013. "An urn-based Bayesian block bootstrap," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(1), pages 93-106, January.
    161. Markus Leippold & Roger Rueegg, 2018. "The mixed vs the integrated approach to style investing: Much ado about nothing?," European Financial Management, European Financial Management Association, vol. 24(5), pages 829-855, November.
    162. Kim, Myeong Jun & Park, Sung Y., 2016. "Optimal conditional hedge ratio: A simple shrinkage estimation approach," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 139-156.
    163. Fu, Zhonghao & Hong, Yongmiao, 2019. "A model-free consistent test for structural change in regression possibly with endogeneity," Journal of Econometrics, Elsevier, vol. 211(1), pages 206-242.
    164. Jason Poulos, 2019. "State-Building through Public Land Disposal? An Application of Matrix Completion for Counterfactual Prediction," Papers 1903.08028, arXiv.org, revised Dec 2023.
    165. Abhyankar, Abhay & Chen, Hsuan-Chi & Ho, Keng-Yu, 2006. "The long-run performance of initial public offerings: Stochastic dominance criteria," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 620-637, September.
    166. Peter A. Forsyth & Kenneth R. Vetzal, 2019. "Defined Contribution Pension Plans: Who Has Seen the Risk?," JRFM, MDPI, vol. 12(2), pages 1-27, April.
    167. Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.
    168. Jan G. Gooijer, 2021. "Asymmetric vector moving average models: estimation and testing," Computational Statistics, Springer, vol. 36(2), pages 1437-1460, June.
    169. Arnaud Gougler & Sebastian Utz, 2020. "Factor exposures and diversification: Are sustainably screened portfolios any different?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 221-249, September.
    170. Sensoy, Ahmet & Tabak, Benjamin M., 2015. "Time-varying long term memory in the European Union stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 147-158.
    171. Kim, Sangbae & In, Francis, 2012. "False discoveries in volatility timing of mutual funds," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2083-2094.
    172. Matúš Maciak & Michal Pešta & Barbora Peštová, 2020. "Changepoint in dependent and non-stationary panels," Statistical Papers, Springer, vol. 61(4), pages 1385-1407, August.
    173. Yang Wang & Baoying Yang, 2025. "A Self-Normalized Online Monitoring Method Based on the Characteristic Function," Mathematics, MDPI, vol. 13(5), pages 1-16, February.
    174. Tófoli, Paula Virgínia & Ziegelmann, Flávio Augusto & Silva Filho, Osvaldo Candido & Pereira, Pedro L. Valls, 2016. "Dynamic D-Vine copula model with applications to Value-at-Risk (VaR)," Textos para discussão 424, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    175. Hopkins, Kelsey A. & McKendree, Melissa G.S. & Schaefer, K. Aleks, 2022. "Resolving the reality gap in farm regulation voting models," Food Policy, Elsevier, vol. 112(C).
    176. Bakshi, Gurdip & Panayotov, George, 2013. "Predictability of currency carry trades and asset pricing implications," Journal of Financial Economics, Elsevier, vol. 110(1), pages 139-163.
    177. Peter A. Forsyth & Kenneth R. Vetzal & G. Westmacott, 2022. "Optimal performance of a tontine overlay subject to withdrawal constraints," Papers 2211.10509, arXiv.org.
    178. M. Chudý & S. Karmakar & W. B. Wu, 2020. "Long-term prediction intervals of economic time series," Empirical Economics, Springer, vol. 58(1), pages 191-222, January.
    179. Nomikos, Nikos K. & Doctor, Kaizad, 2013. "Economic significance of market timing rules in the Forward Freight Agreement markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 52(C), pages 77-93.
    180. McMurry, Timothy L & Politis, D N, 2010. "Banded and Tapered Estimates for Autocovariance Matrices and the Linear Process Bootstrap," University of California at San Diego, Economics Working Paper Series qt5h9259mb, Department of Economics, UC San Diego.
    181. Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia, 2023. "Specification tests for time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 235(2), pages 720-744.
    182. Nieto, María Rosa, 2008. "Measuring financial risk : comparison of alternative procedures to estimate VaR and ES," DES - Working Papers. Statistics and Econometrics. WS ws087326, Universidad Carlos III de Madrid. Departamento de Estadística.
    183. Xuehai Zhang, 2019. "A Box-Cox semiparametric multiplicative error model," Working Papers CIE 122, Paderborn University, CIE Center for International Economics.
    184. Tiwari, Aviral Kumar & Trabelsi, Nader & Alqahtani, Faisal & Raheem, Ibrahim D., 2020. "Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches," Energy Economics, Elsevier, vol. 86(C).
    185. Matilla-García, Mariano & Marín, Manuel Ruiz & Dore, Mohammed I., 2014. "A permutation entropy based test for causality: The volume–stock price relation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 398(C), pages 280-288.
    186. Zhang, Xianyang, 2016. "Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework," Journal of Econometrics, Elsevier, vol. 193(1), pages 123-146.
    187. Xin Chen & Jieli Ding & Liuquan Sun, 2018. "A semiparametric additive rate model for a modulated renewal process," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(4), pages 675-698, October.
    188. Davide De Gaetano, 2017. "A Bootstrap Bias Correction Of Long Run Fourth Order Moment Estimation In The Cusum Of Squares Test," Departmental Working Papers of Economics - University 'Roma Tre' 0220, Department of Economics - University Roma Tre.
    189. Heejoon Han, 2016. "Quantile Dependence between Stock Markets and its Application in Volatility Forecasting," Papers 1608.07193, arXiv.org.
    190. Politis, D N, 2009. "Higher-Order Accurate, Positive Semi-definite Estimation of Large-Sample Covariance and Spectral Density Matrices," University of California at San Diego, Economics Working Paper Series qt66w826hz, Department of Economics, UC San Diego.
    191. Yang, Haisheng & He, Jie & Chen, Shaoling, 2015. "The fragility of the Environmental Kuznets Curve: Revisiting the hypothesis with Chinese data via an “Extreme Bound Analysis”," Ecological Economics, Elsevier, vol. 109(C), pages 41-58.
    192. Stefan Nagel & Zhengyang Xu, 2024. "Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux," NBER Working Papers 32884, National Bureau of Economic Research, Inc.
    193. Fleming, Jeff & Kirby, Chris & Ostdiek, Barbara, 2006. "Bootstrap tests of multiple inequality restrictions on variance ratios," Economics Letters, Elsevier, vol. 91(3), pages 343-348, June.
    194. Lyócsa, Štefan & Plíhal, Tomáš & Výrost, Tomáš, 2024. "Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1275-1301.
    195. Møller, Stig V. & Sander, Magnus, 2017. "Dividends, earnings, and predictability," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 153-163.
    196. Hidalgo, Javier & Schafgans, Marcia M. A., 2017. "Inference without smoothing for large panels with cross-sectional and temporal dependence," LSE Research Online Documents on Economics 87748, London School of Economics and Political Science, LSE Library.
    197. Aue, Alexander & Horváth, Lajos & Hušková, Marie, 2012. "Segmenting mean-nonstationary time series via trending regressions," Journal of Econometrics, Elsevier, vol. 168(2), pages 367-381.
    198. Herrera, R. & Eichler, S., 2011. "Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2916-2930, November.
    199. Thibault Vatter & Hau-Tieng Wu & Valérie Chavez-Demoulin & Bin Yu, 2015. "Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality," Econometrics, MDPI, vol. 3(4), pages 1-24, December.
    200. Paya, Ivan & Peel, David A. & Spiru, Alina, 2010. "The forward premium puzzle in the interwar period and deviations from covered interest parity," Economics Letters, Elsevier, vol. 108(1), pages 55-57, July.
    201. Lyócsa, Štefan & Todorova, Neda, 2024. "Forecasting of clean energy market volatility: The role of oil and the technology sector," Energy Economics, Elsevier, vol. 132(C).
    202. v{S}tefan Ly'ocsa & Tom'av{s} Pl'ihal, 2022. "Russia's Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention," Papers 2205.09179, arXiv.org.
    203. Javier Hidalgo & Marcia M Schafgans, 2017. "Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence," STICERD - Econometrics Paper Series 597, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    204. Mengoli, Stefano, 2004. "On the source of contrarian and momentum strategies in the Italian equity market," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 301-331.
    205. Politis, Dimitris N. & Romano, Joseph P., 2010. "K-sample subsampling in general spaces: The case of independent time series," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 316-326, February.
    206. Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010. "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers 2010_10, Department of Economics, University of Venice "Ca' Foscari".
    207. Forsyth, Peter A., 2020. "Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 230-245.
    208. Luciana C Ferreira & Michele Thums & Jessica J Meeuwig & Gabriel M S Vianna & John Stevens & Rory McAuley & Mark G Meekan, 2015. "Crossing Latitudes—Long-Distance Tracking of an Apex Predator," PLOS ONE, Public Library of Science, vol. 10(2), pages 1-17, February.
    209. Hansen, Anne Lundgaard, 2024. "Predicting recessions using VIX–yield curve cycles," International Journal of Forecasting, Elsevier, vol. 40(1), pages 409-422.
    210. Fang Duan & Dominik Wied, 2018. "A residual-based multivariate constant correlation test," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 653-687, August.
    211. Zou, Nan & Politis, Dimitris N., 2019. "Linear process bootstrap unit root test," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 74-80.
    212. David Ardia & Kris Boudt, 2013. "The Peer Performance of Hedge Funds," Cahiers de recherche 1329, CIRPEE.
    213. Murphy, Sinnott & Apt, Jay & Moura, John & Sowell, Fallaw, 2018. "Resource adequacy risks to the bulk power system in North America," Applied Energy, Elsevier, vol. 212(C), pages 1360-1376.
    214. Jalal, Amine & Rockinger, Michael, 2008. "Predicting tail-related risk measures: The consequences of using GARCH filters for non-GARCH data," Journal of Empirical Finance, Elsevier, vol. 15(5), pages 868-877, December.
    215. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022. "Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification," Energy Economics, Elsevier, vol. 108(C).
    216. Kin Wai Chan & Chun Yip Yau, 2017. "High-order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(4), pages 866-898, December.
    217. Gissur Ó Erlingsson & Jonas Klarin & Eva Maria Mörk, 2021. "Does Size Matter? Evidence from Municipality Break-Ups," CESifo Working Paper Series 9042, CESifo.
    218. Dahlquist, Magnus & Hasseltoft, Henrik, 2013. "International Bond Risk Premia," Journal of International Economics, Elsevier, vol. 90(1), pages 17-32.
    219. Cho, Dooyeon & Han, Heejoon, 2021. "The tail behavior of safe haven currencies: A cross-quantilogram analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
    220. Terri van der Zwan & Erik Hennink & Patrick Tuijp, 2021. "Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies," Tinbergen Institute Discussion Papers 21-062/III, Tinbergen Institute.
    221. C. Vladimir Rodríguez-Caballero & Mauricio Villanueva-Domínguez, 2022. "Predicting cryptocurrency crash dates," Empirical Economics, Springer, vol. 63(6), pages 2855-2873, December.
    222. Helder Sebastião & Pedro Godinho, 2021. "Forecasting and trading cryptocurrencies with machine learning under changing market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-30, December.
    223. Dichtl, Hubert & Drobetz, Wolfgang, 2014. "Are stock markets really so inefficient? The case of the “Halloween Indicator”," Finance Research Letters, Elsevier, vol. 11(2), pages 112-121.
    224. Changyu Liu & Muhammad Abubakr Naeem & Mobeen Ur Rehman & Saqib Farid & Syed Jawad Hussain Shahzad, 2020. "Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies," Energies, MDPI, vol. 13(17), pages 1-19, August.
    225. Annaert, Jan & Claes, Anouk G.P. & De Ceuster, Marc J.K. & Zhang, Hairui, 2015. "Estimating the long rate and its volatility," Economics Letters, Elsevier, vol. 129(C), pages 100-102.
    226. A. Sensoy & Benjamin M. Tabak, 2013. "How much random does European Union walk? A time-varying long memory analysis," Working Papers Series 342, Central Bank of Brazil, Research Department.
    227. Dimitris Christopoulos & Peter McAdam & Elias Tzavalis, 2023. "Threshold Endogeneity in Threshold VARs: An Application to Monetary State Dependence," Research Working Paper RWP 23-09, Federal Reserve Bank of Kansas City.
    228. Zdeněk Hlávka & Marie Hušková & Simos G. Meintanis, 2020. "Change-point methods for multivariate time-series: paired vectorial observations," Statistical Papers, Springer, vol. 61(4), pages 1351-1383, August.

  44. Kim, Tae-Hwan & White, Halbert, 2004. "On more robust estimation of skewness and kurtosis," Finance Research Letters, Elsevier, vol. 1(1), pages 56-73, March.

    Cited by:

    1. L. Ramprasath, 2015. "Role of stylized features in constructing estimators for regime switching models," Working papers 172, Indian Institute of Management Kozhikode.
    2. Obrimah, Oghenovo A. & Prakash, Puneet, 2010. "Performance reversals and attitudes towards risk in the venture capital (VC) market," Journal of Economics and Business, Elsevier, vol. 62(6), pages 537-561, November.
    3. Vitali Alexeev & Francis Tapon, 2010. "Testing Weak Form Efficiency on the Toronto Stock Exchange," Working Papers 1002, University of Guelph, Department of Economics and Finance.
    4. Syed Abul, Basher & Salem, Nechi & Hui, Zhu, 2014. "Dependence patterns across Gulf Arab stock markets: a copula approach," MPRA Paper 56566, University Library of Munich, Germany.
    5. Per Hjertstrand & Pehr-Johan Norbäck & Lars Persson, 2020. "Skill Formation, Temporary Disadvantage and Elite Education," CESifo Working Paper Series 8612, CESifo.
    6. Oleg Shirokikh & Grigory Pastukhov & Vladimir Boginski & Sergiy Butenko, 2013. "Computational study of the US stock market evolution: a rank correlation-based network model," Computational Management Science, Springer, vol. 10(2), pages 81-103, June.
    7. Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tédongap, 2017. "Implied volatility and skewness surface," Review of Derivatives Research, Springer, vol. 20(2), pages 167-202, July.
    8. Peter Christoffersen & Xuhui (Nick) Pan, 2014. "Equity Portfolio Management Using Option Price Information," CREATES Research Papers 2015-05, Department of Economics and Business Economics, Aarhus University.
    9. Cristina Amado & Timo Teräsvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers 2012-07, Department of Economics and Business Economics, Aarhus University.
    10. Sven Serneels, 2019. "Projection pursuit based generalized betas accounting for higher order co-moment effects in financial market analysis," Papers 1908.00141, arXiv.org.
    11. Tae-Hwan Kim & Christophe Muller, 2017. "A Robust Test of Exogeneity Based on Quantile Regressions," Working Papers halshs-01508067, HAL.
    12. Christina Amado & Timo Teräsvirta, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers 2008-08, Department of Economics and Business Economics, Aarhus University.
    13. Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga, 2015. "The instability of the Pearson correlation coefficient in the presence of coincidental outliers," Finance Research Letters, Elsevier, vol. 13(C), pages 243-257.
    14. Harvey, A., 2008. "Dynamic distributions and changing copulas," Cambridge Working Papers in Economics 0839, Faculty of Economics, University of Cambridge.
    15. Sergio Salgado & Fatih Guvenen & Nicholas Bloom, 2019. "Skewed Business Cycles," 2019 Meeting Papers 1189, Society for Economic Dynamics.
    16. Daniele Massacci, 2017. "Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness," Management Science, INFORMS, vol. 63(9), pages 3072-3089, September.
    17. Timo Terasvirta & Zhenfang Zhao, 2011. "Stylized facts of return series, robust estimates and three popular models of volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 67-94.
    18. David Domeij & Fatih Guvenen & Rocio Madera & Christopher Busch, 2020. "Skewed Idiosyncratic Income Risk over the Business Cycle: Sources and Insurance," Working Papers 1180, Barcelona School of Economics.
    19. Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura, 2011. "How much asymmetry is there in bond returns and exchange rates?," Globalization Institute Working Papers 93, Federal Reserve Bank of Dallas.
    20. Jiang, Xue & Han, Liyan & Yin, Libo, 2019. "Can skewness predict currency excess returns?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 628-641.
    21. Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
    22. Viktor Manahov & Mona Soufian & Robert Hudson, 2014. "The Implications Of Trader Cognitive Abilities On Stock Market Properties," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 21(1), pages 1-18, January.
    23. Noori, Mohammad & Hitaj, Asmerilda, 2023. "Dissecting hedge funds' strategies," International Review of Financial Analysis, Elsevier, vol. 85(C).
    24. Huang, Xiaolin & Shi, Lei & Pelckmans, Kristiaan & Suykens, Johan A.K., 2014. "Asymmetric ν-tube support vector regression," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 371-382.
    25. Lujano-Rojas, Juan M. & Monteiro, Cláudio & Dufo-López, Rodolfo & Bernal-Agustín, José L., 2012. "Optimum load management strategy for wind/diesel/battery hybrid power systems," Renewable Energy, Elsevier, vol. 44(C), pages 288-295.
    26. Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Macroeconomics Working Papers 23399, East Asian Bureau of Economic Research.
    27. Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou, 2015. "Downside Variance Risk Premium," Staff Working Papers 15-36, Bank of Canada.
    28. Paola Stolfi & Mauro Bernardi & Lea Petrella, 2016. "Multivariate Method Of Simulated Quantiles," Departmental Working Papers of Economics - University 'Roma Tre' 0212, Department of Economics - University Roma Tre.
    29. Hutson, Elaine & Kearney, Colm & Lynch, Margaret, 2008. "Volume and skewness in international equity markets," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1255-1268, July.
    30. Gerlach, Stefan & Kugler, Peter, 2007. "Deflation and relative prices: Evidence from Japan and Hong Kong," IMFS Working Paper Series 12, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    31. Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler, 2021. "Firm-specific risk-neutral distributions with options and CDS," BIS Working Papers 921, Bank for International Settlements.
    32. Perianes-Rodríguez, Antonio, 2014. "Within and across department variability in individual productivity : the case of economics," UC3M Working papers. Economics we1404, Universidad Carlos III de Madrid. Departamento de Economía.
    33. Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series 1139, The University of Melbourne.
    34. Srikanth Potharla & Neeraj Kumar & Pooja Choudhary & Surya Kumari Turubilli, 2024. "Is ESG Data Financially Viable? A Case of Stock Price Synchronicity," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 49(1), pages 62-81, February.
    35. Ren, Tiantian & Kerstens, Kristiaan & Kumar, Saurav, 2024. "Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy," European Journal of Operational Research, Elsevier, vol. 319(1), pages 332-344.
    36. Chenglu Jin & Thomas Conlon & John Cotter, 2023. "Co-Skewness across Return Horizons," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1483-1518.
    37. Jones Odei Mensah & Gamini Premaratne, 2019. "Exploring Diversification Benefits In Asian Equity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(03), pages 517-542, June.
    38. An, Hyowon & Zhang, Kai & Oja, Hannu & Marron, J.S., 2023. "Variable screening based on Gaussian Centered L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
    39. Fatih Guvenen & Gueorgui Kambourov & Burhan Kuruscu & Sergio Ocampo & Daphne Chen, 2023. "Use It or Lose It: Efficiency and Redistributional Effects of Wealth Taxation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(2), pages 835-894.
    40. Tomasz Wozniak, 2012. "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers ECO2012/19, European University Institute.
    41. Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Parameterizing Unconditional Skewness in Models for Financial Time Series," Journal of Financial Econometrics, Oxford University Press, vol. 6(2), pages 208-230, Spring.
    42. Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2015. "Factorisable sparse tail event curves," SFB 649 Discussion Papers 2015-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    43. Jim Dolmas, 2005. "Trimmed mean PCE inflation," Working Papers 0506, Federal Reserve Bank of Dallas.
    44. Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap, 2016. "Which parametric model for conditional skewness?," The European Journal of Finance, Taylor & Francis Journals, vol. 22(13), pages 1237-1271, October.
    45. Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
    46. Walter Briec & Kristiaan Kerstens, 2009. "Portfolio Selection in Multidimensional General and Partial Moment Space," Working Papers 2009-ECO-08, IESEG School of Management.
    47. Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," Working Papers wp2015_1506, CEMFI.
    48. Luke Hartigan, 2016. "Testing for Symmetry in Weakly Dependent Time Series," Discussion Papers 2016-18, School of Economics, The University of New South Wales.
    49. Engle, Robert F. & Campos-Martins, Susana, 2023. "What are the events that shake our world? Measuring and hedging global COVOL," Journal of Financial Economics, Elsevier, vol. 147(1), pages 221-242.
    50. Zacharias Psaradakis & Marián Vávra, 2015. "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, July.
    51. Philippe Andrade & Filippo Ferroni & Leonardo Melosi, 2023. "Identification Using Higher-Order Moments Restrictions," Working Paper Series WP 2023-28, Federal Reserve Bank of Chicago.
    52. Dima Rahman, 2009. "Are Banking Systems Increasingly Fragile ? Investigating Financial Institutions’ CDS Returns Extreme Co-Movements," Working Papers hal-04140856, HAL.
    53. Marian Vavra, 2018. "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers WP 3/2018, Research Department, National Bank of Slovakia.
    54. Hubert Dichtl, 2020. "Investing in the S&P 500 index: Can anything beat the buy‐and‐hold strategy?," Review of Financial Economics, John Wiley & Sons, vol. 38(2), pages 352-378, April.
    55. Jian, Zhihong & Li, Xupei, 2021. "Skewness-based market integration: A systemic risk measure across international equity markets," International Review of Financial Analysis, Elsevier, vol. 74(C).
    56. Canela, Miguel Angel & Collazo, Eduardo Pedreira, 2007. "Portfolio selection with skewness in emerging market industries," Emerging Markets Review, Elsevier, vol. 8(3), pages 230-250, September.
    57. Armanious, Amir, 2024. "Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system," Journal of Financial Stability, Elsevier, vol. 73(C).
    58. Cristina Amado & Timo Teräsvirta, 2017. "Specification and testing of multiplicative time-varying GARCH models with applications," Econometric Reviews, Taylor & Francis Journals, vol. 36(4), pages 421-446, April.
    59. Syed Jawad Hussain Shahzad & Naveed Raza & Aneese Hayat Awan, 2014. "Commodities and Stock Investment," SAGE Open, , vol. 4(3), pages 21582440145, September.
    60. Chang, Bo Young & Christoffersen, Peter & Jacobs, Kris, 2013. "Market skewness risk and the cross section of stock returns," Journal of Financial Economics, Elsevier, vol. 107(1), pages 46-68.
    61. Anatolyev Stanislav, 2019. "Volatility filtering in estimation of kurtosis (and variance)," Dependence Modeling, De Gruyter, vol. 7(1), pages 1-23, February.
    62. Markus Haas & Jochen Krause & Marc S. Paolella & Sven C. Steude, 2013. "Time-Varying Mixture GARCH Models and Asymmetric Volatility," Swiss Finance Institute Research Paper Series 13-04, Swiss Finance Institute.
    63. Frederico Caeiro & Ayana Mateus, 2023. "A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution," Mathematics, MDPI, vol. 11(5), pages 1-17, February.
    64. Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey, 2015. "Bad environments, good environments: A non-Gaussian asymmetric volatility model," Journal of Econometrics, Elsevier, vol. 186(1), pages 258-275.
    65. Xu Chong Bo & Jianlei Han & Yin Liao & Jing Shi & Wu Yan, 2021. "Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 3977-4006, September.
    66. Hjertstrand, Per & Norbäck, Pehr-Johan & Persson, lars, 2017. "The Educated Underdog Becomes the Ultimate Superstar," Working Paper Series 1176, Research Institute of Industrial Economics.
    67. Stelios Bekiros & Amanda Dahlström & Gazi Salah Uddin & Oskar Ege & Ranadeva Jayasekera, 2020. "A tale of two shocks: The dynamics of international real estate markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 3-27, January.
    68. Perepolkin, Dmytro & Lindsröm, Erik & Sahlin, Ullrika, 2023. "Quantile-parameterized distributions for expert knowledge elicitation," OSF Preprints tq3an, Center for Open Science.
    69. Griffin, Jim E. & Mitrodima, Gelly, 2020. "A Bayesian quantile time series model for asset returns," LSE Research Online Documents on Economics 105610, London School of Economics and Political Science, LSE Library.
    70. Serna, Gregorio, 2023. "On the predictive ability of conditional market skewness," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 186-191.
    71. Haas Markus, 2010. "Skew-Normal Mixture and Markov-Switching GARCH Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-56, September.
    72. Lujano-Rojas, Juan M. & Dufo-López, Rodolfo & Bernal-Agustín, José L., 2012. "Optimal sizing of small wind/battery systems considering the DC bus voltage stability effect on energy capture, wind speed variability, and load uncertainty," Applied Energy, Elsevier, vol. 93(C), pages 404-412.
    73. Riccardo Colacito & Eric Ghysels & Jinghan Meng & Wasin Siwasarit, 2016. "Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory," The Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2069-2109.
    74. Cristina Amado & Timo Teräsvirta, 2011. "Modelling Volatility by Variance Decomposition," NIPE Working Papers 01/2011, NIPE - Universidade do Minho.
    75. Tomasz Wozniak, 2015. "Granger-causal analysis of GARCH models: a Bayesian approach," Department of Economics - Working Papers Series 1194, The University of Melbourne.
    76. Pora, Pierre & Wilner, Lionel, 2020. "A decomposition of labor earnings growth: Recovering Gaussianity?," Labour Economics, Elsevier, vol. 63(C).
    77. Matteo Grigoletto & Francesco Lisi, 2011. "Practical implications of higher moments in risk management," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(4), pages 487-506, November.
    78. Costas, Rodrigo, 2014. "The skewness of scientific productivity," UC3M Working papers. Economics we1402, Universidad Carlos III de Madrid. Departamento de Economía.
    79. Lu, Xinjie & Ma, Feng & Wang, Jianqiong & Dong, Dayong, 2022. "Singlehanded or joint race? Stock market volatility prediction," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 734-754.
    80. Chu, Carlin C.F. & Lam, K.P., 2011. "Modeling intraday volatility: A new consideration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(3), pages 388-418, July.
    81. Jozef Barunik & Martin Hronec & Ondrej Tobek, 2024. "Predicting the distributions of stock returns around the globe in the era of big data and learning," Papers 2408.07497, arXiv.org.
    82. Ramsey, A., 2018. "Conditional Distributions of Crop Yields: A Bayesian Approach for Characterizing Technological Change," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277253, International Association of Agricultural Economists.
    83. Trung H. Le & Apostolos Kourtis & Raphael Markellos, 2023. "Modeling skewness in portfolio choice," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(6), pages 734-770, June.
    84. A Ford Ramsey, 2020. "Probability Distributions of Crop Yields: A Bayesian Spatial Quantile Regression Approach," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(1), pages 220-239, January.
    85. B. Cooper Boniece & Lajos Horv'ath & Lorenzo Trapani, 2023. "On changepoint detection in functional data using empirical energy distance," Papers 2310.04853, arXiv.org.
    86. Xue Jiang & Liyan Han & Yang Xu, 2021. "How does skewness perform in the Chinese commodity futures market?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(8), pages 1268-1285, August.
    87. Campos-Martins, Susana & Hendry, David F., 2024. "Common volatility shocks driven by the global carbon transition," Journal of Econometrics, Elsevier, vol. 239(1).
    88. Liu, Xiaochun, 2019. "On tail fatness of macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 62(C).
    89. Andrea Bastianin, 2020. "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Applied Economics, Taylor & Francis Journals, vol. 52(7), pages 637-670, February.
    90. Marian Vavra, 2023. "Bias-Correction in Time Series Quantile Regression Models," Working and Discussion Papers WP 3/2023, Research Department, National Bank of Slovakia.
    91. Johan Hagenbjörk & Jörgen Blomvall, 2019. "Simulation and evaluation of the distribution of interest rate risk," Computational Management Science, Springer, vol. 16(1), pages 297-327, February.
    92. Francesco Lisi, 2007. "Testing asymmetry in financial time series," Quantitative Finance, Taylor & Francis Journals, vol. 7(6), pages 687-696.
    93. Khashanah, Khaldoun & Simaan, Majeed & Simaan, Yusif, 2022. "Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process," International Review of Financial Analysis, Elsevier, vol. 81(C).
    94. Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi, 2012. "Robust estimation of covariance and its application to portfolio optimization," Finance Research Letters, Elsevier, vol. 9(3), pages 121-134.
    95. Cappiello, Lorenzo & Manganelli, Simone & Kadareja, Arjan, 2008. "The impact of the euro on equity markets: a country and sector decomposition," Working Paper Series 906, European Central Bank.
    96. Jiang, Xue & Han, Liyan & Yin, Libo, 2019. "Currency strategies based on momentum, carry trade and skewness," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 121-131.
    97. Mensah, Jones Odei & Premaratne, Gamini, 2017. "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, vol. 41(C), pages 516-546.
    98. Antonio Perianes-Rodriguez & Javier Ruiz-Castillo, 2015. "Within- and between-department variability in individual productivity: the case of economics," Scientometrics, Springer;Akadémiai Kiadó, vol. 102(2), pages 1497-1520, February.
    99. Walter Krämer, 2021. "Asymmetry in the distribution of daily stock returns," Empirical Economics, Springer, vol. 60(3), pages 1115-1125, March.
    100. Wu, Jyh-Lin & Lee, Chingnun & Wang, Tzu-Wei, 2011. "A re-examination on dissecting the purchasing power parity puzzle," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 572-586, April.
    101. Harvey, Andrew, 2010. "Tracking a changing copula," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 485-500, June.
    102. Ahadzie, Richard Mawulawoe & Jeyasreedharan, Nagaratnam, 2020. "Trading volume and realized higher-order moments in the Australian stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
    103. Hiromitsu Kobayashi & Chorong Song & Harumi Ikei & Bum-Jin Park & Juyoung Lee & Takahide Kagawa & Yoshifumi Miyazaki, 2017. "Population-Based Study on the Effect of a Forest Environment on Salivary Cortisol Concentration," IJERPH, MDPI, vol. 14(8), pages 1-9, August.
    104. Ji Ho Kwon, 2021. "On the factors of Bitcoin’s value at risk," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-31, December.
    105. Teräsvirta, Timo, 2006. "An introduction to univariate GARCH models," SSE/EFI Working Paper Series in Economics and Finance 646, Stockholm School of Economics.
    106. Sanjiv Jaggia & Alison Kelly-Hawke, 2009. "Modelling skewness and elongation in financial returns: the case of exchange-traded funds," Applied Financial Economics, Taylor & Francis Journals, vol. 19(16), pages 1305-1316.
    107. Pierdomenico Duttilo & Stefano Antonio Gattone & Barbara Iannone, 2024. "Mixtures of generalized normal distributions and EGARCH models to analyse returns and volatility of ESG and traditional investments," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(4), pages 755-775, December.
    108. Hua, Jian & Manzan, Sebastiano, 2013. "Forecasting the return distribution using high-frequency volatility measures," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4381-4403.
    109. Xu, Zhongxiang & Chevapatrakul, Thanaset & Li, Xiafei, 2019. "Return asymmetry and the cross section of stock returns," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 93-110.
    110. Malmsten, Hans & Teräsvirta, Timo, 2004. "Stylized Facts of Financial Time Series and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance 563, Stockholm School of Economics, revised 03 Sep 2004.
    111. Ana‐Maria Fuertes & Zhenya Liu & Weiqing Tang, 2022. "Risk‐neutral skewness and commodity futures pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(4), pages 751-785, April.
    112. Richard Mawulawoe Ahadzie & Nagaratnam Jeyasreedharan, 2024. "Higher‐order moments and asset pricing in the Australian stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 75-128, March.
    113. Randal J. Verbrugge & Saeed Zaman, 2022. "Improving Inflation Forecasts Using Robust Measures," Working Papers 22-23R, Federal Reserve Bank of Cleveland, revised 30 May 2023.
    114. Le, Trung H., 2021. "International portfolio allocation: The role of conditional higher moments," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 33-57.
    115. Jörg Döpke & Karsten Müller & Lars Tegtmeier, 2023. "Moments of cross‐sectional stock market returns and the German business cycle," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 52(2), July.
    116. Adam Farago & Erik Hjalmarsson, 2023. "Long-Horizon Stock Returns Are Positively Skewed," Review of Finance, European Finance Association, vol. 27(2), pages 495-538.
    117. Gonçalves, Alan D.S. & Fernandes, Leonardo H.S. & Nascimento, Abraão D.C., 2022. "Dynamics diagnosis of the COVID-19 deaths using the Pearson diagram," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    118. Matteo Bonato, 2012. "Modeling fat tails in stock returns: a multivariate stable-GARCH approach," Computational Statistics, Springer, vol. 27(3), pages 499-521, September.
    119. Vladimir Boginski & Sergiy Butenko & Oleg Shirokikh & Svyatoslav Trukhanov & Jaime Gil Lafuente, 2014. "A network-based data mining approach to portfolio selection via weighted clique relaxations," Annals of Operations Research, Springer, vol. 216(1), pages 23-34, May.
    120. Tamara Broderick & Ryan Giordano & Rachael Meager, 2020. "An Automatic Finite-Sample Robustness Metric: When Can Dropping a Little Data Make a Big Difference?," Papers 2011.14999, arXiv.org, revised Jul 2023.
    121. Vadim Azhmyakov & Ilya Shirokov & Luz Adriana Guzman Trujillo, 2024. "Advanced Statistical Analysis of the Predicted Volatility Levels in Crypto Markets," JRFM, MDPI, vol. 17(7), pages 1-15, July.
    122. Bonato, Matteo, 2011. "Robust estimation of skewness and kurtosis in distributions with infinite higher moments," Finance Research Letters, Elsevier, vol. 8(2), pages 77-87, June.
    123. Cui, Jinxin & Maghyereh, Aktham & Liao, Dijia, 2024. "Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments," International Review of Economics & Finance, Elsevier, vol. 95(C).
    124. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2022. "Hedging the extreme risk of cryptocurrency," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    125. Andrade, Philippe & Ferroni, Filippo & Melosi, Leonardo, 2024. "Higher-Order Moment Inequality Restrictions for SVARs," The Warwick Economics Research Paper Series (TWERPS) 1537, University of Warwick, Department of Economics.
    126. Strobel, Marcus & Auer, Benjamin R., 2018. "Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?," International Review of Economics & Finance, Elsevier, vol. 53(C), pages 168-184.
    127. Perepolkin, Dmytro & Lindsröm, Erik & Sahlin, Ullrika, 2023. "Quantile-parameterized distributions for expert knowledge elicitation," OSF Preprints tq3an_v1, Center for Open Science.
    128. Ramesh Adhikari & Kyle J. Putnam & Humnath Panta, 2020. "Robust Optimization-Based Commodity Portfolio Performance," IJFS, MDPI, vol. 8(3), pages 1-16, September.
    129. Mora Galán, Alberto & Pérez, Ana, 2004. "Stochastic volatility models and the Taylor effect," DES - Working Papers. Statistics and Econometrics. WS ws046315, Universidad Carlos III de Madrid. Departamento de Estadística.
    130. Antonio Bello & Derek Bunn & Javier Reneses & Antonio Muñoz, 2016. "Parametric Density Recalibration of a Fundamental Market Model to Forecast Electricity Prices," Energies, MDPI, vol. 9(11), pages 1-15, November.
    131. Martin Eling & Simone Farinelli & Damiano Rossello & Luisa Tibiletti, 2010. "Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 6(4), pages 290-304, September.
    132. Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2008. "Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR," Working Paper Series 957, European Central Bank.
    133. Carnero, M. Angeles & León, Angel & Ñíguez, Trino-Manuel, 2023. "Skewness in energy returns: estimation, testing and retain-->implications for tail risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 178-189.
    134. Paola Stolfi & Mauro Bernardi & Lea Petrella, 2018. "The sparse method of simulated quantiles: An application to portfolio optimization," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(3), pages 375-398, August.
    135. Josiah Oteri Orosegbo Michael & Alfred Sani Ilemona & Gbegi Daniel Orsaa, 2025. "Intellectual Capital and Firm Performance of Deposit Money Banks: Supporting Role of Management," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 9(1), pages 2019-2029, January.
    136. Kyungsub Lee, 2013. "Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data," Papers 1311.5036, arXiv.org, revised Jul 2015.
    137. Lai Wan-Ni, 2012. "Faith matters? A closer look at the performance of belief-based equity investments," Journal of Asset Management, Palgrave Macmillan, vol. 13(6), pages 421-436, December.
    138. Anders Wilhelmsson, 2006. "Garch forecasting performance under different distribution assumptions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(8), pages 561-578.

  45. Teodosio Perez‐Amaral & Giampiero M. Gallo & Halbert White, 2003. "A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 821-838, December.
    See citations under working paper version above.
  46. Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2003. "Forecast evaluation with shared data sets," International Journal of Forecasting, Elsevier, vol. 19(2), pages 217-227.
    See citations under working paper version above.
  47. Gonçalves, Sílvia & White, Halbert, 2002. "The Bootstrap Of The Mean For Dependent Heterogeneous Arrays," Econometric Theory, Cambridge University Press, vol. 18(6), pages 1367-1384, December.
    See citations under working paper version above.
  48. Chen Xiaohong & White Halbert, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-55, April.
    See citations under working paper version above.
  49. Kim T-H. & White H., 2001. "James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 697-705, June.
    See citations under working paper version above.
  50. Sakata, Shinichi & White, Halbert, 2001. "S-estimation of nonlinear regression models with dependent and heterogeneous observations," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 5-72, July.

    Cited by:

    1. John M. Abowd & Francis Kramarz & Sebastien Perez-Duarte & Ian M. Schmutte, 2017. "Sorting Between and Within Industries: A Testable Model of Assortative Matching," Working Papers 17-43, Center for Economic Studies, U.S. Census Bureau.
    2. Pankaj Sinha & Naina Grover, 2021. "Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 183-204, May.
    3. Čίžek, Pavel & Härdle, Wolfgang Karl, 2006. "Robust econometrics," SFB 649 Discussion Papers 2006-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
    5. PREMINGER Arie & STORTI Giuseppe, 2017. "Least squares estimation for GARCH (1,1) model with heavy tailed errors," LIDAM Discussion Papers CORE 2017015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. PREMINGER, Arie & STORTI, Giuseppe, 2006. "A GARCH (1,1) estimator with (almost) no moment conditions on the error term," LIDAM Discussion Papers CORE 2006068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. Sakata, Shinichi, 2007. "Instrumental variable estimation based on conditional median restriction," Journal of Econometrics, Elsevier, vol. 141(2), pages 350-382, December.
    8. Ana M. Bianco & Paula M. Spano, 2019. "Robust inference for nonlinear regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 369-398, June.
    9. Duchesne, Pierre, 2004. "On robust testing for conditional heteroscedasticity in time series models," Computational Statistics & Data Analysis, Elsevier, vol. 46(2), pages 227-256, June.
    10. Corina SAMAN, 2015. "Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 93-106, March.
    11. PREMINGER, Arie & SAKATA, Shinichi, 2005. "A model selection method for S-estimation," LIDAM Discussion Papers CORE 2005073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    12. Sibbertsen, Philipp, 1999. "S-estimation in the nonlinear regression model with long-memory error terms," Technical Reports 1999,36, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

  51. Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2001. "Dangers of data mining: The case of calendar effects in stock returns," Journal of Econometrics, Elsevier, vol. 105(1), pages 249-286, November.

    Cited by:

    1. Diego Winkelried & Luis A. Iberico, 2018. "Calendar effects in Latin American stock markets," Empirical Economics, Springer, vol. 54(3), pages 1215-1235, May.
    2. Kam Fong Chan & John G. Powell & Jing Shi & Tom Smith, 2018. "Dividend persistence and dividend behaviour," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 127-147, March.
    3. Egbers, Tom & Swinkels, Laurens, 2015. "Can implied volatility predict returns on the currency carry trade?," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 14-26.
    4. Andrew Y. Chen & Tom Zimmermann, 2018. "Publication Bias and the Cross-Section of Stock Returns," Finance and Economics Discussion Series 2018-033, Board of Governors of the Federal Reserve System (U.S.).
    5. William Ziemba, 2011. "Investing in the turn-of-the-year effect," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 455-472, December.
    6. Meenagh, David & Minford, Patrick & Peel, David, 2007. "Simulating stock returns under switching regimes - A new test of market efficiency," Economics Letters, Elsevier, vol. 94(2), pages 235-239, February.
    7. Thomas Lux, 2009. "Applications of Statistical Physics in Finance and Economics," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 9, Edward Elgar Publishing.
    8. Chatzitzisi, Evanthia & Fountas, Stilianos & Panagiotidis, Theodore, 2021. "Another look at calendar anomalies," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 823-840.
    9. Doron Avramov & Guy Kaplanski & Avanidhar Subrahmanyam, 2022. "Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective," Management Science, INFORMS, vol. 68(10), pages 7658-7681, October.
    10. Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang, 2018. "Asset allocation strategies, data snooping, and the 1 / N rule," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 257-269.
    11. Kaplan, David M. & Zhuo, Longhao, 2021. "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
    12. Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton, 2006. "Are there Monday effects in Stock Returns: A Stochastic Dominance Approach," FMG Discussion Papers dp568, Financial Markets Group.
    13. Linton, Oliver & Wu, Jianbin, 2020. "A coupled component DCS-EGARCH model for intraday and overnight volatility," Journal of Econometrics, Elsevier, vol. 217(1), pages 176-201.
    14. Chan, Kam Fong & Gray, Philip & Gray, Stephen & Zhong, Angel, 2020. "Political uncertainty, market anomalies and Presidential honeymoons," Journal of Banking & Finance, Elsevier, vol. 113(C).
    15. Rebecca M. Baker & Tahani Coolen-Maturi & Frank P. A. Coolen, 2017. "Nonparametric predictive inference for stock returns," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(8), pages 1333-1349, June.
    16. Gleason, Katherine I. & Klock, Mark, 2006. "Intangible capital in the pharmaceutical and chemical industry," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 300-314, May.
    17. Linton, O. & Wu, J., 2016. "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics 1671, Faculty of Economics, University of Cambridge.
    18. Kim-Leng Goh & Kim-Lian Kok, 2006. "Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 5(1), pages 41-59, April.
    19. Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
    20. Powell, John G. & Shi, Jing & Smith, Tom & Whaley, Robert E., 2009. "Political regimes, business cycles, seasonalities, and returns," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1112-1128, June.
    21. Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005. "Formalized Data Snooping Based on Generalized Error Rates," IEW - Working Papers 259, Institute for Empirical Research in Economics - University of Zurich.
    22. Oded Galor & Omer Moav, 2005. "Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence," 2005 Meeting Papers 24, Society for Economic Dynamics.
    23. Cummins, Mark & Dowling, Michael & Lucey, Brian M., 2015. "Behavioral influences in non-ferrous metals prices," Resources Policy, Elsevier, vol. 45(C), pages 9-22.
    24. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, July.
    25. Shanaev, Savva & Ghimire, Binam, 2022. "A generalised seasonality test and applications for cryptocurrency and stock market seasonality," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 172-185.
    26. Lutz Kilian & Clara Vega, 2008. "Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices," International Finance Discussion Papers 957, Board of Governors of the Federal Reserve System (U.S.).
    27. Bertrand Maillet & Thierry Michel, 2005. "Technical analysis profitability when exchange rates are pegged: A note," The European Journal of Finance, Taylor & Francis Journals, vol. 11(6), pages 463-470.
    28. Atsushi Inoue & Lutz Kilian, 2005. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 371-402.
    29. Degenhardt, Thomas & Auer, Benjamin R., 2018. "The “Sell in May” effect: A review and new empirical evidence," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 169-205.
    30. David M. Kaplan & Longhao Zhuo, 2018. "Frequentist size of Bayesian inequality tests," Working Papers 1802, Department of Economics, University of Missouri, revised 14 Jul 2019.
    31. Martin T. Bohl & Christian A. Salm, 2009. "The Other January Effect: International Evidence," CQE Working Papers 0809, Center for Quantitative Economics (CQE), University of Muenster.
    32. Foong Soon Cheong, 2016. "Debunking Two Myths of the Weekend Effect," IJFS, MDPI, vol. 4(2), pages 1-9, April.
    33. Bekiroglu, Korkut & Duru, Okan & Gulay, Emrah & Su, Rong & Lagoa, Constantino, 2018. "Predictive analytics of crude oil prices by utilizing the intelligent model search engine," Applied Energy, Elsevier, vol. 228(C), pages 2387-2397.
    34. Stephen A. Gorman & Frank J. Fabozzi, 2021. "The ABC’s of the alternative risk premium: academic roots," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 405-436, October.
    35. Hubert Dichtl, 2020. "Investing in the S&P 500 index: Can anything beat the buy‐and‐hold strategy?," Review of Financial Economics, John Wiley & Sons, vol. 38(2), pages 352-378, April.
    36. Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2020. "Expiration day effects on European trading volumes," Empirical Economics, Springer, vol. 58(4), pages 1603-1638, April.
    37. Giovanis, Eleftherios, 2009. "Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB," MPRA Paper 22326, University Library of Munich, Germany.
    38. Carrazedo, Tiago & Curto, José Dias & Oliveira, Luís, 2016. "The Halloween effect in European sectors," Research in International Business and Finance, Elsevier, vol. 37(C), pages 489-500.
    39. Hubert Dichtl & Wolfgang Drobetz & Viktoria‐Sophie Wendt, 2021. "How to build a factor portfolio: Does the allocation strategy matter?," European Financial Management, European Financial Management Association, vol. 27(1), pages 20-58, January.
    40. Ryan Bartens & Shakill Hassan, 2010. "Value, size and momentum portfolios in real time: the cross section of South African stocks," Australian Journal of Management, Australian School of Business, vol. 35(2), pages 181-202, August.
    41. Gurgul Henryk & Suder Marcin, 2016. "Calendar and Seasonal Effects on the Size of Withdrawals from Atms Managed By Euronet," Statistics in Transition New Series, Statistics Poland, vol. 17(4), pages 691-722, December.
    42. Norman R. Swanson & Lili Cai, 2011. "In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008," Departmental Working Papers 201102, Rutgers University, Department of Economics.
    43. Georgios Bampinas & Stilianos Fountas & Theodore Panagiotidis, 2015. "The Day-of-the-Week Effect is Weak: Evidence from the European Real Estate Sector," Working Paper series 15-19, Rimini Centre for Economic Analysis.
    44. Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2019. "Review of new trends in the literature on factor models and mutual fund performance," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 344-354.
    45. Dichtl, Hubert & Drobetz, Wolfgang, 2015. "Sell in May and Go Away: Still good advice for investors?," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 29-43.
    46. Oleg Rytchkov & Xun Zhong, 2020. "Information Aggregation and P-Hacking," Management Science, INFORMS, vol. 66(4), pages 1605-1626, April.
    47. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
    48. Doyle, John R. & Chen, Catherine Huirong, 2009. "The wandering weekday effect in major stock markets," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1388-1399, August.
    49. Pedro Antonio Martín-Cervantes & María del Carmen Valls Martínez, 2023. "Unraveling the relationship between betas and ESG scores through the Random Forests methodology," Risk Management, Palgrave Macmillan, vol. 25(3), pages 1-29, September.
    50. Gencay, Ramazan & Selcuk, Faruk & Ulugulyagci, Abdurrahman, 2003. "High volatility, thick tails and extreme value theory in value-at-risk estimation," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 337-356, October.
    51. Lux, Thomas, 2008. "Applications of statistical physics in finance and economics," Kiel Working Papers 1425, Kiel Institute for the World Economy (IfW Kiel).
    52. Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.
    53. Qadan, Mahmoud & Idilbi-Bayaa, Yasmeen, 2021. "The day-of-the-week-effect on the volatility of commodities," Resources Policy, Elsevier, vol. 71(C).
    54. Keith Cuthbertson & Dirk Nitzsche & Niall O'Sullivan, 2010. "Mutual Fund Performance: Measurement and Evidence," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 19(2), pages 95-187, May.
    55. Sproule, Robert & Gosselin, Gabriel, 2023. "Is the research agenda for calendar anomalies “much do about nothing”?," MPRA Paper 117001, University Library of Munich, Germany.
    56. Michael D. Hausfeld & Gordon C. Rausser & Gareth J. Macartney & Michael P. Lehmann & Sathya S. Gosselin, 2014. "Antitrust class proceedings – Then and now," Research in Law and Economics, in: The Law and Economics of Class Actions, volume 26, pages 77-133, Emerald Group Publishing Limited.
    57. White, Halbert & Timmermann, Allan & Sullivan, Ryan, 2001. "Forecast Evaluation with Shared Data Sets," CEPR Discussion Papers 3060, C.E.P.R. Discussion Papers.
    58. Ilias Tsiakas, 2010. "The Economic Gains Of Trading Stocks Around Holidays," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(1), pages 1-26, March.
    59. Kim, Jae H. & Shamsuddin, Abul, 2023. "Stock market anomalies: An extreme bounds analysis," International Review of Financial Analysis, Elsevier, vol. 90(C).
    60. Eddie C. M. Hui & Ka Kwan Kevin Chan, 2018. "Testing Calendar Effects of International Equity and Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 56(1), pages 140-158, January.
    61. Ülkü, Numan & Rogers, Madeline, 2018. "Who drives the Monday effect?," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 46-65.
    62. Sven Bouman & Ben Jacobsen, 2002. "The Halloween Indicator, "Sell in May and Go Away": Another Puzzle," American Economic Review, American Economic Association, vol. 92(5), pages 1618-1635, December.
    63. Laurens Swinkels & Pim van Vliet, 2012. "An anatomy of calendar effects," Journal of Asset Management, Palgrave Macmillan, vol. 13(4), pages 271-286, August.
    64. Dragan Tevdovski & Martin Mihajlov & Igor Sazdovski, 2012. "The Day Of The Week Effect In South Eastern Europe Stock Markets," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 20-24, September.
    65. Alt, Raimund & Fortin, Ines & Weinberger, Simon, 2011. "The Monday effect revisited: An alternative testing approach," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 447-460, June.
    66. Adriano Koshiyama & Nick Firoozye, 2019. "Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases," Papers 1905.05023, arXiv.org.
    67. Cheol‐Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, September.
    68. Hudson, Robert S. & Gregoriou, Andros, 2015. "Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 151-162.
    69. E. Hui & J. Wright & S. Yam, 2014. "Calendar Effects and Real Estate Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 91-115, July.
    70. Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020. "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, vol. 71(C).
    71. Coakley, Jerry & Kuo, Jing-Ming & Wood, Andrew, 2012. "The School’s Out effect: A new seasonal anomaly!," The British Accounting Review, Elsevier, vol. 44(3), pages 133-143.
    72. Atanasova, Christina V. & Hudson, Robert S., 2010. "Technical trading rules and calendar anomalies -- Are they the same phenomena?," Economics Letters, Elsevier, vol. 106(2), pages 128-130, February.
    73. Tsiakas, Ilias, 2008. "Overnight information and stochastic volatility: A study of European and US stock exchanges," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 251-268, February.
    74. Brian Lucey & Shane Whelan, 2004. "Monthly and semi-annual seasonality in the Irish equity market 1934-2000," Applied Financial Economics, Taylor & Francis Journals, vol. 14(3), pages 203-208.
    75. Enoch Cheng & Clemens C. Struck, 2019. "Time-Series Momentum: A Monte-Carlo Approach," Working Papers 201906, School of Economics, University College Dublin.
    76. John C. Frain, 2008. "Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices," Trinity Economics Papers tep0108, Trinity College Dublin, Department of Economics, revised May 2008.
    77. Rapach, David & Zhou, Guofu, 2013. "Forecasting Stock Returns," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 328-383, Elsevier.
    78. Chan, Kam Fong & Marsh, Terry, 2021. "Asset prices, midterm elections, and political uncertainty," Journal of Financial Economics, Elsevier, vol. 141(1), pages 276-296.
    79. Filipovski, Vladimir & Tevdovski, Dragan, 2017. "Stock market efficiency in South Eastern Europe: testing return predictability and presence of calendar effects," MPRA Paper 76818, University Library of Munich, Germany.
    80. Christian Handke & Lucie Guibault & Joan‐Josep Vallbé, 2021. "Copyright's impact on data mining in academic research," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(8), pages 1999-2016, December.
    81. Alagidede, Paul, 2008. "Month-of-the-year and pre-holiday seasonality in African stock markets," Stirling Economics Discussion Papers 2008-23, University of Stirling, Division of Economics.
    82. Lenz, Guido & Mayer, Maximilian, 2023. "Hollywood, Wall Street, and Mistrusting Individual Investors," Journal of Economic Behavior & Organization, Elsevier, vol. 210(C), pages 117-138.
    83. Strobel, Marcus & Auer, Benjamin R., 2018. "Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?," International Review of Economics & Finance, Elsevier, vol. 53(C), pages 168-184.
    84. Brian Lucey, 2004. "Robust estimates of daily seasonality in the Irish equity market," Applied Financial Economics, Taylor & Francis Journals, vol. 14(7), pages 517-523.
    85. Anthony Gu, 2004. "The Reversing Weekend Effect: Evidence from the U.S. Equity Markets," Review of Quantitative Finance and Accounting, Springer, vol. 22(1), pages 5-14, January.
    86. Hisham Farag, 2015. "Long-term Overreaction, Regulatory Policies and Stock Market Anomalies: Evidence from Egypt," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 112-139, August.
    87. Benjamin Munyan, 2015. "Regulatory Arbitrage in Repo Markets," Working Papers 15-22, Office of Financial Research, US Department of the Treasury.
    88. Dichtl, Hubert & Drobetz, Wolfgang, 2014. "Are stock markets really so inefficient? The case of the “Halloween Indicator”," Finance Research Letters, Elsevier, vol. 11(2), pages 112-121.

  52. Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000. "Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes," Journal of Econometrics, Elsevier, vol. 96(1), pages 39-73, May.
    See citations under working paper version above.
  53. Halbert White, 2000. "A Reality Check for Data Snooping," Econometrica, Econometric Society, vol. 68(5), pages 1097-1126, September.

    Cited by:

    1. Matei Demetrescu & Uwe Hassler & Vladimir Kuzin, 2011. "Pitfalls of post-model-selection testing: experimental quantification," Empirical Economics, Springer, vol. 40(2), pages 359-372, April.
    2. Tae-Hwy Lee & Weiping Yang, 2014. "Granger-Causality in Quantiles between Financial Markets: Using Copula Approach," Working Papers 201406, University of California at Riverside, Department of Economics.
    3. Gabriel Frahm & Tobias Wickern & Christof Wiechers, 2012. "Multiple tests for the performance of different investment strategies," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 343-383, July.
    4. Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
    5. Wang, Yudong & Hao, Xianfeng, 2023. "Forecasting the real prices of crude oil: What is the role of parameter instability?," Energy Economics, Elsevier, vol. 117(C).
    6. Norman R. Swanson & Nii Ayi Armah, 2011. "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers 201103, Rutgers University, Department of Economics.
    7. Josh R. Stillwagon, 2014. "Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation," Working Papers 1405, Trinity College, Department of Economics.
    8. Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013. "Chi-squared tests for evaluation and comparison of asset pricing models," Journal of Econometrics, Elsevier, vol. 173(1), pages 108-125.
    9. Borbély, Dóra & Meier, Carsten-Patrick, 2003. "Macroeconomic interval forecasting: the case of assessing the risk of deflation in Germany," Kiel Working Papers 1153, Kiel Institute for the World Economy (IfW Kiel).
    10. Lee, Tae-Hwy & Long, Xiangdong, 2009. "Copula-based multivariate GARCH model with uncorrelated dependent errors," Journal of Econometrics, Elsevier, vol. 150(2), pages 207-218, June.
    11. Lü, Xiaoshu & Lu, Tao & Kibert, Charles J. & Viljanen, Martti, 2015. "Modeling and forecasting energy consumption for heterogeneous buildings using a physical–statistical approach," Applied Energy, Elsevier, vol. 144(C), pages 261-275.
    12. Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65, May.
    13. Ralf Becker & Adam Clements, 2007. "Are combination forecasts of S&P 500 volatility statistically superior?," NCER Working Paper Series 17, National Centre for Econometric Research.
    14. Thomas A. Knetsch, 2004. "Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey," CESifo Working Paper Series 1202, CESifo.
    15. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-Dimensional Econometrics and Regularized GMM," Papers 1806.01888, arXiv.org, revised Jun 2018.
    16. Christian Walkshäusl & Sebastian Lobe, 2010. "Fundamental indexing around the world," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 117-127, August.
    17. Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019. "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers 201977, University of Pretoria, Department of Economics.
    18. Montgomery, William & Raza, Ahmad & Ülkü, Numan, 2019. "Tests of technical trading rules and the 52-week high strategy in the corporate bond market," Global Finance Journal, Elsevier, vol. 40(C), pages 85-103.
    19. Philippe Mathieu & Olivier Brandouy, 2006. "A Broad-Spectrum Computational Approach for Market Efficiency," Post-Print hal-00731962, HAL.
    20. Fernandes, Marcelo, 2001. "Nonparametric entropy-based tests of independence between stochastic processes," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 413, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    21. Coakley, Jerry & Marzano, Michele & Nankervis, John, 2016. "How profitable are FX technical trading rules?," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 273-282.
    22. McMillan, David G., 2009. "The confusing time-series behaviour of real exchange rates: Are asymmetries important?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 692-711, October.
    23. Adriano Koshiyama & Sebastian Flennerhag & Stefano B. Blumberg & Nick Firoozye & Philip Treleaven, 2020. "QuantNet: Transferring Learning Across Systematic Trading Strategies," Papers 2004.03445, arXiv.org, revised Jun 2020.
    24. Wang, Yudong & Liu, Li & Wu, Chongfeng, 2020. "Forecasting commodity prices out-of-sample: Can technical indicators help?," International Journal of Forecasting, Elsevier, vol. 36(2), pages 666-683.
    25. Wang, Yudong & Wu, Chongfeng, 2012. "Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?," Energy Economics, Elsevier, vol. 34(6), pages 2167-2181.
    26. Degiannakis, Stavros & Floros, Christos, 2013. "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, vol. 28(C), pages 68-81.
    27. Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Paper Series 176, WU Vienna University of Economics and Business.
    28. GIOT, Pierre & PETITJEAN, Mikael, 2005. "Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio," LIDAM Discussion Papers CORE 2005010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    29. Romulo A. Chumacero, 2004. "Forecasting Chilean Industrial Production with Automated Procedures," Econometric Society 2004 Latin American Meetings 177, Econometric Society.
    30. Beatriz Martínez Martínez & Hipolit Torro Enguix, 2017. "Hedging spark spread risk with futures," Working Papers. Serie EC 2017-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    31. Clark, Todd E. & McCracken, Michael W., 2015. "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
    32. Egbers, Tom & Swinkels, Laurens, 2015. "Can implied volatility predict returns on the currency carry trade?," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 14-26.
    33. Bruno Ferman & Cristine Pinto & Vitor Possebom, 2020. "Cherry Picking with Synthetic Controls," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 39(2), pages 510-532, March.
    34. Nonejad, Nima, 2021. "Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important," International Review of Financial Analysis, Elsevier, vol. 77(C).
    35. Vitali Alexeev & Francis Tapon, 2010. "Testing Weak Form Efficiency on the Toronto Stock Exchange," Working Papers 1002, University of Guelph, Department of Economics and Finance.
    36. Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin, 2015. "Trend definition or holding strategy: What determines the profitability of candlestick charting?," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 172-183.
    37. Andriosopoulos, Kostas & Doumpos, Michael & Papapostolou, Nikos C. & Pouliasis, Panos K., 2013. "Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 52(C), pages 16-34.
    38. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 15, pages 777-878, Elsevier.
    39. Dunis, Christian & Kellard, Neil M. & Snaith, Stuart, 2013. "Forecasting EUR–USD implied volatility: The case of intraday data," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4943-4957.
    40. Darvas, Zsolt, 2009. "Leveraged carry trade portfolios," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 944-957, May.
    41. Saša ŽIKOVIÆ & Randall K. FILER, 2013. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(4), pages 327-359, August.
    42. David E. Rapach & Jack K. Strauss, 2008. "Structural breaks and GARCH models of exchange rate volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 65-90.
    43. Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021. "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, vol. 37(2), pages 881-898.
    44. Erik Kole & Dick Dijk, 2017. "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 120-139, January.
    45. Campbell, John, 2000. "Asset Pricing at the Millennium," Scholarly Articles 3294737, Harvard University Department of Economics.
    46. Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2016. "Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data," Energy Economics, Elsevier, vol. 56(C), pages 117-133.
    47. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016. "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers 2016-10, Department of Economics and Business Economics, Aarhus University.
    48. Wang, Shan & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015. "Testing the performance of technical trading rules in the Chinese markets based on superior predictive test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 114-123.
    49. Christina Ziegler, 2009. "Testing Predicitive Ability of Business Cycle Indicators for the Euro Area," ifo Working Paper Series 69, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    50. Romulo A. Chumacero, 2004. "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Computing in Economics and Finance 2004 112, Society for Computational Economics.
    51. Duan, Yinying & Chen, Wang & Zeng, Qing & Liu, Zhicao, 2018. "Leverage effect, economic policy uncertainty and realized volatility with regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 148-154.
    52. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ETA: Economic Theory and Applications 253725, Fondazione Eni Enrico Mattei (FEEM).
    53. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
    54. Stefan Nagel, 2012. "Empirical Cross-Sectional Asset Pricing," NBER Working Papers 18554, National Bureau of Economic Research, Inc.
    55. Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Research Working Paper RWP 09-10, Federal Reserve Bank of Kansas City.
    56. Ekaterini Panopoulou & Theologos Pantelidis, 2014. "Speculative behaviour and oil price predictability," Discussion Paper Series 2014_09, Department of Economics, University of Macedonia, revised Dec 2014.
    57. Sylvain Barde, 2015. "A Practical, Universal, Information Criterion over Nth Order Markov Processes," Studies in Economics 1504, School of Economics, University of Kent.
    58. Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2021. "Forecasting the volatility of asset returns: The informational gains from option prices," International Journal of Forecasting, Elsevier, vol. 37(2), pages 862-880.
    59. Martínez, Beatriz & Torró, Hipòlit, 2015. "European Natural Gas Seasonal Effects on Futures Hedging," Energy: Resources and Markets 198462, Fondazione Eni Enrico Mattei (FEEM).
    60. Bajgrowicz, Pierre & Scaillet, Olivier, 2012. "Technical trading revisited: False discoveries, persistence tests, and transaction costs," Journal of Financial Economics, Elsevier, vol. 106(3), pages 473-491.
    61. Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos, 2021. "Trading the foreign exchange market with technical analysis and Bayesian Statistics," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 230-251.
    62. Alonso Gomez & John M Maheu & Alex Maynard, 2008. "Improving Forecasts of Inflation using the Term Structure of Interest Rates," Working Papers tecipa-319, University of Toronto, Department of Economics.
    63. Phillips, Peter C.B., 2005. "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 3-20, February.
    64. Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," Economics Discussion / Working Papers 20-06, The University of Western Australia, Department of Economics.
    65. Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009. "High Watermarks of Market Risks," Post-Print halshs-00425585, HAL.
    66. Thiago Carlomagno Carlo & Emerson Fernandes Marçal, 2016. "Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon," Applied Economics, Taylor & Francis Journals, vol. 48(50), pages 4846-4860, October.
    67. Zhao, Yang & Li, Jianping & Yu, Lean, 2017. "A deep learning ensemble approach for crude oil price forecasting," Energy Economics, Elsevier, vol. 66(C), pages 9-16.
    68. Byunghoon Kang, 2017. "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers 170712442, Lancaster University Management School, Economics Department.
    69. Sager, Michael & Taylor, Mark P., 2014. "Generating currency trading rules from the term structure of forward foreign exchange premia," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 230-250.
    70. Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
    71. Anthony S. Tay, 2006. "Mixing Frequencies : Stock Returns as a Predictor of Real Output Growth," Macroeconomics Working Papers 22480, East Asian Bureau of Economic Research.
    72. Nikos C. Papapostolou & Nikos K. Nomikos & Panos K. Pouliasis & Ioannis Kyriakou, 2014. "Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market," Review of Finance, European Finance Association, vol. 18(4), pages 1507-1539.
    73. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018. "Forecasting US GNP growth: The role of uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 541-559, August.
    74. Marmer, Vadim, 2008. "Nonlinearity, nonstationarity, and spurious forecasts," Journal of Econometrics, Elsevier, vol. 142(1), pages 1-27, January.
    75. Mawuli Segnon & Mark Trede, 2017. "Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach," CQE Working Papers 6617, Center for Quantitative Economics (CQE), University of Muenster.
    76. Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2020. "Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality," Journal of Econometrics, Elsevier, vol. 218(2), pages 633-654.
    77. Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
    78. Yang, Yurun & Göncü, Ahmet & Pantelous, Athanasios A., 2018. "Momentum and reversal strategies in Chinese commodity futures markets," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 177-196.
    79. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    80. Nomikos, Nikos K. & Pouliasis, Panos K., 2011. "Forecasting petroleum futures markets volatility: The role of regimes and market conditions," Energy Economics, Elsevier, vol. 33(2), pages 321-337, March.
    81. Timmermann, Allan, 2018. "Forecasting Methods in Finance," CEPR Discussion Papers 12692, C.E.P.R. Discussion Papers.
    82. Kataria, Mitesh, 2016. "Confirmation: What's in the evidence?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 65(C), pages 9-15.
    83. Bokhari, Jawaad & Cai, Charlie & Hudson, Robert & Keasey, Kevin, 2005. "The predictive ability and profitability of technical trading rules: does company size matter?," Economics Letters, Elsevier, vol. 86(1), pages 21-27, January.
    84. Frank Schorfheide & Kenneth I. Wolpin, 2013. "To Hold Out or Not to Hold Out," NBER Working Papers 19565, National Bureau of Economic Research, Inc.
    85. Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS) 777, University of Warwick, Department of Economics.
    86. Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019. "Reusing Natural Experiments," Working Paper Series 2019-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    87. Wen Cheong Chin & Min Cherng Lee, 2018. "S&P500 volatility analysis using high-frequency multipower variation volatility proxies," Empirical Economics, Springer, vol. 54(3), pages 1297-1318, May.
    88. Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2017. "Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis," Emerging Markets Review, Elsevier, vol. 31(C), pages 32-46.
    89. Corradi, Valentina & Swanson, Norman R., 2004. "A test for the distributional comparison of simulated and historical data," Economics Letters, Elsevier, vol. 85(2), pages 185-193, November.
    90. Becker, R. & Clements, A.E. & Doolan, M.B. & Hurn, A.S., 2015. "Selecting volatility forecasting models for portfolio allocation purposes," International Journal of Forecasting, Elsevier, vol. 31(3), pages 849-861.
    91. Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
    92. Bhardwaj, Geetesh & Swanson, Norman R., 2006. "An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 539-578.
    93. Matthew Spiegel & Harry Mamaysky & Hong Zhang, 2005. "Improved Forecasting of Mutual Fund Alphas and Betas," Yale School of Management Working Papers amz2361, Yale School of Management, revised 01 Mar 2006.
    94. Todd E. Clark & Michael W. McCracken, 2010. "Averaging forecasts from VARs with uncertain instabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 5-29.
    95. Zhang, Yue-Jun & Yao, Ting & He, Ling-Yun & Ripple, Ronald, 2019. "Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 302-317.
    96. Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021. "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, vol. 140(1), pages 101-126.
    97. Chiang, Mi-Hsiu & Chiu, Hsin-Yu & Kuo, Wei-Yu, 2021. "Predictive ability of similarity-based futures trading strategies," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    98. Michael Cooper & Huseyin Gulen, 2006. "Is Time-Series-Based Predictability Evident in Real Time?," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1263-1292, May.
    99. Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan, 2020. "The Out-of-Sample Performance of Carry Trades," CEPR Discussion Papers 15052, C.E.P.R. Discussion Papers.
    100. Yan, Lei & Garcia, Philip, 2017. "Portfolio investment: Are commodities useful?," Journal of Commodity Markets, Elsevier, vol. 8(C), pages 43-55.
    101. Kirstin Hubrich & Kenneth D. West, 2010. "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
    102. Johanna Posch & Fabio Rumler, 2015. "Semi‐Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 145-162, March.
    103. Scholz, Peter & Walther, Ursula, 2011. "The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant," CPQF Working Paper Series 29, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
    104. Di Sanzo, Silvestro, 2018. "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, vol. 74(C), pages 351-359.
    105. Wan-Ni Lai & Yi-Ting Chen & Edward W. Sun, 2021. "Comonotonicity and low volatility effect," Annals of Operations Research, Springer, vol. 299(1), pages 1057-1099, April.
    106. Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang, 2018. "Asset allocation strategies, data snooping, and the 1 / N rule," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 257-269.
    107. Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real-Time Out-of-Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, March.
    108. Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017. "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 113-127.
    109. Jennifer Castle & David Hendry & Jurgen A. Doornik, 2010. "Evaluating Automatic Model Selection," Economics Series Working Papers 474, University of Oxford, Department of Economics.
    110. Sucarrat, Genaro, 2009. "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-33.
    111. Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 2008. "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(2), pages 331-353, June.
    112. Yelland, Phillip M., 2010. "Bayesian forecasting of parts demand," International Journal of Forecasting, Elsevier, vol. 26(2), pages 374-396, April.
    113. Segnon, Mawuli & Lux, Thomas & Gupta, Rangan, 2017. "Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models," Renewable and Sustainable Energy Reviews, Elsevier, vol. 69(C), pages 692-704.
    114. Kevin Sheppard & Andrew J. Patton, 2008. "Evaluating Volatility and Correlation Forecasts," Economics Series Working Papers 2008fe22, University of Oxford, Department of Economics.
    115. Sylvain Barde & Ofce Observatoire Français Des Conjonctures Économiques, 2016. "Direct comparison of agent-based models of herding in financial markets," Post-Print hal-03604749, HAL.
    116. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers 2008-10, School of Economics, The University of New South Wales.
    117. Zou, Hui & Yang, Yuhong, 2004. "Combining time series models for forecasting," International Journal of Forecasting, Elsevier, vol. 20(1), pages 69-84.
    118. Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2017. "Risk Measure Inference," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 499-512, October.
    119. Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007. "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper 9790, University Library of Munich, Germany, revised 15 May 2008.
    120. Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018. "Inference on winners," CeMMAP working papers CWP73/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    121. Aleksejs Krecetovs & Pasquale Della Corte, 2016. "Macro uncertainty and currency premia," 2016 Meeting Papers 624, Society for Economic Dynamics.
    122. Ilze KALNINA, 2015. "Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas," Cahiers de recherche 13-2015, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    123. Johan Blomquist & Joakim Westerlund, 2016. "Panel bootstrap tests of slope homogeneity," Empirical Economics, Springer, vol. 50(4), pages 1359-1381, June.
    124. Andrew J. Patton, 2004. "On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation," Journal of Financial Econometrics, Oxford University Press, vol. 2(1), pages 130-168.
    125. Gary S. Anderson & Alena Audzeyeva, 2019. "A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression," Finance and Economics Discussion Series 2019-074, Board of Governors of the Federal Reserve System (U.S.).
    126. Amélie Charles & Olivier Darné & Jae H. Kim, 2010. "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers hal-00547722, HAL.
    127. Norman R. Swanson & Weiqi Xiong, 2018. "Big data analytics in economics: What have we learned so far, and where should we go from here?," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 695-746, August.
    128. Lucas Fievet & Didier Sornette, 2018. "Calibrating emergent phenomena in stock markets with agent based models," PLOS ONE, Public Library of Science, vol. 13(3), pages 1-17, March.
    129. Francesco Lautizi, 2015. "Large Scale Covariance Estimates for Portfolio Selection," CEIS Research Paper 353, Tor Vergata University, CEIS, revised 07 Aug 2015.
    130. Park, Cheol-Ho & Irwin, Scott H., 2005. "The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test," AgMAS Project Research Reports 14771, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    131. Andrew J. Patton & Tarun Ramadorai, 2013. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," Journal of Finance, American Finance Association, vol. 68(2), pages 597-635, April.
    132. Fays, Boris & Papageorgiou, Nicolas & Lambert, Marie, 2021. "Risk optimizations on basis portfolios: The role of sorting," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 136-163.
    133. Afanasyev, Dmitriy O. & Fedorova, Elena A., 2019. "On the impact of outlier filtering on the electricity price forecasting accuracy," Applied Energy, Elsevier, vol. 236(C), pages 196-210.
    134. Yafeng Qin & Guoyao Pan & Min Bai, 2020. "Improving market timing of time series momentum in the Chinese stock market," Applied Economics, Taylor & Francis Journals, vol. 52(43), pages 4711-4725, September.
    135. Tjeerd de Vries, 2021. "A Tale of Two Tails: A Model-free Approach to Estimating Disaster Risk Premia and Testing Asset Pricing Models," Papers 2105.08208, arXiv.org, revised Oct 2023.
    136. Davide De Gaetano, 2016. "Forecast Combinations For Realized Volatility In Presence Of Structural Breaks," Departmental Working Papers of Economics - University 'Roma Tre' 0208, Department of Economics - University Roma Tre.
    137. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Mishra, Santosh, 2004. "Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood," International Journal of Forecasting, Elsevier, vol. 20(4), pages 629-645.
    138. Chan, Kam Fong & Gray, Philip & Gray, Stephen & Zhong, Angel, 2020. "Political uncertainty, market anomalies and Presidential honeymoons," Journal of Banking & Finance, Elsevier, vol. 113(C).
    139. Bertrand Groslambert & Wan-Ni Lai, 2020. "Ranking tail risk across international stock markets," Economics Bulletin, AccessEcon, vol. 40(2), pages 1756-1768.
    140. Burak Saltoglu & M. Ege Yazgan, 2012. "The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(S5), pages 48-63, November.
    141. Smeekes, S., 2011. "Bootstrap sequential tests to determine the stationary units in a panel," Research Memorandum 003, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    142. Corradi, Valentina & Swanson, Norman R., 2002. "A consistent test for nonlinear out of sample predictive accuracy," Journal of Econometrics, Elsevier, vol. 110(2), pages 353-381, October.
    143. Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.
    144. LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    145. Corradi, Valentina & Swanson, Norman R., 2004. "Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives," International Journal of Forecasting, Elsevier, vol. 20(2), pages 185-199.
    146. Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee, 2001. "Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns," Econometrics Working Papers Archive wp2001_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    147. Raffaella Giacomini & Barbara Rossi, 2013. "Forecasting in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 17, pages 381-408, Edward Elgar Publishing.
    148. Todd E. Clark & Michael W. McCracken, 2010. "Reality checks and nested forecast model comparisons," Working Papers 2010-032, Federal Reserve Bank of St. Louis.
    149. Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013. "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers 645, University of Oxford, Department of Economics.
    150. Peter Christoffersen & Francis X. Diebold, 2002. "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers 2002s-02, CIRANO.
    151. Halkos, George & Tsirivis, Apostolos, 2019. "Using Value-at-Risk for effective energy portfolio risk management," MPRA Paper 91674, University Library of Munich, Germany.
    152. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014. "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, vol. 24(17), pages 1159-1166, September.
    153. Medel, Carlos A., 2012. "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper 35949, University Library of Munich, Germany.
    154. ANGHEL, Dan-Gabriel, 2021. "A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis," Finance Research Letters, Elsevier, vol. 39(C).
    155. Liu, Jing & Wei, Yu & Ma, Feng & Wahab, M.I.M., 2017. "Forecasting the realized range-based volatility using dynamic model averaging approach," Economic Modelling, Elsevier, vol. 61(C), pages 12-26.
    156. Şener, Emrah & Baronyan, Sayad & Ali Mengütürk, Levent, 2012. "Ranking the predictive performances of value-at-risk estimation methods," International Journal of Forecasting, Elsevier, vol. 28(4), pages 849-873.
    157. Chen, Chun-nan, 2013. "The predictability of opening returns for the returns of the trading day: Evidence from Taiwan futures market," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 272-281.
    158. Byunghoon Kang, 2018. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Working Papers 240829404, Lancaster University Management School, Economics Department.
    159. Christian Pierdzioch & Daniel Hartmann, 2013. "Forecasting Eurozone real-estate returns," Applied Financial Economics, Taylor & Francis Journals, vol. 23(14), pages 1185-1196, July.
    160. Frömmel, Michael & Lampaert, Kevin, 2016. "Does frequency matter for intraday technical trading?," Finance Research Letters, Elsevier, vol. 18(C), pages 177-183.
    161. Hung, Chiayu & Lai, Hung-Neng, 2022. "Information asymmetry and the profitability of technical analysis," Journal of Banking & Finance, Elsevier, vol. 134(C).
    162. Christian M. Dahl & Henrik Hansen & John Smidt, 2008. "The cyclical component factor model," CREATES Research Papers 2008-44, Department of Economics and Business Economics, Aarhus University.
    163. Matei, Marius, 2010. "Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes," Working Papers of Institute for Economic Forecasting 100201, Institute for Economic Forecasting.
    164. Köchling, Gerrit & Schmidtke, Philipp & Posch, Peter N., 2020. "Volatility forecasting accuracy for Bitcoin," Economics Letters, Elsevier, vol. 191(C).
    165. Fausto Vieira & Fernando Chague, Marcelo Fernandes, 2016. "A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US," Working Papers, Department of Economics 2016_31, University of São Paulo (FEA-USP).
    166. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers CWP13/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    167. Corradi, Valentina & Swanson, Norman R., 2007. "Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data," Journal of Econometrics, Elsevier, vol. 136(2), pages 699-723, February.
    168. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers 11/02, Institute for Fiscal Studies.
    169. Danilov, D.L. & Magnus, J.R., 2001. "On the Harm that Pretesting Does," Discussion Paper 2001-37, Tilburg University, Center for Economic Research.
    170. Norman Swanson & Valentina Corradi, 2006. "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers 200618, Rutgers University, Department of Economics.
    171. Sylvain Chassang, 2009. "Non-asymptotic tests of model performance," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(3), pages 495-514, December.
    172. Massimiliano Caporin & Michael McAleer, 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," KIER Working Papers 724, Kyoto University, Institute of Economic Research.
    173. Costas Milas & Philip Rothman, 2007. "Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts," Working Paper series 49_07, Rimini Centre for Economic Analysis.
    174. Kim, Hyun Hak & Swanson, Norman R., 2014. "Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.
    175. Pereira, Pedro L. Valls, 2009. "Predictability of equity models," Textos para discussão 176, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    176. Gael M. Martin & Andrew Reidy & Jill Wright, 2009. "Does the option market produce superior forecasts of noise-corrected volatility measures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 77-104.
    177. Mönch, Emanuel, 2005. "Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach," Working Paper Series 544, European Central Bank.
    178. Potì, Valerio & Levich, Richard M. & Pattitoni, Pierpaolo & Cucurachi, Paolo, 2014. "Predictability, trading rule profitability and learning in currency markets," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 117-129.
    179. Todd E. Clark & Michael W. McCracken, 2000. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Econometric Society World Congress 2000 Contributed Papers 0319, Econometric Society.
    180. Chen, Xiaohong & Fan, Yanqin, 2007. "A Model Selection Test For Bivariate Failure-Time Data," Econometric Theory, Cambridge University Press, vol. 23(3), pages 414-439, June.
    181. Chen, Xiaohong & Hong, Han & Shum, Matthew, 2007. "Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models," Journal of Econometrics, Elsevier, vol. 141(1), pages 109-140, November.
    182. Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010. "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers 201030, University of Pretoria, Department of Economics.
    183. Anghel, Dan Gabriel, 2021. "Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models," Journal of Banking & Finance, Elsevier, vol. 126(C).
    184. Sermpinis, Georgios & Theofilatos, Konstantinos & Karathanasopoulos, Andreas & Georgopoulos, Efstratios F. & Dunis, Christian, 2013. "Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization," European Journal of Operational Research, Elsevier, vol. 225(3), pages 528-540.
    185. Beenstock, Michael & Szpiro, George, 2002. "Specification search in nonlinear time-series models using the genetic algorithm," Journal of Economic Dynamics and Control, Elsevier, vol. 26(5), pages 811-835, May.
    186. Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093.
    187. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    188. Kuang, P. & Schröder, M. & Wang, Q., 2014. "Illusory profitability of technical analysis in emerging foreign exchange markets," International Journal of Forecasting, Elsevier, vol. 30(2), pages 192-205.
    189. Tanya Molodtsova & Alex Nikolsko‐Rzhevskyy & David H. Papell, 2011. "Taylor Rules and the Euro," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 535-552, March.
    190. Todd E. Clark & Michael W. McCracken, 2002. "Forecast-based model selection in the presence of structural breaks," Research Working Paper RWP 02-05, Federal Reserve Bank of Kansas City.
    191. Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018. "Forecasting Inflation Uncertainty in the G7 Countries," CQE Working Papers 7118, Center for Quantitative Economics (CQE), University of Muenster.
    192. Jean-Stéphane MESONNIER, 2007. "The predictive content of the real interest rate gap for macroeconomic variables in the euro area," Money Macro and Finance (MMF) Research Group Conference 2006 102, Money Macro and Finance Research Group.
    193. Joseph P. Romano & Michael Wolf, 2003. "Stepwise multiple testing as formalized data snooping," Economics Working Papers 712, Department of Economics and Business, Universitat Pompeu Fabra.
    194. Stephan Smeekes & A. M. Robert Taylor, 2010. "Bootstrap union tests for unit roots in the presence of nonstationary volatility," Discussion Papers 10/03, University of Nottingham, Granger Centre for Time Series Econometrics.
    195. Qing Xu & Xiao-Ming Li, 2009. "Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets," Applied Financial Economics, Taylor & Francis Journals, vol. 19(4), pages 273-290.
    196. Vassallo, Danilo & Buccheri, Giuseppe & Corsi, Fulvio, 2021. "A DCC-type approach for realized covariance modeling with score-driven dynamics," International Journal of Forecasting, Elsevier, vol. 37(2), pages 569-586.
    197. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City.
    198. Philip, Dennis & Shi, Yukun, 2016. "Optimal hedging in carbon emission markets using Markov regime switching models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 1-15.
    199. Caporin, M. & McAleer, M.J., 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Econometric Institute Research Papers EI2012-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    200. A. Olasolo & M. A. Pérez & V. Ruiz, 2016. "Active investment strategies in the Spanish futures market: a solution to avoid data snooping bias," Applied Economics Letters, Taylor & Francis Journals, vol. 23(9), pages 609-613, June.
    201. Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," PIER Working Paper Archive 12-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    202. Laura Garcia-Jorcano & Alfonso Novales, 2019. "Volatility specifications versus probability distributions in VaR forecasting," Documentos de Trabajo del ICAE 2019-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    203. Timmermann, Allan & Patton, Andrew, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
    204. Grant, Andrew & Johnstone, David, 2010. "Finding profitable forecast combinations using probability scoring rules," International Journal of Forecasting, Elsevier, vol. 26(3), pages 498-510, July.
    205. Zhu, Sha & Liu, Qiuhong & Wang, Yan & Wei, Yu & Wei, Guiwu, 2019. "Which fear index matters for predicting US stock market volatilities: Text-counts or option based measurement?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
    206. Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes, 2020. "Machine Learning Advances for Time Series Forecasting," Papers 2012.12802, arXiv.org, revised Apr 2021.
    207. Shynkevich, Andrei, 2012. "Short-term predictability of equity returns along two style dimensions," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 675-685.
    208. Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Papers (Old Series) 1120, Federal Reserve Bank of Cleveland.
    209. esposito, francesco paolo & cummins, mark, 2015. "Multiple hypothesis testing of market risk forecasting models," MPRA Paper 64986, University Library of Munich, Germany.
    210. Fong, Tom Pak Wing & Wu, Shui Tang, 2020. "Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    211. Giampietro, Marta & Guidolin, Massimo & Pedio, Manuela, 2018. "Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing," European Journal of Operational Research, Elsevier, vol. 265(2), pages 685-702.
    212. Robert A. Jarrow & Simon S. Kwok, 2021. "Inferring financial bubbles from option data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 1013-1046, November.
    213. Cunha, Ronan & Pereira, Pedro L. Valls, 2015. "Automatic model selection for forecasting Brazilian stock returns," Textos para discussão 398, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    214. Zhang, Yue-Jun & Li, Zhao-Chen, 2021. "Forecasting the stock returns of Chinese oil companies: Can investor attention help?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 531-555.
    215. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print hal-00834423, HAL.
    216. Fuertes, Ana-Maria & Miffre, Joëlle & Rallis, Georgios, 2010. "Tactical allocation in commodity futures markets: Combining momentum and term structure signals," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2530-2548, October.
    217. Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr, 2014. "Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias," Journal of Financial Markets, Elsevier, vol. 19(C), pages 86-109.
    218. Till Weigt & Bernd Wilfling, 2018. "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers 6818, Center for Quantitative Economics (CQE), University of Muenster.
    219. Ghiassi, M. & Saidane, H. & Zimbra, D.K., 2005. "A dynamic artificial neural network model for forecasting time series events," International Journal of Forecasting, Elsevier, vol. 21(2), pages 341-362.
    220. Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005. "Formalized Data Snooping Based on Generalized Error Rates," IEW - Working Papers 259, Institute for Empirical Research in Economics - University of Zurich.
    221. Jying‐Nan Wang & Hung‐Chun Liu & Jiangze Du & Yuan‐Teng Hsu, 2019. "Economic benefits of technical analysis in portfolio management: Evidence from global stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(2), pages 890-902, April.
    222. Oded Galor & Omer Moav, 2005. "Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence," 2005 Meeting Papers 24, Society for Economic Dynamics.
    223. Valentina Corradi & Norman Swanson, 2004. "Predective Density and Conditional Confidence Interval Accuracy Tests," Departmental Working Papers 200423, Rutgers University, Department of Economics.
    224. Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2011. "Forecast evaluation in call centers: combined forecasts, flexible loss functions and economic criteria," Departmental Working Papers 2011-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    225. McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
    226. Ericsson, Johan & González, Andrés, 2003. "Is Momentum Due to Data-Snooping?," SSE/EFI Working Paper Series in Economics and Finance 536, Stockholm School of Economics.
    227. Guglielmo Maria Caporale & Alex Plastun, 2023. "Seven Pitfalls of Technical Analysis," CESifo Working Paper Series 10213, CESifo.
    228. Jessica James & Louis Yang, 2010. "Stop-losses, maximum drawdown-at-risk and replicating financial time series with the stationary bootstrap," Quantitative Finance, Taylor & Francis Journals, vol. 10(1), pages 1-12.
    229. Drechsel, Katja & Scheufele, Rolf, 2010. "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers 10/2010, Halle Institute for Economic Research (IWH).
    230. Peter Reinhard HANSEN & Allan TIMMERMANN, 2012. "Choice of Sample Split in Out-of-Sample Forecast Evaluation," Economics Working Papers ECO2012/10, European University Institute.
    231. Roch, Oriol, 2013. "Histogram-based prediction of directional price relatives," Finance Research Letters, Elsevier, vol. 10(3), pages 110-115.
    232. Christopher J. Neely & Paul A. Weller, 2011. "Technical analysis in the foreign exchange market," Working Papers 2011-001, Federal Reserve Bank of St. Louis.
    233. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2012. "Model selection when there are multiple breaks," Journal of Econometrics, Elsevier, vol. 169(2), pages 239-246.
    234. Hansen, Peter Reinhard & Lunde, Asger, 2006. "Consistent ranking of volatility models," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 97-121.
    235. Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    236. Marian Vavra, 2015. "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers WP 5/2015, Research Department, National Bank of Slovakia.
    237. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
    238. Cai Zongwu & Chen Linna & Fang Ying, 2012. "A New Forecasting Model for USD/CNY Exchange Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(3), pages 1-20, September.
    239. GIOT, Pierre & PETITJEAN, Mikael, 2007. "The information content of the Bond-Equity Yield Ratio: Better than a random walk?," LIDAM Reprints CORE 1982, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    240. Thibaut Moyaert & Mikael Petitjean, 2011. "The performance of popular stochastic volatility option pricing models during the subprime crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 21(14), pages 1059-1068.
    241. Alam, Nurul & Gao, Junbin & Jones, Stewart, 2021. "Corporate failure prediction: An evaluation of deep learning vs discrete hazard models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    242. Sander Barendse & Andrew J. Patton, 2020. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Economics Series Working Papers 909, University of Oxford, Department of Economics.
    243. Kim, Jong-Min & Jung, Hojin, 2016. "Linear time-varying regression with Copula–DCC–GARCH models for volatility," Economics Letters, Elsevier, vol. 145(C), pages 262-265.
    244. Pu, Yingjian & Yang, Baochen, 2022. "The commodity futures' historical basis in trading strategy and portfolio investment," Energy Economics, Elsevier, vol. 105(C).
    245. Segnon, Mawuli & Lux, Thomas & Gupta, Rangan, 2015. "Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models," FinMaP-Working Papers 46, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    246. Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J., 2017. "Model Uncertainty and Exchange Rate Forecasting," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(1), pages 341-363, February.
    247. Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
    248. Valeriy Zakamulin, 2014. "The real-life performance of market timing with moving average and time-series momentum rules," Journal of Asset Management, Palgrave Macmillan, vol. 15(4), pages 261-278, August.
    249. Baruník, Jozef & Malinská, Barbora, 2016. "Forecasting the term structure of crude oil futures prices with neural networks," Applied Energy, Elsevier, vol. 164(C), pages 366-379.
    250. Pablo Pincheira, 2011. "A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability," Working Papers Central Bank of Chile 607, Central Bank of Chile.
    251. Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang & Xibin Zhang, 2015. "A new semiparametric test for superior predictive ability," Empirical Economics, Springer, vol. 48(1), pages 389-405, February.
    252. Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
    253. Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2011. "Predictive ability of business cycle indicators under test: A case study for the Euro area industrial production," Munich Reprints in Economics 19953, University of Munich, Department of Economics.
    254. J. Guillermo Llorente & J. del Hoyo, 1999. "Specification Search and Stability Analysis," Computing in Economics and Finance 1999 642, Society for Computational Economics.
    255. Stefan Feuerriegel & Helmut Prendinger, 2018. "News-based trading strategies," Papers 1807.06824, arXiv.org.
    256. Imad Moosa, 2018. "Growth and Environmental Degradation in MENA Countries: Methodological Issues and Empirical Evidence," Working Papers 1260, Economic Research Forum, revised 03 Dec 2018.
    257. Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia, 2001. "Predictive ability with cointegrated variables," Journal of Econometrics, Elsevier, vol. 104(2), pages 315-358, September.
    258. Joseph P. Romano & Michael Wolf, 2017. "Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap," ECON - Working Papers 254, Department of Economics - University of Zurich.
    259. Dong, Wei & Nam, Deokwoo, 2013. "Exchange rates and individual good's price misalignment: Evidence of long-horizon predictability," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 611-636.
    260. Taylor, Mark & Hsu, Po-Hsuan, 2014. "Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in t," CEPR Discussion Papers 10018, C.E.P.R. Discussion Papers.
    261. Uwe Hassler & Marc-Oliver Pohle, 2020. "Unlucky Number 13? Manipulating Evidence Subject to Snooping," Papers 2009.02198, arXiv.org.
    262. Taylor, Nick, 2017. "Realised variance forecasting under Box-Cox transformations," International Journal of Forecasting, Elsevier, vol. 33(4), pages 770-785.
    263. Nikolay Robinzonov & Klaus Wohlrabe, 2008. "Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models," ifo Working Paper Series 57, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    264. Christopher J. Neely, 2004. "Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?," Working Papers 2003-018, Federal Reserve Bank of St. Louis.
    265. Valentina Corradi & Norman Swanson, 2004. "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers 200418, Rutgers University, Department of Economics.
    266. Halkos, George & Tzirivis, Apostolos, 2018. "Effective energy commodities’ risk management: Econometric modeling of price volatility," MPRA Paper 90781, University Library of Munich, Germany.
    267. Peter Sandholt Jensen & Allan H. Würtz, 2006. "On determining the importance of a regressor with small and undersized samples," Economics Working Papers 2006-08, Department of Economics and Business Economics, Aarhus University.
    268. Timmermann, Allan & Lunde, Asger & Groenborg, Niels & Wermers, Russ, 2017. "Picking Funds with Confidence," CEPR Discussion Papers 11896, C.E.P.R. Discussion Papers.
    269. Jorge Barrientos Marin & Elkin Tabares Orozco & Esteban Velilla, 2018. "Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 97-106.
    270. Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike, 2019. "Improved Central Limit Theorem and bootstrap approximations in high dimensions," Papers 1912.10529, arXiv.org, revised May 2022.
    271. Carrasco-Gutierrez, Carlos Enrique & Piazza, Wagner, 2011. "Evaluating Asset Pricing Models in a Simulated Multifactor Approach," MPRA Paper 66063, University Library of Munich, Germany, revised 2012.
    272. Huang, Dashan & Yu, Baimin & Fabozzi, Frank J. & Fukushima, Masao, 2009. "CAViaR-based forecast for oil price risk," Energy Economics, Elsevier, vol. 31(4), pages 511-518, July.
    273. Kingsley Fong & David R. Gallagher & Adrian D. Lee, 2009. "The Value of Alpha Forecasts in Portfolio Construction," Australian Journal of Management, Australian School of Business, vol. 34(1), pages 97-121, June.
    274. Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013. "A predictability test for a small number of nested models," Working Paper Series 1580, European Central Bank.
    275. Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021. "Statistical arbitrage: Factor investing approach," MPRA Paper 105766, University Library of Munich, Germany.
    276. Shynkevich, Andrei, 2012. "Performance of technical analysis in growth and small cap segments of the US equity market," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 193-208.
    277. Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2019. "Exploiting ergodicity in forecasts of corporate profitability," BERG Working Paper Series 147, Bamberg University, Bamberg Economic Research Group.
    278. Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer;Society for Computational Economics, vol. 32(4), pages 383-406, November.
    279. David F. Hendry & Hans-Martin Krolzig, 2004. "We Ran One Regression," Economics Papers 2004-W17, Economics Group, Nuffield College, University of Oxford.
    280. Céline Gauthier & Fuchun Li, 2006. "Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model," Staff Working Papers 06-42, Bank of Canada.
    281. David O. Lucca & Emanuel Moench, 2015. "The Pre-FOMC Announcement Drift," Journal of Finance, American Finance Association, vol. 70(1), pages 329-371, February.
    282. Jian Wang & Jason J. Wu, 2012. "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 103-144, February.
    283. Shynkevich, Andrei, 2016. "Predictability in bond returns using technical trading rules," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 55-69.
    284. Valentina Corradi & Norman R. Swanson, 2011. "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Post-Print hal-00796745, HAL.
    285. Sarah Gelper & Christophe Croux, 2010. "On the Construction of the European Economic Sentiment Indicator," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(1), pages 47-62, February.
    286. Markopoulou, Chrysi E. & Skintzi, Vasiliki D. & Refenes, Apostolos-Paul N., 2016. "Realized hedge ratio: Predictability and hedging performance," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 121-133.
    287. Atsushi Inoue & Lutz Kilian, 2005. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 371-402.
    288. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2009. "Hypothesis testing in econometrics," IEW - Working Papers 444, Institute for Empirical Research in Economics - University of Zurich.
    289. D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009. ""Google it!" Forecasting the US unemployment rate with a Google job search index," MPRA Paper 18248, University Library of Munich, Germany.
    290. Afees A. Salisu & Ismail O. Fasanya, 2012. "Comparative Performance of Volatility Models for Oil Price," International Journal of Energy Economics and Policy, Econjournals, vol. 2(3), pages 167-183.
    291. Norman Swanson & Oleg Korenok, 2006. "How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version," Departmental Working Papers 200612, Rutgers University, Department of Economics.
    292. Wang, Kevin Q., 2002. "Nonparametric tests of conditional mean-variance efficiency of a benchmark portfolio," Journal of Empirical Finance, Elsevier, vol. 9(2), pages 133-169, March.
    293. Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007. "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers 07-028/4, Tinbergen Institute.
    294. Cummins, Mark, 2013. "EU ETS market interactions: The case for multiple hypothesis testing approaches," Applied Energy, Elsevier, vol. 111(C), pages 701-709.
    295. Chen Su & Hanxiong Zhang & Kenbata Bangassa & Nathan Lael Joseph, 2019. "On the investment value of sell-side analyst recommendation revisions in the UK," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 257-293, July.
    296. Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017. "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, vol. 33(6), pages 1306-1351, December.
    297. Taylor, Nick, 2019. "Forecasting returns in the VIX futures market," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1193-1210.
    298. Liu, Li & Ma, Feng & Wang, Yudong, 2015. "Forecasting excess stock returns with crude oil market data," Energy Economics, Elsevier, vol. 48(C), pages 316-324.
    299. Tao, Qizhi & Wei, Yu & Liu, Jiapeng & Zhang, Ting, 2018. "Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 143-153.
    300. Håvard Hungnes, 2020. "Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations," Discussion Papers 931, Statistics Norway, Research Department.
    301. Bauwens, Luc & Sucarrat, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: A forecast evaluation," International Journal of Forecasting, Elsevier, vol. 26(4), pages 885-907, October.
    302. Yoshua Bengio & Nicolas Chapados, 2002. "Cost Functions and Model Combination for VaR-based Asset Allocation using Neural Networks," CIRANO Working Papers 2002s-49, CIRANO.
    303. Park, Cheol-Ho & Irwin, Scott H., 2005. "A Reality Check on Technical Trading Rule Profits in US Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19039, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    304. Todd Henry & Peter C.B. Phillips, 2020. "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers 2259, Cowles Foundation for Research in Economics, Yale University.
    305. Stewart Jones, 2017. "Corporate bankruptcy prediction: a high dimensional analysis," Review of Accounting Studies, Springer, vol. 22(3), pages 1366-1422, September.
    306. Stephen A. Gorman & Frank J. Fabozzi, 2021. "The ABC’s of the alternative risk premium: academic roots," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 405-436, October.
    307. Carlos A. Medel & Sergio C. Salgado, 2013. "Does the Bic Estimate and Forecast Better than the Aic?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(1), pages 47-64, April.
    308. Mehmet Sahiner, 2022. "Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods," SN Business & Economics, Springer, vol. 2(10), pages 1-74, October.
    309. Aganin, Artem, 2017. "Forecast comparison of volatility models on Russian stock market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 48, pages 63-84.
    310. Ana-Maria Dumitru & Giovanni Urga, 2011. "Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 242-255, October.
    311. Swanson, Norman R., 2002. "Comments on 'A vector error-correction forecasting model of the US economy'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 599-606, December.
    312. Tristani, Oreste & Vestin, David & Hördahl, Peter, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series 405, European Central Bank.
    313. Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying, 2008. "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship," Cowles Foundation Discussion Papers 1683, Cowles Foundation for Research in Economics, Yale University.
    314. Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers 200311, Rutgers University, Department of Economics.
    315. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007. "Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003;," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 203-225.
    316. Lance J. Bachmeier & Norman R. Swanson, 2003. "Predicting Inflation: Does The Quantity Theory Help?," Departmental Working Papers 200317, Rutgers University, Department of Economics.
    317. Hubert Dichtl, 2020. "Investing in the S&P 500 index: Can anything beat the buy‐and‐hold strategy?," Review of Financial Economics, John Wiley & Sons, vol. 38(2), pages 352-378, April.
    318. O. De Bandt & E. Michaux & C. Bruneau & A. Flageollet, 2007. "Forecasting inflation using economic indicators: the case of France," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 1-22.
    319. Sylvain Barde, 2015. "Direct calibration and comparison of agent-based herding models of financial markets," Studies in Economics 1507, School of Economics, University of Kent.
    320. Kawakami, Kei, 2013. "Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate," Journal of the Japanese and International Economies, Elsevier, vol. 28(C), pages 1-18.
    321. Kyungchul Song, 2011. "Testing Predictive Ability and Power Robustification," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 288-296, October.
    322. Virk, Nader & Javed, Farrukh & Awartani, Basel, 2021. "A reality check on the GARCH-MIDAS volatility models," Working Papers 2021:2, Örebro University, School of Business.
    323. Shan Wang & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015. "Testing the performance of technical trading rules in the Chinese market," Papers 1504.06397, arXiv.org.
    324. King, Daniel & Botha, Ferdi, 2015. "Modelling stock return volatility dynamics in selected African markets," Economic Modelling, Elsevier, vol. 45(C), pages 50-73.
    325. Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012. "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 245-264, October.
    326. Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper 50940, University Library of Munich, Germany, revised 23 Oct 2013.
    327. Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2015. "Testing for Granger causality in large mixed-frequency VARs," Discussion Papers 45/2015, Deutsche Bundesbank.
    328. Liu, Zhichao & Ma, Feng & Long, Yujia, 2015. "High and low or close to close prices? Evidence from the multifractal volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 427(C), pages 50-61.
    329. Firat Melih Yilmaz & Ozer Arabaci, 2021. "Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 217-245, January.
    330. Damien Challet & Ahmed Bel Hadj Ayed, 2015. "Do Google Trend data contain more predictability than price returns?," Post-Print hal-00960875, HAL.
    331. Mauro Bernardi & Leopoldo Catania, 2015. "The Model Confidence Set package for R," CEIS Research Paper 362, Tor Vergata University, CEIS, revised 17 Nov 2015.
    332. Feiyu Jiang & Dong Li & Ke Zhu, 2019. "Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model," Papers 1907.04147, arXiv.org, revised Oct 2020.
    333. Christoffersen, Peter F. & Diebold, Francis X., 2003. "Financial asset returns, direction-of-change forecasting, and volatility dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies (CFS).
    334. Xiaoye Jin, 2022. "Evaluating the predictive power of intraday technical trading in China's crude oil market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1416-1432, November.
    335. Han Hwa Goh & Kim Leng Tan & Chia Ying Khor & Sew Lai Ng, 2016. "Volatility and Market Risk of Rubber Price in Malaysia: Pre- and Post-Global Financial Crisis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(2), pages 323-344, December.
    336. Jack Fosten & Daniel Gutknecht, 2021. "Horizon confidence sets," Empirical Economics, Springer, vol. 61(2), pages 667-692, August.
    337. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the best volatility models: the model confidence set approach," FRB Atlanta Working Paper 2003-28, Federal Reserve Bank of Atlanta.
    338. Su, EnDer, 2017. "Stock index hedging using a trend and volatility regime-switching model involving hedging cost," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 233-254.
    339. Allan Timmermann, 2018. "Forecasting Methods in Finance," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 449-479, November.
    340. Eugenie Hol & Siem Jan Koopman & Borus Jungbacker, 2004. "Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements," Computing in Economics and Finance 2004 342, Society for Computational Economics.
    341. Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2008. "Comparing the accuracy of density forecasts from competing GARCH models," MPRA Paper 13662, University Library of Munich, Germany.
    342. Owusu Junior, Peterson & Tiwari, Aviral Kumar & Tweneboah, George & Asafo-Adjei, Emmanuel, 2022. "GAS and GARCH based value-at-risk modeling of precious metals," Resources Policy, Elsevier, vol. 75(C).
    343. Graham Elliott & Allan Timmermann, 2016. "Forecasting in Economics and Finance," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 81-110, October.
    344. Barras, Laurent, 2007. "International conditional asset allocation under specification uncertainty," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 443-464, September.
    345. Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics 11/23, University of Canterbury, Department of Economics and Finance.
    346. Marshall, Ben R. & Cahan, Rochester H. & Cahan, Jared M., 2008. "Can commodity futures be profitably traded with quantitative market timing strategies?," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1810-1819, September.
    347. Mauro Bernardi & Leopoldo Catania, 2016. "Comparison of Value-at-Risk models using the MCS approach," Computational Statistics, Springer, vol. 31(2), pages 579-608, June.
    348. Dichtl, Hubert & Drobetz, Wolfgang & Neuhierl, Andreas & Wendt, Viktoria-Sophie, 2021. "Data snooping in equity premium prediction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 72-94.
    349. Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua, 2015. "Combining momentum with reversal in commodity futures," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 423-444.
    350. Degiannakis, Stavros & Filis, George, 2018. "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, vol. 76(C), pages 388-402.
    351. Trino-Manuel Ñíguez, 2003. "Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria," Working Papers. Serie AD 2003-33, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    352. Taylor, Nicholas, 2012. "Testing forecasting model versatility," Economics Letters, Elsevier, vol. 117(3), pages 803-806.
    353. Pablo Pincheira B., 2008. "Predictibilidad Encubierta en Economía: El Caso del Tipo de Cambio Nominal Chileno," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(1), pages 137-142, April.
    354. Ludvigson, Sydney C., 2013. "Advances in Consumption-Based Asset Pricing: Empirical Tests," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 799-906, Elsevier.
    355. George Leledakis & Ian Davidson & George Karathanassis, 2003. "Cross-sectional estimation of stock returns in small markets: The case of the Athens Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 13(6), pages 413-426.
    356. Timmermann, Allan & Qu, Ritong & Zhu, Yinchu, 2019. "Do Any Economists Have Superior Forecasting Skills?," CEPR Discussion Papers 14112, C.E.P.R. Discussion Papers.
    357. Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers 2013-21, Center for Research in Economics and Statistics.
    358. Norman R. Swanson & Lili Cai, 2011. "In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008," Departmental Working Papers 201102, Rutgers University, Department of Economics.
    359. Shuping Shi & Peter C. B. Phillips, 2022. "Econometric Analysis of Asset Price Bubbles," Cowles Foundation Discussion Papers 2331, Cowles Foundation for Research in Economics, Yale University.
    360. Busetti, Fabio & Marcucci, Juri, 2013. "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, vol. 29(1), pages 13-27.
    361. Ronald J. Balvers & Yangru Wu, 2005. "Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration," Working Papers 022005, Hong Kong Institute for Monetary Research.
    362. Rosa, Carlo, 2014. "The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence," Energy Economics, Elsevier, vol. 45(C), pages 295-303.
    363. Potì, Valerio & Siddique, Akhtar, 2013. "What drives currency predictability?," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 86-106.
    364. Anatoly B. Schmidt, 2019. "Managing portfolio diversity within the mean variance theory," Annals of Operations Research, Springer, vol. 282(1), pages 315-329, November.
    365. Charles, Amélie & Darné, Olivier, 2017. "Forecasting crude-oil market volatility: Further evidence with jumps," Energy Economics, Elsevier, vol. 67(C), pages 508-519.
    366. Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee, 2004. "Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk," Econometric Society 2004 North American Winter Meetings 356, Econometric Society.
    367. Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, vol. 60(7), pages 1772-1791, July.
    368. Chen, Xiaohong & Fan, Yanqin, 2006. "Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 125-154.
    369. Yang, Jian & Su, Xiaojing & Kolari, James W., 2008. "Do Euro exchange rates follow a martingale? Some out-of-sample evidence," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 729-740, May.
    370. Manahov, Viktor & Hudson, Robert & Gebka, Bartosz, 2014. "Does high frequency trading affect technical analysis and market efficiency? And if so, how?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 131-157.
    371. Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
    372. Donald, Stephen G. & Hsu, Yu-Chin, 2011. "A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters," Economics Letters, Elsevier, vol. 113(3), pages 241-243.
    373. Capistrán Carlos, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
    374. Patrick De lamirande & Jason Stevens, 2016. "Predicting events with an unidentified time horizon," Economics Bulletin, AccessEcon, vol. 36(2), pages 729-735.
    375. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2017. "Modeling heaped duration data: An application to neonatal mortality," Journal of Econometrics, Elsevier, vol. 200(2), pages 363-377.
    376. Dao, Thong M. & McGroarty, Frank & Urquhart, Andrew, 2016. "A calendar effect: Weekend overreaction (and subsequent reversal) in spot FX rates," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 158-167.
    377. Fildes, Robert, 2006. "The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion," International Journal of Forecasting, Elsevier, vol. 22(3), pages 415-432.
    378. José Luis Miralles-Quirós & María Mar Miralles-Quirós, 2021. "Alternative Financial Methods for Improving the Investment in Renewable Energy Companies," Mathematics, MDPI, vol. 9(9), pages 1-25, May.
    379. Zegadło, Piotr, 2022. "Identifying bull and bear market regimes with a robust rule-based method," Research in International Business and Finance, Elsevier, vol. 60(C).
    380. Hou, Aijun & Suardi, Sandy, 2012. "A nonparametric GARCH model of crude oil price return volatility," Energy Economics, Elsevier, vol. 34(2), pages 618-626.
    381. Jui-Cheng Hung & Ren-Xi Ni & Matthew C. Chang, 2009. "The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500," Economics Bulletin, AccessEcon, vol. 29(4), pages 2592-2604.
    382. Patrick Doupe, 2014. "The Costs of Error in Setting Reference Rates for Reduced Deforestation," CCEP Working Papers 1415, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
    383. Yamamoto, Ryuichi, 2012. "Intraday technical analysis of individual stocks on the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3033-3047.
    384. Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
    385. Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2001. "Dangers of data mining: The case of calendar effects in stock returns," Journal of Econometrics, Elsevier, vol. 105(1), pages 249-286, November.
    386. Michael Sinkey & Trevon Logan, 2014. "Does the Hot Hand Drive the Market? Evidence from College Football Betting Markets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 40(4), pages 583-603, September.
    387. Todd E. Clark, 2004. "Can out-of-sample forecast comparisons help prevent overfitting?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 115-139.
    388. Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil price realized volatility using information channels from other asset classes," MPRA Paper 96276, University Library of Munich, Germany.
    389. Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
    390. Jin, Xiaoye, 2022. "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    391. Nicolás Magner & Nicolás Hardy, 2022. "Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle," Mathematics, MDPI, vol. 10(13), pages 1-27, July.
    392. Gourieroux, C. & Monfort, A., 2021. "Model risk management: Valuation and governance of pseudo-models," Econometrics and Statistics, Elsevier, vol. 17(C), pages 1-22.
    393. Almeida, Caio & Ardison, Kym & Garcia, René, 2020. "Nonparametric assessment of hedge fund performance," Journal of Econometrics, Elsevier, vol. 214(2), pages 349-378.
    394. Groß-Klußmann, Axel & Hautsch, Nikolaus, 2011. "Predicting bid-ask spreads using long memory autoregressive conditional poisson models," SFB 649 Discussion Papers 2011-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    395. Harvey, Campbell R. & Liu, Yan, 2021. "Lucky factors," Journal of Financial Economics, Elsevier, vol. 141(2), pages 413-435.
    396. Zhou, Jian, 2016. "Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods," Economic Modelling, Elsevier, vol. 52(PB), pages 690-698.
    397. Alizadeh, Amir H. & Nomikos, Nikos K., 2007. "Investment timing and trading strategies in the sale and purchase market for ships," Transportation Research Part B: Methodological, Elsevier, vol. 41(1), pages 126-143, January.
    398. Maxime Charlebois & Stephen Sapp, 2007. "Temporal Patterns in Foreign Exchange Returns and Options," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 443-470, March.
    399. LAURENT, Sébastien & VIOLANTE, Francesco, 2012. "Volatility forecasts evaluation and comparison," LIDAM Reprints CORE 2414, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    400. Baek, Seungho & Bilson, John F.O., 2015. "Size and value risk in financial firms," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 295-326.
    401. Wei, Yu & Wang, Yudong & Huang, Dengshi, 2010. "Forecasting crude oil market volatility: Further evidence using GARCH-class models," Energy Economics, Elsevier, vol. 32(6), pages 1477-1484, November.
    402. Li, Jiang-Cheng & Tao, Chen & Li, Hai-Feng, 2022. "Dynamic forecasting performance and liquidity evaluation of financial market by Econophysics and Bayesian methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 588(C).
    403. Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis," The Warwick Economics Research Paper Series (TWERPS) 769, University of Warwick, Department of Economics.
    404. Laporta, Alessandro G. & Merlo, Luca & Petrella, Lea, 2018. "Selection of Value at Risk Models for Energy Commodities," Energy Economics, Elsevier, vol. 74(C), pages 628-643.
    405. Clements, Michael P. & Smith, Jeremy, 2002. "Evaluating multivariate forecast densities: a comparison of two approaches," International Journal of Forecasting, Elsevier, vol. 18(3), pages 397-407.
    406. Goncalves, Silvia & de Jong, Robert, 2003. "Consistency of the stationary bootstrap under weak moment conditions," Economics Letters, Elsevier, vol. 81(2), pages 273-278, November.
    407. Bo Qian & Khaled Rasheed, 2010. "Foreign exchange market prediction with multiple classifiers," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(3), pages 271-284.
    408. Isakov, Dusan & Marti, Didier, 2011. "Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability," FSES Working Papers 421, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    409. Oleg Rytchkov & Xun Zhong, 2020. "Information Aggregation and P-Hacking," Management Science, INFORMS, vol. 66(4), pages 1605-1626, April.
    410. Pablo Pincheira, 2012. "Are Forecast Combinations Efficient?," Working Papers Central Bank of Chile 661, Central Bank of Chile.
    411. Flavio Ivo Riedlinger & João Nicolau, 2020. "The Profitability in the FTSE 100 Index: A New Markov Chain Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(1), pages 61-81, March.
    412. Doupe, Patrick, 2014. "The costs of error in setting reference rates for reduced deforestation," Working Papers 249497, Australian National University, Centre for Climate Economics & Policy.
    413. Gloria González-Rivera & Tae-Hwy Lee & Santosh Mishra, 2008. "Jumps in cross-sectional rank and expected returns: a mixture model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 585-606.
    414. Teplova, Tamara & Mikova, Evgeniya & Nazarov, Nikolai, 2017. "Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 240-258.
    415. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016. "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, vol. 192(1), pages 1-18.
    416. Yang, Jian & Cabrera, Juan & Wang, Tao, 2010. "Nonlinearity, data-snooping, and stock index ETF return predictability," European Journal of Operational Research, Elsevier, vol. 200(2), pages 498-507, January.
    417. Filippou, Ilias & Taylor, Mark P., 2023. "Forward-Looking Policy Rules and Currency Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(1), pages 449-483, February.
    418. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
    419. Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2014. "The international business cycle and gold-price fluctuations," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 292-305.
    420. Ardia, David & Boudt, Kris, 2018. "The peer performance ratios of hedge funds," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 351-368.
    421. Sylvain Barde, 2017. "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Post-Print hal-03471817, HAL.
    422. Marshall, Ben R. & Visaltanachoti, Nuttawat, 2010. "The Other January Effect: Evidence against market efficiency?," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2413-2424, October.
    423. A. Amendola & V. Candila, 2016. "Evaluation of volatility predictions in a VaR framework," Quantitative Finance, Taylor & Francis Journals, vol. 16(5), pages 695-709, May.
    424. Hué, Sullivan & Lucotte, Yannick & Tokpavi, Sessi, 2019. "Measuring network systemic risk contributions: A leave-one-out approach," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 86-114.
    425. Drechsel, Katja & Scheufele, Rolf, 2012. "The performance of short-term forecasts of the German economy before and during the 2008/2009 recession," International Journal of Forecasting, Elsevier, vol. 28(2), pages 428-445.
    426. Ledermann, Daniel & Alexander, Carol, 2012. "Further properties of random orthogonal matrix simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 83(C), pages 56-79.
    427. Ioana-Andreea Boboc & Mihai-Cristian Dinică, 2013. "An Algorithm for Testing the Efficient Market Hypothesis," PLOS ONE, Public Library of Science, vol. 8(10), pages 1-11, October.
    428. Kichian, Maral & Rumler, Fabio, 2014. "Forecasting Canadian inflation: A semi-structural NKPC approach," Economic Modelling, Elsevier, vol. 43(C), pages 183-191.
    429. Andrei Shynkevich, 2021. "Impact of bitcoin futures on the informational efficiency of bitcoin spot market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(1), pages 115-134, January.
    430. Igor Asanov & Christoph Buehren & Panagiota Zacharodimou, 2020. "The power of experiments: How big is your n?," MAGKS Papers on Economics 202032, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    431. Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2012. "Comparison of misspecified calibrated models: The minimum distance approach," Journal of Econometrics, Elsevier, vol. 169(1), pages 131-138.
    432. Malin, Mirela & Bornholt, Graham, 2010. "Predictability of future index returns based on the 52-week high strategy," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 501-508, November.
    433. Minyou Fan & Youwei Li & Ming Liao & Jiadong Liu, 2022. "A reexamination of factor momentum: How strong is it?," The Financial Review, Eastern Finance Association, vol. 57(3), pages 585-615, August.
    434. Diep Duong & Norman Swanson, 2013. "Density and Conditional Distribution Based Specification Analysis," Departmental Working Papers 201312, Rutgers University, Department of Economics.
    435. Hornbach, Christian & Hellenkamp, André, 2011. "Fortgeschrittene technische Indikatoren am Aktienmarkt: Eine empirische Analyse," Studien zum Finanz-, Bank- und Versicherungsmanagement, Technische Universität Kaiserslautern, Lehrstuhl für Finanzdienstleistungen und Finanzmanagement, volume 16, number 16.
    436. Josh R. Stillwagon, 2015. "TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation," Working Papers 1502, Trinity College, Department of Economics.
    437. Wang Pu & Yixiang Chen & Feng Ma, 2016. "Forecasting the realized volatility in the Chinese stock market: further evidence," Applied Economics, Taylor & Francis Journals, vol. 48(33), pages 3116-3130, July.
    438. Degiannakis, Stavros & Filis, George, 2023. "Oil price assumptions for macroeconomic policy," Energy Economics, Elsevier, vol. 117(C).
    439. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Testing the significance of calendar effects," FRB Atlanta Working Paper 2005-02, Federal Reserve Bank of Atlanta.
    440. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
    441. Buncic, Daniel, 2008. "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper 6904, University Library of Munich, Germany.
    442. Papastamos, Dimitrios & Matysiak, George & Stevenson, Simon, 2015. "Assessing the accuracy and dispersion of real estate investment forecasts," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 141-152.
    443. Todd E. Clark & Michael W. McCracken, 2010. "Testing for unconditional predictive ability," Working Papers 2010-031, Federal Reserve Bank of St. Louis.
    444. Xing, Dun-Zhong & Li, Hai-Feng & Li, Jiang-Cheng & Long, Chao, 2021. "Forecasting price of financial market crash via a new nonlinear potential GARCH model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
    445. Urquhart, Andrew & Zhang, Hanxiong, 2019. "The performance of technical trading rules in Socially Responsible Investments," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 397-411.
    446. Zhou, Jian, 2013. "Conditional market beta for REITs: A comparison of modeling techniques," Economic Modelling, Elsevier, vol. 30(C), pages 196-204.
    447. Ioannis Kyriakou & Nikos K. Nomikos & Nikos C. Papapostolou & Panos K. Pouliasis, 2016. "Affine†Structure Models and the Pricing of Energy Commodity Derivatives," European Financial Management, European Financial Management Association, vol. 22(5), pages 853-881, November.
    448. Rasika Yatigammana & Shelton Peiris & Richard Gerlach & David Edmund Allen, 2018. "Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants," Risks, MDPI, vol. 6(2), pages 1-22, May.
    449. White, Halbert & Timmermann, Allan & Sullivan, Ryan, 2001. "Forecast Evaluation with Shared Data Sets," CEPR Discussion Papers 3060, C.E.P.R. Discussion Papers.
    450. West, Kenneth D., 2006. "Forecast Evaluation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 3, pages 99-134, Elsevier.
    451. Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2017. "Forecasting market returns: bagging or combining?," International Journal of Forecasting, Elsevier, vol. 33(1), pages 102-120.
    452. Kao, Wei-Shun & Lin, Chu-Hsiung & Changchien, Chang-Cheng & Wu, Chien-Hui, 2017. "Return distribution, leverage effect and spot-futures spread on the hedging effectiveness," Finance Research Letters, Elsevier, vol. 22(C), pages 158-162.
    453. Konstantinidi, Eirini & Skiadopoulos, George, 2011. "Are VIX futures prices predictable? An empirical investigation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 543-560, April.
    454. Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2017. "Measuring uncertainty in the stock market," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 18-33.
    455. Ilias Tsiakas, 2010. "The Economic Gains Of Trading Stocks Around Holidays," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(1), pages 1-26, March.
    456. Cristiana Tudor & Andrei Anghel, 2021. "The Financialization of Crude Oil Markets and Its Impact on Market Efficiency: Evidence from the Predictive Ability and Performance of Technical Trading Strategies," Energies, MDPI, vol. 14(15), pages 1-19, July.
    457. Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015. "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, vol. 14(C), pages 36-44.
    458. Sullivan HUE & Yannick LUCOTTE & Sessi TOKPAVI, 2018. "Measuring Network Systemic Risk Contributions: A Leave-one-out Approach," LEO Working Papers / DR LEO 2608, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    459. Roskelley, Kenneth D., 2008. "Cromwell's Rule and the Role of the Prior in the Economic Metric: An Application to the Portfolio Allocation Problem," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 227-236, April.
    460. Wong, Woon K. & Tu, Anthony H., 2009. "Market imperfections and the information content of implied and realized volatility," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 58-79, January.
    461. Awartani, Basel M.A. & Corradi, Valentina, 2005. "Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries," International Journal of Forecasting, Elsevier, vol. 21(1), pages 167-183.
    462. Psaradellis, Ioannis & Laws, Jason & Pantelous, Athanasios A. & Sermpinis, Georgios, 2023. "Technical analysis, spread trading, and data snooping control," International Journal of Forecasting, Elsevier, vol. 39(1), pages 178-191.
    463. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2012. "A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 934-956.
    464. Weerakkody, Vishanth & Sivarajah, Uthayasankar & Mahroof, Kamran & Maruyama, Takao & Lu, Shan, 2021. "Influencing subjective well-being for business and sustainable development using big data and predictive regression analysis," Journal of Business Research, Elsevier, vol. 131(C), pages 520-538.
    465. Li, Jia & Patton, Andrew J., 2018. "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, vol. 203(2), pages 223-240.
    466. Christoph Hanck, 2009. "For which countries did PPP hold? A multiple testing approach," Empirical Economics, Springer, vol. 37(1), pages 93-103, September.
    467. Fletcher, Jonathan, 2014. "Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 30-46.
    468. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan, 2016. "Technical trading: Is it still beating the foreign exchange market?," Journal of International Economics, Elsevier, vol. 102(C), pages 188-208.
    469. Neely, Christopher J. & Weller, Paul A. & Ulrich, Joshua M., 2009. "The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(2), pages 467-488, April.
    470. Marshall, Ben R. & Cahan, Rochester H. & Cahan, Jared M., 2008. "Does intraday technical analysis in the U.S. equity market have value?," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 199-210, March.
    471. Ma, Feng & Wei, Yu & Huang, Dengshi & Chen, Yixiang, 2014. "Which is the better forecasting model? A comparison between HAR-RV and multifractality volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 171-180.
    472. Shan Lu, 2019. "Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(2), pages 129-168, June.
    473. Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2018. "Forecasting global stock market implied volatility indices," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 111-129.
    474. Zeng-Hua Lu, 2019. "Extended MinP Tests for Global and Multiple testing," Papers 1911.04696, arXiv.org, revised Aug 2024.
    475. Wang, Yudong & Zhang, Bing & Diao, Xundi & Wu, Chongfeng, 2015. "Commodity price changes and the predictability of economic policy uncertainty," Economics Letters, Elsevier, vol. 127(C), pages 39-42.
    476. Alhashel, Bader S. & Almudhaf, Fahad W. & Hansz, J. Andrew, 2018. "Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 92-108.
    477. Bin Chen & Kenwin Maung, 2020. "Time-varying Forecast Combination for High-Dimensional Data," Papers 2010.10435, arXiv.org.
    478. Nomikos, Nikos K. & Kyriakou, Ioannis & Papapostolou, Nikos C. & Pouliasis, Panos K., 2013. "Freight options: Price modelling and empirical analysis," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 51(C), pages 82-94.
    479. Hsin-Min Lu & Chia-Shang J. Chu, 2006. "Random walk hypothesis in exchange rate reconsidered," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(4), pages 275-290.
    480. Kei Kawakami, 2008. "Forecast Selection by Conditional Predictive Ability Tests: An Application to the Yen/Dollar Exchange Rate," Bank of Japan Working Paper Series 08-E-1, Bank of Japan.
    481. Wei, Yu & Liu, Jing & Lai, Xiaodong & Hu, Yang, 2017. "Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?," Energy Economics, Elsevier, vol. 68(C), pages 141-150.
    482. Mingmian Cheng & Norman R. Swanson, 2019. "Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence," Econometrics, MDPI, vol. 7(1), pages 1-32, March.
    483. Hsu, Po-Hsuan & Hsu, Yu-Chin & Kuan, Chung-Ming, 2010. "Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 471-484, June.
    484. Dan Anghel, 2013. "How Reliable is the Moving Average Crossover Rule for an Investor on the Romanian Stock Market?," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 5(2), pages 089-115, December.
    485. Yang, Yanlin & Hu, Xuemei & Jiang, Huifeng, 2022. "Group penalized logistic regressions predict up and down trends for stock prices," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    486. Filippo di Mauro & Filippo di Mauro, Fabio Fornari, 2014. "Going granular: The importance of firm-level equity information in anticipating economic activity," EcoMod2014 6809, EcoMod.
    487. Qi Xu & Ying Wang, 2021. "Managing volatility in commodity momentum," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(5), pages 758-782, May.
    488. Alizadeh, Amir H. & Nomikos, Nikos K. & Pouliasis, Panos K., 2008. "A Markov regime switching approach for hedging energy commodities," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1970-1983, September.
    489. M. Chudý & S. Karmakar & W. B. Wu, 2020. "Long-term prediction intervals of economic time series," Empirical Economics, Springer, vol. 58(1), pages 191-222, January.
    490. Sina Badreddine & Emilios C. C Galariotis & Phil Holmes, 2012. "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Post-Print hal-00956948, HAL.
    491. João Frois Caldeira & Gulherme Valle Moura, 2013. "Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(1), pages 49-80.
    492. Hung, Jui-Cheng & Yi-Hsien Wang, & Chang, Matthew C. & Shih, Kuang-Hsun & Hsiu-Hsueh Kao,, 2011. "Minimum variance hedging with bivariate regime-switching model for WTI crude oil," Energy, Elsevier, vol. 36(5), pages 3050-3057.
    493. Marina A. Oskolkova & Petr A. Parshakov, 2013. "Company intangibles: creation vs absorption," HSE Working papers WP BRP 25/FE/2013, National Research University Higher School of Economics.
    494. Hanan Naser & Fatema Alaali, 2018. "Can oil prices help predict US stock market returns? Evidence using a dynamic model averaging (DMA) approach," Empirical Economics, Springer, vol. 55(4), pages 1757-1777, December.
    495. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    496. Stanislav Anatolyev, 2007. "The basics of bootstrapping (in Russian)," Quantile, Quantile, issue 3, pages 1-12, September.
    497. Michele La Rocca & Cira Perna, 2022. "Opening the Black Box: Bootstrapping Sensitivity Measures in Neural Networks for Interpretable Machine Learning," Stats, MDPI, vol. 5(2), pages 1-18, April.
    498. Van Bellegem, Sebastien & von Sachs, Rainer, 2004. "Forecasting economic time series with unconditional time-varying variance," International Journal of Forecasting, Elsevier, vol. 20(4), pages 611-627.
    499. Xiafei Li & Yu Wei & Xiaodan Chen & Feng Ma & Chao Liang & Wang Chen, 2022. "Which uncertainty is powerful to forecast crude oil market volatility? New evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4279-4297, October.
    500. Alvaro Escribano & Genaro Sucarrat, 2011. "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers 2011-09, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    501. Adriano Koshiyama & Nick Firoozye, 2019. "Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases," Papers 1905.05023, arXiv.org.
    502. Nomikos, Nikos K. & Doctor, Kaizad, 2013. "Economic significance of market timing rules in the Forward Freight Agreement markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 52(C), pages 77-93.
    503. Pedro Godinho, 2012. "Can abnormal returns be earned on bandwidth-bounded currencies? Evidence from a genetic algorithm," Economic Issues Journal Articles, Economic Issues, vol. 17(1), pages 1-26, March.
    504. Hakan Er & Adnan Hushmat, 2017. "The application of technical trading rules developed from spot market prices on futures market prices using CAPM," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 7(3), pages 313-353, December.
    505. Jean-Marie Dufour & Lynda Khalaf & Marcel Voia, 2013. "Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability," CIRANO Working Papers 2013s-40, CIRANO.
    506. Modugno, Michele & Soybilgen, Barış & Yazgan, Ege, 2016. "Nowcasting Turkish GDP and news decomposition," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1369-1384.
    507. He Juan & Jiang Xianglin & Wang Jian & Chen Lei, 2012. "Finance, production, manufacturing and logistics: VaR models for dynamic Impawn rate of steel in inventory financing," E3 Journal of Business Management and Economics., E3 Journals, vol. 3(3), pages 127-137.
    508. Patton, Andrew, 2010. "On the Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 7780, C.E.P.R. Discussion Papers.
    509. Kidd, Willis V. & Brorsen, B. Wade, 2004. "Why have the returns to technical analysis decreased?," Journal of Economics and Business, Elsevier, vol. 56(3), pages 159-176.
    510. Prof. Dr. Muharrem Afsar & Assoc. Dr. Asl? Afsar & Emrah Dogan, 2017. "The Effect of Monetary Policy on Interest Rates in Turkey: A Microstructural Analysis," Business and Economic Research, Macrothink Institute, vol. 7(2), pages 299-310, December.
    511. Dell'Aquila, Rosario & Ronchetti, Elvezio, 2006. "Stock and bond return predictability: the discrimination power of model selection criteria," Computational Statistics & Data Analysis, Elsevier, vol. 50(6), pages 1478-1495, March.
    512. Cheol‐Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, September.
    513. Nakashima, Kiyotaka & Saito, Makoto, 2012. "On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 26(3), pages 454-471.
    514. Stephan B Bruns & John P A Ioannidis, 2016. "p-Curve and p-Hacking in Observational Research," PLOS ONE, Public Library of Science, vol. 11(2), pages 1-13, February.
    515. Ouysse, Rachida, 2006. "Consistent variable selection in large panels when factors are observable," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 946-984, April.
    516. John W. Galbraith & Liam Cheung, 2013. "Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model," CIRANO Working Papers 2013s-19, CIRANO.
    517. Georgios Sermpinis & Andreas Karathanasopoulos & Rafael Rosillo & David Fuente, 2021. "Neural networks in financial trading," Annals of Operations Research, Springer, vol. 297(1), pages 293-308, February.
    518. Robert Hudson & Andrew Urquhart, 2021. "Technical trading and cryptocurrencies," Annals of Operations Research, Springer, vol. 297(1), pages 191-220, February.
    519. Heinz, Adrian & Jamaloodeen, Mohamed & Saxena, Atul & Pollacia, Lissa, 2021. "Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 221-244.
    520. Wei, Yu & Wang, Peng, 2008. "Forecasting volatility of SSEC in Chinese stock market using multifractal analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(7), pages 1585-1592.
    521. Oikonomou, Ioannis & Stancu, Andrei & Symeonidis, Lazaros & Wese Simen, Chardin, 2019. "The information content of short-term options," Journal of Financial Markets, Elsevier, vol. 46(C).
    522. Christoph Schleicher & Francisco Barillas, 2005. "Common Trends and Common Cycles in Canadian Sectoral Output," Computing in Economics and Finance 2005 214, Society for Computational Economics.
    523. David G. McMillan & Mark E. Wohar, 2010. "Stock return predictability and dividend-price ratio: a nonlinear approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 351-365.
    524. di Mauro, Filippo & Fornari, Fabio & Mannucci, Dario, 2011. "Stock market firm-level information and real economic activity," Working Paper Series 1366, European Central Bank.
    525. Tan, Siow-Hooi & Lai, Ming-Ming & Tey, Eng-Xin & Chong, Lee-Lee, 2020. "Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    526. Feng Ma & Yu Wei & Wang Chen & Feng He, 2018. "Forecasting the volatility of crude oil futures using high-frequency data: further evidence," Empirical Economics, Springer, vol. 55(2), pages 653-678, September.
    527. Khalaf, Lynda & Saunders, Charles J., 2017. "Monte Carlo forecast evaluation with persistent data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 1-10.
    528. Andrew Y. Chen, 2022. "Do t-Statistic Hurdles Need to be Raised?," Papers 2204.10275, arXiv.org, revised Apr 2024.
    529. Gilles Daniel & Didier Sornette & Peter Wohrmann, 2008. "Look-Ahead Benchmark Bias in Portfolio Performance Evaluation," Papers 0810.1922, arXiv.org.
    530. Degiannakis, Stavros, 2018. "Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts," MPRA Paper 96272, University Library of Munich, Germany.
    531. Christopher J. Bennett, 2009. "p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate," Vanderbilt University Department of Economics Working Papers 0905, Vanderbilt University Department of Economics.
    532. Aumeboonsuke, Vesarach & Dryver, Arthur L., 2014. "The importance of using a test of weak-form market efficiency that does not require investigating the data first," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 350-357.
    533. Wei, Yu & Cao, Yang, 2017. "Forecasting house prices using dynamic model averaging approach: Evidence from China," Economic Modelling, Elsevier, vol. 61(C), pages 147-155.
    534. Genaro Sucarrat & Alvaro Escribano, 2012. "Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(5), pages 716-735, October.
    535. Lin, Boqiang & Wesseh, Presley K., 2013. "What causes price volatility and regime shifts in the natural gas market," Energy, Elsevier, vol. 55(C), pages 553-563.
    536. E. Hui & J. Wright & S. Yam, 2014. "Calendar Effects and Real Estate Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 91-115, July.
    537. McCracken, Michael W., 2007. "Asymptotics for out of sample tests of Granger causality," Journal of Econometrics, Elsevier, vol. 140(2), pages 719-752, October.
    538. Deborah Kim, 2020. "On the Size Control of the Hybrid Test for Predictive Ability," Papers 2008.02318, arXiv.org, revised Sep 2021.
    539. Parshakov, Petr & Zavertiaeva, Marina, 2017. "Companies intangibles: Unique versus generic," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 266-275.
    540. Halkos, George E. & Tsirivis, Apostolos S., 2019. "Effective energy commodity risk management: Econometric modeling of price volatility," Economic Analysis and Policy, Elsevier, vol. 63(C), pages 234-250.
    541. Bollen, Nicolas P. B., 2013. "Zero-R2Hedge Funds and Market Neutrality," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(2), pages 519-547, April.
    542. Tsyplakov, Alexander, 2014. "Theoretical guidelines for a partially informed forecast examiner," MPRA Paper 55017, University Library of Munich, Germany.
    543. Molodtsova, Tanya & Papell, David H., 2009. "Out-of-sample exchange rate predictability with Taylor rule fundamentals," Journal of International Economics, Elsevier, vol. 77(2), pages 167-180, April.
    544. Jiří Witzany, 2021. "A Bayesian Approach to Measurement of Backtest Overfitting," Risks, MDPI, vol. 9(1), pages 1-22, January.
    545. Wada, Tatsuma, 2022. "Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO," Journal of International Money and Finance, Elsevier, vol. 128(C).
    546. Kenwin Maung, 2021. "Estimating high-dimensional Markov-switching VARs," Papers 2107.12552, arXiv.org.
    547. Patton, Andrew J. & Timmermann, Allan, 2010. "Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts," Journal of Financial Economics, Elsevier, vol. 98(3), pages 605-625, December.
    548. A. Rashad Abdel-Khalik, 2014. "CEO Risk Preference and Investing in R&D," Abacus, Accounting Foundation, University of Sydney, vol. 50(3), pages 245-278, September.
    549. Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.
    550. Hung, Jui-Cheng, 2015. "Evaluation of realized multi-power variations in minimum variance hedging," Economic Modelling, Elsevier, vol. 51(C), pages 672-679.
    551. Manas, Arnaud, 2012. "The Laplace illusion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(15), pages 3963-3970.
    552. Yang, Haisheng & He, Jie & Chen, Shaoling, 2015. "The fragility of the Environmental Kuznets Curve: Revisiting the hypothesis with Chinese data via an “Extreme Bound Analysis”," Ecological Economics, Elsevier, vol. 109(C), pages 41-58.
    553. Borup, Daniel & Schütte, Erik Christian Montes, 2022. "Asset pricing with data revisions," Journal of Financial Markets, Elsevier, vol. 59(PB).
    554. Roland Füss & Zeno Adams & Dieter G Kaiser, 2010. "The predictive power of value-at-risk models in commodity futures markets," Journal of Asset Management, Palgrave Macmillan, vol. 11(4), pages 261-285, October.
    555. Fleming, Jeff & Kirby, Chris & Ostdiek, Barbara, 2006. "Bootstrap tests of multiple inequality restrictions on variance ratios," Economics Letters, Elsevier, vol. 91(3), pages 343-348, June.
    556. Sylvain Barde, 2015. "A fast algorithm for finding the confidence set of large collections of models," Studies in Economics 1519, School of Economics, University of Kent.
    557. Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
    558. Nik Tuzov & Frederi Viens, 2011. "Mutual fund performance: false discoveries, bias, and power," Annals of Finance, Springer, vol. 7(2), pages 137-169, May.
    559. Andrew Y. Chen & Tom Zimmermann, 2022. "Publication Bias in Asset Pricing Research," Papers 2209.13623, arXiv.org, revised Sep 2023.
    560. John Hua Fan & Tingxi Zhang, 2020. "The untold story of commodity futures in China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 671-706, April.
    561. Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic, 2014. "Evaluating the performance of VaR models in energy markets," HSC Research Reports HSC/14/12, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    562. M sonnier, J-S., 2006. "The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area," Working papers 157, Banque de France.
    563. Chronopoulos, Dimitris K. & Papadimitriou, Fotios I. & Vlastakis, Nikolaos, 2018. "Information demand and stock return predictability," Journal of International Money and Finance, Elsevier, vol. 80(C), pages 59-74.
    564. Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
    565. Fantazzini, Dean, 2011. "Analysis of multidimensional probability distributions with copula functions. III," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 24(4), pages 100-130.
    566. Enoch Cheng & Clemens C. Struck, 2019. "Time-Series Momentum: A Monte-Carlo Approach," Working Papers 201906, School of Economics, University College Dublin.
    567. Kresta Aleš & Wang Anlan, 2020. "Portfolio Optimization Efficiency Test Considering Data Snooping Bias," Business Systems Research, Sciendo, vol. 11(2), pages 73-85, October.
    568. Pablo Pincheira, 2012. "A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(3), pages 04-39, December.
    569. Civitarese, Jamil, 2016. "Volatility and correlation-based systemic risk measures in the US market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 459(C), pages 55-67.
    570. Rapach, David & Zhou, Guofu, 2013. "Forecasting Stock Returns," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 328-383, Elsevier.
    571. Chen, Cheng-Wei & Huang, Chin-Sheng & Lai, Hung-Wei, 2009. "The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets," Journal of Asian Economics, Elsevier, vol. 20(5), pages 580-591, September.
    572. Chan, Kam Fong & Marsh, Terry, 2021. "Asset prices, midterm elections, and political uncertainty," Journal of Financial Economics, Elsevier, vol. 141(1), pages 276-296.
    573. Medel, Carlos A., 2015. "A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62," MPRA Paper 65665, University Library of Munich, Germany.
    574. Riccardo Corradini, 2019. "A Set of State–Space Models at a High Disaggregation Level to Forecast Italian Industrial Production," J, MDPI, vol. 2(4), pages 1-53, November.
    575. Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr, 2019. "Using extracted forward rate term structure information to forecast foreign exchange rates," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 1-14.
    576. Kostas Andriosopoulos & Nikos Nomikos, 2012. "Risk management in the energy markets and Value-at-Risk modelling: a Hybrid approach," RSCAS Working Papers 2012/47, European University Institute.
    577. Erhard Reschenhofer & Manveer Kaur Mangat & Christian Zwatz & Sándor Guzmics, 2020. "Evaluation of current research on stock return predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 334-351, March.
    578. Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle, 2023. "Testing Quantile Forecast Optimality," Papers 2302.02747, arXiv.org, revised Oct 2023.
    579. Mathijs Cosemans & Rik Frehen & Peter C. Schotman & Rob Bauer, 2016. "Estimating Security Betas Using Prior Information Based on Firm Fundamentals," The Review of Financial Studies, Society for Financial Studies, vol. 29(4), pages 1072-1112.
    580. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Stephan Smeekes, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 398-415, May.
    581. Walkshäusl, Christian & Lobe, Sebastian, 2010. "Fundamental indexing around the world," Review of Financial Economics, Elsevier, vol. 19(3), pages 117-127, August.
    582. Shynkevich, Andrei, 2013. "Time-series momentum as an intra- and inter-industry effect: Implications for market efficiency," Journal of Economics and Business, Elsevier, vol. 69(C), pages 64-85.
    583. Dichtl, Hubert, 2020. "Forecasting excess returns of the gold market: Can we learn from stock market predictions?," Journal of Commodity Markets, Elsevier, vol. 19(C).
    584. Nonejad, Nima, 2020. "Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    585. Julia Campos & Neil R. Ericsson, 1999. "Contructive data mining: modeling consumers' expenditure in Venezuela," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 226-240.
    586. Chu, Ba, 2011. "Recovering copulas from limited information and an application to asset allocation," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1824-1842, July.
    587. Genre, Véronique & Kenny, Geoff & Meyler, Aidan & Timmermann, Allan, 2013. "Combining expert forecasts: Can anything beat the simple average?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 108-121.
    588. Peter Reinhard Hansen & Allan Timmermann, 2015. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 17-21, January.
    589. McMillan, David G. & Kambouroudis, Dimos, 2009. "Are RiskMetrics forecasts good enough? Evidence from 31 stock markets," International Review of Financial Analysis, Elsevier, vol. 18(3), pages 117-124, June.
    590. Biqing Cai & Dag Tjøstheim, 2015. "Nonparametric Regression Estimation for Multivariate Null Recurrent Processes," Econometrics, MDPI, vol. 3(2), pages 1-24, April.
    591. Sánchez, Ismael, 2001. "New in-sample prediction errors in time series with applications," DES - Working Papers. Statistics and Econometrics. WS ws011107, Universidad Carlos III de Madrid. Departamento de Estadística.
    592. Valcarcel, Victor J. & Vivian, Andrew J. & Wohar, Mark E., 2017. "Predictability and underreaction in industry-level returns: Evidence from commodity markets," Journal of Commodity Markets, Elsevier, vol. 6(C), pages 1-15.
    593. Danilov, D.L., 2003. "The effects of pretesting in econometrics with applications in finance," Other publications TiSEM 7add0142-91a9-4c53-9c9f-c, Tilburg University, School of Economics and Management.
    594. Perez-Rodriguez, Jorge V. & Torra, Salvador & Andrada-Felix, Julian, 2005. "STAR and ANN models: forecasting performance on the Spanish "Ibex-35" stock index," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 490-509, June.
    595. González-Pedraz, Carlos & Moreno, Manuel & Peña, Juan Ignacio, 2014. "Tail risk in energy portfolios," Energy Economics, Elsevier, vol. 46(C), pages 422-434.
    596. Vasyl Golosnoy & Yarema Okhrin, 2015. "Using information quality for volatility model combinations," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 1055-1073, June.
    597. Tae-Hwy Lee & Yong Bao & Burak Saltoglu, 2006. "Evaluating predictive performance of value-at-risk models in emerging markets: a reality check," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(2), pages 101-128.
    598. Egorov, Alexei V. & Hong, Yongmiao & Li, Haitao, 2006. "Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 255-284.
    599. Peter Reinhard Hansen, 2001. "An Unbiased and Powerful Test for Superior Predictive Ability," Working Papers 2001-06, Brown University, Department of Economics.
    600. Vince Vella & Wing Lon Ng, 2015. "A Dynamic Fuzzy Money Management Approach for Controlling the Intraday Risk‐Adjusted Performance of AI Trading Algorithms," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 22(2), pages 153-178, April.
    601. Zhu, Hong & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015. "Profitability of simple technical trading rules of Chinese stock exchange indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 75-84.
    602. Richard D. F. Harris & Murat Mazibas, 2022. "A component Markov regime‐switching autoregressive conditional range model," Bulletin of Economic Research, Wiley Blackwell, vol. 74(2), pages 650-683, April.
    603. Strobel, Marcus & Auer, Benjamin R., 2018. "Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?," International Review of Economics & Finance, Elsevier, vol. 53(C), pages 168-184.
    604. Wei, Yu, 2012. "Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5546-5556.
    605. Anghel, Dan Gabriel, 2022. "No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance," Economics Letters, Elsevier, vol. 216(C).
    606. Herrera, Ana María & Hu, Liang & Pastor, Daniel, 2018. "Forecasting crude oil price volatility," International Journal of Forecasting, Elsevier, vol. 34(4), pages 622-635.
    607. Schauten, Marc B.J. & Willemstein, Robin & Zwinkels, Remco C.J., 2015. "A tale of feedback trading by hedge funds," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 239-259.
    608. Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017. "Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?," IEAS Working Paper : academic research 17-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    609. Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017. "Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina," Contaduría y Administración, Accounting and Management, vol. 62(4), pages 1063-1080, Octubre-D.
    610. McMillan, David G. & Speight, Alan E.H. & Evans, Kevin P., 2008. "How useful is intraday data for evaluating daily Value-at-Risk?: Evidence from three Euro rates," Journal of Multinational Financial Management, Elsevier, vol. 18(5), pages 488-503, December.
    611. Mariano, Roberto S. & Preve, Daniel, 2012. "Statistical tests for multiple forecast comparison," Journal of Econometrics, Elsevier, vol. 169(1), pages 123-130.
    612. Tarassow, Artur, 2019. "Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques," International Journal of Forecasting, Elsevier, vol. 35(2), pages 443-457.
    613. Georgios Sermpinis & Arman Hassanniakalager & Charalampos Stasinakis & Ioannis Psaradellis, 2018. "Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices," Papers 1811.06766, arXiv.org, revised Jun 2019.
    614. Patton, Andrew J., 2011. "Data-based ranking of realised volatility estimators," Journal of Econometrics, Elsevier, vol. 161(2), pages 284-303, April.
    615. Kyungchul Song, 2009. "Testing Predictive Ability and Power Robustification," PIER Working Paper Archive 09-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    616. Sucarrat, Genaro, 2009. "Automated financial multi-path GETS modelling," UC3M Working papers. Economics we093620, Universidad Carlos III de Madrid. Departamento de Economía.
    617. Lang, Korbinian & Auer, Benjamin R., 2020. "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    618. Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri, 2008. "Is the Swedish stock market efficient? Evidence from some simple trading rules," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 475-490, June.
    619. Michiel De Pooter, 2007. "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers 07-043/4, Tinbergen Institute.
    620. Jimmy Hilliard & Adam Schwartz & James Squire, 2013. "A Test of Technical Analysis: Matching Time Displaced Generalized Patterns," Financial Management, Financial Management Association International, vol. 42(2), pages 291-314, June.
    621. Wang, Jiqian & Huang, Yisu & Ma, Feng & Chevallier, Julien, 2020. "Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence," Energy Economics, Elsevier, vol. 91(C).
    622. Didier Sornette & Spencer Wheatley & Peter Cauwels, 2019. "The Fair Reward Problem: The Illusion Of Success And How To Solve It," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-52, May.
    623. Artis, Michael & Nachane, Dilip M & Hoffmann, Mathias & Clavel, Jose Garcia, 2007. "Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications," CEPR Discussion Papers 6517, C.E.P.R. Discussion Papers.
    624. Dichtl, Hubert & Drobetz, Wolfgang, 2014. "Are stock markets really so inefficient? The case of the “Halloween Indicator”," Finance Research Letters, Elsevier, vol. 11(2), pages 112-121.
    625. DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J. & Uppal, Raman, 2017. "A Portfolio Perspective on the Multitude of Firm Characteristics," CEPR Discussion Papers 12417, C.E.P.R. Discussion Papers.
    626. Chen, Shi & Bao, Si & Zhou, Yu, 2016. "The predictive power of Japanese candlestick charting in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 148-165.
    627. Mc Cracken, Michael W., 2000. "Robust out-of-sample inference," Journal of Econometrics, Elsevier, vol. 99(2), pages 195-223, December.
    628. Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang, 2013. "A New Test for Superior Predictive Ability," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    629. Yen, Yu-Min & Yen, Tso-Jung, 2021. "Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions," International Journal of Forecasting, Elsevier, vol. 37(2), pages 733-758.
    630. Lee, Tae-Hwy & Saltoglu, Burak, 2002. "Assessing the risk forecasts for Japanese stock market," Japan and the World Economy, Elsevier, vol. 14(1), pages 63-85, January.
    631. Pavel Yaskov, 2010. "Testing for predictive ability in the presence of structural breaks (in Russian)," Quantile, Quantile, issue 8, pages 127-135, July.
    632. Patton, Andrew, 2013. "Copula Methods for Forecasting Multivariate Time Series," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 899-960, Elsevier.
    633. Yung-Ho Chang, 2019. "Cross-market information spillover and the performance of technical trading in the foreign exchange market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(2), pages 211-227, April.
    634. Fernandes, Marcelo & Vieira, Fausto, 2019. "A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
    635. Slim, Skander, 2016. "On the source of stochastic volatility: Evidence from CAC40 index options during the subprime crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 63-76.
    636. Lee, Hsiang-Tai, 2010. "Regime switching correlation hedging," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2728-2741, November.
    637. Yang, Junmin & Cao, Zhiguang & Han, Qiheng & Wang, Qiyu, 2019. "Tactical asset allocation on technical trading rules and data snooping," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).

  54. Valentina Corradi & Halbert White, 1999. "Specification Tests for the Variance of a Diffusion," Journal of Time Series Analysis, Wiley Blackwell, vol. 20(3), pages 253-270, May.

    Cited by:

    1. Chen, Qiang & Zheng, Xu & Pan, Zhiyuan, 2015. "Asymptotically distribution-free tests for the volatility function of a diffusion," Journal of Econometrics, Elsevier, vol. 184(1), pages 124-144.
    2. Dennis Kristensen, 2010. "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers 2010-43, Department of Economics and Business Economics, Aarhus University.
    3. Monsalve-Cobis, Abelardo & González-Manteiga, Wenceslao & Febrero-Bande, Manuel, 2011. "Goodness-of-fit test for interest rate models: An approach based on empirical processes," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3073-3092, December.
    4. Chen, Bin & Song, Zhaogang, 2013. "Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach," Journal of Econometrics, Elsevier, vol. 173(1), pages 83-107.
    5. Bandi, Federico & Corradi, Valentina & Moloche, Guillermo, 2009. "Bandwidth selection for continuous-time Markov processes," MPRA Paper 43682, University Library of Munich, Germany.
    6. Tianshun Yan & Changlin Mei, 2017. "A test for a parametric form of the volatility in second-order diffusion models," Computational Statistics, Springer, vol. 32(4), pages 1583-1596, December.
    7. Federico M. Bandi & Peter C.B. Phillips, 2005. "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Cowles Foundation Discussion Papers 1522, Cowles Foundation for Research in Economics, Yale University.
    8. Aït-Sahalia, Yacine & Park, Joon Y., 2016. "Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models," Journal of Econometrics, Elsevier, vol. 192(1), pages 119-138.
    9. Song, Zhaogang, 2011. "A martingale approach for testing diffusion models based on infinitesimal operator," Journal of Econometrics, Elsevier, vol. 162(2), pages 189-212, June.
    10. Gao, Jiti & Casas, Isabel, 2006. "Specification testing in discretized diffusion models: Theory and practice," MPRA Paper 11980, University Library of Munich, Germany, revised Aug 2007.
    11. Holger Dette & Mark Podolskij & Mathias Vetter, 2006. "Estimation of Integrated Volatility in Continuous‐Time Financial Models with Applications to Goodness‐of‐Fit Testing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(2), pages 259-278, June.
    12. Dette, Holger & Podolskij, Mark, 2008. "Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach," Journal of Econometrics, Elsevier, vol. 143(1), pages 56-73, March.
    13. Kim Christensen & Ulrich Hounyo & Mark Podolskij, 2016. "Testing for heteroscedasticity in jumpy and noisy high-frequency data: A resampling approach," CREATES Research Papers 2016-27, Department of Economics and Business Economics, Aarhus University.
    14. Qiang Liu & Zhi Liu & Chuanhai Zhang, 2020. "Heteroscedasticity test of high-frequency data with jumps and microstructure noise," Papers 2010.07659, arXiv.org.
    15. Dette, Holger & Podolskij, Mark, 2005. "Testing the parametric form of the volatility in continuous time diffusion models: an empirical process approach," Technical Reports 2005,50, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    16. Mark Podolskij & Daniel Ziggel, 2007. "A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models," CREATES Research Papers 2007-26, Department of Economics and Business Economics, Aarhus University.
    17. Papanicolaou, Alex & Giesecke, Kay, 2016. "Variation-based tests for volatility misspecification," Journal of Econometrics, Elsevier, vol. 191(1), pages 217-230.
    18. Li, Yingying & Liu, Guangying & Zhang, Zhiyuan, 2022. "Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps," Journal of Econometrics, Elsevier, vol. 229(2), pages 422-451.
    19. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    20. Yinfen Tang & Tao Su & Zhiyuan Zhang, 2022. "Distribution-free specification test for volatility function based on high-frequency data with microstructure noise," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(8), pages 977-1022, November.
    21. Guangying Liu & Meiyao Liu & Jinguan Lin, 2022. "Testing the volatility jumps based on the high frequency data," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 669-694, September.

  55. Ryan Sullivan & Allan Timmermann & Halbert White, 1999. "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, vol. 54(5), pages 1647-1691, October.
    See citations under working paper version above.
  56. D. Ormoneit & H. White, 1999. "An efficient algorithm to compute maximum entropy densities," Econometric Reviews, Taylor & Francis Journals, vol. 18(2), pages 127-140.

    Cited by:

    1. Rockinger, M. & Jondeau, E., 2001. "Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis," Working papers 79, Banque de France.
    2. Wu, Ximing & Perloff, Jeffrey M., 2004. "China's Income Distribution Over Time: Reasons for Rising Inequality," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt9jw2v939, Department of Agricultural & Resource Economics, UC Berkeley.
    3. Usta, Ilhan & Kantar, Yeliz Mert, 2011. "On the performance of the flexible maximum entropy distributions within partially adaptive estimation," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2172-2182, June.
    4. Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
    5. Herrmann Klaus & Fischer Matthias, 2010. "An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-23, May.
    6. Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009. "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
    7. Johannes Vilsmeier, 2011. "Updating the Option Implied Probability of Default Methodology," Working Papers 107, Bavarian Graduate Program in Economics (BGPE).
    8. Li, Fen & Lu, Zhenzhou & Feng, Kaixuan, 2021. "Improved chance index and its solutions for quantifying the structural safety degree under twofold random uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
    9. Tack, Jesse B. & Harri, Ardian & Coble, Keith H., 2012. "More than Mean Effects: Modeling the Effect of Climate on the Higher Order Moments of Crop Yields," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123330, Agricultural and Applied Economics Association.
    10. Miller, Douglas J. & Liu, Wei-han, 2002. "On the recovery of joint distributions from limited information," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 259-274, March.
    11. Wu, Ximing, 2003. "Calculation of maximum entropy densities with application to income distribution," Journal of Econometrics, Elsevier, vol. 115(2), pages 347-354, August.
    12. Vilsmeier, Johannes, 2014. "Updating the option implied probability of default methodology," Discussion Papers 43/2014, Deutsche Bundesbank.

  57. Stinchcombe, Maxwell B. & White, Halbert, 1998. "Consistent Specification Testing With Nuisance Parameters Present Only Under The Alternative," Econometric Theory, Cambridge University Press, vol. 14(3), pages 295-325, June.

    Cited by:

    1. Colling, Benjamin & Van Keilegom, Ingrid, 2016. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," LIDAM Discussion Papers ISBA 2016031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Norman R. Swanson & Nii Ayi Armah, 2011. "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers 201103, Rutgers University, Department of Economics.
    3. Jonathan B. Hill, 2004. "Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives," Econometric Society 2004 North American Summer Meetings 42, Econometric Society.
    4. Su, Liangjun & White, Halbert, 2003. "A Consistent Characteristic-Function-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt4dv0837f, Department of Economics, UC San Diego.
    5. Capistrán, Carlos & López-Moctezuma, Gabriel, 2014. "Forecast revisions of Mexican inflation and GDP growth," International Journal of Forecasting, Elsevier, vol. 30(2), pages 177-191.
    6. Munehisa Kasuya, 2005. "Regime-switching approach to monetary policy effects," Applied Economics, Taylor & Francis Journals, vol. 37(3), pages 307-326.
    7. Tae-Hwy Lee & Weiping Yang, 2012. "Money–Income Granger-Causality in Quantiles," Advances in Econometrics, in: 30th Anniversary Edition, pages 385-409, Emerald Group Publishing Limited.
    8. Yu-Chin Hsu & Ta-Cheng Huang & Haiqing Xu, 2018. "Testing for Unobserved Heterogeneous Treatment Effects with Observational Data," Papers 1803.07514, arXiv.org, revised Aug 2021.
    9. Yae Ji Jun & Jin Seo Cho, 2015. "Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity," Working papers 2015rwp-78, Yonsei University, Yonsei Economics Research Institute.
    10. Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
    11. Lavergne, Pascal & Patilea, Valentin, 2013. "Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory," Journal of Econometrics, Elsevier, vol. 177(1), pages 47-59.
    12. Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
    13. Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
    14. Babii, Andrii, 2020. "Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models," Econometric Theory, Cambridge University Press, vol. 36(4), pages 658-706, August.
    15. Carlos Escanciano, J., 2008. "Joint and marginal specification tests for conditional mean and variance models," Journal of Econometrics, Elsevier, vol. 143(1), pages 74-87, March.
    16. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment," DETU Working Papers 1804, Department of Economics, Temple University.
    17. Juan Carlos Escanciano, 2005. "Goodness-of-fit Tests for Linear and Non-linear Time Series Models," Faculty Working Papers 02/05, School of Economics and Business Administration, University of Navarra.
    18. Francisco J. Delgado & Elena Fernández-Rodríguez & Roberto García-Fernández & Manuel Landajo & Antonio Martínez-Arias, 2023. "Tax avoidance and earnings management: a neural network approach for the largest European economies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.
    19. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods," Papers 1803.09015, arXiv.org, revised Dec 2020.
    20. Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers 13/04, School of Economics and Business Administration, University of Navarra.
    21. Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 855-889.
    22. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R2, Cowles Foundation for Research in Economics, Yale University, revised May 2012.
    23. Habert white & Tae-Hwan Kim & Simone Manganelli, 2012. "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers 2012rwp-45, Yonsei University, Yonsei Economics Research Institute.
    24. Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
    25. Kyoo il Kim, 2014. "Identification of the Distribution of Random Coefficients in Static and Dynamic Discrete Choice Models," Korean Economic Review, Korean Economic Association, vol. 30, pages 191-216.
    26. Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
    27. Fox, Jeremy T. & Kim, Kyoo il & Ryan, Stephen P. & Bajari, Patrick, 2012. "The random coefficients logit model is identified," Journal of Econometrics, Elsevier, vol. 166(2), pages 204-212.
    28. Ke Zhu, 2016. "Bootstrapping the portmanteau tests in weak auto-regressive moving average models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 463-485, March.
    29. Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
    30. Jackson Bunting, 2022. "Continuous permanent unobserved heterogeneity in dynamic discrete choice models," Papers 2202.03960, arXiv.org, revised Feb 2024.
    31. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    32. Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
    33. Kimoto, Ryo & Otsu, Taisuke, 2022. "Inference on conditional moment restriction models with generated variables," Economics Letters, Elsevier, vol. 215(C).
    34. Komunjer, Ivana & Ragusa, Giuseppe, 2016. "Existence And Characterization Of Conditional Density Projections," Econometric Theory, Cambridge University Press, vol. 32(4), pages 947-987, August.
    35. Juan Carlos Escanciano & Carlos Velasco, 2006. "Testing the Martingale Difference Hypothesis Using Integrated Regression Functions," Faculty Working Papers 06/06, School of Economics and Business Administration, University of Navarra.
    36. Hamidi Sahneh, Mehdi, 2016. "Testing for Non-Fundamentalness," MPRA Paper 71924, University Library of Munich, Germany.
    37. Christis Katsouris, 2023. "High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods," Papers 2308.16192, arXiv.org.
    38. Wasel Shadat, 2011. "On the Nonparametric Tests of Univariate GARCH Regression Models," Economics Discussion Paper Series 1115, Economics, The University of Manchester.
    39. Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation for Research in Economics, Yale University.
    40. Chihwa Kao & Yongmiao Hong, 2004. "Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity," Econometric Society 2004 Far Eastern Meetings 753, Econometric Society.
    41. Hafner, C. & Preminger, A., 2010. "Deciding between GARCH and Stochastic Volatility via Strong Decision Rules," LIDAM Reprints ISBA 2010032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    42. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.
    43. Wuyi Ye & Kebing Luo & Shaofu Du, 2014. "Measuring Contagion of Subprime Crisis Based on MVMQ-CAViaR Method," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-12, June.
    44. Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2013. "Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models," Monash Econometrics and Business Statistics Working Papers 21/13, Monash University, Department of Econometrics and Business Statistics.
    45. Francesco Bravo, 2014. "Varying coefficients partially linear models with randomly censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 383-412, April.
    46. Yu‐Chin Hsu & Xiaoxia Shi, 2017. "Model‐selection tests for conditional moment restriction models," Econometrics Journal, Royal Economic Society, vol. 20(1), pages 52-85, February.
    47. Li, Haiqi & Zhong, Wanling & Park, Sung Y., 2016. "Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations," Economic Modelling, Elsevier, vol. 52(PB), pages 661-671.
    48. Masamune Iwasawa, 2015. "A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models," Econometrics, MDPI, vol. 3(3), pages 1-31, September.
    49. Corradi, Valentina & Swanson, Norman R., 2002. "A consistent test for nonlinear out of sample predictive accuracy," Journal of Econometrics, Elsevier, vol. 110(2), pages 353-381, October.
    50. Corradi, Valentina & Swanson, Norman R., 2004. "Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives," International Journal of Forecasting, Elsevier, vol. 20(2), pages 185-199.
    51. Kuan Chung-Ming & Lee Wei-Ming, 2004. "A New Test of the Martingale Difference Hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(4), pages 1-26, December.
    52. Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011. "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers 201107, Rutgers University, Department of Economics.
    53. Escanciano, J. Carlos, 2006. "A Consistent Diagnostic Test For Regression Models Using Projections," Econometric Theory, Cambridge University Press, vol. 22(6), pages 1030-1051, December.
    54. Kim Kyoo il & Petrin Amil, 2015. "Tests for Price Endogeneity in Differentiated Product Models," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 47-69, January.
    55. Cho, Jin Seo & White, Halbert, 2011. "Generalized runs tests for the IID hypothesis," Journal of Econometrics, Elsevier, vol. 162(2), pages 326-344, June.
    56. Hill Jonathan B., 2013. "Stochastically weighted average conditional moment tests of functional form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 121-139, April.
    57. Norman Swanson & Valentina Corradi, 2006. "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers 200618, Rutgers University, Department of Economics.
    58. Joan Alegre & Juan Carlos Escanciano, 2023. "Robust Minimum Distance Inference in Structural Models," Papers 2310.05761, arXiv.org.
    59. Andreas Blume & Douglas V. DeJong & George R. Neumann & N. E. Savin, 2002. "Learning and communication in sender-receiver games: an econometric investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 225-247.
    60. Munehisa Kasuya, 2003. "Regime-Switching Approach to Monetary Policy Effects: Empirical Studies using a Smooth Transition Vector Autoregressive Model," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
    61. Park, Joon Y. & Whang, Yoon-Jae, 2004. "A Test of the Martingale Hypothesis," Working Papers 2004-11, Rice University, Department of Economics.
    62. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013. "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers 201422, University of California at Riverside, Department of Economics, revised Apr 2012.
    63. Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2017. "Testing for fundamental vector moving average representations," Quantitative Economics, Econometric Society, vol. 8(1), pages 149-180, March.
    64. Sant’Anna, Pedro H.C. & Song, Xiaojun, 2019. "Specification tests for the propensity score," Journal of Econometrics, Elsevier, vol. 210(2), pages 379-404.
    65. Wei Huang & Oliver Linton & Zheng Zhang, 2022. "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1817-1830, October.
    66. Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000. "Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes," Journal of Econometrics, Elsevier, vol. 96(1), pages 39-73, May.
    67. PREMINGER, Arie & STORTI, Giuseppe, 2006. "A GARCH (1,1) estimator with (almost) no moment conditions on the error term," LIDAM Discussion Papers CORE 2006068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    68. Whang, Yoon-Jae, 2000. "Consistent bootstrap tests of parametric regression functions," Journal of Econometrics, Elsevier, vol. 98(1), pages 27-46, September.
    69. Jeremy T. Fox & Amit Gandhi, 2011. "Identifying Demand with Multidimensional Unobservables: A Random Functions Approach," NBER Working Papers 17557, National Bureau of Economic Research, Inc.
    70. Chen, Bin & Hong, Yongmiao, 2012. "Testing For The Markov Property In Time Series," Econometric Theory, Cambridge University Press, vol. 28(1), pages 130-178, February.
    71. Pedro H. C. Sant’Anna, 2021. "Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 816-832, July.
    72. Su, Liangjun & White, Halbert, 2014. "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, vol. 182(1), pages 27-44.
    73. Sungwon Lee & Joon H. Ro, 2020. "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers 2013, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    74. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    75. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
    76. Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
    77. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," CIRANO Working Papers 2004s-20, CIRANO.
    78. Kasparis, Ioannis, 2010. "The Bierens test for certain nonstationary models," Journal of Econometrics, Elsevier, vol. 158(2), pages 221-230, October.
    79. Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019. "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers 2019-17, Department of Economics and Business Economics, Aarhus University.
    80. Valentina Corradi & Norman Swanson, 2004. "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers 200418, Rutgers University, Department of Economics.
    81. Hsu, Shih-Hsun & Kuan, Chung-Ming, 2011. "Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments," Journal of Econometrics, Elsevier, vol. 165(1), pages 87-99.
    82. White, Halbert & Hong, Yongmiao, 1999. "M-Testing Using Finite and Infinite Dimensional Parameter Estimators," University of California at San Diego, Economics Working Paper Series qt9qz123ng, Department of Economics, UC San Diego.
    83. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2010. "VAR for VaR: measuring systemic risk using multivariate regression quantiles," MPRA Paper 35372, University Library of Munich, Germany.
    84. Wang, Xuexin, 2015. "A Note on Consistent Conditional Moment Tests," MPRA Paper 69005, University Library of Munich, Germany.
    85. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2010. "Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 625-636, March.
    86. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
    87. Ralf Becker & Walter Enders & A. Stan Hurn, 2001. "Testing for Time Dependence in Parameters," Research Paper Series 58, Quantitative Finance Research Centre, University of Technology, Sydney.
    88. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
    89. Manuel A. Dominguez & Ignacio N. Lobato, 2001. "A Consistent Test for the Martingale Difference Hypothesis," Working Papers 0101, Centro de Investigacion Economica, ITAM.
    90. Jonathan B. Hill, 2004. "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics 0401004, University Library of Munich, Germany, revised 05 Jul 2004.
    91. Richard T. Baillie & George Kapetanios, 2005. "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers 528, Queen Mary University of London, School of Economics and Finance.
    92. Andrii Babii, 2020. "High-dimensional mixed-frequency IV regression," Papers 2003.13478, arXiv.org.
    93. Cho, Jin Seo & White, Halbert, 2010. "Testing for unobserved heterogeneity in exponential and Weibull duration models," Journal of Econometrics, Elsevier, vol. 157(2), pages 458-480, August.
    94. Lee Tae-Hwy, 2001. "Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(4), pages 1-15, January.
    95. George R. Neumann & Nathan E. Savin, 2000. "Learning and Communication in Sender-Receiver Games: An Econometric Investigation," Econometric Society World Congress 2000 Contributed Papers 1852, Econometric Society.
    96. Kyungchul Song, 2007. "Testing Conditional Independence via Rosenblatt Transforms," PIER Working Paper Archive 07-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    97. Marine Carrasco & Jean-Pierre Florens, 2000. "Efficient GMM Estimation Using the Empirical Characteristic Function," Working Papers 2000-33, Center for Research in Economics and Statistics.
    98. Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," Economics Discussion Paper Series 0912, Economics, The University of Manchester.
    99. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.
    100. Lijuan Huo & Jin Seo Cho, 2020. "Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine," Working papers 2020rwp-180, Yonsei University, Yonsei Economics Research Institute.
    101. Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    102. Chen, Bin & Hong, Yongmiao, 2011. "Generalized spectral testing for multivariate continuous-time models," Journal of Econometrics, Elsevier, vol. 164(2), pages 268-293, October.
    103. Song, Kyungchul, 2010. "Testing semiparametric conditional moment restrictions using conditional martingale transforms," Journal of Econometrics, Elsevier, vol. 154(1), pages 74-84, January.
    104. Krikamol Muandet & Wittawat Jitkrittum & Jonas Kubler, 2020. "Kernel Conditional Moment Test via Maximum Moment Restriction," Papers 2002.09225, arXiv.org, revised Jun 2020.
    105. Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
    106. Huang, Meng & Sun, Yixiao & White, Hal, 2013. "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt3pt89204, Department of Economics, UC San Diego.
    107. Dong, Hao & Taylor, Luke, 2022. "Nonparametric Significance Testing In Measurement Error Models," Econometric Theory, Cambridge University Press, vol. 38(3), pages 454-496, June.
    108. Magne Mogstad & Andres Santos & Alexander Torgovitsky, 2018. "Using Instrumental Variables for Inference About Policy Relevant Treatment Parameters," Econometrica, Econometric Society, vol. 86(5), pages 1589-1619, September.
    109. Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
    110. Pascal Lavergne & Valentin Patilea, 2006. "Breaking the Curse of Dimensionality in Nonparametric Testing," Working Papers 2006-24, Center for Research in Economics and Statistics.
    111. Su, Liangjun & Jin, Sainan, 2012. "Sieve estimation of panel data models with cross section dependence," Journal of Econometrics, Elsevier, vol. 169(1), pages 34-47.
    112. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
    113. Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2024. "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Econometrics and Statistics, Elsevier, vol. 32(C), pages 34-56.
    114. Jonathan B. Hill, 2004. "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics 0402004, University Library of Munich, Germany, revised 05 Aug 2005.
    115. Manuel Vega-Gordillo & José Luis à lvarez-Arce, 2005. "Heterogeneity In Economic Freedom: Free Clusters Or Free Countries," Faculty Working Papers 08/05, School of Economics and Business Administration, University of Navarra.
    116. Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2008. "Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space," MPRA Paper 16669, University Library of Munich, Germany.
    117. Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators," Papers 2110.06763, arXiv.org, revised Oct 2022.
    118. Elia Lapenta & Pascal Lavergne, 2022. "Encompassing Tests for Nonparametric Regressions," Papers 2203.06685, arXiv.org, revised Oct 2023.
    119. Ignacio N. Lobato, 2000. "A Consistent Test for the Martingale Difference Assumption," Econometric Society World Congress 2000 Contributed Papers 0278, Econometric Society.
    120. González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," SSE/EFI Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
    121. Francq, Christian & Horvath, Lajos & Zakoïan, Jean-Michel, 2010. "Sup-Tests For Linearity In A General Nonlinear Ar(1) Model," Econometric Theory, Cambridge University Press, vol. 26(4), pages 965-993, August.
    122. Anne Leucht & Michael Neumann, 2013. "Degenerate $$U$$ - and $$V$$ -statistics under ergodicity: asymptotics, bootstrap and applications in statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(2), pages 349-386, April.
    123. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
    124. Nadine McCloud & Yongmiao Hong, 2011. "Testing The Structure Of Conditional Correlations In Multivariate Garch Models: A Generalized Cross‐Spectrum Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 991-1037, November.
    125. Jean-Pierre Florens & Elia Lapenta, 2022. "Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments," Papers 2212.11012, arXiv.org, revised Oct 2023.
    126. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    127. Kyu Lee Shin & Jin Seo Cho, 2013. "Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)," Working papers 2013rwp-57, Yonsei University, Yonsei Economics Research Institute.
    128. Yongmiao Hong & Yoon-Jin Lee, 2007. "Detecting Misspecifications in Autoregressive Conditional Duration Models," CAEPR Working Papers 2007-019, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    129. Blume, A. & DeJong, D.V. & Neumann, G. & Savin, N.E., 2000. "Learning and Communication in Sender-Reciever Games : An Economic Investigation," Discussion Paper 2000-09, Tilburg University, Center for Economic Research.
    130. Xiaojun Song & Haoyu Wei, 2021. "Nonparametric Tests of Conditional Independence for Time Series," Papers 2110.04847, arXiv.org.
    131. Colling, Benjamin & Van Keilegom, Ingrid, 2017. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 10-30.
    132. Manuel Landajo & Celia Bilbao & Amelia Bilbao, 2012. "Nonparametric neural network modeling of hedonic prices in the housing market," Empirical Economics, Springer, vol. 42(3), pages 987-1009, June.
    133. Jin Seo Cho & Meng Huang & Halbert White, 2009. "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series 0915, Institute of Economic Research, Korea University.
    134. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008.
    135. Juan Carlos Escanciano, 2010. "The Integrated Instrumental Variables Estimator: Exploiting Nonlinearities for Identification of Linear Models," CAEPR Working Papers 2010-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    136. Chung-Ming Kuan, 2006. "Artificial Neural Networks," IEAS Working Paper : academic research 06-A010, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    137. George Kapetanios & Andrew P. Blake, 2007. "Testing the Martingale Difference Hypothesis Using Neural Network Approximations," Working Papers 601, Queen Mary University of London, School of Economics and Finance.
    138. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    139. Jean-Pierre Florens & Elia Lapenta, 2024. "Partly linear instrumental variables regressions without smoothing on the instruments," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(3), pages 897-920, September.
    140. Hansen,B.E., 1999. "Testing for linearity," Working papers 7, Wisconsin Madison - Social Systems.
    141. White, Halbert, 2006. "Time-series estimation of the effects of natural experiments," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 527-566.
    142. Escanciano, Juan Carlos & Song, Kyungchul, 2010. "Testing single-index restrictions with a focus on average derivatives," Journal of Econometrics, Elsevier, vol. 156(2), pages 377-391, June.
    143. Chen, Bin & Hong, Yongmiao, 2014. "A unified approach to validating univariate and multivariate conditional distribution models in time series," Journal of Econometrics, Elsevier, vol. 178(P1), pages 22-44.
    144. Chen, Xiaohong & Fan, Yanqin, 1999. "Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series," Journal of Econometrics, Elsevier, vol. 91(2), pages 373-401, August.
    145. Escanciano, J. Carlos & Velasco, Carlos, 2006. "Generalized spectral tests for the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 134(1), pages 151-185, September.
    146. Richard T. Baillie & George Kapetanios, 2006. "Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates," Working Papers 570, Queen Mary University of London, School of Economics and Finance.
    147. Lapenta, Elia & Lavergne, Pascal, 2022. "Encompassing Tests for Nonparametric Regressions," TSE Working Papers 22-1332, Toulouse School of Economics (TSE).
    148. Yoon-Jin Lee & Yongmiao Hong, 2004. "Specification Testing for Multivariate Time Series Volatility Models," Econometric Society 2004 Far Eastern Meetings 696, Econometric Society.
    149. James Davidson & Andreea G. Halunga, 2013. "Consistent Model Specification Testing," Discussion Papers 1312, University of Exeter, Department of Economics.
    150. Zheng, Xu, 2008. "Testing for discrete choice models," Economics Letters, Elsevier, vol. 98(2), pages 176-184, February.
    151. Xiaohong Chen & Sokbae Lee & Myung Hwan Seo & Myunghyun Song, 2020. "Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic," Papers 2008.11140, arXiv.org, revised Oct 2024.
    152. PREMINGER, Arie & SAKATA, Shinichi, 2005. "A model selection method for S-estimation," LIDAM Discussion Papers CORE 2005073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    153. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
    154. Song, Peter X.-K. & Freeland, R. Keith & Biswas, Atanu & Zhang, Shulin, 2013. "Statistical analysis of discrete-valued time series using categorical ARMA models," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 112-124.
    155. Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 961-994, Elsevier.
    156. Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2008. "Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR," Working Paper Series 957, European Central Bank.
    157. Han, Hyojin, 2020. "On the identification of models with conditional characteristic functions," Economics Letters, Elsevier, vol. 186(C).
    158. Manuel Dominguez & Ignacio Lobato, 2010. "Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM," Working Papers 1005, Centro de Investigacion Economica, ITAM.
    159. Juan Carlos Escanciano, 2005. "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers 07/05, School of Economics and Business Administration, University of Navarra.
    160. Bretó, Carles & Veiga, Helena, 2011. "Forecasting volatility: does continuous time do better than discrete time?," DES - Working Papers. Statistics and Econometrics. WS ws112518, Universidad Carlos III de Madrid. Departamento de Estadística.
    161. M. Dolores Jiménez-Gamero & Sangyeol Lee & Simos G. Meintanis, 2020. "Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 682-703, September.

  58. Chen, Xiaohong & White, Halbert, 1998. "Central Limit And Functional Central Limit Theorems For Hilbert-Valued Dependent Heterogeneous Arrays With Applications," Econometric Theory, Cambridge University Press, vol. 14(2), pages 260-284, April.

    Cited by:

    1. Won-Ki Seo, 2020. "Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers 2011.12781, arXiv.org, revised Apr 2023.
    2. Shao, Xiaofeng, 2011. "A bootstrap-assisted spectral test of white noise under unknown dependence," Journal of Econometrics, Elsevier, vol. 162(2), pages 213-224, June.
    3. Florence Merlevède, 2003. "On the Central Limit Theorem and Its Weak Invariance Principle for Strongly Mixing Sequences with Values in a Hilbert Space via Martingale Approximation," Journal of Theoretical Probability, Springer, vol. 16(3), pages 625-653, July.
    4. Juan Carlos Escanciano & Carlos Velasco, 2006. "Testing the Martingale Difference Hypothesis Using Integrated Regression Functions," Faculty Working Papers 06/06, School of Economics and Business Administration, University of Navarra.
    5. Salish, Nazarii & Gleim, Alexander, 2019. "A moment-based notion of time dependence for functional time series," Journal of Econometrics, Elsevier, vol. 212(2), pages 377-392.
    6. Eric Ghysels & Jean-Pierre Florens & Mikhail Chernov & Marine Carrasco, 2003. "Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions," CIRANO Working Papers 2003s-02, CIRANO.
    7. Marine Carrasco & Barbara Rossi, 2016. "In-Sample Inference and Forecasting in Misspecified Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 313-338, July.
    8. Petrovich, Justin & Reimherr, Matthew, 2017. "Asymptotic properties of principal component projections with repeated eigenvalues," Statistics & Probability Letters, Elsevier, vol. 130(C), pages 42-48.
    9. Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020. "Testing distributional assumptions using a continuum of moments," Journal of Econometrics, Elsevier, vol. 218(2), pages 655-689.
    10. Won‐Ki Seo, 2024. "Functional principal component analysis for cointegrated functional time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(2), pages 320-330, March.
    11. R. Anton Braun & Huiyu Li & John Stachurski, 2011. "Generalized Look-Ahead Methods for Computing Stationary Densities," ANU Working Papers in Economics and Econometrics 2011-558, Australian National University, College of Business and Economics, School of Economics.
    12. Bucchia, Béatrice & Wendler, Martin, 2017. "Change-point detection and bootstrap for Hilbert space valued random fields," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 344-368.
    13. Dehling, Herold & Sharipov, Olimjon Sh. & Wendler, Martin, 2015. "Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 200-215.
    14. Hsu, Shih-Hsun & Kuan, Chung-Ming, 2011. "Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments," Journal of Econometrics, Elsevier, vol. 165(1), pages 87-99.
    15. Seri, Raffaello, 2022. "Computing the asymptotic distribution of second-order U- and V-statistics," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
    16. Hien, N.T.T. & Thanh, L.V., 2015. "On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 236-245.
    17. Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric, 2007. "Efficient estimation of general dynamic models with a continuum of moment conditions," Journal of Econometrics, Elsevier, vol. 140(2), pages 529-573, October.
    18. Florens, Jean-Pierre & Simoni, Anna, 2012. "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Journal of Econometrics, Elsevier, vol. 170(2), pages 458-475.
    19. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2010. "Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 625-636, March.
    20. Kokoszka, Piotr & Reimherr, Matthew, 2013. "Asymptotic normality of the principal components of functional time series," Stochastic Processes and their Applications, Elsevier, vol. 123(5), pages 1546-1562.
    21. Chen Xiaohong & White Halbert, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-55, April.
    22. Song, Kyungchul, 2010. "Testing semiparametric conditional moment restrictions using conditional martingale transforms," Journal of Econometrics, Elsevier, vol. 154(1), pages 74-84, January.
    23. Steffen Betsch & Bruno Ebner, 2019. "A new characterization of the Gamma distribution and associated goodness-of-fit tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(7), pages 779-806, October.
    24. Dong, Hao & Taylor, Luke, 2022. "Nonparametric Significance Testing In Measurement Error Models," Econometric Theory, Cambridge University Press, vol. 38(3), pages 454-496, June.
    25. Anton Rask Lundborg & Rajen D. Shah & Jonas Peters, 2022. "Conditional independence testing in Hilbert spaces with applications to functional data analysis," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 1821-1850, November.
    26. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    27. Soltani, A.R. & Shishebor, Z. & Zamani, A., 2010. "Inference on periodograms of infinite dimensional discrete time periodically correlated processes," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 368-373, February.
    28. Liangjun Su & Stefan Hoderlein & Halbert White, 2013. "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics 892, Boston College Department of Economics, revised 01 Feb 2016.
    29. Jiménez-Gamero, M.D. & Alba-Fernández, M.V., 2021. "A test for the geometric distribution based on linear regression of order statistics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 186(C), pages 103-123.
    30. Juan Carlos Escanciano, 2010. "The Integrated Instrumental Variables Estimator: Exploiting Nonlinearities for Identification of Linear Models," CAEPR Working Papers 2010-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    31. Chen, Xiaohong & Fan, Yanqin, 1999. "Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series," Journal of Econometrics, Elsevier, vol. 91(2), pages 373-401, August.
    32. Escanciano, J. Carlos & Velasco, Carlos, 2006. "Generalized spectral tests for the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 134(1), pages 151-185, September.
    33. Dedecker, Jérôme & Merlevède, Florence, 2003. "The conditional central limit theorem in Hilbert spaces," Stochastic Processes and their Applications, Elsevier, vol. 108(2), pages 229-262, December.
    34. Mourid, Tahar & Bensmain, Nawel, 2006. "Sieves estimator of the operator of a functional autoregressive process," Statistics & Probability Letters, Elsevier, vol. 76(1), pages 93-108, January.

  59. Shinichi Sakata & Halbert White, 1998. "High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility," Econometrica, Econometric Society, vol. 66(3), pages 529-568, May.

    Cited by:

    1. E. Ruiz & M.A. Carnero & D. Pereira, 2004. "Effects of Level Outliers on the Identification and Estimation of GARCH Models," Econometric Society 2004 Australasian Meetings 21, Econometric Society.
    2. Cizek, P., 2007. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Discussion Paper 2007-65, Tilburg University, Center for Economic Research.
    3. Amélie Charles & Olivier Darné, 2012. "Volatility Persistence in Crude Oil Markets," Working Papers hal-00719387, HAL.
    4. F. Javier Trivez & Beatriz Catalan, 2009. "Detecting level shifts in ARMA-GARCH (1,1) Models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(6), pages 679-697.
    5. Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2011. "-Consistent robust integration-based estimation," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 828-846, April.
    6. Sunil Sapra, 2003. "High-breakdown point estimation of some regression models," Applied Economics Letters, Taylor & Francis Journals, vol. 10(14), pages 875-878.
    7. Charles, Amélie & Darné, Olivier, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 188-199.
    8. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Other publications TiSEM 46607f30-95c0-430a-8ef9-2, Tilburg University, School of Economics and Management.
    9. Cizek, P., 2010. "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Other publications TiSEM 850c8dcb-835b-4d68-ab98-6, Tilburg University, School of Economics and Management.
    10. Loriano Mancini & Fabio Trojani, 2011. "Robust Value at Risk Prediction," Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 281-313, Spring.
    11. Čížek, Pavel, 2008. "General Trimmed Estimation: Robust Approach To Nonlinear And Limited Dependent Variable Models," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1500-1529, December.
    12. L. Ingber & R.P. Mondescu, 2001. "Optimization of trading physics models of markets," Lester Ingber Papers 01ot, Lester Ingber.
    13. Gagliardini, Patrick & Trojani, Fabio & Urga, Giovanni, 2005. "Robust GMM tests for structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 139-182.
    14. Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen.
    15. Hill, Jonathan B. & Prokhorov, Artem, 2016. "GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference," Journal of Econometrics, Elsevier, vol. 190(1), pages 18-45.
    16. Carnero, María Ángeles, 2004. "Spurious and hidden volatility," DES - Working Papers. Statistics and Econometrics. WS ws042007, Universidad Carlos III de Madrid. Departamento de Estadística.
    17. Čίžek, Pavel & Härdle, Wolfgang Karl, 2006. "Robust econometrics," SFB 649 Discussion Papers 2006-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    18. Cizek, P. & Härdle, W.K., 2005. "Robust Estimation of Dimension Reduction Space," Discussion Paper 2005-31, Tilburg University, Center for Economic Research.
    19. Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Economics Papers 2005-W24, Economics Group, Nuffield College, University of Oxford.
    20. Cizek, P., 2007. "Efficient Robust Estimation of Time-Series Regression Models," Other publications TiSEM d76eb299-a6b2-4f5a-bb9f-a, Tilburg University, School of Economics and Management.
    21. Grossi, Luigi & Laurini, Fabrizio, 2009. "A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2251-2263, April.
    22. Aktham Maghyereh, 2006. "Regional Integration of Stock Markets in MENA Countries," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 5(1), pages 59-94, April.
    23. Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
    24. Cizek, P., 2004. "Asymptotics of Least Trimmed Squares Regression," Other publications TiSEM dab5d551-aca6-40bf-b92e-c, Tilburg University, School of Economics and Management.
    25. Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Other publications TiSEM a6228ada-1ab5-47ee-9d23-4, Tilburg University, School of Economics and Management.
    26. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    27. Francq, Christian & Zakoïan, Jean-Michel, 2022. "Testing the existence of moments for GARCH processes," Journal of Econometrics, Elsevier, vol. 227(1), pages 47-64.
    28. Piotr Fiszeder & Marta Ma³ecka, 2022. "Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(4), pages 939-967, December.
    29. Harvey, A. & Chakravarty, T., 2008. "Beta-t-(E)GARCH," Cambridge Working Papers in Economics 0840, Faculty of Economics, University of Cambridge.
    30. Veiga, Helena, 2010. "Outliers in Garch models and the estimation of risk measures," DES - Working Papers. Statistics and Econometrics. WS ws100502, Universidad Carlos III de Madrid. Departamento de Estadística.
    31. Tino Werner, 2023. "Quantitative robustness of instance ranking problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(2), pages 335-368, April.
    32. Cizek, P. & Tamine, J. & Härdle, W.K., 2006. "Smoothed L-estimation of Regression Function," Discussion Paper 2006-20, Tilburg University, Center for Economic Research.
    33. Carnero, María Ángeles, 2001. "Outliers and conditional autoregressive heteroscedasticity in time series," DES - Working Papers. Statistics and Econometrics. WS ws010704, Universidad Carlos III de Madrid. Departamento de Estadística.
    34. Fabio Trojani & Markus Leippold & Paolo Vanini, 2005. "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005 2005-03, Department of Economics, University of St. Gallen.
    35. Laurent, Sébastien & Lecourt, Christelle & Palm, Franz C., 2016. "Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 383-400.
    36. LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.
    37. González-Sánchez, Mariano, 2021. "Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets," Finance Research Letters, Elsevier, vol. 38(C).
    38. Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, January.
    39. Jussi Tolvi, 2001. "Outliers in eleven Finnish macroeconomic time series," Finnish Economic Papers, Finnish Economic Association, vol. 14(1), pages 14-32, Spring.
    40. Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa, 2017. "The financial economics of white precious metals — A survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 292-308.
    41. M. Angeles Carnero Fernández & Ana Pérez Espartero, 2018. "Outliers and misleading leverage effect in asymmetric GARCH-type models," Working Papers. Serie AD 2018-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    42. Yaojie Zhang & Mengxi He & Yuqi Zhao & Xianfeng Hao, 2023. "Predicting stock realized variance based on an asymmetric robust regression approach," Bulletin of Economic Research, Wiley Blackwell, vol. 75(4), pages 1022-1047, October.
    43. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2008. "Estimating and Forecasting GARCH Volatility in the Presence of Outiers," Working Papers. Serie AD 2008-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    44. Behmiri, Niaz Bashiri & Manera, Matteo, 2015. "The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices," Energy: Resources and Markets 208768, Fondazione Eni Enrico Mattei (FEEM).
    45. Vincenzo Atella & Francesco Brindisi & Partha Deb & Furio C. Rosati, 2004. "Determinants of access to physician services in Italy: a latent class seemingly unrelated probit approach," Health Economics, John Wiley & Sons, Ltd., vol. 13(7), pages 657-668, July.
    46. Sakata, Shinichi & White, Halbert, 2001. "S-estimation of nonlinear regression models with dependent and heterogeneous observations," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 5-72, July.
    47. Veiga, Helena, 2009. "Wavelet-based detection of outliers in volatility models," DES - Working Papers. Statistics and Econometrics. WS ws090403, Universidad Carlos III de Madrid. Departamento de Estadística.
    48. Charles, Amelie & Darne, Olivier, 2005. "Outliers and GARCH models in financial data," Economics Letters, Elsevier, vol. 86(3), pages 347-352, March.
    49. Grané, Aurea & Veiga, Helena, 2010. "Wavelet-based detection of outliers in financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2580-2593, November.
    50. Chikashi Tsuji, 2016. "Does the fear gauge predict downside risk more accurately than econometric models? Evidence from the US stock market," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1220711-122, December.
    51. Yaqoob, Tanzeela & Maqsood, Arfa, 2024. "The potency of time series outliers in volatile models: An empirical analysis of fintech, and mineral resources," Resources Policy, Elsevier, vol. 89(C).
    52. Ronchetti, Elvezio, 2020. "Accurate and robust inference," Econometrics and Statistics, Elsevier, vol. 14(C), pages 74-88.
    53. Lisa Crosato & Luigi Grossi, 2019. "Correcting outliers in GARCH models: a weighted forward approach," Statistical Papers, Springer, vol. 60(6), pages 1939-1970, December.
    54. Ortelli, Claudio & Trojani, Fabio, 2005. "Robust efficient method of moments," Journal of Econometrics, Elsevier, vol. 128(1), pages 69-97, September.
    55. Mengxi He & Xianfeng Hao & Yaojie Zhang & Fanyi Meng, 2021. "Forecasting stock return volatility using a robust regression model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1463-1478, December.
    56. Vasiliki Chatzikonstanti & Michail Karoglou, 2022. "Can black swans be tamed with a flexible mean‐variance specification?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3202-3227, July.
    57. Marc G. Genton & André Lucas, 2003. "Comprehensive definitions of breakdown points for independent and dependent observations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 81-94, February.
    58. Boudt, Kris & Croux, Christophe, 2010. "Robust M-estimation of multivariate GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2459-2469, November.
    59. Cízek, Pavel, 2011. "Semiparametrically weighted robust estimation of regression models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 774-788, January.
    60. Harvey,Andrew C., 2013. "Dynamic Models for Volatility and Heavy Tails," Cambridge Books, Cambridge University Press, number 9781107630024, January.
    61. Murinde V. & Poshakwala S., 2001. "Volatility in the Emerging Stock Markets in Central and Eastern Europe: Evidence on Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 73-102, July - De.
    62. Franses, Ph.H.B.F. & van Dijk, D.J.C., 1999. "Outlier detection in the GARCH (1,1) model," Econometric Institute Research Papers EI 9926-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    63. Hill, Jonathan B., 2015. "Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors," Journal of Multivariate Analysis, Elsevier, vol. 135(C), pages 131-152.
    64. Beatriz Catalan & F. Javier Trivez, 2007. "Forecasting volatility in GARCH models with additive outliers," Quantitative Finance, Taylor & Francis Journals, vol. 7(6), pages 591-596.
    65. Korkie, Bob & Sivakumar, Ranjini & Turtle, Harry, 2002. "The dual contributions of information instruments in return models: magnitude and direction predictability," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 511-523, December.
    66. Jianqing Fan & Yuan Ke & Yuan Liao, 2016. "Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia," Papers 1603.07041, arXiv.org, revised Sep 2018.
    67. Partha Deb & Ann M. Holmes, 2000. "Estimates of use and costs of behavioural health care: a comparison of standard and finite mixture models," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 475-489, September.
    68. Amélie Charles & Olivier Darné, 2019. "Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks," Post-Print hal-03794543, HAL.
    69. Amélie Charles, 2008. "Forecasting volatility with outliers in GARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 551-565.
    70. Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.
    71. You, Jiazhong, 1999. "A Monte Carlo comparison of several high breakdown and efficient estimators," Computational Statistics & Data Analysis, Elsevier, vol. 30(2), pages 205-219, April.
    72. Chan, W.S. & Wong, C.S. & Chung, A.H.L., 2009. "Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2779-2786.
    73. Aguilar, Mike & Hill, Jonathan B., 2015. "Robust score and portmanteau tests of volatility spillover," Journal of Econometrics, Elsevier, vol. 184(1), pages 37-61.
    74. Tae-Hwan Kim & Halbert White, 2003. "Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression," Advances in Econometrics, in: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, pages 107-132, Emerald Group Publishing Limited.
    75. Corina SAMAN, 2015. "Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 93-106, March.
    76. Carnero, M. Angeles & Pérez, Ana, 2019. "Leverage effect in energy futures revisited," Energy Economics, Elsevier, vol. 82(C), pages 237-252.
    77. L. Ingber & R.P. Mondescu, 2003. "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers 03ai, Lester Ingber.
    78. Carnero, M. Angeles & Peña, Daniel & Ruiz, Esther, 2012. "Estimating GARCH volatility in the presence of outliers," Economics Letters, Elsevier, vol. 114(1), pages 86-90.
    79. PREMINGER, Arie & SAKATA, Shinichi, 2005. "A model selection method for S-estimation," LIDAM Discussion Papers CORE 2005073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    80. Pavlidis Efthymios G. & Paya Ivan & Peel David A., 2013. "Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 297-312, May.
    81. Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2008. "Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR," Working Paper Series 957, European Central Bank.

  60. Chen, Xiaohong & White, Halbert, 1998. "Nonparametric Adaptive Learning with Feedback," Journal of Economic Theory, Elsevier, vol. 82(1), pages 190-222, September.

    Cited by:

    1. Maria Minniti & William Bygrave, 2001. "A Dynamic Model of Entrepreneurial Learning," Entrepreneurship Theory and Practice, , vol. 25(3), pages 5-16, April.
    2. Halbert White & Haiqing Xu & Karim Chalak, 2011. "Causal Discourse in a Game of Incomplete Information," Department of Economics Working Papers 130912, The University of Texas at Austin, Department of Economics.
    3. Barty Kengy & Girardeau Pierre & Strugarek Cyrille & Roy Jean-Sébastien, 2008. "Application of kernel-based stochastic gradient algorithms to option pricing," Monte Carlo Methods and Applications, De Gruyter, vol. 14(2), pages 99-127, January.
    4. Ulrich Horst & Jan Wezelburger, 2006. "Non-ergodic Behavior in a Financial Market with Interacting Investors," 2006 Meeting Papers 229, Society for Economic Dynamics.
    5. Berardi, Michele & Duffy, John, 2015. "Real-Time, Adaptive Learning Via Parameterized Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 245-269, March.
    6. Guidolin, Massimo & Timmermann, Allan, 2007. "Properties of equilibrium asset prices under alternative learning schemes," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 161-217, January.
    7. Kenneth Kasa, 2007. "Learning and Model Validation," 2007 Meeting Papers 548, Society for Economic Dynamics.
    8. Peter Woehrmann & Willi Semmler & Martin Lettau, "undated". "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers 225, Institute for Empirical Research in Economics - University of Zurich.
    9. Dennis Kristensen & Bernard Salanié, 2010. "Higher Order Improvements for Approximate Estimators," CAM Working Papers 2010-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    10. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
    11. Wenzelburger, Jan, 2004. "Learning to predict rationally when beliefs are heterogeneous," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 2075-2104, September.
    12. Chen Xiaohong & White Halbert, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-55, April.
    13. Felipe Perez, 1997. "Private Experience in Adaptive Learning Models," Levine's Working Paper Archive 1403, David K. Levine.
    14. Sergio Pastorello & Valentin Patilea & Eric Renault, 2003. "Iterative and Recursive Estimation in Structural Non-Adaptive Models," CIRANO Working Papers 2003s-08, CIRANO.
    15. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
    16. Perkins, S. & Leslie, D.S., 2014. "Stochastic fictitious play with continuous action sets," Journal of Economic Theory, Elsevier, vol. 152(C), pages 179-213.
    17. Blake LeBaron, 2013. "Heterogeneous Agents and Long Horizon Features of Asset Prices," Working Papers 63, Brandeis University, Department of Economics and International Business School, revised Sep 2013.
    18. Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song, 2023. "SGMM: Stochastic Approximation to Generalized Method of Moments," Papers 2308.13564, arXiv.org, revised Oct 2023.
    19. Wenzelburger, Jan, 2006. "Learning in linear models with expectational leads," Journal of Mathematical Economics, Elsevier, vol. 42(7-8), pages 854-884, November.

  61. Swanson, Norman R. & White, Halbert, 1997. "Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models," International Journal of Forecasting, Elsevier, vol. 13(4), pages 439-461, December.

    Cited by:

    1. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
    2. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    3. Chen, Qitong & Hong, Yongmiao & Li, Haiqi, 2024. "Time-varying forecast combination for factor-augmented regressions with smooth structural changes," Journal of Econometrics, Elsevier, vol. 240(1).
    4. Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2007. "Regional employment forecasts with spatial interdependencies," IAB-Discussion Paper 200702, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    5. Casarin, Roberto & Costantini, Mauro & Paradiso, Antonio, 2021. "On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting," Economic Modelling, Elsevier, vol. 105(C).
    6. Qi, Min, 2001. "Predicting US recessions with leading indicators via neural network models," International Journal of Forecasting, Elsevier, vol. 17(3), pages 383-401.
    7. Simonetta Longhi & Peter Nijkamp & Aura Reggianni & Erich Maierhofer, 2005. "Neural Network Modeling as a Tool for Forecasting Regional Employment Patterns," International Regional Science Review, , vol. 28(3), pages 330-346, July.
    8. Darbellay, Georges A. & Slama, Marek, 2000. "Forecasting the short-term demand for electricity: Do neural networks stand a better chance?," International Journal of Forecasting, Elsevier, vol. 16(1), pages 71-83.
    9. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
    10. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
    11. Kelly Trinh & Bo Zhang & Chenghan Hou, 2025. "Macroeconomic real‐time forecasts of univariate models with flexible error structures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(1), pages 59-78, January.
    12. Huck, Nicolas, 2010. "Pairs trading and outranking: The multi-step-ahead forecasting case," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1702-1716, December.
    13. Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen, 2018. "Risk Everywhere: Modeling and Managing Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2729-2773.
    14. Imad Moosa & Kelly Burns, 2016. "The random walk as a forecasting benchmark: drift or no drift?," Applied Economics, Taylor & Francis Journals, vol. 48(43), pages 4131-4142, September.
    15. Khurshid M. KIANI & Terry L. KASTENS, 2006. "Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
    16. Robert H. McGuckin & Ataman Ozyildirim & Victor Zarnowitz, 2000. "The Composite Index of Leading Economic Indicators: How to Make it More Timely," Economics Program Working Papers 00-04, The Conference Board, Economics Program.
    17. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2008. "How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37620, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    18. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    19. Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
    20. Rafael R. S. Guimaraes, 2022. "Deep Learning Macroeconomics," Papers 2201.13380, arXiv.org.
    21. Huck, Nicolas, 2009. "Pairs selection and outranking: An application to the S&P 100 index," European Journal of Operational Research, Elsevier, vol. 196(2), pages 819-825, July.
    22. Hu, Junjie & Kuo, Weiyu & Härdle, Wolfgang Karl, 2019. "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," IRTG 1792 Discussion Papers 2019-024, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    23. Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.
    24. Campisi, Giovanni & Muzzioli, Silvia & De Baets, Bernard, 2024. "A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices," International Journal of Forecasting, Elsevier, vol. 40(3), pages 869-880.
    25. Blaskowitz, Oliver & Herwartz, Helmut, 2014. "Testing the value of directional forecasts in the presence of serial correlation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 30-42.
    26. Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes, 2020. "Machine Learning Advances for Time Series Forecasting," Papers 2012.12802, arXiv.org, revised Apr 2021.
    27. Blaskowitz, Oliver J. & Herwartz, Helmut, 2008. "Adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers 2008-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    28. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 8, pages 413-457, Elsevier.
    29. G Johnes, 2003. "Curriculum," Working Papers 541985, Lancaster University Management School, Economics Department.
    30. Markus Hirschberger & Ralph E. Steuer & Sebastian Utz & Maximilian Wimmer & Yue Qi, 2013. "Computing the Nondominated Surface in Tri-Criterion Portfolio Selection," Operations Research, INFORMS, vol. 61(1), pages 169-183, February.
    31. Angelos T. Vouldis & Dimitrios P. Louzis, 2018. "Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables," Empirical Economics, Springer, vol. 54(3), pages 1187-1214, May.
    32. Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002. "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance 508, Stockholm School of Economics.
    33. Roberto Patuelli & Peter Nijkamp & Simonetta Longhi & Aura Reggiani, 2008. "Neural Networks and Genetic Algorithms as Forecasting Tools: A Case Study on German Regions," Environment and Planning B, , vol. 35(4), pages 701-722, August.
    34. A Clements & D Preve, 2019. "A Practical Guide to Harnessing the HAR Volatility Model," NCER Working Paper Series 120, National Centre for Econometric Research.
    35. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
    36. Oscar Claveria & Salvador Torra, 2013. "“Forecasting Business surveys indicators: neural networks vs. time series models”," IREA Working Papers 201320, University of Barcelona, Research Institute of Applied Economics, revised Nov 2013.
    37. Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”," AQR Working Papers 201508, University of Barcelona, Regional Quantitative Analysis Group, revised Mar 2015.
    38. Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, January.
    39. Panayotis G. Michaelides & Efthymios G. Tsionas & Angelos T. Vouldis & Konstantinos N. Konstantakis & Panagiotis Patrinos, 2018. "A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 637-675, March.
    40. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    41. Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998. "Trade, Investment, and Growth: Nexus, Analysis, and Prognosis," NBER Working Papers 6861, National Bureau of Economic Research, Inc.
    42. Mariola Pilatowska, 2011. "Information and Prediction Criteria in Selecting the Forecasting Model," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 21-40.
    43. Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer;Society for Computational Economics, vol. 32(4), pages 383-406, November.
    44. Ling‐Jing Kao & Chih‐Chou Chiu & Hung‐Jui Wang & Chang Yu Ko, 2021. "Prediction of remaining time on site for e‐commerce users: A SOM and long short‐term memory study," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(7), pages 1274-1290, November.
    45. Karol Szafranek, 2017. "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers 262, Narodowy Bank Polski.
    46. Longhi, Simonetta & Nijkamp, Peter, 2006. "Forecasting regional labor market developments under spatial heterogeneity and spatial correlation," Serie Research Memoranda 0015, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    47. Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 4, pages 135-196, Elsevier.
    48. Önsel Ekici, Şule & Kabak, Özgür & Ülengin, Füsun, 2016. "Linking to compete: Logistics and global competitiveness interaction," Transport Policy, Elsevier, vol. 48(C), pages 117-128.
    49. Wu, Yih-Jiuan, 1998. "Exchange rate forecasting: an application of radial basis function neural networks," ISU General Staff Papers 1998010108000013540, Iowa State University, Department of Economics.
    50. Zhang, Ningning & Lin, Aijing & Shang, Pengjian, 2017. "Multidimensional k-nearest neighbor model based on EEMD for financial time series forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 477(C), pages 161-173.
    51. Andersen, Torben G. & Li, Yingying & Todorov, Viktor & Zhou, Bo, 2023. "Volatility measurement with pockets of extreme return persistence," Journal of Econometrics, Elsevier, vol. 237(2).
    52. Dahl, Christian M. & Hylleberg, Svend, 2004. "Flexible regression models and relative forecast performance," International Journal of Forecasting, Elsevier, vol. 20(2), pages 201-217.
    53. Koskinen, Lasse & Öller, Lars-Erik, 2001. "A Classifying Procedure for Signaling Turning Points," SSE/EFI Working Paper Series in Economics and Finance 427, Stockholm School of Economics.
    54. Oliver Blaskowitz & Helmut Herwartz, 2009. "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 575-594.
    55. Simonetta Longhi & Peter Nijkamp, 2007. "Forecasting Regional Labor Market Developments under Spatial Autocorrelation," International Regional Science Review, , vol. 30(2), pages 100-119, April.
    56. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    57. G Johnes, 2005. "Skills and earnings revisited," Working Papers 573993, Lancaster University Management School, Economics Department.
    58. Bildirici, Melike & Alp, Aykaç, 2008. "The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(1), pages 93-110.
    59. McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel, 2008. "A neural network demand system with heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 147(2), pages 359-371, December.
    60. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016. "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, vol. 192(1), pages 1-18.
    61. Barrera, Carlos R., 2010. "Redes neuronales para predecir el tipo de cambio diario," Working Papers 2010-001, Banco Central de Reserva del Perú.
    62. Khurshid M. Kiani, 2007. "Asymmetric Business Cycle Fluctuations and Contagion Effects in G7 Countries," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 6(3), pages 237-253, December.
    63. Jorge Perez-Rodriguez & Salvador Torra & Julian Andrada-Felix, 2005. "Are Spanish Ibex35 stock future index returns forecasted with non-linear models?," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 963-975.
    64. Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
    65. Roberto Patuelli & Aura Reggiani & Peter Nijkamp & Uwe Blien, 2006. "New Neural Network Methods for Forecasting Regional Employment: an Analysis of German Labour Markets," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(1), pages 7-30.
    66. Qi, Min & Yang, Sha, 2003. "Forecasting consumer credit card adoption: what can we learn about the utility function?," International Journal of Forecasting, Elsevier, vol. 19(1), pages 71-85.
    67. Claveria, Oscar & Torra, Salvador, 2014. "Forecasting tourism demand to Catalonia: Neural networks vs. time series models," Economic Modelling, Elsevier, vol. 36(C), pages 220-228.
    68. Geraint Johnes, 2000. "Up Around the Bend: Linear and nonlinear models of the UK economy compared," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(4), pages 485-493.
    69. Koen Pauwels & Dominique M. Hanssens, 2007. "Performance Regimes and Marketing Policy Shifts," Marketing Science, INFORMS, vol. 26(3), pages 293-311, 05-06.
    70. Kauppi, Heikki & Virtanen, Timo, 2021. "Boosting nonlinear predictability of macroeconomic time series," International Journal of Forecasting, Elsevier, vol. 37(1), pages 151-170.
    71. Onsel Sahin, Sule & Ulengin, Fusun & Ulengin, Burc, 2004. "Using neural networks and cognitive mapping in scenario analysis: The case of Turkey's inflation dynamics," European Journal of Operational Research, Elsevier, vol. 158(1), pages 124-145, October.
    72. Clive Granger & Yongil Jeon, 2000. "Model evaluation based on residual analysis of two similar models," Applied Economics, Taylor & Francis Journals, vol. 32(7), pages 861-867.
    73. Van Bellegem, Sebastien & von Sachs, Rainer, 2004. "Forecasting economic time series with unconditional time-varying variance," International Journal of Forecasting, Elsevier, vol. 20(4), pages 611-627.
    74. Filip Staněk, 2023. "Optimal out‐of‐sample forecast evaluation under stationarity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2249-2279, December.
    75. Anna Almosova & Niek Andresen, 2023. "Nonlinear inflation forecasting with recurrent neural networks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 240-259, March.
    76. Ülengin, Füsun & Önsel, Sule & Ilker Topçu, Y. & Aktas, Emel & Kabak, Özgür, 2007. "An integrated transportation decision support system for transportation policy decisions: The case of Turkey," Transportation Research Part A: Policy and Practice, Elsevier, vol. 41(1), pages 80-97, January.
    77. Khurshid M. Kiani, 2009. "Asymmetries in Macroeconomic Time Series in Eleven Asian Economies," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 8(1), pages 37-54, April.
    78. Blaskowitz, Oliver J. & Herwartz, Helmut, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers 2009-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    79. Önsel, Sule & Ülengin, Füsun & Ulusoy, Gündüz & Aktas, Emel & Kabak, Özgür & Topcu, Y. Ilker, 2008. "A new perspective on the competitiveness of nations," Socio-Economic Planning Sciences, Elsevier, vol. 42(4), pages 221-246, December.
    80. Valentina Corradi & Sainan Jin & Norman R. Swanson, 2023. "Robust forecast superiority testing with an application to assessing pools of expert forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 596-622, June.
    81. Zacharias Psaradakis & Fabio Spagnolo, 2005. "Forecast performance of nonlinear error-correction models with multiple regimes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(2), pages 119-138.
    82. Corina SAMAN, 2015. "Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 93-106, March.
    83. Gencay, Ramazan & Selcuk, Faruk, 2001. "Software reviews," International Journal of Forecasting, Elsevier, vol. 17(2), pages 305-317.
    84. Arbués, Ignacio & Matilla-García, Mariano, 2024. "Multibenchmark reality checks," Economic Modelling, Elsevier, vol. 140(C).
    85. Perez-Rodriguez, Jorge V. & Torra, Salvador & Andrada-Felix, Julian, 2005. "STAR and ANN models: forecasting performance on the Spanish "Ibex-35" stock index," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 490-509, June.
    86. Simonetta Longhi & Peter Nijkamp, 2005. "Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation," Tinbergen Institute Discussion Papers 05-041/3, Tinbergen Institute.
    87. Tashman, Leonard J., 2000. "Out-of-sample tests of forecasting accuracy: an analysis and review," International Journal of Forecasting, Elsevier, vol. 16(4), pages 437-450.
    88. Alejandro Parot & Kevin Michell & Werner D. Kristjanpoller, 2019. "Using Artificial Neural Networks to forecast Exchange Rate, including VAR‐VECM residual analysis and prediction linear combination," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 26(1), pages 3-15, January.
    89. Katharina Hampel & Marcus Kunz & Norbert Schanne & Ruediger Wapler & Antje Weyh, 2006. "Regional Unemployment Forecasting Using Structural Component Models With Spatial Autocorrelation," ERSA conference papers ersa06p196, European Regional Science Association.
    90. Geraint Johnes, 2005. "‘Don’t Know Much About History…’: Revisiting the Impact of Curriculum on Subsequent Labour Market Outcomes," Bulletin of Economic Research, Wiley Blackwell, vol. 57(3), pages 249-271, July.

  62. Norman R. Swanson & Halbert White, 1997. "A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 540-550, November.
    See citations under working paper version above.
  63. Chen, Xiaohong & White, Halbert, 1996. "Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications," Econometric Theory, Cambridge University Press, vol. 12(2), pages 284-304, June.

    Cited by:

    1. Chen, Xiaohong & White, Halbert, 1998. "Nonparametric Adaptive Learning with Feedback," Journal of Economic Theory, Elsevier, vol. 82(1), pages 190-222, September.
    2. Shao, Xiaofeng, 2011. "A bootstrap-assisted spectral test of white noise under unknown dependence," Journal of Econometrics, Elsevier, vol. 162(2), pages 213-224, June.
    3. Juan Carlos Escanciano & Carlos Velasco, 2006. "Testing the Martingale Difference Hypothesis Using Integrated Regression Functions," Faculty Working Papers 06/06, School of Economics and Business Administration, University of Navarra.
    4. Hörner, Johannes & Takahashi, Satoru, 2017. "How Fast Do Equilibrium Payo Sets Converge in Repeated Games?," TSE Working Papers 17-792, Toulouse School of Economics (TSE).
    5. Shie Mannor & Gilles Stoltz, 2009. "A Geometric Proof of Calibration," Working Papers hal-00442042, HAL.
    6. Hsu, Shih-Hsun & Kuan, Chung-Ming, 2011. "Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments," Journal of Econometrics, Elsevier, vol. 165(1), pages 87-99.
    7. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2010. "Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 625-636, March.
    8. Chen Xiaohong & White Halbert, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-55, April.
    9. Gabor Lugosi & Shie Mannor & Gilles Stoltz, 2008. "Strategies for prediction under imperfect monitoring," Post-Print hal-00124679, HAL.
    10. Vladimir V'yugin, 2014. "Log-Optimal Portfolio Selection Using the Blackwell Approachability Theorem," Papers 1410.5996, arXiv.org, revised Jun 2015.
    11. Juan Carlos Escanciano, 2010. "The Integrated Instrumental Variables Estimator: Exploiting Nonlinearities for Identification of Linear Models," CAEPR Working Papers 2010-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    12. Paulo M.D.C. Parente & Richard J. Smith, 2018. "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM 2018/55, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    13. Escanciano, J. Carlos & Velasco, Carlos, 2006. "Generalized spectral tests for the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 134(1), pages 151-185, September.

  64. Sin, Chor-Yiu & White, Halbert, 1996. "Information criteria for selecting possibly misspecified parametric models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 207-225.

    Cited by:

    1. Driffill, John & Sola, Martin & Kenc, Turalay & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers.
    2. Atsushi Inoue & Mototsugu Shintani, 2018. "Quasi‐Bayesian model selection," Quantitative Economics, Econometric Society, vol. 9(3), pages 1265-1297, November.
    3. Chungkham Singh & Laishram Ladusingh, 2010. "Inpatient length of stay: a finite mixture modeling analysis," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 11(2), pages 119-126, April.
    4. Medel, Carlos A., 2012. "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno? [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper 35950, University Library of Munich, Germany.
    5. Hiroyuki Kawakatsu, 2019. "Jointly Modeling Autoregressive Conditional Mean and Variance of Non-Negative Valued Time Series," Econometrics, MDPI, vol. 7(4), pages 1-19, December.
    6. Stan Hurn & Ralf Becker, 2006. "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers 2006-02, School of Economics and Finance, Queensland University of Technology.
    7. Inoue, Atsushi & Kilian, Lutz, 2003. "On the selection of forecasting models," Working Paper Series 214, European Central Bank.
    8. Smith, Aaron & Naik, Prasad A. & Tsai, Chih-Ling, 2006. "Markov-switching model selection using Kullback-Leibler divergence," Journal of Econometrics, Elsevier, vol. 134(2), pages 553-577, October.
    9. Bentes, Sónia R., 2021. "How COVID-19 has affected stock market persistence? Evidence from the G7’s," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).
    10. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White, 2003. "Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Documentos de Trabajo del ICAE 0309, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    11. Ivan Savin, 2010. "A comparative study of the Lasso-type and heuristic model selection methods," Working Papers 042, COMISEF.
    12. d’Artis Kancs & Julda Kielyte, 2002. "Migration in the Enlarged European Union: Empirical Evidence for Labour Mobility in the Baltic States," EERI Research Paper Series EERI_RP_2002_04, Economics and Econometrics Research Institute (EERI), Brussels.
    13. José Curto & José Pinto & Gonçalo Tavares, 2009. "Modeling stock markets’ volatility using GARCH models with Normal, Student’s t and stable Paretian distributions," Statistical Papers, Springer, vol. 50(2), pages 311-321, March.
    14. Wei, Yuting & Wang, Qihua & Duan, Xiaogang & Qin, Jing, 2021. "Bias-corrected Kullback–Leibler distance criterion based model selection with covariables missing at random," Computational Statistics & Data Analysis, Elsevier, vol. 160(C).
    15. Susanne M. Schennach & Daniel Wilhelm, 2014. "A simple parametric model selection test," CeMMAP working papers 10/14, Institute for Fiscal Studies.
    16. van Dijk, Dick & Franses, Philip Hans & Paap, Richard, 2002. "A nonlinear long memory model, with an application to US unemployment," Journal of Econometrics, Elsevier, vol. 110(2), pages 135-165, October.
    17. Zacharias Psaradakis & Martin Sola & Fabio Spagnolo & Nicola Spagnolo, 2009. "Selecting nonlinear time series models using information criteria," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(4), pages 369-394, July.
    18. Komunjer, Ivana & Ragusa, Giuseppe, 2016. "Existence And Characterization Of Conditional Density Projections," Econometric Theory, Cambridge University Press, vol. 32(4), pages 947-987, August.
    19. Hafner, C. & Preminger, A., 2010. "Deciding between GARCH and Stochastic Volatility via Strong Decision Rules," LIDAM Reprints ISBA 2010032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    20. Michael Creel & Montserrat Farell, 2005. "Modeling Usage of Medical Care Services: The Medical Expenditure Panel Survey Data, 1996-2000," UFAE and IAE Working Papers 646.05, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    21. Silvia Gonçalves & Halbert White, 2001. "The Bootstrap of the Mean for Dependent Heterogeneous Arrays," CIRANO Working Papers 2001s-19, CIRANO.
    22. Massimo Guidolin, 2011. "Markov Switching Models in Empirical Finance," Working Papers 415, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    23. George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting Using Predictive Likelihood Model Averaging," Working Papers 567, Queen Mary University of London, School of Economics and Finance.
    24. Kapetanios, George & Marcellino, Massimiliano & Papailias, Fotis, 2016. "Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 369-382.
    25. Chris R. Birchenhall & Marianne Sensier & Denise R. Osborn, 2000. "Predicting Uk Business Cycle Regimes," Computing in Economics and Finance 2000 134, Society for Computational Economics.
    26. Erhard Reschenhofer & David Preinerstorfer & Lukas Steinberger, 2013. "Non-monotonic penalizing for the number of structural breaks," Computational Statistics, Springer, vol. 28(6), pages 2585-2598, December.
    27. de Andres, Javier & Landajo, Manuel & Lorca, Pedro, 2005. "Forecasting business profitability by using classification techniques: A comparative analysis based on a Spanish case," European Journal of Operational Research, Elsevier, vol. 167(2), pages 518-542, December.
    28. Kapetanios, George, 2006. "Cluster analysis of panel data sets using non-standard optimisation of information criteria," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1389-1408, August.
    29. Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
    30. George Kapetanios & Massimiliano Marcellino, 2003. "A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions," Working Papers 489, Queen Mary University of London, School of Economics and Finance.
    31. Chen, Xiaohong & Hong, Han & Shum, Matthew, 2007. "Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models," Journal of Econometrics, Elsevier, vol. 141(1), pages 109-140, November.
    32. Kenneth Kasa, 2007. "Learning and Model Validation," 2007 Meeting Papers 548, Society for Economic Dynamics.
    33. Bernal-Delgado, Enrique & Comendeiro-Maaløe, Micaela & Ridao-López, Manuel & Sansó Rosselló, Andreu, 2020. "Factors underlying the growth of hospital expenditure in Spain in a period of unexpected economic shocks: A dynamic analysis on administrative data," Health Policy, Elsevier, vol. 124(4), pages 389-396.
    34. Komunjer, Ivana & Ragusa, Giuseppe, 2009. "Existence and Uniqueness of Semiparametric Projections," University of California at San Diego, Economics Working Paper Series qt0wg3j51c, Department of Economics, UC San Diego.
    35. Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," EERI Research Paper Series EERI_RP_2003_04, Economics and Econometrics Research Institute (EERI), Brussels.
    36. Sueishi, Naoya, 2013. "Identification problem of the exponential tilting estimator under misspecification," Economics Letters, Elsevier, vol. 118(3), pages 509-511.
    37. Arbués, Ignacio, 2013. "Determining the MSE-optimal cross section to forecast," Journal of Econometrics, Elsevier, vol. 175(2), pages 61-70.
    38. Eric Hillebrand & Marcelo C. Medeiros, 2012. "Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models," CREATES Research Papers 2012-30, Department of Economics and Business Economics, Aarhus University.
    39. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
    40. Hansen, Peter Reinhard & Lunde, Asger, 2006. "Consistent ranking of volatility models," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 97-121.
    41. Deb, Partha & Trivedi, Pravin K., 2002. "The structure of demand for health care: latent class versus two-part models," Journal of Health Economics, Elsevier, vol. 21(4), pages 601-625, July.
    42. LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.
    43. Óscar Lourenço & Carlota Quintal & Pedro Lopes Ferreira & Pedro Pita Barros, 2007. "A equidade na utilização de cuidados de saúde em Portugal: Uma avaliação baseada em modelos de contagem," Notas Económicas, Faculty of Economics, University of Coimbra, issue 25, pages 6-26, June.
    44. Hong, Han & Preston, Bruce, 2012. "Bayesian averaging, prediction and nonnested model selection," Journal of Econometrics, Elsevier, vol. 167(2), pages 358-369.
    45. Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, January.
    46. Mercurio, F. & Moraleda, J. M., 2000. "An analytically tractable interest rate model with humped volatility," European Journal of Operational Research, Elsevier, vol. 120(1), pages 205-214, January.
    47. Sonia R. Bentes & Nuno Ferreira, 2014. "Modeling long memory in the EU stock market: Evidence from the STOXX 50 returns," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 4(3), pages 778-778.
    48. Yanxia Wang & Jianping Yang & Fan Tang & Qiuling Ge & Qingshan He & Xun Dai, 2022. "Analysis of the Reciprocal Feedback between Glacier Tourism Development and Regional Economic Growth in Hailuogou," Land, MDPI, vol. 12(1), pages 1-17, December.
    49. Guidolin, Massimo & Timmermann, Allan, 2006. "Term structure of risk under alternative econometric specifications," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 285-308.
    50. Massimo Guidolin & Federica Ria, 2011. "Regime shifts in mean-variance efficient frontiers: Some international evidence," Journal of Asset Management, Palgrave Macmillan, vol. 12(5), pages 322-349, November.
    51. Zaka Ratsimalahelo, 2003. "Rank Test Based On Matrix Perturbation Theory," Econometrics 0306008, University Library of Munich, Germany.
    52. Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2004. "On Markov error-correction models, with an application to stock prices and dividends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 69-88.
    53. Miguel Manjón-Antolín & Josep-Maria Arauzo-Carod, 2011. "Locations and relocations: determinants, modelling, and interrelations," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(1), pages 131-146, August.
    54. Genius, Margarita & Strazzera, Elisabetta, 2002. "A note about model selection and tests for non-nested contingent valuation models," Economics Letters, Elsevier, vol. 74(3), pages 363-370, February.
    55. George Kapetanios, 2005. "Variable Selection using Non-Standard Optimisation of Information Criteria," Working Papers 533, Queen Mary University of London, School of Economics and Finance.
    56. Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998. "Trade, Investment, and Growth: Nexus, Analysis, and Prognosis," NBER Working Papers 6861, National Bureau of Economic Research, Inc.
    57. Brooks, Chris & Burke, Simon P., 1998. "Forecasting exchange rate volatility using conditional variance models selected by information criteria," Economics Letters, Elsevier, vol. 61(3), pages 273-278, December.
    58. Kapetanios George, 2003. "Bootstrap Neural Network Cointegration Tests Against Nonlinear Alternative Hypotheses," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(2), pages 1-16, July.
    59. Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2022. "Data-driven portmanteau tests for time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 675-698, September.
    60. Javier Pereda, 2011. "Estimación de la tasa natural de interés para Perú: un enfoque financiero," Monetaria, CEMLA, vol. 0(4), pages 429-459, octubre-d.
    61. Carlos A. Medel Vera, 2011. "¿Akaike o Schwarz? ¿Cuál utilizar para predecir el PIB chileno?," Monetaria, CEMLA, vol. 0(4), pages 591-615, octubre-d.
    62. Ivanov Ventzislav & Kilian Lutz, 2005. "A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-36, March.
    63. Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying, 2008. "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship," Cowles Foundation Discussion Papers 1683, Cowles Foundation for Research in Economics, Yale University.
    64. Baillie, Richard T. & Kapetanios, George, 2008. "Nonlinear models for strongly dependent processes with financial applications," Journal of Econometrics, Elsevier, vol. 147(1), pages 60-71, November.
    65. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021. "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, vol. 18(C), pages 117-142.
    66. Fabio Mercurio & Juan Moraleda, 2001. "A family of humped volatility models," The European Journal of Finance, Taylor & Francis Journals, vol. 7(2), pages 93-116.
    67. Zacharias Psaradakis & Nicola Spagnolo, 2003. "On The Determination Of The Number Of Regimes In Markov‐Switching Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 237-252, March.
    68. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research.
    69. Francisco Blasques & Vladimir Holy & Petra Tomanova, 2019. "Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros," Tinbergen Institute Discussion Papers 19-004/III, Tinbergen Institute.
    70. Jun Yu & HaiYing Wang, 2022. "Subdata selection algorithm for linear model discrimination," Statistical Papers, Springer, vol. 63(6), pages 1883-1906, December.
    71. Jesús Miguel & Pilar Olave, 1999. "Bootstrapping forecast intervals in ARCH models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 345-364, December.
    72. In-Koo Cho & Ken Kasa, 2012. "Model Validation and Learning," Discussion Papers dp12-07, Department of Economics, Simon Fraser University.
    73. George Kapetanios & Massimiliano Marcellino, 2009. "A parametric estimation method for dynamic factor models of large dimensions," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(2), pages 208-238, March.
    74. Chen, Xiaohong & Fan, Yanqin, 2006. "Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 125-154.
    75. Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simon, 2010. "Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 139-168, February.
    76. Massimiliano Marcellino & Barbara Rossi, 2008. "Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 867-893, December.
    77. Cui, Xiaomeng & Gafarov, Bulat & Ghanem, Dalia & Kuffner, Todd, 2024. "On model selection criteria for climate change impact studies," Journal of Econometrics, Elsevier, vol. 239(1).
    78. Windrum, Paul & Birchenhall, Chris, 2002. "Technological diffusion, welfare and growth: technological succession in the presence of network externalities," Research Memorandum 038, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
    79. Moraleda, Juan M. & Vorst, Ton C. F., 1997. "Pricing American interest rate claims with humped volatility models," Journal of Banking & Finance, Elsevier, vol. 21(8), pages 1131-1157, August.
    80. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2014. "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," CREATES Research Papers 2014-22, Department of Economics and Business Economics, Aarhus University.
    81. Gourieroux, C. & Monfort, A., 2021. "Model risk management: Valuation and governance of pseudo-models," Econometrics and Statistics, Elsevier, vol. 17(C), pages 1-22.
    82. Windrum, Paul & Birchenhall, Chris, 2004. "Structural change in the presence of network externalities: a co-evolutionary model of technological successions," Research Memorandum 012, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
    83. Kapetanios, George, 2007. "Variable selection in regression models using nonstandard optimisation of information criteria," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 4-15, September.
    84. Óscar D. Lourenço & Pedro L. Ferreira, 2005. "Utilization of public health centres in Portugal: effect of time costs and other determinants. Finite mixture models applied to truncated samples," Health Economics, John Wiley & Sons, Ltd., vol. 14(9), pages 939-953, September.
    85. Massimiliano Marcellino & George Kapetanios, 2006. "The Role of Search Frictions and Bargaining for Inflation Dynamics," Working Papers 305, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    86. Ya‐Chen Tina Shih & Ming Tai‐Seale, 2012. "Physicians' perception of demand‐induced supply in the information age: a latent class model analysis," Health Economics, John Wiley & Sons, Ltd., vol. 21(3), pages 252-269, March.
    87. PREMINGER, Arie & WETTSTEIN, David, 2005. "Using the penalized likelihood method for model selection with nuisance parameters present only under the alternative: an application to switching regression models," LIDAM Reprints CORE 1811, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    88. Golan, Amos, 2001. "A simultaneous estimation and variable selection rule," Journal of Econometrics, Elsevier, vol. 101(1), pages 165-193, March.
    89. Nan Li & Simon S. Kwok, 2021. "Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 471-491, July.
    90. Jiun-Hua Su, 2019. "Model Selection in Utility-Maximizing Binary Prediction," Papers 1903.00716, arXiv.org, revised Jul 2020.
    91. Candida Geerdens & Gerda Claeskens & Paul Janssen, 2016. "Copula based flexible modeling of associations between clustered event times," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(3), pages 363-381, July.
    92. Francesco Battaglia & Mattheos Protopapas, 2012. "An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(3), pages 315-334, August.
    93. Ivan Savin & Peter Winker, 2012. "Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance," Computational Economics, Springer;Society for Computational Economics, vol. 39(4), pages 337-363, April.
    94. Partha Deb & Furio Rosati, 2002. "Determinants of Child Labor and School Attendance: The Role of Household Unobservables," Economics Working Paper Archive at Hunter College 02/9, Hunter College Department of Economics.
    95. Partha Deb & Ann M. Holmes, 2000. "Estimates of use and costs of behavioural health care: a comparison of standard and finite mixture models," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 475-489, September.
    96. Macchiarelli, Corrado, 2013. "GDP-Inflation cyclical similarities in the CEE countries and the euro area," Working Paper Series 1552, European Central Bank.
    97. Michael Baker & Angelo Melino, 1999. "Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study," Working Papers melino-99-01, University of Toronto, Department of Economics.
    98. Donald W.K. Andrews & Biao Lu, 1999. "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers 1233, Cowles Foundation for Research in Economics, Yale University.
    99. Bentes, Sonia R., 2015. "Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 355-364.
    100. Piotr Borkowski & Jan Mielniczuk, 2010. "Postmodel selection estimators of variance function for nonlinear autoregression," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(1), pages 50-63, January.
    101. M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002. "Domestic and International Influences on Business Cycle Regimes in Europe," Centre for Growth and Business Cycle Research Discussion Paper Series 11, Economics, The University of Manchester.
    102. Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
    103. Yonekura, Shouto & Beskos, Alexandros & Singh, Sumeetpal S., 2021. "Asymptotic analysis of model selection criteria for general hidden Markov models," Stochastic Processes and their Applications, Elsevier, vol. 132(C), pages 164-191.
    104. Andrews, Donald W. K. & Lu, Biao, 2001. "Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March.
    105. Su, Jiun-Hua, 2021. "Model selection in utility-maximizing binary prediction," Journal of Econometrics, Elsevier, vol. 223(1), pages 96-124.
    106. Kilian, Lutz & Ivanov, Ventzislav, 2001. "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers 2685, C.E.P.R. Discussion Papers.
    107. Christian Haefke & Christian Helmenstein, 2002. "Index forecasting and model selection," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 11(2), pages 119-135, April.
    108. Ciccarelli Nicola, 2018. "Semiparametric efficient adaptive estimation of the GJR-GARCH model," Statistics & Risk Modeling, De Gruyter, vol. 35(3-4), pages 141-160, July.
    109. Baillie, Richard T. & Kapetanios, George & Papailias, Fotis, 2014. "Modified information criteria and selection of long memory time series models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 116-131.
    110. Richard T. Baillie & George Kapetanios, 2006. "Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates," Working Papers 570, Queen Mary University of London, School of Economics and Finance.
    111. Jean-Sébastien Fontaine, 2012. "Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy," Staff Working Papers 12-41, Bank of Canada.
    112. Lahmiri, Salim, 2017. "Asymmetric and persistent responses in price volatility of fertilizers through stable and unstable periods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 405-414.
    113. Daniel Fernández, 2011. "Suficiencia del capital y previsiones de la banca uruguaya por su exposición al sector industrial," Monetaria, CEMLA, vol. 0(4), pages 517-589, octubre-d.
    114. Galbraith, John W. & Zinde-Walsh, Victoria, 2004. "Évaluation de critères d’information pour les modèles de séries chronologiques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 207-227, Juin-Sept.
    115. Bentes, Sónia R., 2014. "Measuring persistence in stock market volatility using the FIGARCH approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 408(C), pages 190-197.
    116. PREMINGER, Arie & SAKATA, Shinichi, 2005. "A model selection method for S-estimation," LIDAM Discussion Papers CORE 2005073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    117. Chris Brooks & Simon Burke, 2003. "Information criteria for GARCH model selection," The European Journal of Finance, Taylor & Francis Journals, vol. 9(6), pages 557-580.
    118. Lavergne, Pascal, 2014. "Model equivalence tests in a parametric framework," Journal of Econometrics, Elsevier, vol. 178(P3), pages 414-425.
    119. Tamara Burdisso & Eduardo Ariel Corso, 2011. "Incertidumbre y dolarización de cartera: el caso argentino en el último medio siglo," Monetaria, CEMLA, vol. 0(4), pages 461-515, octubre-d.
    120. Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio, 2009. "The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-24, March.
    121. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.).
    122. Bo Pieter Johannes Andree & Francisco Blasques & Eric Koomen, 2017. "Smooth Transition Spatial Autoregressive Models," Tinbergen Institute Discussion Papers 17-050/III, Tinbergen Institute.

  65. Chu, Chia-Shang James & Stinchcombe, Maxwell & White, Halbert, 1996. "Monitoring Structural Change," Econometrica, Econometric Society, vol. 64(5), pages 1045-1065, September.

    Cited by:

    1. Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011. "Testing for Multiple Bubbles," Working Papers CoFie-03-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    2. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    3. William Kengne & Isidore S. Ngongo, 2022. "Inference for nonstationary time series of counts with application to change-point problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(4), pages 801-835, August.
    4. Wagner, Martin & Wied, Dominik, 2014. "Monitoring Stationarity and Cointegration," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100386, Verein für Socialpolitik / German Economic Association.
    5. Mengrui Zhu & Hua Xu & Xingyu Gao & Minggang Wang & André L. M. Vilela & Lixin Tian, 2022. "Identification of Breakpoints in Carbon Market Based on Probability Density Recurrence Network," Energies, MDPI, vol. 15(15), pages 1-18, July.
    6. Julia Reynolds & Leopold Sögner & Martin Wagner, 2021. "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(2), pages 105-146, June.
    7. Hoga, Yannick, 2017. "Monitoring multivariate time series," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 105-121.
    8. Pesaran, M. Hashem & Timmermann, Allan, 2004. "How costly is it to ignore breaks when forecasting the direction of a time series?," International Journal of Forecasting, Elsevier, vol. 20(3), pages 411-425.
    9. Frédéric Carsoule & Philip Franses, 2003. "A note on monitoring time-varying parameters in an autoregression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 57(1), pages 51-62, February.
    10. Lajos Horv'ath & Zhenya Liu & Shanglin Lu, 2020. "Sequential Monitoring of Changes in Housing Prices," Papers 2002.04101, arXiv.org.
    11. Carsoule, F. & Franses, Ph.H.B.F., 1999. "Monitoring structural change in variance," Econometric Institute Research Papers EI 9925A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    12. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998. "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-079, New York University, Leonard N. Stern School of Business-.
    13. Li, Haixi & Sheng, Xuguang Simon & Yang, Jingyun, 2021. "Monitoring recessions: A Bayesian sequential quickest detection method," International Journal of Forecasting, Elsevier, vol. 37(2), pages 500-510.
    14. Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
    15. Christis Katsouris, 2023. "Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models," Papers 2308.13915, arXiv.org.
    16. Fabrizio Ghezzi & Eduardo Rossi & Lorenzo Trapani, 2024. "Fast Online Changepoint Detection," Papers 2402.04433, arXiv.org.
    17. Lajos Horváth & Zhenya Liu & Curtis Miller & Weiqing Tang, 2024. "Breaks in term structures: Evidence from the oil futures markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2317-2341, April.
    18. Jana Eklund & George Kapetanios & Simon Price, 2013. "Robust Forecast Methods and Monitoring during Structural Change," Manchester School, University of Manchester, vol. 81, pages 3-27, October.
    19. Šárka Hudecová & Marie Hušková & Simos G. Meintanis, 2017. "Tests for Structural Changes in Time Series of Counts," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(4), pages 843-865, December.
    20. Matteo Barigozzi & Lorenzo Trapani, 2018. "Sequential testing for structural stability in approximate factor models," Discussion Papers 18/04, University of Nottingham, Granger Centre for Time Series Econometrics.
    21. Bernales, Alejandro & Chen, Louisa & Valenzuela, Marcela, 2017. "Learning and forecasts about option returns through the volatility risk premium," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 312-330.
    22. Bardet, Jean-Marc & Kengne, William, 2014. "Monitoring procedure for parameter change in causal time series," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 204-221.
    23. Lee, Sangyeol & Park, Siyun, 2009. "The monitoring test for the stability of regression models with nonstationary regressors," Economics Letters, Elsevier, vol. 105(3), pages 250-252, December.
    24. Martin Wagner & Dominik Wied, 2017. "Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 960-980, November.
    25. Mikkel Bennedsen, 2020. "Designing a sequential testing procedure for verifying global CO2 emissions," CREATES Research Papers 2020-01, Department of Economics and Business Economics, Aarhus University.
    26. Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef, 2007. "On sequential detection of parameter changes in linear regression," Statistics & Probability Letters, Elsevier, vol. 77(9), pages 885-895, May.
    27. Christis Katsouris, 2023. "Predictability Tests Robust against Parameter Instability," Papers 2307.15151, arXiv.org.
    28. Andreou, Elena & Ghysels, Eric, 2006. "Monitoring disruptions in financial markets," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 77-124.
    29. Jörg Breitung & Robinson Kruse, 2013. "When bubbles burst: econometric tests based on structural breaks," Statistical Papers, Springer, vol. 54(4), pages 911-930, November.
    30. Kenneth Kasa, 2007. "Learning and Model Validation," 2007 Meeting Papers 548, Society for Economic Dynamics.
    31. Eklund, J. & Kapetanios, G. & Price, S., 2011. "Forecasting in the presence of recent structural change," Working Papers 11/05, Department of Economics, City University London.
    32. Zeileis, Achim & Shah, Ajay & Patnaik, Ila, 2010. "Testing, monitoring, and dating structural changes in exchange rate regimes," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1696-1706, June.
    33. Yazgan, M. Ege & Özkan, Harun, 2015. "Detecting structural changes using wavelets," Finance Research Letters, Elsevier, vol. 12(C), pages 23-37.
    34. Zhanshou Chen & Yanting Xiao & Fuxiao Li, 2021. "Monitoring memory parameter change-points in long-memory time series," Empirical Economics, Springer, vol. 60(5), pages 2365-2389, May.
    35. Lorenzo Trapani & Emily Whitehouse, 2020. "Sequential monitoring for cointegrating regressions," Papers 2003.12182, arXiv.org.
    36. Joseph E. Harrington, Jr, 2005. "Detecting Cartels," Economics Working Paper Archive 526, The Johns Hopkins University,Department of Economics.
    37. Massimo Guidolin, 2005. "Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle," Working Papers 2005-005, Federal Reserve Bank of St. Louis.
    38. WANG, Kent & WANG, Shin-Huei & PAN, Zheyao, 2013. "Can federal reserve policy deviation explain response patterns of financial markets over time?," LIDAM Discussion Papers CORE 2013029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    39. Bock, David & Pettersson, Kjell, 2007. "Explorative analysis of spatial aspects on the Swedish influenza data," Research Reports 2007:10, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    40. Achim Zeileis & Friedrich Leisch & Christian Kleiber & Kurt Hornik, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121, January.
    41. Bock, David, 2007. "Evaluations of likelihood based surveillance of volatility," Research Reports 2007:9, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    42. Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan, 2020. "Sequential monitoring for changes from stationarity to mild non-stationarity," Journal of Econometrics, Elsevier, vol. 215(1), pages 209-238.
    43. Marianne Frisén, 2003. "Statistical Surveillance. Optimality and Methods," International Statistical Review, International Statistical Institute, vol. 71(2), pages 403-434, August.
    44. Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011. "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers 11-023/4, Tinbergen Institute.
    45. Yudong Chen & Tengyao Wang & Richard J. Samworth, 2022. "High‐dimensional, multiscale online changepoint detection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(1), pages 234-266, February.
    46. Pesaran, M.H. & Timmermann, A., 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics 0331, Faculty of Economics, University of Cambridge.
    47. Hock, Thorsten, 2008. "Tactical size rotation in Switzerland," W.E.P. - Würzburg Economic Papers 77, University of Würzburg, Department of Economics.
    48. Altissimo, Filippo & Corradi, Valentina, 2003. "Strong rules for detecting the number of breaks in a time series," Journal of Econometrics, Elsevier, vol. 117(2), pages 207-244, December.
    49. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2021. "Selecting a Model for Forecasting," Econometrics, MDPI, vol. 9(3), pages 1-35, June.
    50. Frisén, Marianne, 2008. "Introduction to financial surveillance," Research Reports 2008:1, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    51. Xu, Ke-Li, 2013. "Powerful tests for structural changes in volatility," Journal of Econometrics, Elsevier, vol. 173(1), pages 126-142.
    52. Julien Chevallier, 2011. "Detecting Instability in the Volatility of Carbon Prices," Post-Print hal-00991957, HAL.
    53. Arora, Vipin & Gomis-Porqueras, Pedro & Shi, Shuping, 2013. "The divergence between core and headline inflation: Implications for consumers’ inflation expectations," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 497-504.
    54. Castrillón-Candás, Julio E. & Kon, Mark, 2022. "Anomaly detection: A functional analysis perspective," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    55. Czinkota, Thomas, 2012. "Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen [The Halting Problem applied to Structural Breaks in Financial Time Series]," MPRA Paper 37072, University Library of Munich, Germany.
    56. Gantungalag Altansukh & Denise R. Osborn, 2022. "Using structural break inference for forecasting time series," Empirical Economics, Springer, vol. 63(1), pages 1-41, July.
    57. Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper 2007-35, Tilburg University, Center for Economic Research.
    58. Martínez-Ovando Juan Carlos & Walker Stephen G., 2011. "Time-series Modelling, Stationarity and Bayesian Nonparametric Methods," Working Papers 2011-08, Banco de México.
    59. Hsu, Chih-Chiang, 2007. "The MOSUM of squares test for monitoring variance changes," Finance Research Letters, Elsevier, vol. 4(4), pages 254-260, December.
    60. Lee, Youngmi & Kim, Sungdon & Oh, Haejune, 2024. "Sequential change-point detection in time series models with conditional heteroscedasticity," Economics Letters, Elsevier, vol. 236(C).
    61. Abhijit Sharma & Kelvin G Balcombe & Iain M Fraser, 2009. "Non-renewable resource prices: Structural breaks and long term trends," Economics Bulletin, AccessEcon, vol. 29(2), pages 805-819.
    62. Alberto Cazzola & Aurora Angeli & Lucia Pasquini, 2016. "The relationship between unemployment and fertility in Italy," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 34(1), pages 1-38.
    63. Otto, Sven & Breitung, Jörg, 2020. "Backward CUSUM for Testing and Monitoring Structural Change," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224533, Verein für Socialpolitik / German Economic Association.
    64. Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, New Economic School (NES).
    65. Aue, Alexander & Horváth, Lajos & Reimherr, Matthew L., 2009. "Delay times of sequential procedures for multiple time series regression models," Journal of Econometrics, Elsevier, vol. 149(2), pages 174-190, April.
    66. Elena Andreou & Eric Ghysels, 2007. "Quality Control for Structural Credit Risk Models," University of Cyprus Working Papers in Economics 3-2007, University of Cyprus Department of Economics.
    67. Jan Verbesselt & Achim Zeileis & Martin Herold, 2011. "Near Real-Time Disturbance Detection in Terrestrial Ecosystems Using Satellite Image Time Series: Drought Detection in Somalia," Working Papers 2011-18, Faculty of Economics and Statistics, Universität Innsbruck.
    68. Bock, David, 2007. "Consequences of using the probability of a false alarm as the false alarm measure," Research Reports 2007:3, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    69. Vasyl Golosnoy, 2007. "Sequential monitoring of minimum variance portfolio," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 91(1), pages 39-55, March.
    70. Sloan, Frank A. & Smith, V. Kerry & Taylor, Donald Jr., 2002. "Information, addiction, and 'bad choices': lessons from a century of cigarettes," Economics Letters, Elsevier, vol. 77(2), pages 147-155, October.
    71. In-Koo Cho & Ken Kasa, 2012. "Model Validation and Learning," Discussion Papers dp12-07, Department of Economics, Simon Fraser University.
    72. Christis Katsouris, 2023. "Testing for Structural Change under Nonstationarity," Papers 2302.02370, arXiv.org.
    73. Claudia Kirch & Christina Stoehr, 2022. "Sequential change point tests based on U‐statistics," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1184-1214, September.
    74. Marie Hušková & Claudia Kirch, 2012. "Bootstrapping sequential change-point tests for linear regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(5), pages 673-708, July.
    75. Christis Katsouris, 2023. "Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates," Papers 2302.05193, arXiv.org.
    76. Robert Garthoff, 2014. "Sequentielle Überwachung von Finanzzeitreihen anhand von Residuenkarten," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 8(3), pages 91-113, September.
    77. Chen, Zhanshou & Tian, Zheng, 2010. "Modified procedures for change point monitoring in linear models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(1), pages 62-75.
    78. Mikkel Bennedsen, 2021. "Designing a statistical procedure for monitoring global carbon dioxide emissions," Climatic Change, Springer, vol. 166(3), pages 1-19, June.
    79. Chen, Yudong & Wang, Tengyao & Samworth, Richard J., 2022. "High-dimensional, multiscale online changepoint detection," LSE Research Online Documents on Economics 113665, London School of Economics and Political Science, LSE Library.
    80. Jan J.J. Groen & George Kapetanios & Simon Price, 2010. "Multivariate Methods for Monitoring Structural Change," Working Papers 658, Queen Mary University of London, School of Economics and Finance.
    81. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1043-1078, November.
    82. Pape, Katharina & Wied, Dominik & Galeano, Pedro, 2016. "Monitoring multivariate variance changes," Journal of Empirical Finance, Elsevier, vol. 39(PA), pages 54-68.
    83. Chiu, Ching-Wai (Jeremy) & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2019. "A new approach for detecting shifts in forecast accuracy," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1596-1612.
    84. Torben G. Andersen & Viktor Todorov & Bo Zhou, 2023. "Real-Time Detection of Local No-Arbitrage Violations," Papers 2307.10872, arXiv.org.
    85. Mamadou Lamine Diop & William Kengne, 2022. "Poisson QMLE for change-point detection in general integer-valued time series models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(3), pages 373-403, April.
    86. Stanislav Anatolyev & Grigory Kosenok, 2011. "Sequential Testing with Uniformly Distributed Size," Working Papers w0123, New Economic School (NES).
    87. Jorge Hernán Toro-Córdoba & Fredy Gamboa-Estrada & Laura Viviana León-Díaz & Martha López & Lucía Arango-Lozano & Diego Alejandro Martínez-Cruz & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-M, 2023. "Flujos de Capital de Portafolio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 105, pages 1-103, July.
    88. Sven Otto & Jorg Breitung, 2020. "Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data," Papers 2003.02682, arXiv.org, revised Mar 2022.
    89. Josef Steinebach, 2009. "Monitoring risk in a ruin model perturbed by diffusion," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(2), pages 205-224, September.
    90. Thorsten Hock, 2010. "Tactical Size Rotation in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(III), pages 553-576, September.
    91. Golosnoy, Vasyl & Schmid, Wolfgang & Seifert, Miriam Isabel & Lazariv, Taras, 2020. "Statistical inferences for realized portfolio weights," Econometrics and Statistics, Elsevier, vol. 14(C), pages 49-62.
    92. Aue, Alexander & Horváth, Lajos, 2004. "Delay time in sequential detection of change," Statistics & Probability Letters, Elsevier, vol. 67(3), pages 221-231, April.
    93. Yang Wang & Baoying Yang, 2025. "A Self-Normalized Online Monitoring Method Based on the Characteristic Function," Mathematics, MDPI, vol. 13(5), pages 1-16, February.
    94. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
    95. Luis F. Martins & Paulo M. M. Rodrigues, 2022. "Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, vol. 63(2), pages 567-600, August.
    96. David Bock & Eva Andersson & Marianne Frisén, 2005. "Statistical surveillance of cyclical processes with application to turns in business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 465-490.
    97. Clements, Michael P. & Hendry, David F., 1998. "Forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 14(1), pages 111-131, March.
    98. Vasyl Golosnoy, 2018. "Sequential monitoring of portfolio betas," Statistical Papers, Springer, vol. 59(2), pages 663-684, June.
    99. Dominik Wied & Daniel Ziggel & Tobias Berens, 2013. "On the application of new tests for structural changes on global minimum-variance portfolios," Statistical Papers, Springer, vol. 54(4), pages 955-975, November.
    100. Carsten J. Crede, 2019. "A Structural Break Cartel Screen for Dating and Detecting Collusion," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 54(3), pages 543-574, May.
    101. Frisén, Marianne & Andersson, Eva & Schiöler, Linus, 2009. "Sufficient reduction in multivariate surveillance," Research Reports 2009:2, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    102. Christopher Dienes & Alexander Aue, 2014. "On-Line Monitoring Of Pollution Concentrations With Autoregressive Moving Average Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(3), pages 239-261, May.
    103. Yannick Hoga & Matei Demetrescu, 2023. "Monitoring Value-at-Risk and Expected Shortfall Forecasts," Management Science, INFORMS, vol. 69(5), pages 2954-2971, May.
    104. Josua Gösmann & Tobias Kley & Holger Dette, 2021. "A new approach for open‐end sequential change point monitoring," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(1), pages 63-84, January.
    105. Bernales, Alejandro & Guidolin, Massimo, 2015. "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Journal of Financial Markets, Elsevier, vol. 26(C), pages 1-37.
    106. Monika Bours & Ansgar Steland, 2021. "Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 610-654, June.
    107. Phong B. Dao, 2021. "A CUSUM-Based Approach for Condition Monitoring and Fault Diagnosis of Wind Turbines," Energies, MDPI, vol. 14(11), pages 1-19, June.
    108. Lajos Horvath & Lorenzo Trapani & Shixuan Wang, 2024. "Sequential monitoring for explosive volatility regimes," Papers 2404.17885, arXiv.org.
    109. E. Andersson & D. Bock & M. Frisen, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(3), pages 257-278.
    110. Fukuda, Kosei, 2006. "Monitoring unit root and multiple structural changes: An information criterion approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 71(2), pages 121-130.
    111. Franses, Philip Hans, 2016. "A simple test for a bubble based on growth and acceleration," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 160-169.
    112. Sam Astill & David I Harvey & Stephen J Leybourne & A M Robert Taylor & Yang Zu, 2023. "CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 187-227.
    113. Okyoung Na & Youngmi Lee & Sangyeol Lee, 2011. "Monitoring parameter change in time series models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(2), pages 171-199, June.
    114. Chen, Zhanshou & Tian, Zheng & Wei, Yuesong, 2010. "Monitoring change in persistence in linear time series," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1520-1527, October.
    115. Yu Shi & Qixuan Luo & Handong Li, 2019. "An Agent-Based Model of a Pricing Process with Power Law, Volatility Clustering, and Jumps," Complexity, Hindawi, vol. 2019, pages 1-10, February.
    116. Zhou, Mi & Wang, Huixia Judy & Tang, Yanlin, 2015. "Sequential change point detection in linear quantile regression models," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 98-103.
    117. Blake LeBaron, 2013. "Heterogeneous Agents and Long Horizon Features of Asset Prices," Working Papers 63, Brandeis University, Department of Economics and International Business School, revised Sep 2013.
    118. Elie Bouri & Rangan Gupta & Shixuan Wang, 2022. "Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2089-2109, April.
    119. Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2012. "A new fluctuation test for constant variances with applications to finance," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(8), pages 1111-1127, November.
    120. Haitham A. Al-Zoubi & Aktham Maghyereh, 2007. "Stationary Component in Stock Prices: A Reappraisal of Empirical Findings," Multinational Finance Journal, Multinational Finance Journal, vol. 11(3-4), pages 287-322, September.
    121. Heinen, Florian & Willert, Juliane, 2011. "Monitoring a change in persistence of a long range dependent time series," Hannover Economic Papers (HEP) dp-479, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    122. Lajos Horváth & Gregory Rice, 2014. "Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 219-255, June.
    123. Chochola, Ondřej & Hušková, Marie & Prášková, Zuzana & Steinebach, Josef G., 2013. "Robust monitoring of CAPM portfolio betas," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 374-395.
    124. Aue, Alexander, 2004. "Strong approximation for RCA(1) time series with applications," Statistics & Probability Letters, Elsevier, vol. 68(4), pages 369-382, July.
    125. Zhou, Yong & Wan, Alan T.K. & Xie, Shangyu & Wang, Xiaojing, 2010. "Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance," Journal of Econometrics, Elsevier, vol. 159(1), pages 183-201, November.
    126. Kosei Fukuda, 2007. "Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth," Statistical Papers, Springer, vol. 48(4), pages 559-580, October.
    127. Elena Andreou & Eric Ghysels, 2004. "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers 2004s-26, CIRANO.
    128. Pierre Perron & Eduardo Zorita & Eiji Kurozumi, 2017. "Monitoring Parameter Constancy with Endogenous Regressors," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(5), pages 791-805, September.
    129. Christis Katsouris, 2022. "Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models," Papers 2202.00141, arXiv.org, revised Feb 2022.
    130. Lajos Horv'ath & Lorenzo Trapani, 2023. "Real-time monitoring with RCA models," Papers 2312.11710, arXiv.org.
    131. Amitava Mukherjee, 2013. "Nonparametric Phase-II monitoring for detecting monotone trend based on inverse sampling," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(2), pages 131-153, June.

  66. Hong, Yongmiao & White, Halbert, 1995. "Consistent Specification Testing via Nonparametric Series Regression," Econometrica, Econometric Society, vol. 63(5), pages 1133-1159, September.

    Cited by:

    1. Gao, Jiti & Tong, Howell & Wolff, Rodney, 2002. "Model Specification Tests in Nonparametric Stochastic Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 324-359, November.
    2. Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc.
    3. Jonathan B. Hill, 2004. "Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives," Econometric Society 2004 North American Summer Meetings 42, Econometric Society.
    4. Koenker, Roger & Machado, Jose A. F., 1999. "GMM inference when the number of moment conditions is large," Journal of Econometrics, Elsevier, vol. 93(2), pages 327-344, December.
    5. Stanislav Anatolyev, 2009. "Inference in Regression Models with Many Regressors," Working Papers w0125, New Economic School (NES).
    6. El Ghouch, Anouar & Genton, Marc G. & Bouezmarni , Taoufik, 2012. "Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing," LIDAM Discussion Papers ISBA 2012001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    7. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).
    8. Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
    9. Wang, Bin & Zheng, Xu, 2022. "Testing for the presence of jump components in jump diffusion models," Journal of Econometrics, Elsevier, vol. 230(2), pages 483-509.
    10. Abhimanyu Gupta & Xi Qu & Sorawoot Srisuma & Jiajun Zhang, 2025. "Inference on varying coefficients in spatial autoregressions," Papers 2502.03084, arXiv.org.
    11. Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers 13/04, School of Economics and Business Administration, University of Navarra.
    12. Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho, 2011. "A consistent nonparametric test for nonlinear causality—Specification in time series regression," Journal of Econometrics, Elsevier, vol. 165(1), pages 112-127.
    13. Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023. "Testing identifying assumptions in bivariate probit models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 407-422, April.
    14. Rodríguez, Francisco & Shelton, Cameron A., 2013. "Cleaning up the kitchen sink: Specification tests and average derivative estimators for growth econometrics," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 260-273.
    15. Zhao, Zhibiao, 2011. "Nonparametric model validations for hidden Markov models with applications in financial econometrics," Journal of Econometrics, Elsevier, vol. 162(2), pages 225-239, June.
    16. Ellison, Glenn & Ellison, Sara Fisher, 2000. "A simple framework for nonparametric specification testing," Journal of Econometrics, Elsevier, vol. 96(1), pages 1-23, May.
    17. Koop, Gary & Poirier, Dale J., 2004. "Bayesian variants of some classical semiparametric regression techniques," Journal of Econometrics, Elsevier, vol. 123(2), pages 259-282, December.
    18. Breunig, Christoph, 2015. "Goodness-of-fit tests based on series estimators in nonparametric instrumental regression," Journal of Econometrics, Elsevier, vol. 184(2), pages 328-346.
    19. Wang, Luya, 2022. "Adaptive testing using data-driven method selecting smoothing parameters," Economics Letters, Elsevier, vol. 215(C).
    20. Anatolyev, Stanislav & Sølvsten, Mikkel, 2023. "Testing many restrictions under heteroskedasticity," Journal of Econometrics, Elsevier, vol. 236(1).
    21. Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2015. "Estimation And Inference For Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines," Econometric Theory, Cambridge University Press, vol. 31(4), pages 753-777, August.
    22. Yang, Xiye, 2020. "Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests," Journal of Econometrics, Elsevier, vol. 215(2), pages 486-516.
    23. Horowitz, Joel L. & Spokoiny, Vladimir G., 2000. "An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models," Working Papers 00-04, University of Iowa, Department of Economics.
    24. Hall, Peter & Yatchew, Adonis, 2005. "Unified approach to testing functional hypotheses in semiparametric contexts," Journal of Econometrics, Elsevier, vol. 127(2), pages 225-252, August.
    25. Masamune Iwasawa, 2015. "A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models," Econometrics, MDPI, vol. 3(3), pages 1-31, September.
    26. Yanchun Jin, 2016. "Nonparametric tests for the effect of treatment on conditional variance," KIER Working Papers 948, Kyoto University, Institute of Economic Research.
    27. Li, Q. & Wang, Suojin, 1998. "A simple consistent bootstrap test for a parametric regression function," Journal of Econometrics, Elsevier, vol. 87(1), pages 145-165, August.
    28. Emmanuel Guerre & Pascal Lavergne, 2001. "Rate-optimal data-driven specification testing in regression models," Econometrics 0107001, University Library of Munich, Germany.
    29. Oliver Linton & Pedro Gozalo, 1996. "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers 1140, Cowles Foundation for Research in Economics, Yale University.
    30. Escanciano, J. Carlos, 2006. "A Consistent Diagnostic Test For Regression Models Using Projections," Econometric Theory, Cambridge University Press, vol. 22(6), pages 1030-1051, December.
    31. Marcelo Fernandes & Joachim Grammig, 2000. "Non-Parametric Specification Tests For Conditional Duration Models," Computing in Economics and Finance 2000 40, Society for Computational Economics.
    32. Abhimanyu Gupta & Myung Hwan Seo, 2023. "Robust Inference on Infinite and Growing Dimensional Time‐Series Regression," Econometrica, Econometric Society, vol. 91(4), pages 1333-1361, July.
    33. Hill Jonathan B., 2013. "Stochastically weighted average conditional moment tests of functional form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 121-139, April.
    34. Ripamonti, Alexandre, 2013. "Rational Valuation Formula (RVF) and Time Variability in Asset Rates of Return," MPRA Paper 79460, University Library of Munich, Germany.
    35. Sainan Jin & Liangjun Su & Yonghui Zhang, 2015. "Nonparametric testing for anomaly effects in empirical asset pricing models," Empirical Economics, Springer, vol. 48(1), pages 9-36, February.
    36. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013. "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers 201422, University of California at Riverside, Department of Economics, revised Apr 2012.
    37. Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation for Research in Economics, Yale University.
    38. Herman J. Bierens & Li Wang, 2017. "Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 103-135, March.
    39. Parente, Paulo M.D.C. & Smith, Richard J., 2017. "Tests of additional conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 200(1), pages 1-16.
    40. Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
    41. Manuel Landajo & María Presno, 2013. "Nonparametric pseudo-Lagrange multiplier stationarity testing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 125-147, February.
    42. Ait-Sahalia, Yacine & Bickel, Peter J. & Stoker, Thomas M., 2001. "Goodness-of-fit tests for kernel regression with an application to option implied volatilities," Journal of Econometrics, Elsevier, vol. 105(2), pages 363-412, December.
    43. Pandit, Mahesh & Paudel, Krishna P. & Mishra, Ashok K., 2013. "Do Agricultural Subsidies Affect the Labor Allocation Decision? Comparing Parametric and Semiparametric Methods," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(01), pages 1-18, April.
    44. Yanqin Fan & Qi Li, 2002. "A Consistent Model Specification Test Based On The Kernel Sum Of Squares Of Residuals," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 337-352.
    45. Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
    46. Breunig, Christoph, 2012. "Goodness-of-fit tests based on series estimators in nonparametric instrumental regression," Working Papers 12-13, University of Mannheim, Department of Economics.
    47. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
    48. Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2022. "Data-driven portmanteau tests for time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 675-698, September.
    49. Laurent Davezies & Xavier D'Haultfoeuille & Martin Mugnier, 2020. "Fixed Effects Binary Choice Models with Three or More Periods," Papers 2009.08108, arXiv.org, revised Sep 2022.
    50. White, Halbert & Hong, Yongmiao, 1999. "M-Testing Using Finite and Infinite Dimensional Parameter Estimators," University of California at San Diego, Economics Working Paper Series qt9qz123ng, Department of Economics, UC San Diego.
    51. Sun, Y., 2003. "A Consistent Nonparametric Equality Test of Conditional Quantile Functions," Working Papers 2003-10, University of Guelph, Department of Economics and Finance.
    52. Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.
    53. Wang, Xuexin, 2015. "A Note on Consistent Conditional Moment Tests," MPRA Paper 69005, University Library of Munich, Germany.
    54. Landajo, Manuel & Presno, María José, 2010. "Nonparametric pseudo-Lagrange multiplier stationarity testing," MPRA Paper 25659, University Library of Munich, Germany.
    55. Marilena Furno, 2010. "A robust test of specification based on order statistics," Computational Statistics, Springer, vol. 25(4), pages 707-723, December.
    56. Liangjun Su & Yundong Tu & Aman Ullah, 2015. "Testing Additive Separability of Error Term in Nonparametric Structural Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1057-1088, December.
    57. Patrick Marsh, "undated". "Nonparametric Likelihood Ratio Tests," Discussion Papers 00/56, Department of Economics, University of York.
    58. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
    59. Abhimanyu Gupta & Jungyoon Lee & Francesca Rossi, 2024. "Testing linearity of spatial interaction functions \`a la Ramsey," Papers 2412.14778, arXiv.org.
    60. Paulo Parente & Richard Smith, 2012. "Exogeneity in semiparametric moment condition models," CeMMAP working papers CWP30/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    61. Lee Tae-Hwy, 2001. "Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(4), pages 1-15, January.
    62. Gao, Jiti & Anh, Vo, 2000. "A central limit theorem for a random quadratic form of strictly stationary processes," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 69-79, August.
    63. Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
    64. Domínguez, Manuel A. & Lavergne, Pascal, 1998. "Asymptotic and bootstrap specification tests of nonlinear in variable econometric models," DES - Working Papers. Statistics and Econometrics. WS 4674, Universidad Carlos III de Madrid. Departamento de Estadística.
    65. Lin, Zhongjian & Li, Qi & Sun, Yiguo, 2014. "A consistent nonparametric test of parametric regression functional form in fixed effects panel data models," Journal of Econometrics, Elsevier, vol. 178(P1), pages 167-179.
    66. Abhimanyu Gupta & Xi Qu, 2021. "Consistent specification testing under spatial dependence," Papers 2101.10255, arXiv.org, revised Aug 2022.
    67. González-Manteiga, Wenceslao & Quintela-del-Río, Alejandro & Vieu, Philippe, 2002. "A note on variable selection in nonparametric regression with dependent data," Statistics & Probability Letters, Elsevier, vol. 57(3), pages 259-268, April.
    68. Zhipeng Liao & Xiaoxia Shi, 2020. "A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models," Quantitative Economics, Econometric Society, vol. 11(3), pages 983-1017, July.
    69. Horowitz, Joel L. & Spokoiny, Vladimir G., 1999. "An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative," Working Papers 99-02, University of Iowa, Department of Economics.
    70. Hidalgo, J., 2008. "Specification testing for regression models with dependent data," Journal of Econometrics, Elsevier, vol. 143(1), pages 143-165, March.
    71. Min, Insik & Fang, Cheng & Li, Qi, 2004. "Investigation of patterns in food-away-from-home expenditure for China," China Economic Review, Elsevier, vol. 15(4), pages 457-476.
    72. Choi, Jaedo & Moon, Hyungsik Roger & Cho, Jin Seo, 2024. "Sequentially Estimating The Structural Equation By Power Transformation," Econometric Theory, Cambridge University Press, vol. 40(1), pages 98-161, February.
    73. Wang, Wenju & Wang, Qiao, 2019. "Consistent specification test for partially linear models with the k-nearest-neighbor method," Economics Letters, Elsevier, vol. 177(C), pages 89-93.
    74. Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
    75. Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K., 2003. "Empirical likelihood estimation and consistent tests with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 117(1), pages 55-93, November.
    76. Pascal Lavergne & Valentin Patilea, 2006. "Breaking the Curse of Dimensionality in Nonparametric Testing," Working Papers 2006-24, Center for Research in Economics and Statistics.
    77. Huang, Ta-Cheng & Li, Hongjun & Li, Zheng, 2020. "A modified bootstrap for kernel-based specification test with heavy-tailed data," Economics Letters, Elsevier, vol. 189(C).
    78. Jonathan B. Hill, 2004. "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics 0402004, University Library of Munich, Germany, revised 05 Aug 2005.
    79. Manuel Vega-Gordillo & José Luis à lvarez-Arce, 2005. "Heterogeneity In Economic Freedom: Free Clusters Or Free Countries," Faculty Working Papers 08/05, School of Economics and Business Administration, University of Navarra.
    80. Anouar El Ghouch & Marc G. Genton & Taoufik Bouezmarni, 2013. "Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 455-470, September.
    81. Nicolas Apfel & Julia Hatamyar & Martin Huber & Jannis Kueck, 2024. "Learning control variables and instruments for causal analysis in observational data," Papers 2407.04448, arXiv.org.
    82. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    83. Sun, Yun & Li, Qi, 2006. "An alternative series based consistent model specification test," Economics Letters, Elsevier, vol. 93(1), pages 37-44, October.
    84. Ignacio N. Lobato, 2000. "A Consistent Test for the Martingale Difference Assumption," Econometric Society World Congress 2000 Contributed Papers 0278, Econometric Society.
    85. Ivan Korolev, 2018. "A Consistent Heteroskedasticity Robust LM Type Specification Test for Semiparametric Models," Papers 1810.07620, arXiv.org, revised Nov 2019.
    86. Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006.
    87. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    88. Yanqin Fan & Oliver Linton, 1997. "Some Higher Order Theory for a Consistent Nonparametric Model Specification Test," Cowles Foundation Discussion Papers 1148, Cowles Foundation for Research in Economics, Yale University.
    89. Gao, Jiti & Hong, Yongmiao, 2007. "Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing," MPRA Paper 11977, University Library of Munich, Germany, revised Dec 2007.
    90. Manuel Landajo & Celia Bilbao & Amelia Bilbao, 2012. "Nonparametric neural network modeling of hedonic prices in the housing market," Empirical Economics, Springer, vol. 42(3), pages 987-1009, June.
    91. Manuel Landajo & Javier De Andrés & Pedro Lorca, 2008. "Measuring firm performance by using linear and non‐parametric quantile regressions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(2), pages 227-250, April.
    92. Ivan Korolev, 2019. "A Consistent LM Type Specification Test for Semiparametric Panel Data Models," Papers 1909.05649, arXiv.org.
    93. Harold D Chiang & Yuya Sasaki, 2023. "On Using The Two-Way Cluster-Robust Standard Errors," Papers 2301.13775, arXiv.org.
    94. Gupta, A, 2015. "Nonparametric specification testing via the trinity of tests," Economics Discussion Papers 23824, University of Essex, Department of Economics.
    95. Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
    96. Shaikh, Azeem M. & Simonsen, Marianne & Vytlacil, Edward J. & Yildiz, Nese, 2009. "A specification test for the propensity score using its distribution conditional on participation," Journal of Econometrics, Elsevier, vol. 151(1), pages 33-46, July.
    97. Adonis Yatchew & Len Bos, 1997. "Nonparametric Least Squares Regression and Testing in Economic Models," Working Papers yatchew-99-01, University of Toronto, Department of Economics.
    98. Li, Qi, 1999. "Consistent model specification tests for time series econometric models," Journal of Econometrics, Elsevier, vol. 92(1), pages 101-147, September.
    99. Aït-Sahalia, Yacine. & Bickel, Peter J. & Stoker, Thomas M., 1994. "Goodness-of-fit tests for regression using kernel methods," Working papers 3747-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    100. Zheng, Xu, 2008. "Testing for discrete choice models," Economics Letters, Elsevier, vol. 98(2), pages 176-184, February.
    101. Kim, Seonjin & Zhao, Zhibiao, 2014. "Specification test for Markov models with measurement errors," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 118-133.
    102. Juan Carlos Escanciano, 2005. "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers 07/05, School of Economics and Business Administration, University of Navarra.
    103. Manuel A. Dominguez & Ignacio N. Lobato, 2001. "Size Corrected Power for Bootstrap Tests," Working Papers 0102, Centro de Investigacion Economica, ITAM.
    104. Li, Hongjun & Li, Qi & Liu, Ruixuan, 2016. "Consistent model specification tests based on k-nearest-neighbor estimation method," Journal of Econometrics, Elsevier, vol. 194(1), pages 187-202.

  67. Swanson, Norman R & White, Halbert, 1995. "A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 265-275, July.

    Cited by:

    1. Philipp Ratz, 2022. "Nonparametric Value-at-Risk via Sieve Estimation," Papers 2205.07101, arXiv.org.
    2. Ferland, Rene & Lalancette, Simon, 2006. "Dynamics of realized volatilities and correlations: An empirical study," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 2109-2130, July.
    3. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
    4. Angelos Kanas, 2003. "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 299-315.
    5. Martha A. Misas A. & Enrique López E. & Carlos A. Arango A. & Juan Nicolás Hernández A., 2004. "No-linealidades en la demanda de efectivo en Colombia: las redes neuronales como herramienta de pronóstico," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(45), pages 10-57, June.
    6. Francis X. Diebold & Canlin Li, 2002. "Forecasting the Term Structure of Government Bond Yields," Center for Financial Institutions Working Papers 02-34, Wharton School Center for Financial Institutions, University of Pennsylvania.
    7. Qi, Min, 2001. "Predicting US recessions with leading indicators via neural network models," International Journal of Forecasting, Elsevier, vol. 17(3), pages 383-401.
    8. Li, Han & O’Hare, Colin, 2017. "Semi-parametric extensions of the Cairns–Blake–Dowd model: A one-dimensional kernel smoothing approach," Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 166-176.
    9. Hartmann, Matthias & Herwartz, Helmut & Ulm, Maren, 2017. "A comparative assessment of alternative ex ante measures of inflation uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 76-89.
    10. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
    11. Bhardwaj, Geetesh & Swanson, Norman R., 2006. "An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 539-578.
    12. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
    13. Khurshid Kiani, 2011. "Fluctuations in Economic and Activity and Stabilization Policies in the CIS," Computational Economics, Springer;Society for Computational Economics, vol. 37(2), pages 193-220, February.
    14. Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
    15. Huck, Nicolas, 2010. "Pairs trading and outranking: The multi-step-ahead forecasting case," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1702-1716, December.
    16. Khurshid M. KIANI & Terry L. KASTENS, 2006. "Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
    17. Zou, Hui & Yang, Yuhong, 2004. "Combining time series models for forecasting," International Journal of Forecasting, Elsevier, vol. 20(1), pages 69-84.
    18. Alfaro, Rodrigo & Becerra, Juan Sebastian & Sagner, Andres, 2010. "Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU [The Dynamic Nelson-Siegel model: empirical results for Chile and US]," MPRA Paper 25912, University Library of Munich, Germany, revised 23 Jun 2010.
    19. Andrew J. Patton, 2004. "On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation," Journal of Financial Econometrics, Oxford University Press, vol. 2(1), pages 130-168.
    20. Arifovic, Jasmina & Gençay, Ramazan, 2001. "Using genetic algorithms to select architecture of a feedforward artificial neural network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 289(3), pages 574-594.
    21. Swanson, N.R. & White, H., 1995. "A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Papers 04-95-12, Pennsylvania State - Department of Economics.
    22. Kanas, Angelos & Yannopoulos, Andreas, 2001. "Comparing linear and nonlinear forecasts for stock returns," International Review of Economics & Finance, Elsevier, vol. 10(4), pages 383-398, December.
    23. Corradi, Valentina & Swanson, Norman R., 2002. "A consistent test for nonlinear out of sample predictive accuracy," Journal of Econometrics, Elsevier, vol. 110(2), pages 353-381, October.
    24. Corradi, Valentina & Swanson, Norman R., 2004. "Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives," International Journal of Forecasting, Elsevier, vol. 20(2), pages 185-199.
    25. Raffaella Giacomini & Barbara Rossi, 2013. "Forecasting in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 17, pages 381-408, Edward Elgar Publishing.
    26. Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(2), pages 165-185, June.
    27. Hou, Linke & Lv, Yuxia & Geng, Hao & Li, Feiyue, 2019. "To tell the truth or the perceived truth: Structural estimation of peer effects in China’s macroeconomic forecast," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
    28. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    29. Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
    30. Efstathios Polyzos & Costas Siriopoulos, 2024. "Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 225-262, July.
    31. Mayte Suarez Farinãs & Carlos Eduardo Pedreira & Marcelo C. Medeiros, 2003. "Local-global neural networks: a new approach for nonlinear time series modelling," Textos para discussão 470, Department of Economics PUC-Rio (Brazil).
    32. Huck, Nicolas, 2009. "Pairs selection and outranking: An application to the S&P 100 index," European Journal of Operational Research, Elsevier, vol. 196(2), pages 819-825, July.
    33. Martha Misas Arango & Enrique López Enciso & Pablo Querubín Borrero, 2002. "La inflación en Colombia: una aproximación desde las redes neuronales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 20(41-42), pages 143-214, June.
    34. Blaskowitz, Oliver & Herwartz, Helmut, 2014. "Testing the value of directional forecasts in the presence of serial correlation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 30-42.
    35. Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes, 2020. "Machine Learning Advances for Time Series Forecasting," Papers 2012.12802, arXiv.org, revised Apr 2021.
    36. Blaskowitz, Oliver J. & Herwartz, Helmut, 2008. "Adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers 2008-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    37. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 8, pages 413-457, Elsevier.
    38. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2011. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers 1103, University of Nevada, Las Vegas , Department of Economics.
    39. Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin, 2023. "The economic impact of daily volatility persistence on energy markets," Journal of Commodity Markets, Elsevier, vol. 30(C).
    40. Martha Misas & Enrique López & Carlos Arango & Juan Nicolás Hernández, 2003. "La Demanda de Efectivo en Colombia: Una Caja Negra a la Luz de las Redes Neuronales," Borradores de Economia 268, Banco de la Republica de Colombia.
    41. Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002. "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance 508, Stockholm School of Economics.
    42. Timmermann, Allan, 2008. "Elusive return predictability," International Journal of Forecasting, Elsevier, vol. 24(1), pages 1-18.
    43. Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2011. "Forecast evaluation in call centers: combined forecasts, flexible loss functions and economic criteria," Departmental Working Papers 2011-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    44. Marco Reale & Granville Tunnicliffe Wilson, 2001. "Identification of vector AR models with recursive structural errors using conditional independence graphs," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 10(1), pages 49-65, January.
    45. McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
    46. A Clements & D Preve, 2019. "A Practical Guide to Harnessing the HAR Volatility Model," NCER Working Paper Series 120, National Centre for Econometric Research.
    47. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
    48. LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.
    49. Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, January.
    50. Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia, 2001. "Predictive ability with cointegrated variables," Journal of Econometrics, Elsevier, vol. 104(2), pages 315-358, September.
    51. Nii Ayi Armah & Norman Swanson, 2011. "Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 43-60.
    52. Panayotis G. Michaelides & Efthymios G. Tsionas & Angelos T. Vouldis & Konstantinos N. Konstantakis & Panagiotis Patrinos, 2018. "A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 637-675, March.
    53. Jorge Barrientos Marin & Elkin Tabares Orozco & Esteban Velilla, 2018. "Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 97-106.
    54. Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998. "Trade, Investment, and Growth: Nexus, Analysis, and Prognosis," NBER Working Papers 6861, National Bureau of Economic Research, Inc.
    55. René Garcia & Ramazan Gençay, 1998. "Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint," CIRANO Working Papers 98s-35, CIRANO.
    56. Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer;Society for Computational Economics, vol. 32(4), pages 383-406, November.
    57. Oleg Korenok & Norman R. Swanson, 2007. "How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1481-1508, September.
    58. Swanson, Norman R. & White, Halbert, 1997. "Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models," International Journal of Forecasting, Elsevier, vol. 13(4), pages 439-461, December.
    59. Rodríguez-Vargas, Adolfo, 2020. "Forecasting Costa Rican inflation with machine learning methods," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
    60. Norman Swanson & Oleg Korenok, 2006. "How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version," Departmental Working Papers 200612, Rutgers University, Department of Economics.
    61. Yasuhiko Nakamura, 2008. "On Forecasting Recessions via Neural Nets," Economics Bulletin, AccessEcon, vol. 3(13), pages 1-15.
    62. Hongyun Han & Ye Jiang, 2019. "Systemic Risks of Climate Events and Households’ Participation in Mariculture Mutual Insurance: A Case Study of Shrimp Producers in Zhejiang Province," Sustainability, MDPI, vol. 11(4), pages 1-24, February.
    63. Lance J. Bachmeier & Norman R. Swanson, 2003. "Predicting Inflation: Does The Quantity Theory Help?," Departmental Working Papers 200317, Rutgers University, Department of Economics.
    64. Bou-Hamad, Imad & Jamali, Ibrahim, 2020. "Forecasting financial time-series using data mining models: A simulation study," Research in International Business and Finance, Elsevier, vol. 51(C).
    65. Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
    66. Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012. "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 245-264, October.
    67. Blaskowitz, Oliver J. & Herwartz, Helmut, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers 2008-073, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    68. Wu, Yih-Jiuan, 1998. "Exchange rate forecasting: an application of radial basis function neural networks," ISU General Staff Papers 1998010108000013540, Iowa State University, Department of Economics.
    69. Vroomen, Bjorn & Hans Franses, Philip & van Nierop, Erjen, 2004. "Modeling consideration sets and brand choice using artificial neural networks," European Journal of Operational Research, Elsevier, vol. 154(1), pages 206-217, April.
    70. Granger, E.J. & Swanson, N.R., 1996. "An introduction to stochastic Unit Root Processes," Papers 4-96-3, Pennsylvania State - Department of Economics.
    71. Dahl, Christian M. & Hylleberg, Svend, 2004. "Flexible regression models and relative forecast performance," International Journal of Forecasting, Elsevier, vol. 20(2), pages 201-217.
    72. Swanson, Norman R., 1998. "Money and output viewed through a rolling window," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 455-474, May.
    73. Oliver Blaskowitz & Helmut Herwartz, 2009. "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 575-594.
    74. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    75. Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005. "Regime Switching and Artificial Neural Network Forecasting," Working Papers 0502, University of Crete, Department of Economics.
    76. Kiani, K.M., 2009. "Neural Networks to Detect Nonlinearities in Time Series: Analysis of Business Cycle in France and the United Kingdom," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
    77. Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Series Working Papers 2006-FE-11, University of Oxford, Department of Economics.
    78. Dilip Nachane & Jose Clavel, 2008. "Forecasting interest rates: a comparative assessment of some second-generation nonlinear models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(5), pages 493-514.
    79. Qi, Min & Zhang, Guoqiang Peter, 2001. "An investigation of model selection criteria for neural network time series forecasting," European Journal of Operational Research, Elsevier, vol. 132(3), pages 666-680, August.
    80. Xiaojie Xu, 2019. "Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 155-181, June.
    81. Bildirici, Melike & Alp, Aykaç, 2008. "The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(1), pages 93-110.
    82. McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel, 2008. "A neural network demand system with heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 147(2), pages 359-371, December.
    83. Yang, Jian & Cabrera, Juan & Wang, Tao, 2010. "Nonlinearity, data-snooping, and stock index ETF return predictability," European Journal of Operational Research, Elsevier, vol. 200(2), pages 498-507, January.
    84. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
    85. Kiani, Khurshid M., 2016. "On business cycle fluctuations in USA macroeconomic time series," Economic Modelling, Elsevier, vol. 53(C), pages 179-186.
    86. Khurshid M. Kiani, 2007. "Asymmetric Business Cycle Fluctuations and Contagion Effects in G7 Countries," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 6(3), pages 237-253, December.
    87. Kock Anders Bredahl, 2011. "Forecasting with Universal Approximators and a Learning Algorithm," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
    88. Vito Polito & Yunyi Zhang, 2021. "Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression," CESifo Working Paper Series 9395, CESifo.
    89. Aiolfi, Marco & Timmermann, Allan, 2006. "Persistence in forecasting performance and conditional combination strategies," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 31-53.
    90. Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
    91. Qi, Min & Yang, Sha, 2003. "Forecasting consumer credit card adoption: what can we learn about the utility function?," International Journal of Forecasting, Elsevier, vol. 19(1), pages 71-85.
    92. Eleni Constantinou & Robert Georgiades & Avo Kazandjian & Georgios P. Kouretas, 2006. "Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 371-383.
    93. Bildirici, Melike & Ersin, Özgür, 2012. "Nonlinear volatility models in economics: smooth transition and neural network augmented GARCH, APGARCH, FIGARCH and FIAPGARCH models," MPRA Paper 40330, University Library of Munich, Germany, revised May 2012.
    94. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions," CREATES Research Papers 2012-38, Department of Economics and Business Economics, Aarhus University.
    95. Myles Callan & Eric Ghysels & Norman R. Swanson, 1998. "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers 98s-40, CIRANO.
    96. Dbouk, Wassim & Jamali, Ibrahim, 2018. "Predicting daily oil prices: Linear and non-linear models," Research in International Business and Finance, Elsevier, vol. 46(C), pages 149-165.
    97. Anderson, Richard G. & Binner, Jane M. & Schmidt, Vincent A., 2012. "Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States," Economics Letters, Elsevier, vol. 117(1), pages 174-177.
    98. Eisinga, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997. "Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks," Econometric Institute Research Papers EI 9733/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    99. M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002. "Domestic and International Influences on Business Cycle Regimes in Europe," Centre for Growth and Business Cycle Research Discussion Paper Series 11, Economics, The University of Manchester.
    100. Khurshid M. Kiani, 2009. "Asymmetries in Macroeconomic Time Series in Eleven Asian Economies," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 8(1), pages 37-54, April.
    101. Ramazan Gencay & Aslihan Salih, 2003. "Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 73-101, May.
    102. Blaskowitz, Oliver J. & Herwartz, Helmut, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers 2009-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    103. Christian Haefke & Christian Helmenstein, 2002. "Index forecasting and model selection," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 11(2), pages 119-135, April.
    104. Corina SAMAN, 2015. "Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 93-106, March.
    105. Bekdache, Basma, 2001. "Term Premia and the Maturity Composition of the Federal Debt: New Evidence from the Term Structure of Interest Rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(7), pages 519-539, November.
    106. Perez-Rodriguez, Jorge V. & Torra, Salvador & Andrada-Felix, Julian, 2005. "STAR and ANN models: forecasting performance on the Spanish "Ibex-35" stock index," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 490-509, June.
    107. Arora Siddharth & Little Max A. & McSharry Patrick E., 2013. "Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(4), pages 395-420, September.
    108. Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999. "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers 87, CREFE, Université du Québec à Montréal.
    109. Shambora, William E. & Rossiter, Rosemary, 2007. "Are there exploitable inefficiencies in the futures market for oil?," Energy Economics, Elsevier, vol. 29(1), pages 18-27, January.
    110. Mc Cracken, Michael W., 2000. "Robust out-of-sample inference," Journal of Econometrics, Elsevier, vol. 99(2), pages 195-223, December.

  68. Granger, Clive W. J. & King, Maxwell L. & White, Halbert, 1995. "Comments on testing economic theories and the use of model selection criteria," Journal of Econometrics, Elsevier, vol. 67(1), pages 173-187, May.

    Cited by:

    1. Driffill, John & Sola, Martin & Kenc, Turalay & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers.
    2. Sara Bertin & Steve Ohana & Vanessa Strauss-Kahn, 2016. "Revisiting the Link Between Political and Financial Crises in Africa," Journal of African Economies, Centre for the Study of African Economies, vol. 25(3), pages 323-366.
    3. Medel, Carlos A., 2012. "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno? [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper 35950, University Library of Munich, Germany.
    4. Yan Qian & Zijun Wang, 2021. "A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market," Empirical Economics, Springer, vol. 61(2), pages 799-825, August.
    5. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White, 2003. "Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Documentos de Trabajo del ICAE 0309, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    6. Masayoshi Hayashi & Wataru Yamamoto, 2017. "Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(1), pages 134-163, February.
    7. GianCarlo Moschini, 2000. "Flexible Multistage Demand System Based on Indirect Separability, A," Center for Agricultural and Rural Development (CARD) Publications 00-wp265, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    8. Haefke, Christian & Helmenstein, Christian, 1995. "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Economics Series 21, Institute for Advanced Studies.
    9. Tom Stark and Dean Croushore, 2001. "Forecasting with a Real-Time Data Set for Macroeconomists," Computing in Economics and Finance 2001 258, Society for Computational Economics.
    10. Randal J. Verbrugge, 1998. "Cross-Sectional and Longitudinal Inflation Asymmetries," Macroeconomics 9809018, University Library of Munich, Germany.
    11. Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
    12. Altman, Morris, 2004. "Statistical significance, path dependency, and the culture of journal publication," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 651-663, November.
    13. Hafner, C. & Preminger, A., 2010. "Deciding between GARCH and Stochastic Volatility via Strong Decision Rules," LIDAM Reprints ISBA 2010032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    14. You, Wen & Davis, George C. & Nayga, Rodolfo M., Jr. & McIntosh, Alex, 2005. "Parental Time and Children's Obesity Measures," 2005 Annual meeting, July 24-27, Providence, RI 19386, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    15. Gernot Doppelhofer & Xavier Sala I Martin & Melvyn Weeks, 2005. "Jointness of Determinants of Economics Growth," Money Macro and Finance (MMF) Research Group Conference 2005 54, Money Macro and Finance Research Group.
    16. Robert H. McGuckin & Ataman Ozyildirim & Victor Zarnowitz, 2000. "The Composite Index of Leading Economic Indicators: How to Make it More Timely," Economics Program Working Papers 00-04, The Conference Board, Economics Program.
    17. Massimo Guidolin, 2011. "Markov Switching Models in Empirical Finance," Working Papers 415, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    18. Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
    19. M. Genius & E. Strazzera, 2000. "Evaluation of likelihood based tests for non-nested dichotomus choice contingent valuation models," Working Paper CRENoS 200012, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    20. Doppelhofer, G. & Weeks, M., 2005. "Jointness of Growth Determinants," Cambridge Working Papers in Economics 0542, Faculty of Economics, University of Cambridge.
    21. Boriss Siliverstovs, 2011. "The Real-Time Predictive Content of the KOF Economic Barometer," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 147(III), pages 353-375, September.
    22. Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2004. "On Markov error-correction models, with an application to stock prices and dividends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 69-88.
    23. Vahid, Farshid & Issler, Joao Victor, 2002. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, vol. 109(2), pages 341-363, August.
    24. Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998. "Trade, Investment, and Growth: Nexus, Analysis, and Prognosis," NBER Working Papers 6861, National Bureau of Economic Research, Inc.
    25. Leung, Brian & Finnoff, David & Shogren, Jason F. & Lodge, David, 2005. "Managing invasive species: Rules of thumb for rapid assessment," Ecological Economics, Elsevier, vol. 55(1), pages 24-36, October.
    26. Badi H. Baltagi & Zijun Wang, 2006. "Testing for Cointegrating Rank via Model Selection: Evidence from 165 Data Sets," Center for Policy Research Working Papers 83, Center for Policy Research, Maxwell School, Syracuse University.
    27. McAdam, Peter & McNelis, Paul, 2004. "Forecasting inflation with thick models and neural networks," Working Paper Series 352, European Central Bank.
    28. Mauro Costantini & Claudio Lupi, 2005. "Stochastic convergence among European economies," Economics Bulletin, AccessEcon, vol. 3(38), pages 1-17.
    29. Javier Pereda, 2011. "Estimación de la tasa natural de interés para Perú: un enfoque financiero," Monetaria, CEMLA, vol. 0(4), pages 429-459, octubre-d.
    30. Carlos A. Medel Vera, 2011. "¿Akaike o Schwarz? ¿Cuál utilizar para predecir el PIB chileno?," Monetaria, CEMLA, vol. 0(4), pages 591-615, octubre-d.
    31. Ivanov Ventzislav & Kilian Lutz, 2005. "A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-36, March.
    32. Zacharias Psaradakis & Nicola Spagnolo, 2003. "On The Determination Of The Number Of Regimes In Markov‐Switching Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 237-252, March.
    33. Bryant, Henry L. & Davis, George C., 2003. "Information Based Model Averaging And Internal Metanalysis In Seemingly Unrelated Regressions With An Application To A Demand System," 2003 Annual meeting, July 27-30, Montreal, Canada 21918, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    34. Swanson, Norman R., 1998. "Money and output viewed through a rolling window," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 455-474, May.
    35. Hughes, Anthony W. & King, Maxwell L. & Kwek, Kian Teng, 2004. "Selecting the order of an ARCH model," Economics Letters, Elsevier, vol. 83(2), pages 269-275, May.
    36. Todd E. Clark, 2004. "Can out-of-sample forecast comparisons help prevent overfitting?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 115-139.
    37. K. Balcombe & S. Davidova & J. A. Morrison, 1999. "Consumer Behaviour in a Country in Transition with a Strongly Contracting Economy: The Case of Food Consumption in Bulgaria," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(1), pages 36-47, January.
    38. Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "On tests and significance in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May.
    39. Jorge González Chapela & José M. Labeaga & Luis A. Medrano, 2019. "Further econometric evidence on the extent and sources of cost savings in competitively tendered contracts," Empirical Economics, Springer, vol. 56(2), pages 679-701, February.
    40. Sumon Bhaumik & Suchismita Bose, 2007. "Impact of Derivatives Trading on Emerging Capital Markets: A Note on Expiration Day Effects in India," William Davidson Institute Working Papers Series wp863, William Davidson Institute at the University of Michigan.
    41. David L. Weakliem, 2004. "Introduction to the Special Issue on Model Selection," Sociological Methods & Research, , vol. 33(2), pages 167-187, November.
    42. Randal J. Verbrugge, 1998. "A cross-country investigation of macroeconomic asymmetries," Macroeconomics 9809017, University Library of Munich, Germany, revised 30 Sep 1998.
    43. Larry W. Taylor, 2009. "Penalized‐R2 Criteria For Model Selection," Manchester School, University of Manchester, vol. 77(6), pages 699-717, December.
    44. PREMINGER, Arie & WETTSTEIN, David, 2005. "Using the penalized likelihood method for model selection with nuisance parameters present only under the alternative: an application to switching regression models," LIDAM Reprints CORE 1811, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    45. Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014. "Time Series Models for Business and Economic Forecasting," Cambridge Books, Cambridge University Press, number 9780521817707, January.
    46. Jorge González Chapela, 2012. "The Effect of Residential Location on Retirement Age: Theory and Some Evidence on Male Behaviour in the US," Urban Studies, Urban Studies Journal Limited, vol. 49(10), pages 2153-2168, August.
    47. Michael J. Hicks, 2007. "Hierarchical delays as a source of nominal price rigidities: evidence from the microcomputer industry," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 803-815.
    48. Jiménez-Gamero, M.D. & Pino-Mejías, R. & Alba-Fernández, V. & Moreno-Rebollo, J.L., 2011. "Minimum [phi]-divergence estimation in misspecified multinomial models," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3365-3378, December.
    49. Buck, Andrew J. & Lady, George M., 2005. "Falsifying economic models," Economic Modelling, Elsevier, vol. 22(5), pages 777-810, September.
    50. R. Scott Hacker & Abdulnasser Hatemi-J, 2018. "Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing," Papers 1805.08991, arXiv.org.
    51. Hagemann, Andreas, 2012. "A simple test for regression specification with non-nested alternatives," Journal of Econometrics, Elsevier, vol. 166(2), pages 247-254.
    52. Eisinga, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997. "Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks," Econometric Institute Research Papers EI 9733/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    53. Kurono, Ruka, 2022. "What drives the regional disparities in municipal national health insurance premiums?," Japan and the World Economy, Elsevier, vol. 61(C).
    54. Malmsten, Hans & Teräsvirta, Timo, 2004. "Stylized Facts of Financial Time Series and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance 563, Stockholm School of Economics, revised 03 Sep 2004.
    55. Paruolo Paolo, 2004. "Automated Inference and the Future of Econometrics: A comment," Economics and Quantitative Methods qf04025, Department of Economics, University of Insubria.
    56. Okunade, Albert A. & Suraratdecha, Chutima, 2006. "The pervasiveness of pharmaceutical expenditure inertia in the OECD countries," Social Science & Medicine, Elsevier, vol. 63(1), pages 225-238, July.
    57. Hsiao, Cheng & Wan, Shui Ki, 2011. "Comparison of forecasting methods with an application to predicting excess equity premium," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1235-1246.
    58. Kilian, Lutz & Ivanov, Ventzislav, 2001. "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers 2685, C.E.P.R. Discussion Papers.
    59. Christian Haefke & Christian Helmenstein, 2002. "Index forecasting and model selection," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 11(2), pages 119-135, April.
    60. Fukuda, Kosei, 2007. "Joint detection of unit roots and cointegration: Data-based simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 75(1), pages 28-36.
    61. Corina SAMAN, 2015. "Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 93-106, March.
    62. Ronald W. Butler & Marc S. Paolella, 2017. "Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations," Econometrics, MDPI, vol. 5(3), pages 1-33, September.
    63. Bekdache, Basma, 2001. "Term Premia and the Maturity Composition of the Federal Debt: New Evidence from the Term Structure of Interest Rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(7), pages 519-539, November.
    64. Kulendran, N. & King, Maxwell L., 1997. "Forecasting international quarterly tourist flows using error-correction and time-series models," International Journal of Forecasting, Elsevier, vol. 13(3), pages 319-327, September.
    65. Daniel Fernández, 2011. "Suficiencia del capital y previsiones de la banca uruguaya por su exposición al sector industrial," Monetaria, CEMLA, vol. 0(4), pages 517-589, octubre-d.
    66. Waterman, David & Weiss, Andrew A., 1996. "The effects of vertical integration between cable television systems and pay cable networks," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 357-395.
    67. Tamara Burdisso & Eduardo Ariel Corso, 2011. "Incertidumbre y dolarización de cartera: el caso argentino en el último medio siglo," Monetaria, CEMLA, vol. 0(4), pages 461-515, octubre-d.
    68. Chen Zhuo & Yang Yuhong, 2007. "Time Series Models for Forecasting: Testing or Combining?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(1), pages 1-37, March.
    69. Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio, 2009. "The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-24, March.
    70. Bo Pieter Johannes Andree & Francisco Blasques & Eric Koomen, 2017. "Smooth Transition Spatial Autoregressive Models," Tinbergen Institute Discussion Papers 17-050/III, Tinbergen Institute.

  69. Kuan, Chung-Ming & White, Halbert, 1994. "Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes," Econometrica, Econometric Society, vol. 62(5), pages 1087-1114, September.

    Cited by:

    1. Atanas Christev, 2007. "Learning Hyperinflations," Money Macro and Finance (MMF) Research Group Conference 2006 126, Money Macro and Finance Research Group.
    2. Barucci, Emilio & Landi, Leonardo, 1996. "Speculative dynamics with bounded rationality learning," European Journal of Operational Research, Elsevier, vol. 91(2), pages 284-300, June.
    3. Heinemann, Maik, 2000. "Adaptive learning of rational expectations using neural networks," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 1007-1026, June.
    4. Chen, Xiaohong & White, Halbert, 1998. "Nonparametric Adaptive Learning with Feedback," Journal of Economic Theory, Elsevier, vol. 82(1), pages 190-222, September.
    5. Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
    6. Ulrich Horst & Jan Wezelburger, 2006. "Non-ergodic Behavior in a Financial Market with Interacting Investors," 2006 Meeting Papers 229, Society for Economic Dynamics.
    7. Guidolin, Massimo & Timmermann, Allan, 2007. "Properties of equilibrium asset prices under alternative learning schemes," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 161-217, January.
    8. Peter Woehrmann & Willi Semmler & Martin Lettau, "undated". "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers 225, Institute for Empirical Research in Economics - University of Zurich.
    9. Evans, George W. & Honkapohja, S., 1998. "Stochastic gradient learning in the cobweb model," Economics Letters, Elsevier, vol. 61(3), pages 333-337, December.
    10. Evans, George W. & Honkapohja, Seppo, 1998. "Convergence of learning algorithms without a projection facility," Journal of Mathematical Economics, Elsevier, vol. 30(1), pages 59-86, August.
    11. Chen Xiaohong & White Halbert, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-55, April.
    12. Sergio Pastorello & Valentin Patilea & Eric Renault, 2003. "Iterative and Recursive Estimation in Structural Non-Adaptive Models," CIRANO Working Papers 2003s-08, CIRANO.
    13. Alan Beggs, 2002. "On the Convergence of Reinforcement Learning," Economics Series Working Papers 96, University of Oxford, Department of Economics.
    14. Gregoir, Stephane & Weill, Pierre-Olivier, 2007. "Restricted perception equilibria and rational expectation equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 81-109, January.
    15. Alexander Mayer, 2022. "Estimation and inference in adaptive learning models with slowly decreasing gains," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 720-749, September.
    16. Myles Callan & Eric Ghysels & Norman R. Swanson, 1998. "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers 98s-40, CIRANO.
    17. Timothy Kam, 2004. "Two-sided Learning and Optimal Monetary Policy in an Open Economy Model," Economics Discussion / Working Papers 04-07, The University of Western Australia, Department of Economics.
    18. Heinemann, Maik & Lange, Carsten, 1997. "Modellierung von Preiserwartungen durch neuronale Netze," Hannover Economic Papers (HEP) dp-203, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    19. Flam, Sjur Didrik, 1996. "Approaches to economic equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1505-1522.

  70. Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993. "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, vol. 56(3), pages 269-290, April.

    Cited by:

    1. Andrii Babii & Xi Chen & Eric Ghysels & Rohit Kumar, 2020. "Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice," Papers 2010.08463, arXiv.org, revised Nov 2021.
    2. Jonathan B. Hill, 2004. "Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives," Econometric Society 2004 North American Summer Meetings 42, Econometric Society.
    3. Philip Kostov & Myles Patton & Seamus McErlean, 2008. "Nonparametric analysis of the influence of buyers' characteristics and personal relationships on agricultural land prices," Agribusiness, John Wiley & Sons, Ltd., vol. 24(2), pages 161-176.
    4. Yae Ji Jun & Jin Seo Cho, 2015. "Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity," Working papers 2015rwp-78, Yonsei University, Yonsei Economics Research Institute.
    5. Zhuo Qiao & Keith Lam, 2011. "Granger causal relations among Greater China stock markets: a nonlinear perspective," Applied Financial Economics, Taylor & Francis Journals, vol. 21(19), pages 1437-1450.
    6. William Barnett & Apostolos Serletis & Demitre Serletis, 2012. "Nonlinear and Complex Dynamics in Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201238, University of Kansas, Department of Economics, revised Sep 2012.
    7. Ng, S., 1995. "Looking for Evidence of Speculative Stockholding in Commodity Markets," Cahiers de recherche 9514, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    8. Onour, Ibrahim, 2009. "Financial Integration of North Africa Stock Markets," MPRA Paper 14938, University Library of Munich, Germany.
    9. Andrew P. Blake & George Kapetanios, 2007. "Testing for Neglected Nonlinearity in Cointegrating Relationships," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 807-826, November.
    10. Stan Hurn & Ralf Becker, 2006. "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers 2006-02, School of Economics and Finance, Queensland University of Technology.
    11. Lingaraj Mallick & Smruti Ranjan Behera & Mita Bhattacharya, 2024. "Impact of Exchange Rate on Trade Balance of India: Evidence from Threshold Cointegration with Asymmetric Error Correction Approach," Foreign Trade Review, , vol. 59(2), pages 279-308, May.
    12. Gu, Rongbao & Shao, Yanmin, 2016. "How long the singular value decomposed entropy predicts the stock market? — Evidence from the Dow Jones Industrial Average Index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 150-161.
    13. Mototsugu Shintani, 2003. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Vanderbilt University Department of Economics Working Papers 0322, Vanderbilt University Department of Economics, revised Apr 2004.
    14. Heather M. Anderson & Farshid Vahid, 2005. "Nonlinear Correlograms and Partial Autocorrelograms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 957-982, December.
    15. Granger, Clive W.J. & Hyung, Namwon, 1998. "Introduction to M-M Processes," University of California at San Diego, Economics Working Paper Series qt9pk546xs, Department of Economics, UC San Diego.
    16. Seung Hyun Hong & Peter C. B. Phillips, 2005. "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers 1541, Cowles Foundation for Research in Economics, Yale University.
    17. Francisco Salas-Molina & Juan A. Rodr'iguez-Aguilar & Joan Serr`a & Montserrat Guillen & Francisco J. Martin, 2016. "Empirical analysis of daily cash flow time series and its implications for forecasting," Papers 1611.04941, arXiv.org, revised Jun 2017.
    18. William Barnett & Apostolos Serletis, 2012. "Martingales, Nonlinearity, And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201225, University of Kansas, Department of Economics, revised Sep 2012.
    19. Aviral Kumar Tiwari & Adeolu O. Adewuyi & Olabanji B. Awodumi & David Roubaud, 2022. "Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4515-4540, October.
    20. Norman J. Morin & John M. Roberts, 1999. "Is hysteresis important for U.S. unemployment?," Finance and Economics Discussion Series 1999-56, Board of Governors of the Federal Reserve System (U.S.).
    21. Martin Gassebner & Michael Lamla & Jan-Egbert Sturm, 2006. "Economic, demographic and political determinants of pollution reassessed," KOF Working papers 06-129, KOF Swiss Economic Institute, ETH Zurich.
    22. Rebeca Jiménez-Rodríguez, 2004. "Oil Price Shocks: Testing for Non-linearity," CSEF Working Papers 115, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    23. de Lima, Pedro J. F., 1997. "On the robustness of nonlinearity tests to moment condition failure," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 251-280.
    24. Philip Rothman, "undated". "Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test," Working Papers 9813, East Carolina University, Department of Economics.
    25. Rebeca Jiménez-Rodríguez, 2002. "Oil Price Shock: A Nonlinear Approach," Working Papers. Serie EC 2002-32, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    26. Dash, Saumya Ranjan & Maitra, Debasish, 2019. "The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 135-150.
    27. Carlo Altavilla & Paul De Grauwe, 2010. "Non-linearities in the relation between the exchange rate and its fundamentals," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 1-21.
    28. Jennifer L. Castle & David F. Hendry, 2007. "A Low-Dimension Collinearity-Robust Test for Non-linearity," Economics Series Working Papers 326, University of Oxford, Department of Economics.
    29. Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
    30. George Kapetanios, 2002. "Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations," Working Papers 470, Queen Mary University of London, School of Economics and Finance.
    31. Andrew P. Blake & George Kapetanios, 2003. "Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 253-267, May.
    32. Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
    33. Arne Steinkraus, 2019. "Estimating Treatment Effects With Artificial Neural Nets – A Comparison to Synthetic Control Method," Economics Bulletin, AccessEcon, vol. 39(4), pages 2778-2791.
    34. de Mello Luiz & Moccero Diego & Mogliani Matteo, 2013. "Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 141-165, April.
    35. Yuehjen E. Shao & Yi-Shan Tsai, 2018. "Electricity Sales Forecasting Using Hybrid Autoregressive Integrated Moving Average and Soft Computing Approaches in the Absence of Explanatory Variables," Energies, MDPI, vol. 11(7), pages 1-22, July.
    36. Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
    37. Chihwa Kao & Yongmiao Hong, 2004. "Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity," Econometric Society 2004 Far Eastern Meetings 753, Econometric Society.
    38. Georg Keilbar & Yanfen Zhang, 2021. "On cointegration and cryptocurrency dynamics," Digital Finance, Springer, vol. 3(1), pages 1-23, March.
    39. Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2017. "Are linear models really unuseful to describe business cycle data?," MPRA Paper 79413, University Library of Munich, Germany.
    40. Blake, Andrew P. & Kapetanios, George, 2000. "A radial basis function artificial neural network test for ARCH," Economics Letters, Elsevier, vol. 69(1), pages 15-23, October.
    41. Corradi, Valentina & Swanson, Norman R., 2002. "A consistent test for nonlinear out of sample predictive accuracy," Journal of Econometrics, Elsevier, vol. 110(2), pages 353-381, October.
    42. Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011. "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series 1363, European Central Bank.
    43. Corradi, Valentina & Swanson, Norman R., 2004. "Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives," International Journal of Forecasting, Elsevier, vol. 20(2), pages 185-199.
    44. de Peretti Christian & Siani Carole, 2004. "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(3), pages 1-24, September.
    45. Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011. "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers 201107, Rutgers University, Department of Economics.
    46. Pavlidis Efthymios G & Paya Ivan & Peel David A, 2010. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-40, May.
    47. Zacharias Psaradakis & Marián Vávra, 2015. "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance 1514, Birkbeck, Department of Economics, Mathematics & Statistics.
    48. Kapetanios, G. & Tzavalis, E., 2010. "Modeling structural breaks in economic relationships using large shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 417-436, March.
    49. Granger, Clive W. J. & King, Maxwell L. & White, Halbert, 1995. "Comments on testing economic theories and the use of model selection criteria," Journal of Econometrics, Elsevier, vol. 67(1), pages 173-187, May.
    50. Hill Jonathan B., 2013. "Stochastically weighted average conditional moment tests of functional form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 121-139, April.
    51. Daniel Santín González & Rosa Romay López, 2003. "El control del gasto público por incapacidad temporal mediante redes neuronales," Hacienda Pública Española / Review of Public Economics, IEF, vol. 165(2), pages 53-78, June.
    52. Daniel Santin & Francisco Delgado & Aurelia Valino, 2004. "The measurement of technical efficiency: a neural network approach," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 627-635.
    53. Chen, Jiafeng & Chen, Xiaohong & Tamer, Elie, 2023. "Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators," Journal of Econometrics, Elsevier, vol. 235(2), pages 1848-1875.
    54. Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators," Cowles Foundation Discussion Papers 2319, Cowles Foundation for Research in Economics, Yale University.
    55. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013. "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers 201422, University of California at Riverside, Department of Economics, revised Apr 2012.
    56. Martha Misas Arango & Enrique López Enciso & Pablo Querubín Borrero, 2002. "La inflación en Colombia: una aproximación desde las redes neuronales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 20(41-42), pages 143-214, June.
    57. George Kapetanios & Andrew P. Blake, 2007. "Boosting Estimation of RBF Neural Networks for Dependent Data," Working Papers 588, Queen Mary University of London, School of Economics and Finance.
    58. Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000. "Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes," Journal of Econometrics, Elsevier, vol. 96(1), pages 39-73, May.
    59. Benhmad, François, 2012. "Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach," Economic Modelling, Elsevier, vol. 29(4), pages 1505-1514.
    60. José Luis Torres, 2006. "Modelos para la Inflación Básica de Bienes Transables y No Transables en Colombia," Borradores de Economia 3246, Banco de la Republica.
    61. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 8, pages 413-457, Elsevier.
    62. Lopes, Artur Silva & Zsurkis, Gabriel Florin, 2017. "Are linear models really unuseful to describe business cycle data?," Economics Discussion Papers 2017-5, Kiel Institute for the World Economy (IfW Kiel).
    63. Martha Misas & Enrique López & Carlos Arango & Juan Nicolás Hernández, 2003. "La Demanda de Efectivo en Colombia: Una Caja Negra a la Luz de las Redes Neuronales," Borradores de Economia 268, Banco de la Republica de Colombia.
    64. Saman, Corina, 2011. "Scenarios of the Romanian GDP Evolution With Neural Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 129-140, December.
    65. Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002. "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance 508, Stockholm School of Economics.
    66. Shintani, Mototsugu, 2008. "A dynamic factor approach to nonlinear stability analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2788-2808, September.
    67. Matilla-Garcia, Mariano, 2007. "A non-parametric test for independence based on symbolic dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 31(12), pages 3889-3903, December.
    68. Peguin-Feissolle, A., 1999. "A Comparison of the Power of Some Tests for Conditional Heteroscedasticity," G.R.E.Q.A.M. 99a22, Universite Aix-Marseille III.
    69. Kuswanto, Heri & Sibbertsen, Philipp, 2009. "Testing for Long Memory Against ESTAR Nonlinearities," Hannover Economic Papers (HEP) dp-427, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    70. Giancarlo Bruno, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," ISAE Working Papers 98, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    71. George Kapetanios & Tony Yates, 2014. "Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change," Empirical Economics, Springer, vol. 47(1), pages 305-345, August.
    72. T Tang, 2009. "Testing for Non-linearity in the Balancing Item of Balance of Payments Accounts: The Case of 20 Industrial Countries," Economic Issues Journal Articles, Economic Issues, vol. 14(2), pages 107-124, September.
    73. Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1997. "A single-blind controlled competition among tests for nonlinearity and chaos," Journal of Econometrics, Elsevier, vol. 82(1), pages 157-192.
    74. Siani, Carole & de Peretti, Christian, 2007. "Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2442-2460, February.
    75. Robles-Fernandez M. Dolores & Nieto Luisa & Fernandez M. Angeles, 2004. "Nonlinear Intraday Dynamics in Eurostoxx50 Index Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(4), pages 1-28, December.
    76. Andrea Cipollini & George Kapetanios, 2004. "A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data," Working Papers 506, Queen Mary University of London, School of Economics and Finance.
    77. Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2004. "On Markov error-correction models, with an application to stock prices and dividends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 69-88.
    78. Chen, Gong & Fricke, Hartmut & Okhrin, Ostap & Rosenow, Judith, 2024. "Flight delay propagation inference in air transport networks using the multilayer perceptron," Journal of Air Transport Management, Elsevier, vol. 114(C).
    79. M. Hashem Pesaran & Larry W. Taylor, 1999. "Diagnostics for IV Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(2), pages 255-281, May.
    80. Kapetanios George, 2003. "Bootstrap Neural Network Cointegration Tests Against Nonlinear Alternative Hypotheses," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(2), pages 1-16, July.
    81. Marian Vavra, 2013. "Testing for non-linearity in multivariate stochastic processes," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.
    82. Blake LeBaron, 1994. "Chaos and Nonlinear Forecastability in Economics and Finance," Finance 9411001, University Library of Munich, Germany.
    83. Khurshid Kiani, 2005. "Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models," Computational Economics, Springer;Society for Computational Economics, vol. 26(1), pages 65-89, August.
    84. Sturm, Jan-Egbert & Haan, Jakob de, 2001. "Inflation in developing countries: does Central Bank independence matter?," CCSO Working Papers 200101, University of Groningen, CCSO Centre for Economic Research.
    85. Bruce Curry, 2007. "Parameter redundancy in neural networks: an application of Chebyshev polynomials," Computational Management Science, Springer, vol. 4(3), pages 227-242, July.
    86. Fernandes, Marcelo & Rocha, Marco Aurélio dos Santos, 2006. "Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 630, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    87. Clive W. Granger & Timo Terasvirta & Heather M. Anderson, 1993. "Modeling Nonlinearity over the Business Cycle," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 311-326, National Bureau of Economic Research, Inc.
    88. Clive W. J. Granger, 1993. "Strategies for Modelling Nonlinear Time‐Series Relationships," The Economic Record, The Economic Society of Australia, vol. 69(3), pages 233-238, September.
    89. Philip Rothman, "undated". "Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited," Working Papers 9812, East Carolina University, Department of Economics.
    90. Baillie, Richard T. & Kapetanios, George, 2008. "Nonlinear models for strongly dependent processes with financial applications," Journal of Econometrics, Elsevier, vol. 147(1), pages 60-71, November.
    91. Ralf Becker & Walter Enders & A. Stan Hurn, 2001. "Testing for Time Dependence in Parameters," Research Paper Series 58, Quantitative Finance Research Centre, University of Technology, Sydney.
    92. Psaradakis Zacharias & Spagnolo Nicola, 2002. "Power Properties of Nonlinearity Tests for Time Series with Markov Regimes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-16, November.
    93. Breitung Jörg & Wulff Christian, 2001. "Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares," German Economic Review, De Gruyter, vol. 2(4), pages 419-434, December.
    94. Thomas Chuffart & Emmanuel Flachaire & Anne Péguin-Feissolle, 2017. "Testing for misspecification in the short-run component of GARCH-type models," Post-Print hal-03157205, HAL.
    95. Jonathan B. Hill, 2004. "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics 0401004, University Library of Munich, Germany, revised 05 Jul 2004.
    96. Richard T. Baillie & George Kapetanios, 2005. "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers 528, Queen Mary University of London, School of Economics and Finance.
    97. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research.
    98. Owusu Junior, Peterson & Tiwari, Aviral Kumar & Tweneboah, George & Asafo-Adjei, Emmanuel, 2022. "GAS and GARCH based value-at-risk modeling of precious metals," Resources Policy, Elsevier, vol. 75(C).
    99. Neil Kellard & Denise Osborn & Jerry Coakley & Imanol Arrieta-ibarra & Ignacio N. Lobato, 2015. "Testing for Predictability in Financial Returns Using Statistical Learning Procedures," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 672-686, September.
    100. Raimundo Soto, "undated". "El Tipo de Cambio Real de Equilibrio: Un modelo no lineal de Series de Tiempo," ILADES-UAH Working Papers inv094, Universidad Alberto Hurtado/School of Economics and Business.
    101. Lee Tae-Hwy, 2001. "Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(4), pages 1-15, January.
    102. Dietmar Janetzko, 2014. "Predictive modeling in turbulent times – What Twitter reveals about the EUR/USD exchange rate," Netnomics, Springer, vol. 15(2), pages 69-106, September.
    103. Dahl, Christian M. & Hylleberg, Svend, 2004. "Flexible regression models and relative forecast performance," International Journal of Forecasting, Elsevier, vol. 20(2), pages 201-217.
    104. Thomas C. Chiang & Zhuo Qiao & Wing-Keung Wong, 2010. "New evidence on the relation between return volatility and trading volume," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(5), pages 502-515.
    105. Bekiros, Stelios D., 2013. "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, vol. 22(4), pages 213-219.
    106. Eitrheim, Oyvind & Terasvirta, Timo, 1996. "Testing the adequacy of smooth transition autoregressive models," Journal of Econometrics, Elsevier, vol. 74(1), pages 59-75, September.
    107. Onour, Ibrahim, 2008. "Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration," MPRA Paper 15187, University Library of Munich, Germany.
    108. Lee, Young-Sook & Kim, Tae-Hwan & Newbold, Paul, 2005. "Spurious nonlinear regressions in econometrics," Economics Letters, Elsevier, vol. 87(3), pages 301-306, June.
    109. Lin, Ling & Kuang, Yuanpei & Jiang, Yong & Su, Xianfang, 2019. "Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    110. Pelin Akçagün-Narin & Adem Yavuz Elveren, 2024. "Financialization and Militarization: An Empirical Investigation," Review of Radical Political Economics, Union for Radical Political Economics, vol. 56(1), pages 70-100, March.
    111. R. Glen Donaldson & Mark Kamstra, "undated". "Forecasting Fundamental Asset Return Distributions," Computing in Economics and Finance 1997 176, Society for Computational Economics.
    112. Lijuan Huo & Jin Seo Cho, 2020. "Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine," Working papers 2020rwp-180, Yonsei University, Yonsei Economics Research Institute.
    113. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
    114. Kiani, K.M., 2009. "Neural Networks to Detect Nonlinearities in Time Series: Analysis of Business Cycle in France and the United Kingdom," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
    115. G Johnes, 2005. "Skills and earnings revisited," Working Papers 573993, Lancaster University Management School, Economics Department.
    116. Belaire-Franch, Jorge, 2004. "Testing for non-linearity in an artificial financial market: a recurrence quantification approach," Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 483-494, August.
    117. Chen, Yi-Ting & Chou, Ray Y. & Kuan, Chung-Ming, 2000. "Testing time reversibility without moment restrictions," Journal of Econometrics, Elsevier, vol. 95(1), pages 199-218, March.
    118. Bildirici, Melike & Alp, Aykaç, 2008. "The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(1), pages 93-110.
    119. Takala, Kari & Viren, Matti, 1996. "Chaos and nonlinear dynamics in financial and nonfinancial time series: Evidence from Finland," European Journal of Operational Research, Elsevier, vol. 93(1), pages 155-172, August.
    120. Yang, Jian & Cabrera, Juan & Wang, Tao, 2010. "Nonlinearity, data-snooping, and stock index ETF return predictability," European Journal of Operational Research, Elsevier, vol. 200(2), pages 498-507, January.
    121. Bai, Xiwen, 2021. "Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach," Energy, Elsevier, vol. 235(C).
    122. Psaradakis Zacharias, 2000. "p-Value Adjustments for Multiple Tests for Nonlinearity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(3), pages 1-8, October.
    123. Castle, Jennifer L. & Hendry, David F., 2010. "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, vol. 158(2), pages 231-245, October.
    124. Laurini, M. P. & Portugal, M. S., 2003. "Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate," Finance Lab Working Papers flwp_51, Finance Lab, Insper Instituto de Ensino e Pesquisa.
    125. Breitung, Jörg, 1998. "Rank tests for nonlinear cointegration," SFB 373 Discussion Papers 1998,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    126. Hsu, Shih-Hsun & Kuan, Chung-Ming, 2014. "Constructing smooth tests without estimating the eigenpairs of the limiting process," Journal of Econometrics, Elsevier, vol. 178(P1), pages 71-79.
    127. Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012. "What do we know about real exchange rate nonlinearities?," Empirical Economics, Springer, vol. 43(2), pages 457-474, October.
    128. Heravi, Saeed & Osborn, Denise R. & Birchenhall, C. R., 2004. "Linear versus neural network forecasts for European industrial production series," International Journal of Forecasting, Elsevier, vol. 20(3), pages 435-446.
    129. Jonathan B. Hill, 2004. "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics 0402004, University Library of Munich, Germany, revised 05 Aug 2005.
    130. Lee Tae-Hwy & Xi Zhou & Zhang Ru, 2013. "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 61-68, January.
    131. Valerie Herzberg & George Kapetanios & Simon Price, 2003. "Import prices and exchange rate pass-through: theory and evidence from the United Kingdom," Bank of England working papers 182, Bank of England.
    132. Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Long-memory dynamics in a SETAR model - applications to stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 391-406, December.
    133. González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," SSE/EFI Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
    134. Heather M. Anderson, 2002. "Choosing Lag Lengths in Nonlinear Dynamic Models," Monash Econometrics and Business Statistics Working Papers 21/02, Monash University, Department of Econometrics and Business Statistics.
    135. Steinkraus, Arne, 2018. "Rethinking Policy Evaluation – Do Simple Neural Nets Bear Comparison with Synthetic Control Method?," EconStor Preprints 177390, ZBW - Leibniz Information Centre for Economics.
    136. Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Phouphet Kyophilavong, 2021. "Nonlinearities and Chaos: A New Analysis of CEE Stock Markets," Mathematics, MDPI, vol. 9(7), pages 1-13, March.
    137. KIANI, Khurshid M., 2007. "Business Cycle Asymmetries In Stock Returns: Robust Evidence," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 4(2), pages 99-120.
    138. Kempf, Alexander & Korn, Olaf, 1998. "Market depth and order size: an analysis of permanent price effects of DAX futures' trades," ZEW Discussion Papers 98-10, ZEW - Leibniz Centre for European Economic Research.
    139. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
    140. Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati, 2013. "Oil price and exchange rates: A wavelet based analysis for India," Economic Modelling, Elsevier, vol. 31(C), pages 414-422.
    141. Marian Vavra, 2012. "Robustness of Power Properties of Non-linearity Tests," Birkbeck Working Papers in Economics and Finance 1205, Birkbeck, Department of Economics, Mathematics & Statistics.
    142. Dietmar Janetzko, 2014. "Using Twitter to Model the EUR/USD Exchange Rate," Papers 1402.1624, arXiv.org.
    143. Samet Gunay & Bojan Georgievski, 2018. "Effectiveness of Interest Rate Policy of the Fed in Management of Subprime Mortgage Crisis," JRFM, MDPI, vol. 11(1), pages 1-11, February.
    144. Granger, Clive W J, 1995. "Modelling Nonlinear Relationships between Extended-Memory Variables," Econometrica, Econometric Society, vol. 63(2), pages 265-279, March.
    145. Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers 95s-19, CIRANO.
    146. Mills, Terence C., 1995. "Business cycle asymmetries and non-linearities in U.K. macroeconomic time series," Ricerche Economiche, Elsevier, vol. 49(2), pages 97-124, June.
    147. Dash, Saumya Ranjan & Maitra, Debasish, 2018. "Does Shariah index hedge against sentiment risk? Evidence from Indian stock market using time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 19(C), pages 20-35.
    148. Manfred M. Fischer & Wolfgang Koller, 2001. "Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate," ERSA conference papers ersa01p233, European Regional Science Association.
    149. Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A., 1995. "A Test for Independence Based on the Correlation Dimension," Working papers 9520, Wisconsin Madison - Social Systems.
    150. Long Wen & Chang Liu & Haiyan Song, 2019. "Forecasting tourism demand using search query data: A hybrid modelling approach," Tourism Economics, , vol. 25(3), pages 309-329, May.
    151. Martin Gassebner & Michael Lamla & Jan-Egbert Sturm, 2006. "Economic, Demographic and Political Determinants of Pollution Reassessed: A Sensitivity Analysis," CESifo Working Paper Series 1699, CESifo.
    152. Khurshid M. Kiani, 2009. "Asymmetries in Macroeconomic Time Series in Eleven Asian Economies," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 8(1), pages 37-54, April.
    153. Dahl, Christian M. & Gonzalez-Rivera, Gloria, 2003. "Testing for neglected nonlinearity in regression models based on the theory of random fields," Journal of Econometrics, Elsevier, vol. 114(1), pages 141-164, May.
    154. Gourishankar S Hiremath & Bandi Kamaiah, 2010. "Nonlinear Dependence in Stock Returns: Evidences from India," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(1), pages 69-85, January.
    155. O'Brien, Edward J., 2008. "A note on spurious nonlinear regression," Economics Letters, Elsevier, vol. 100(3), pages 366-368, September.
    156. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008.
    157. George Kapetanios & Andrew P. Blake, 2007. "Testing the Martingale Difference Hypothesis Using Neural Network Approximations," Working Papers 601, Queen Mary University of London, School of Economics and Finance.
    158. Anders, Ulrich & Korn, Olaf & Schmitt, Christian, 1996. "Improving the pricing of options: a neural network approach," ZEW Discussion Papers 96-04, ZEW - Leibniz Centre for European Economic Research.
    159. Christian Haefke & Christian Helmenstein, 2002. "Index forecasting and model selection," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 11(2), pages 119-135, April.
    160. Corina SAMAN, 2015. "Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 93-106, March.
    161. Lubos Briatka, 2006. "How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World," CERGE-EI Working Papers wp308, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    162. Carole Siani & Christian de Peretti, 2006. "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006 301, Society for Computational Economics.
    163. Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
    164. Raimundo Soto, "undated". "Nonlinearities in the Demand for money: A Neural Network Approach," ILADES-UAH Working Papers inv107, Universidad Alberto Hurtado/School of Economics and Business.
    165. Richard T. Baillie & George Kapetanios, 2006. "Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates," Working Papers 570, Queen Mary University of London, School of Economics and Finance.
    166. Christos Katris, 2020. "Prediction of Unemployment Rates with Time Series and Machine Learning Techniques," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 673-706, February.
    167. Rothman Philip, 2016. "Introduction to Studies in Nonlinear Dynamics & Econometrics Issue in Honor of James B. Ramsey," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 343-346, September.
    168. Lubecke, Thomas H. & Nam, Kyung Doo & Markland, Robert E. & Kwok, Chuck C. Y., 1998. "Combining foreign exchange rate forecasts using neural networks," Global Finance Journal, Elsevier, vol. 9(1), pages 5-27.
    169. Alagidede, Paul, 2011. "Return behaviour in Africa's emerging equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 133-140, May.
    170. Blake LeBaron, 2013. "Heterogeneous Agents and Long Horizon Features of Asset Prices," Working Papers 63, Brandeis University, Department of Economics and International Business School, revised Sep 2013.
    171. Wali, Muammer & Chan, Felix & Manzur, Meher, 2017. "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, vol. 50(C), pages 62-72.
    172. Pena, Daniel & Rodriguez, Julio, 2005. "Detecting nonlinearity in time series by model selection criteria," International Journal of Forecasting, Elsevier, vol. 21(4), pages 731-748.
    173. Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2015. "Revisiting non-linearities in business cycles around the world," MPRA Paper 65668, University Library of Munich, Germany.
    174. López-Hernández , Fernando A. & Artal-Tur, Andrés & Maté-Sánchez-Val, M. Luz, 2011. "Identifying nonlinear spatial dependence patterns by using non-parametric tests: Evidence for the European Union," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 19-36.
    175. Tang, Chor Foon, 2008. "Is inflation always a monetary phenomenon in Malaysia?," MPRA Paper 19778, University Library of Munich, Germany.
    176. Lee Jinu, 2019. "A Neural Network Method for Nonlinear Time Series Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-18, January.
    177. Sarantis, Nicholas, 1999. "Modeling non-linearities in real effective exchange rates," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 27-45, January.
    178. P. B. Solibakke, 2005. "Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market," The European Journal of Finance, Taylor & Francis Journals, vol. 11(2), pages 111-136.
    179. A. Ford Ramsey & Barry K. Goodwin & William F. Hahn & Matthew T. Holt, 2021. "Impacts of COVID‐19 and Price Transmission in U.S. Meat Markets," Agricultural Economics, International Association of Agricultural Economists, vol. 52(3), pages 441-458, May.
    180. Gu, Rongbao, 2017. "Multiscale Shannon entropy and its application in the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 215-224.
    181. Zhang, Guoqiang & Eddy Patuwo, B. & Y. Hu, Michael, 1998. "Forecasting with artificial neural networks:: The state of the art," International Journal of Forecasting, Elsevier, vol. 14(1), pages 35-62, March.
    182. Joseph Brian Adams, 1999. "Predicting pickle harvests using a parametric feedforward neural network," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(2), pages 165-176.
    183. Xin Huang & Han Lin Shang & Tak Kuen Siu, 2025. "An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data," Risks, MDPI, vol. 13(2), pages 1-25, January.
    184. Greg Tkacz, 2000. "Non-Parametric and Neural Network Models of Inflation Changes," Staff Working Papers 00-7, Bank of Canada.
    185. Franses, Philip Hans & Draisma, Gerrit, 1997. "Recognizing changing seasonal patterns using artificial neural networks," Journal of Econometrics, Elsevier, vol. 81(1), pages 273-280, November.

  71. Bates, Charles E. & White, Halbert, 1993. "Determination of Estimators with Minimum Asymptotic Covariance Matrices," Econometric Theory, Cambridge University Press, vol. 9(4), pages 633-648, August.

    Cited by:

    1. Kim, Tae-Hwan & White, Halbert, 2000. "James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series qt4zq9k3qh, Department of Economics, UC San Diego.
    2. West, Kenneth D, 2001. "On Optimal Instrumental Variables Estimation of Stationary Time Series Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1043-1050, November.
    3. Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR).
    4. MEDDAHI, Nour & RENAULT, Éric, 1998. "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche 9814, Universite de Montreal, Departement de sciences economiques.
    5. Kenneth West & Ka-fu Wong & Stanislav Anatolyev, 2009. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 441-467.
    6. David T. Frazier & Eric Renault, 2019. "Indirect Inference: Which Moments to Match?," Econometrics, MDPI, vol. 7(1), pages 1-17, March.
    7. Mandy, D. M. & Martins-Filho, Carlos, 1998. "Relative efficiency with equivalence classes of asymptotic covariances," Journal of Econometrics, Elsevier, vol. 88(1), pages 79-98, November.
    8. Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2014. "Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data," CESifo Working Paper Series 5030, CESifo.

  72. Chu, Chia-Shang James & White, Halbert, 1992. "A Direct Test for Changing Trend," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 289-299, July.

    Cited by:

    1. Serena Ng & Timothy J. Vogelsang, 1997. "Analysis of Vector Autoregressions in the Presence of Shifts in Mean," Boston College Working Papers in Economics 379, Boston College Department of Economics.
    2. Wang, Dabin & Tomek, William G., 2004. "Commodity Prices And Unit Root Tests," 2004 Annual meeting, August 1-4, Denver, CO 20141, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Deng, Ai & Perron, Pierre, 2008. "A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change," Journal of Econometrics, Elsevier, vol. 142(1), pages 212-240, January.
    4. Ploberger, Werner & Kramer, Walter, 1996. "A trend-resistant test for structural change based on OLS residuals," Journal of Econometrics, Elsevier, vol. 70(1), pages 175-185, January.
    5. Perron, Pierre & Zhu, Xiaokang, 2005. "Structural breaks with deterministic and stochastic trends," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 65-119.
    6. Marriott, John & Newbold, Paul, 2000. "The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective," Journal of Econometrics, Elsevier, vol. 98(1), pages 1-25, September.
    7. Pierre Perron & Tomoyoshi Yabu, 2007. "Estimating Deterministic Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-020, Boston University - Department of Economics.
    8. Jamie Emerson & Chihwa Kao, 2000. "Testing for Structural Change of a Time Trend Regression in Panel Data," Center for Policy Research Working Papers 15, Center for Policy Research, Maxwell School, Syracuse University.
    9. Maasoumi, Esfandiar & Zaman, Asad & Ahmed, Mumtaz, 2010. "Tests for structural change, aggregation, and homogeneity," Economic Modelling, Elsevier, vol. 27(6), pages 1382-1391, November.
    10. Ozgen Sayginsoy & Tim Vogelsang, 2004. "Powerful Tests of Structural Change That are Robust to Strong Serial Correlation," Discussion Papers 04-08, University at Albany, SUNY, Department of Economics.
    11. Vogelsang, Timothy J., 1998. "Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series," Journal of Econometrics, Elsevier, vol. 88(2), pages 283-299, November.
    12. Bilge Erten, 2010. "Industrial Upgrading and Export Diversification: A Comparative Analysis of Economic Policies in Turkey and Malaysia," Working Papers id:2778, eSocialSciences.
    13. Bruce E. Hansen, 2000. "Sample Splitting and Threshold Estimation," Econometrica, Econometric Society, vol. 68(3), pages 575-604, May.
    14. Kuan, Chung-Ming, 1999. "A note on tests for partial parameter instability in the trend stationary model," Economics Letters, Elsevier, vol. 65(3), pages 285-291, December.
    15. Joseph P. Byrne & Roger Perman, 2006. "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers 2006_10, Business School - Economics, University of Glasgow.
    16. BAI, Jushan & PERRON, Pierre, 1998. "Computation and Analysis of Multiple Structural-Change Models," Cahiers de recherche 9807, Universite de Montreal, Departement de sciences economiques.
    17. Wu, Jilin, 2016. "A test for changing trends with monotonic power," Economics Letters, Elsevier, vol. 141(C), pages 15-19.
    18. Quintos, Carmela E., 1998. "Stability tests in error correction models," Journal of Econometrics, Elsevier, vol. 82(2), pages 289-315, February.
    19. Seong Yeon Chang & Pierre Perron, 2014. "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Boston University - Department of Economics - Working Papers Series wp2015-011, Boston University - Department of Economics, revised 20 Sep 2015.
    20. Juhl, Ted & Xiao, Zhijie, 2005. "A nonparametric test for changing trends," Journal of Econometrics, Elsevier, vol. 127(2), pages 179-199, August.
    21. Erhua Zhang & Xiaojun Song & Jilin Wu, 2022. "A non‐parametric test for multi‐variate trend functions," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(6), pages 856-871, November.
    22. Kuan, Chung-Ming, 1998. "Tests for changes in models with a polynomial trend," Journal of Econometrics, Elsevier, vol. 84(1), pages 75-91, May.
    23. Grant, Alan P., 2002. "Time-varying estimates of the natural rate of unemployment: a revisitation of Okun's law," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 95-113.
    24. Alberto Bagnai & Stefano Manzocchi, 1999. "Current-Account Reversals in Developing Countries: The Role of Fundamentals," Open Economies Review, Springer, vol. 10(2), pages 143-163, May.

  73. Maxwell B. Stinchcombe & Halbert White, 1992. "Some Measurability Results for Extrema of Random Functions Over Random Sets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 59(3), pages 495-514.

    Cited by:

    1. Stinchcombe, Maxwell B., 2016. "Objective and subjective foundations for multiple priors," Journal of Economic Theory, Elsevier, vol. 165(C), pages 263-291.
    2. Mathias Mørck Ljungdahl & Mark Podolskij, 2022. "Multidimensional parameter estimation of heavy‐tailed moving averages," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 593-624, June.
    3. Kemp, Gordon C.R., 2020. "Uniform convergence in extended probability of sub-gradients of convex functions," Economics Letters, Elsevier, vol. 188(C).
    4. DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 2005-03, Universite de Montreal, Departement de sciences economiques.
    5. Beare, Brendan K., 2009. "Distributional Replication," University of California at San Diego, Economics Working Paper Series qt65k3m6x9, Department of Economics, UC San Diego.
    6. PREMINGER Arie & STORTI Giuseppe, 2017. "Least squares estimation for GARCH (1,1) model with heavy tailed errors," LIDAM Discussion Papers CORE 2017015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. Santos, Andres, 2011. "Instrumental variable methods for recovering continuous linear functionals," Journal of Econometrics, Elsevier, vol. 161(2), pages 129-146, April.
    8. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
    9. Tabri, Rami Victor, 2014. "Testing for normality in linear regression models using regression and scale equivariant estimators," Economics Letters, Elsevier, vol. 122(2), pages 192-196.
    10. Levy, Yehuda John, 2024. "Bayesian equilibrium: From local to global," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    11. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
    12. Sakata, Shinichi & White, Halbert, 2001. "S-estimation of nonlinear regression models with dependent and heterogeneous observations," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 5-72, July.
    13. Yi-Chun Chen & Takashi Kunimoto & Yifei Sun & Siyang Xiong, 2021. "Maskin Meets Abreu and Matsushima," Papers 2110.06551, arXiv.org, revised Jan 2022.
    14. Patrick Minford & Konstantinos Theodoridis & David Meenagh, 2009. "Testing a Model of the UK by the Method of Indirect Inference," Open Economies Review, Springer, vol. 20(2), pages 265-291, April.
    15. Banks, Jeffrey S. & Duggan, John & Le Breton, Michel, 2002. "Bounds for Mixed Strategy Equilibria and the Spatial Model of Elections," Journal of Economic Theory, Elsevier, vol. 103(1), pages 88-105, March.
    16. Mathias Mørck Ljungdahl & Mark Podolskij, 2020. "A minimal contrast estimator for the linear fractional stable motion," Statistical Inference for Stochastic Processes, Springer, vol. 23(2), pages 381-413, July.
    17. Mr. Kenichi Ueda, 2001. "Transitional Growth with Increasing Inequality and Financial Deepening," IMF Working Papers 2001/108, International Monetary Fund.
    18. Ueda, Kenichi, 2013. "Banks as coordinators of economic growth and stability: Microfoundation for macroeconomy with externality," Journal of Economic Theory, Elsevier, vol. 148(1), pages 322-352.
    19. Jin Seo Cho & Meng Huang & Halbert White, 2021. "Testing a Constant Mean Function Using Functional Regression," Working papers 2021rwp-190, Yonsei University, Yonsei Economics Research Institute.
    20. Jin Seo Cho & Meng Huang & Halbert White, 2009. "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series 0915, Institute of Economic Research, Korea University.
    21. Chad Brown, 2024. "Statistical Properties of Deep Neural Networks with Dependent Data," Papers 2410.11113, arXiv.org, revised Jan 2025.
    22. Kaido, Hiroaki & White, Halbert, 2014. "A two-stage procedure for partially identified models," Journal of Econometrics, Elsevier, vol. 182(1), pages 5-13.
    23. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.

  74. White, Halbert, 1991. "Learning in recurrent neural networks," Mathematical Social Sciences, Elsevier, vol. 22(1), pages 102-103, August.

    Cited by:

    1. Chung-Ming Kuan, 2006. "Artificial Neural Networks," IEAS Working Paper : academic research 06-A010, Institute of Economics, Academia Sinica, Taipei, Taiwan.

  75. Granger, C. W. J. & White, Halbert & Kamstra, Mark, 1989. "Interval forecasting : An analysis based upon ARCH-quantile estimators," Journal of Econometrics, Elsevier, vol. 40(1), pages 87-96, January.

    Cited by:

    1. Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS) 870, University of Warwick, Department of Economics.
    2. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    3. Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018. "On the Comparison of Interval Forecasts," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 953-965, November.
    4. Cai, Zongwu & Xu, Xiaoping, 2008. "Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1595-1608.
    5. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 15, pages 777-878, Elsevier.
    6. Wallis, Kenneth F., 2002. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," Royal Economic Society Annual Conference 2002 181, Royal Economic Society.
    7. Reeves, Jonathan J., 2005. "Bootstrap prediction intervals for ARCH models," International Journal of Forecasting, Elsevier, vol. 21(2), pages 237-248.
    8. John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper series 22_08, Rimini Centre for Economic Analysis.
    9. Gensler, André & Sick, Bernhard & Vogt, Stephan, 2018. "A review of uncertainty representations and metaverification of uncertainty assessment techniques for renewable energies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 96(C), pages 352-379.
    10. Domínguez, Manuel A., 1997. "Consistent specification testing of quantile regression models," DES - Working Papers. Statistics and Econometrics. WS 6211, Universidad Carlos III de Madrid. Departamento de Estadística.
    11. Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS) 777, University of Warwick, Department of Economics.
    12. de Menezes, Lilian M. & W. Bunn, Derek & Taylor, James W., 2000. "Review of guidelines for the use of combined forecasts," European Journal of Operational Research, Elsevier, vol. 120(1), pages 190-204, January.
    13. Robert F. Engle & Simone Manganelli, 2004. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 367-381, October.
    14. Chollete, Lorán, 2009. "The Propagation of Financial Extremes," Discussion Papers 2008/25, Norwegian School of Economics, Department of Business and Management Science.
    15. Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002. "Modeling and Forecasting Realized Volatility," Working Papers 02-12, Duke University, Department of Economics.
    16. Hall, Stephen G. & Mitchell, James, 2007. "Combining density forecasts," International Journal of Forecasting, Elsevier, vol. 23(1), pages 1-13.
    17. Joan Jasiak & C. Gourieroux, 2006. "Dynamic Quantile Models," Working Papers 2006_4, York University, Department of Economics.
    18. LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.
    19. Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2019. "Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods," Journal of Asian Economics, Elsevier, vol. 60(C), pages 45-68.
    20. Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, January.
    21. Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk, 2018. "The Evolution of Forecast Density Combinations in Economics," Tinbergen Institute Discussion Papers 18-069/III, Tinbergen Institute.
    22. Rafal Weron, 2006. "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number hsbook0601, December.
    23. Hansen, Bruce E., 2006. "Interval forecasts and parameter uncertainty," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 377-398.
    24. Taylor, James W. & Buizza, Roberto, 2003. "Using weather ensemble predictions in electricity demand forecasting," International Journal of Forecasting, Elsevier, vol. 19(1), pages 57-70.
    25. Robert F. Engle & Simone Manganelli, 1999. "CAViaR: Conditional Value at Risk by Quantile Regression," NBER Working Papers 7341, National Bureau of Economic Research, Inc.
    26. James Taylor & Derek Bunn, 1998. "Combining forecast quantiles using quantile regression: Investigating the derived weights, estimator bias and imposing constraints," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(2), pages 193-206.
    27. Clements, Michael P., 2003. "Some possible directions for future research," International Journal of Forecasting, Elsevier, vol. 19(1), pages 1-3.
    28. Clements, Michael P, 2006. "Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters," The Warwick Economics Research Paper Series (TWERPS) 772, University of Warwick, Department of Economics.
    29. Karine Bouthevillain, 1993. "La prévision macro-économique : précision relative et consensus," Économie et Prévision, Programme National Persée, vol. 108(2), pages 97-126.
    30. Chollete, Lorán, 2008. "The Propagation of Financial Extremes: An Application to Subprime Market Spillovers," Discussion Papers 2008/2, Norwegian School of Economics, Department of Business and Management Science.
    31. Zongwu Cai & Chaoqun Ma & Xianhua Mi, 2020. "Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202016, University of Kansas, Department of Economics, revised Sep 2020.
    32. Arunraj, Nari Sivanandam & Ahrens, Diane, 2015. "A hybrid seasonal autoregressive integrated moving average and quantile regression for daily food sales forecasting," International Journal of Production Economics, Elsevier, vol. 170(PA), pages 321-335.
    33. Fabio Busetti, 2014. "Quantile aggregation of density forecasts," Temi di discussione (Economic working papers) 979, Bank of Italy, Economic Research and International Relations Area.
    34. George Kouretas & Leonidas Zarangas, 2005. "Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets," Working Papers 0521, University of Crete, Department of Economics.
    35. Qian, Wei & Rolling, Craig A. & Cheng, Gang & Yang, Yuhong, 2022. "Combining forecasts for universally optimal performance," International Journal of Forecasting, Elsevier, vol. 38(1), pages 193-208.
    36. Clements, Michael P. & Smith, Jeremy, 2002. "Evaluating multivariate forecast densities: a comparison of two approaches," International Journal of Forecasting, Elsevier, vol. 18(3), pages 397-407.
    37. Jose A. Lopez, 1997. "Regulatory evaluation of value-at-risk models," Staff Reports 33, Federal Reserve Bank of New York.
    38. Lopez, Jose A, 2001. "Evaluating the Predictive Accuracy of Volatility Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(2), pages 87-109, March.
    39. Ewa Ratuszny, 2015. "Risk Modeling of Commodities using CAViaR Models, the Encompassing Method and the Combined Forecasts," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 129-156.
    40. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
    41. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Volatility forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies (CFS).
    42. Michael P. Clements & Nick Taylor, 2003. "Evaluating interval forecasts of high-frequency financial data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 445-456.
    43. Anthony Tay & Kenneth F. Wallis, 2000. "Density Forecasting: A Survey," Econometric Society World Congress 2000 Contributed Papers 0370, Econometric Society.
    44. Fries, Christian P. & Nigbur, Tobias & Seeger, Norman, 2017. "Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 175-198.
    45. Li, Yushu & Andersson, Jonas, 2014. "A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting," Discussion Papers 2014/12, Norwegian School of Economics, Department of Business and Management Science.
    46. Roberto Buizza & James W. Taylor, 2004. "A comparison of temperature density forecasts from GARCH and atmospheric models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 337-355.
    47. Jakub Nowotarski & Rafał Weron, 2015. "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," Computational Statistics, Springer, vol. 30(3), pages 791-803, September.
    48. Taylor, James W., 2020. "Forecast combinations for value at risk and expected shortfall," International Journal of Forecasting, Elsevier, vol. 36(2), pages 428-441.
    49. Yushu Li & Jonas Andersson, 2020. "A likelihood ratio and Markov chain‐based method to evaluate density forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 47-55, January.
    50. Araújo Santos, P. & Fraga Alves, M.I., 2012. "A new class of independence tests for interval forecasts evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3366-3380.
    51. Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
    52. Maciejowska, Katarzyna & Nowotarski, Jakub & Weron, Rafał, 2016. "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," International Journal of Forecasting, Elsevier, vol. 32(3), pages 957-965.
    53. Christian Kascha & Francesco Ravazzolo, 2008. "Combining inflation density forecasts," Working Paper 2008/22, Norges Bank.
    54. Veiga, Helena, 2015. "Model uncertainty and the forecast accuracy of ARMA models: A survey," DES - Working Papers. Statistics and Econometrics. WS ws1508, Universidad Carlos III de Madrid. Departamento de Estadística.
    55. J D Bermúdez & J V Segura & E Vercher, 2010. "Bayesian forecasting with the Holt–Winters model," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(1), pages 164-171, January.
    56. Huarng, Kun-Huang & Yu, Tiffany Hui-Kuang, 2014. "A new quantile regression forecasting model," Journal of Business Research, Elsevier, vol. 67(5), pages 779-784.
    57. Enrique Moral-Benito, 2015. "Model Averaging In Economics: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 46-75, February.
    58. Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 961-994, Elsevier.
    59. Taylor, James W. & Buizza, Roberto, 2006. "Density forecasting for weather derivative pricing," International Journal of Forecasting, Elsevier, vol. 22(1), pages 29-42.

  76. Wooldridge, Jeffrey M. & White, Halbert, 1988. "Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 4(2), pages 210-230, August.

    Cited by:

    1. Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Discussion Paper 2016-019, Tilburg University, Center for Economic Research.
    2. Guili Liao & Qimeng Liu & Rongmao Zhang & Shifang Zhang, 2022. "Rank test of unit‐root hypothesis with AR‐GARCH errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 695-719, September.
    3. Inoue, Atsushi & Kilian, Lutz, 2003. "On the selection of forecasting models," Working Paper Series 214, European Central Bank.
    4. Andersen, Torben G. & Varneskov, Rasmus T., 2022. "Testing for parameter instability and structural change in persistent predictive regressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 361-386.
    5. Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011. "Regression-based estimation of dynamic asset pricing models," Staff Reports 493, Federal Reserve Bank of New York.
    6. Yiguo Sun, 2014. "Semi-Parametric Estimation Of Linear Cointegrating Models With Nonlinear Contemporaneous Endogeneity," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(5), pages 437-461, August.
    7. Pedro Carneiro & Tewolde Ghebremeskel & Joseph Keating & Andrea Locatelli, 2012. "Do public health interventions crowd out private health investments? Malaria control policies in Eritrea," CeMMAP working papers CWP12/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    9. Ulrich K. Müller & Mark W. Watson, 2008. "Testing Models of Low-Frequency Variability," Econometrica, Econometric Society, vol. 76(5), pages 979-1016, September.
    10. Laura Coroneo & Fabrizio Iacone, 2020. "Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 391-409, June.
    11. Yoichi Arai, 2015. "Testing for Linearity in Regressions with I(1) Processes," GRIPS Discussion Papers 15-11, National Graduate Institute for Policy Studies.
    12. Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
    13. Neil Kellard & Denise Osborn & Jerry Coakley & Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 741-762, September.
    14. Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
    15. Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 11/13, Monash University, Department of Econometrics and Business Statistics.
    16. Dennis Kristensen, 2010. "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers 2010-43, Department of Economics and Business Economics, Aarhus University.
    17. Norman Swanson & Valentina Corradi, 2006. "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers 200618, Rutgers University, Department of Economics.
    18. Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David, 2014. "Disentangling systematic and idiosyncratic dynamics in panels of volatility measures," Journal of Econometrics, Elsevier, vol. 182(2), pages 364-384.
    19. Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers 13/12, Institute for Fiscal Studies.
    20. Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2012. "Inference regarding multiple structural changes in linear models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 170(2), pages 281-302.
    21. Timmermann, Allan & Patton, Andrew, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
    22. Xiaomeng Zhang & Wendun Wang & Xinyu Zhang, 2022. "Asymptotic Properties of the Synthetic Control Method," Papers 2211.12095, arXiv.org.
    23. Guggenberger, Patrik & Smith, Richard J., 2008. "Generalized empirical likelihood tests in time series models with potential identification failure," Journal of Econometrics, Elsevier, vol. 142(1), pages 134-161, January.
    24. Gan, Zhuojiong, 2015. "Three essays in econometric theory," Other publications TiSEM d9918e8f-ebf3-4bb8-a999-d, Tilburg University, School of Economics and Management.
    25. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print hal-00834423, HAL.
    26. Guoshi Tong, 2017. "Market Timing under Limited Information: An Empirical Investigation in US Treasury Market," Annals of Economics and Finance, Society for AEF, vol. 18(2), pages 291-322, November.
    27. Valentina Corradi & Norman Swanson, 2004. "Predective Density and Conditional Confidence Interval Accuracy Tests," Departmental Working Papers 200423, Rutgers University, Department of Economics.
    28. Seo, Myung Hwan, 2007. "Estimation of nonlinear error correction models," LSE Research Online Documents on Economics 6802, London School of Economics and Political Science, LSE Library.
    29. Peter Reinhard HANSEN & Allan TIMMERMANN, 2012. "Choice of Sample Split in Out-of-Sample Forecast Evaluation," Economics Working Papers ECO2012/10, European University Institute.
    30. Fiteni, Inmaculada, 2004. "[tau]-estimators of regression models with structural change of unknown location," Journal of Econometrics, Elsevier, vol. 119(1), pages 19-44, March.
    31. Chen, Liang, 2011. "Detecting big structural breaks in large factor models," UC3M Working papers. Economics we1141, Universidad Carlos III de Madrid. Departamento de Economía.
    32. Valentina Corradi & Norman Swanson, 2004. "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers 200418, Rutgers University, Department of Economics.
    33. Rossi, Barbara & Sekhposyan, Tatevik, 2011. "Understanding models' forecasting performance," Journal of Econometrics, Elsevier, vol. 164(1), pages 158-172, September.
    34. Sun, Yiguo & Hsiao, Cheng & Li, Qi, 2011. "Measuring correlations of integrated but not cointegrated variables: A semiparametric approach," Journal of Econometrics, Elsevier, vol. 164(2), pages 252-267, October.
    35. Politis, Dimitris, 2016. "HEGY test under seasonal heterogeneity," University of California at San Diego, Economics Working Paper Series qt2q4054kf, Department of Economics, UC San Diego.
    36. Abi Morshed, Alaa, 2017. "Three essays in applied macroeconomics and time series analysis," Other publications TiSEM f86e334b-edc8-4f46-8f91-7, Tilburg University, School of Economics and Management.
    37. Myung Hwan Seo, 2007. "Estimation of Nonlinear Error CorrectionModels," STICERD - Econometrics Paper Series 517, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    38. Sakata, Shinichi & White, Halbert, 2001. "S-estimation of nonlinear regression models with dependent and heterogeneous observations," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 5-72, July.
    39. Jean-Jacques Forneron, 2019. "A Sieve-SMM Estimator for Dynamic Models," Papers 1902.01456, arXiv.org, revised Jan 2023.
    40. Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024. "Predicting Bond Return Predictability," Management Science, INFORMS, vol. 70(2), pages 931-951, February.
    41. Liu, Bingqi & Pang, Tianxiao & Cheng, Siang, 2024. "Estimation for generalized linear cointegration regression models through composite quantile regression approach," Finance Research Letters, Elsevier, vol. 65(C).
    42. Hambuckers, Julien & Heuchenne, Cedric, 2017. "A robust statistical approach to select adequate error distributions for financial returns," LIDAM Reprints ISBA 2017031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    43. Carriero, Andrea & Giacomini, Raffaella, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, vol. 164(1), pages 21-34, September.
    44. Arth Mishra, 2023. "The infrastructure catalyst: analysing the impact of development finance institutions on private infrastructure financing in developing countries," CSAE Working Paper Series 2023-13, Centre for the Study of African Economies, University of Oxford.
    45. Sei-Wan Kim & Moon Jung Choi, 2018. "Do Korean Exports Have Different Patterns over Different Regimes?: New Evidence from STAR-VECM," Working Papers 2018-30, Economic Research Institute, Bank of Korea.
    46. Lee, Kyootai & Jung, Hyun Ju, 2021. "Does TTO capability matter in commercializing university technology? Evidence from longitudinal data in South Korea," Research Policy, Elsevier, vol. 50(1).
    47. Alicia Pérez Alonso, 2006. "A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models," Working Papers. Serie AD 2006-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    48. Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation for Research in Economics, Yale University.
    49. Erich Battistin & Richard Blundell & Arthur Lewbel, 2007. "Why is Consumption More Log Normal Than Income? Gibrat's Law Revisited," Boston College Working Papers in Economics 671, Boston College Department of Economics.
    50. Cosme Vodounou, 1998. "Inférence fondée sur les statistiques des rendements de long terme," CIRANO Working Papers 98s-20, CIRANO.
    51. Chen, Mei-Yuan & Kuan, Chung-Ming, 2001. "Testing parameter constancy in models with infinite variance errors," Economics Letters, Elsevier, vol. 72(1), pages 11-18, July.
    52. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
    53. Bertille Antoine & Otilia Boldea & Niccolo Zaccaria, 2024. "Efficient two-sample instrumental variable estimators with change points and near-weak identification," Papers 2406.17056, arXiv.org.
    54. Sei‐Wan Kim & Moon Jung Choi, 2020. "Does Trade Elasticity Vary Across Regimes? New Evidence from Korean Exports, Incorporating Regime Changes," Asian Economic Journal, East Asian Economic Association, vol. 34(4), pages 379-403, December.
    55. Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators," Papers 2110.06763, arXiv.org, revised Oct 2022.
    56. Carina Gerstenberger, 2021. "Robust discrimination between long‐range dependence and a change in mean," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(1), pages 34-62, January.
    57. Sei‐Wan Kim & Moon Jung Choi & Young‐Min Kim, 2019. "Does Intra‐regional Trade Matter in Regional Stock Markets? New Evidence from the Asia‐Pacific Region," Asian Economic Journal, East Asian Economic Association, vol. 33(3), pages 253-280, September.
    58. Oleg Glouchakov, 2006. "Joint change point estimation in regression coeffcients and variances of the errors of a linear model," Working Papers 2006_3, York University, Department of Economics.
    59. Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
    60. Shin S. Ikeda, 2013. "A Note on the Mixingale Limit Theorem by McLeish (1977)," GRIPS Discussion Papers 13-11, National Graduate Institute for Policy Studies.
    61. Jean‐Jacques Forneron, 2023. "A Sieve‐SMM Estimator for Dynamic Models," Econometrica, Econometric Society, vol. 91(3), pages 943-977, May.
    62. Mohamed Salah Eddine Arrouch & Echarif Elharfaoui & Joseph Ngatchou-Wandji, 2023. "Change-Point Detection in the Volatility of Conditional Heteroscedastic Autoregressive Nonlinear Models," Mathematics, MDPI, vol. 11(18), pages 1-31, September.
    63. Betken, Annika & Dehling, Herold & Nüßgen, Ines & Schnurr, Alexander, 2021. "Ordinal pattern dependence as a multivariate dependence measure," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    64. Fiteni, Inmaculada, 1998. "Robust estimation of structural break points," DES - Working Papers. Statistics and Econometrics. WS 10685, Universidad Carlos III de Madrid. Departamento de Estadística.
    65. Zhang, Xiaomeng & Zhang, Xinyu, 2023. "Optimal model averaging based on forward-validation," Journal of Econometrics, Elsevier, vol. 237(2).
    66. Cho, Jin Seo & White, Halbert, 2018. "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1101-1131, October.
    67. He, Changli & Sandberg, Rickard, 2005. "Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change," SSE/EFI Working Paper Series in Economics and Finance 579, Stockholm School of Economics, revised 08 Feb 2005.
    68. Coroneo, Laura & Iacone, Fabrizio & Profumo, Fabio, 2024. "Survey density forecast comparison in small samples," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1486-1504.
    69. Oberhofer, Walter & Haupt, Harry, 2003. "Nonlinear quantile regression under dependence and heterogeneity," University of Regensburg Working Papers in Business, Economics and Management Information Systems 388, University of Regensburg, Department of Economics.
    70. Michel Harel & Joseph Ngatchou-Wandji & Livasoa Andriamampionona & Victor Harison, 2022. "Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces," Statistical Inference for Stochastic Processes, Springer, vol. 25(3), pages 485-504, October.
    71. Chen, Gongmeng & Choi, Yoon K. & Zhou, Yong, 2005. "Nonparametric estimation of structural change points in volatility models for time series," Journal of Econometrics, Elsevier, vol. 126(1), pages 79-114, May.
    72. Cheol-Keun Cho & Timothy J. Vogelsang, 2016. "Fixed- b Inference for Testing Structural Change in a Time Series Regression," Econometrics, MDPI, vol. 5(1), pages 1-26, December.
    73. Yikang, Li, 1998. "Low-pass filtered least squares estimators of cointegrating vectors," Journal of Econometrics, Elsevier, vol. 85(2), pages 289-316, August.
    74. Daniel Borup & Martin Thyrsgaard, 2017. "Statistical tests for equal predictive ability across multiple forecasting methods," CREATES Research Papers 2017-19, Department of Economics and Business Economics, Aarhus University.
    75. Kuan, Chung-Ming, 1998. "Tests for changes in models with a polynomial trend," Journal of Econometrics, Elsevier, vol. 84(1), pages 75-91, May.
    76. Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
    77. Christis Katsouris, 2022. "Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models," Papers 2202.00141, arXiv.org, revised Feb 2022.

  77. Bates, Charles & White, Halbert, 1985. "A Unified Theory of Consistent Estimation for Parametric Models," Econometric Theory, Cambridge University Press, vol. 1(2), pages 151-178, August.
    See citations under working paper version above.
  78. MacKinnon, James G. & White, Halbert, 1985. "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.
    See citations under working paper version above.
  79. White, Halbert & Domowitz, Ian, 1984. "Nonlinear Regression with Dependent Observations," Econometrica, Econometric Society, vol. 52(1), pages 143-161, January.

    Cited by:

    1. Boldea, Otilia & Hall, Alastair R., 2013. "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
    2. Benedikt M. Potscher & Ingmar R. Prucha, 1994. "On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach," NBER Technical Working Papers 0085, National Bureau of Economic Research, Inc.
    3. Bierens, H.J., 1986. "Model-free asymptotically best forecasting of stationary economic time series," Serie Research Memoranda 0032, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    4. Timothy Conley & Silvia Gonçalves & Christian Hansen, 2018. "Inference with Dependent Data in Accounting and Finance Applications," Journal of Accounting Research, Wiley Blackwell, vol. 56(4), pages 1139-1203, September.
    5. Godfrey, Leslie G, 1987. "Discriminating between Autocorrelation and Misspecification in," The Review of Economics and Statistics, MIT Press, vol. 69(1), pages 128-134, February.
    6. Yosuke TAKEDA & Ichihiro UCHIDA, 2009. "Technological Externalities and Economic Distance: A case of the Japanese automobile suppliers," Discussion papers 09051, Research Institute of Economy, Trade and Industry (RIETI).
    7. Ray C. Fair & Robert J. Shiller, 1988. "The Informational Content of Ex Ante Forecasts," Cowles Foundation Discussion Papers 857, Cowles Foundation for Research in Economics, Yale University.
    8. Bahar Araz-Takay & K. Peren Arin & Tolga Omay, 2009. "The Endogenous And Non-Linear Relationship Between Terrorism And Economic Performance: Turkish Evidence," Defence and Peace Economics, Taylor & Francis Journals, vol. 20(1), pages 1-10.
    9. David K. Levine, 1983. "A Remark on Serial Correlation in Maximum Likelihood," Levine's Working Paper Archive 176, David K. Levine.
    10. Davide Viviano & Jelena Bradic, 2019. "Synthetic learner: model-free inference on treatments over time," Papers 1904.01490, arXiv.org, revised Aug 2022.
    11. James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
    12. Dastoor, Naorayex K., 1997. "Testing for conditional heteroskedasticity with misspecified alternative hypotheses," Journal of Econometrics, Elsevier, vol. 82(1), pages 63-80.
    13. Nadiezhda de la Uz, 2002. "La hipótesis de martingala en el mercado bursátil mexicano," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 17(1), pages 91-127.
    14. Niels Lundtorp Olsen & Alessia Pini & Simone Vantini, 2021. "False discovery rate for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 784-809, September.
    15. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    16. Eric Wong & Jim Wong & Phyllis Leung, 2008. "The Foreign Exchange Exposure of Chinese Banks," Working Papers 0807, Hong Kong Monetary Authority.
    17. Bask, Mikael & de Luna, Xavier, 2001. "Characterizing the degree of stability of non-linear dynamic models," Umeå Economic Studies 564, Umeå University, Department of Economics.
    18. Wong, Tak-Chuen & Wong, Jim & Leung, Phyllis, 2009. "The foreign exchange exposure of Chinese banks," China Economic Review, Elsevier, vol. 20(2), pages 174-182, June.
    19. Ross McKitrick & Timothy Vogelsang, 2011. "Multivariate trend comparisons between autocorrelated climate series with general trend regressors," Working Papers 1109, University of Guelph, Department of Economics and Finance.
    20. Dedi Rosadi & Shelton Peiris, 2014. "Second-order least-squares estimation for regression models with autocorrelated errors," Computational Statistics, Springer, vol. 29(5), pages 931-943, October.
    21. Phillip Rothman & Dick van Dijk & Philip Hans Franses, 2000. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 0012, East Carolina University, Department of Economics.
    22. Daniel Wilhelm, 2014. "Optimal bandwidth selection for robust generalized method of moments estimation," CeMMAP working papers CWP15/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    23. N. Gregory Mankiw & David H. Romer & Matthew D. Shapiro, 1989. "Stock Market Forecastability and Volatility: A Statistical Appraisal," NBER Working Papers 3154, National Bureau of Economic Research, Inc.
    24. Joel Corrêa da Rosa & Álvaro Veiga & Marcelo C. Medeiros, 2003. "Three-structured smooth transition regression models based on CART algorithm," Textos para discussão 469, Department of Economics PUC-Rio (Brazil).
    25. Ravinath Alahakoon & Gideon K. D. Zamba & Xuerong Meggie Wen & Akim Adekpedjou, 2024. "Estimation and Model Misspecification for Recurrent Event Data with Covariates Under Measurement Errors," Mathematics, MDPI, vol. 13(1), pages 1-23, December.
    26. Guangjian Zhang & Sy-Miin Chow & Anthony Ong, 2011. "A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series," Psychometrika, Springer;The Psychometric Society, vol. 76(1), pages 77-96, January.
    27. Emanuele De Meo, 2013. "Are Commodity Prices Driven by Fundamentals?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 42(1), pages 19-46, February.
    28. Timothy Conley & Francesca Molinari, 2005. "Spatial correlation robust inference with Errors in Location or Distance," CeMMAP working papers CWP10/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    29. Robert F. Engle & Simone Manganelli, 2004. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 367-381, October.
    30. Kwong-C. Cheung & J. Andrew Coutts, 2001. "A note on weak form market efficiency in security prices: evidence from the Hong Kong stock exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 8(6), pages 407-410.
    31. Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 2008. "Nonparametric estimation of conditional beta pricing models," DEE - Working Papers. Business Economics. WB wb082403, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    32. Baoxue Zhang & Tianqing Liu & Z. Bai, 2010. "Analysis of rounded data from dependent sequences," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1143-1173, December.
    33. Peter C.B. Phillips, 1985. "Asymptotic Expansions in Nonstationary Vector Autoregressions," Cowles Foundation Discussion Papers 765, Cowles Foundation for Research in Economics, Yale University.
    34. Arie Preminger & Uri Ben-zion & David Wettstein, 2007. "The extended switching regression model: allowing for multiple latent state variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 457-473.
    35. Andreasen, Martin M. & Christensen, Bent Jesper, 2015. "The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models," Journal of Econometrics, Elsevier, vol. 184(2), pages 420-451.
    36. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    37. Mayte Suarez Farinãs & Carlos Eduardo Pedreira & Marcelo C. Medeiros, 2003. "Local-global neural networks: a new approach for nonlinear time series modelling," Textos para discussão 470, Department of Economics PUC-Rio (Brazil).
    38. Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David, 2014. "Disentangling systematic and idiosyncratic dynamics in panels of volatility measures," Journal of Econometrics, Elsevier, vol. 182(2), pages 364-384.
    39. Hui Chen & Winston Wei Dou & Leonid Kogan, 2024. "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, vol. 79(2), pages 843-902, April.
    40. Young-Sook Lee & Tae-Hwan Kim & Paul Newbold, 2005. "Revisiting the Martingale hypothesis for exchange rates," Money Macro and Finance (MMF) Research Group Conference 2005 19, Money Macro and Finance Research Group.
    41. Emily J. Whitehouse & David I. Harvey & Stephen J. Leybourne, 2023. "Real‐Time Monitoring of Bubbles and Crashes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 482-513, June.
    42. Jacquinot, Pascal & Mihoubi, F., 1996. "Dynamique et hétérogénéité de l’emploi en déséquilibre," L'Actualité Economique, Société Canadienne de Science Economique, vol. 72(2), pages 113-148, juin.
    43. Hirukawa, Masayuki, 2023. "Robust Covariance Matrix Estimation in Time Series: A Review," Econometrics and Statistics, Elsevier, vol. 27(C), pages 36-61.
    44. Lijuan Huo & Jin Seo Cho, 2021. "Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 293-317, June.
    45. Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 2011. "Conditional beta pricing models: A nonparametric approach," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3362-3382.
    46. Deockhyun Ryu & Mahmoud A. El-Gamal, 2004. "Short Memory and the PPP-puzzle," Econometric Society 2004 Far Eastern Meetings 577, Econometric Society.
    47. Lima Luiz Renato & Xiao Zhijie, 2010. "Testing Unit Root Based on Partially Adaptive Estimation," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-34, June.
    48. Michael W. McCracken, 2019. "Diverging Tests of Equal Predictive Ability," Working Papers 2019-018, Federal Reserve Bank of St. Louis, revised 09 Mar 2020.
    49. Robert C. Feenstra, 1991. "New Goods and Index Numbers: U.S. Import Prices," NBER Working Papers 3610, National Bureau of Economic Research, Inc.
    50. Do, Quan Huu & Nguyen, Binh T. & Ho, Lam Si Tung, 2024. "A generalization bound of deep neural networks for dependent data," Statistics & Probability Letters, Elsevier, vol. 208(C).
    51. Hajivassiliou, 1993. "A Simulation Estimation Analysis of the External Debt Crises of Developing Countries," Cowles Foundation Discussion Papers 1057, Cowles Foundation for Research in Economics, Yale University.
    52. de Jong, Robert M., 1998. "Uniform laws of large numbers and stochastic Lipschitz-continuity," Journal of Econometrics, Elsevier, vol. 86(2), pages 243-268, June.
    53. LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.
    54. Lijuan Huo & Jin Seo Cho, 2019. "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers 2019rwp-152, Yonsei University, Yonsei Economics Research Institute.
    55. McAleer, Michael & Medeiros, Marcelo C., 2008. "A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries," Journal of Econometrics, Elsevier, vol. 147(1), pages 104-119, November.
    56. Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, January.
    57. Palm, F.C. & Nijman, Th., 1984. "Consistent estimation using proxy-variables in models with unobserved variables," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    58. El-Gamal, Mahmoud A. & Ryu, Deockhyun, 2006. "Short-memory and the PPP hypothesis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 361-391, March.
    59. Li, Yifan & Nolte, Ingmar & Pham, Manh Cuong, 2024. "Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures," Journal of Econometrics, Elsevier, vol. 241(2).
    60. Santi Budria & Luis Diaz-Serrano & Ada Ferrer-i-Carbonell & Joop Hartog, 2013. "Risk attitude and wage growth: replicating Shaw (1996)," Empirical Economics, Springer, vol. 44(2), pages 981-1004, April.
    61. Andrew W. Lo, 1989. "Long-term Memory in Stock Market Prices," NBER Working Papers 2984, National Bureau of Economic Research, Inc.
    62. Politis, D. N. & Romano, Joseph P. & Wolf, Michael, 1997. "Subsampling for heteroskedastic time series," Journal of Econometrics, Elsevier, vol. 81(2), pages 281-317, December.
    63. Ian Domowitz, 1985. "New Directions in Non-linear Estimation with Dependent Observations," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 1-27, February.
    64. van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem, 2000. "Cross-sectional aggregation of non-linear models," Journal of Econometrics, Elsevier, vol. 95(2), pages 285-331, April.
    65. Sun, Yiguo & Hsiao, Cheng & Li, Qi, 2011. "Measuring correlations of integrated but not cointegrated variables: A semiparametric approach," Journal of Econometrics, Elsevier, vol. 164(2), pages 252-267, October.
    66. Wang, Kevin Q., 2002. "Nonparametric tests of conditional mean-variance efficiency of a benchmark portfolio," Journal of Empirical Finance, Elsevier, vol. 9(2), pages 133-169, March.
    67. Michael W. McCracken, 2019. "Tests of Conditional Predictive Ability: Some Simulation Evidence," Working Papers 2019-11, Federal Reserve Bank of St. Louis.
    68. Park, Joon Y. & Phillips, Peter C.B., 1988. "Statistical Inference in Regressions with Integrated Processes: Part 1," Econometric Theory, Cambridge University Press, vol. 4(3), pages 468-497, December.
    69. Crujeiras, Rosa M. & Van Keilegom, Ingrid, 2010. "Least squares estimation of nonlinear spatial trends," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 452-465, February.
    70. Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-708, May.
    71. Jungeilges, Jochen & Ryazanova, Tatyana, 2017. "Noise-induced transitions in a stochastic Goodwin-type business cycle model," Structural Change and Economic Dynamics, Elsevier, vol. 40(C), pages 103-115.
    72. Conley, T. G., 1999. "GMM estimation with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 92(1), pages 1-45, September.
    73. Takada, Teruko, 2009. "Simulated minimum Hellinger distance estimation of stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2390-2403, April.
    74. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024. "Predictive ability tests with possibly overlapping models," Journal of Econometrics, Elsevier, vol. 241(1).
    75. Andrew W. Lo & A. Craig MacKinlay, 1988. "The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation," NBER Technical Working Papers 0066, National Bureau of Economic Research, Inc.
    76. Robert F. Engle & Simone Manganelli, 1999. "CAViaR: Conditional Value at Risk by Quantile Regression," NBER Working Papers 7341, National Bureau of Economic Research, Inc.
    77. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    78. Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser, 2018. "Effects of Macroeconomic Indicators on the Financial Markets Interrelations," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(3), pages 268-293, July.
    79. Xiao, Qifang & Xiao, Zhijie, 2003. "Estimating Average Economic Growth in Time Series Data with Persistency," Working Papers 03-0111, University of Illinois at Urbana-Champaign, College of Business.
    80. Tao Wang, 2024. "Nonlinear kernel mode‐based regression for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(2), pages 189-213, March.
    81. Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
    82. Théophile Azomahou & Dong Li, 2005. "A consistent nonparametric estimation of spatial autocovariances," Economics Bulletin, AccessEcon, vol. 3(29), pages 1-10.
    83. Omay, Tolga, 2008. "The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey," MPRA Paper 28572, University Library of Munich, Germany.
    84. Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
    85. Massimiliano Marcellino & Barbara Rossi, 2008. "Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 867-893, December.
    86. Jonah B. Gelbach & Doug Miller, 2009. "Robust Inference with Multi-way Clustering," Working Papers 226, University of California, Davis, Department of Economics.
    87. Calzolari, Giorgio, 1992. "Stima delle equazioni simultanee non-lineari: una rassegna [Estimation of nonlinear simultaneous equations: a survey]," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.
    88. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 316, University of California, Davis, Department of Economics.
    89. Chesneau, Christophe & Fadili, Jalal & Maillot, Bertrand, 2015. "Adaptive estimation of an additive regression function from weakly dependent data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 77-94.
    90. de Figueiredo, Rui Jr., 2003. "Budget institutions and political insulation: why states adopt the item veto," Journal of Public Economics, Elsevier, vol. 87(12), pages 2677-2701, December.
    91. Omay, Tolga & Takay Araz, Bahar & Ilalan, Deniz, 2011. "The effects of terrorist activities on foreign direct investment: nonlinear Evidence," MPRA Paper 31015, University Library of Munich, Germany.
    92. Weiss, Andrew A., 1986. "Asymptotic Theory for ARCH Models: Estimation and Testing," Econometric Theory, Cambridge University Press, vol. 2(1), pages 107-131, April.
    93. Qunyong Wang & Na Wu, 2012. "Long-run covariance and its applications in cointegration regression," Stata Journal, StataCorp LLC, vol. 12(3), pages 525-542, September.
    94. Mustafa Salamh & Liqun Wang, 2021. "Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors," Econometrics, MDPI, vol. 9(4), pages 1-17, November.
    95. Théophile Azomahou, 2001. "GMM Estimation of Lattice Models Using Panel Data: Application," Working Papers of BETA 2001-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    96. Su, Liangjun & Jin, Sainan, 2012. "Sieve estimation of panel data models with cross section dependence," Journal of Econometrics, Elsevier, vol. 169(1), pages 34-47.
    97. José Luis Aznarte & Marcelo Cunha Medeiros & José Manuel Benítez Sánchez, 2010. "Linearity Testing Against a Fuzzy Rule-based Model," Textos para discussão 566, Department of Economics PUC-Rio (Brazil).
    98. Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014. "Time Series Models for Business and Economic Forecasting," Cambridge Books, Cambridge University Press, number 9780521817707, January.
    99. Daniel Wilhelm, 2014. "Optimal bandwidth selection for robust generalized method of moments estimation," CeMMAP working papers 15/14, Institute for Fiscal Studies.
    100. David Powell, 2016. "Synthetic Control Estimation Beyond Case Studies Does the Minimum Wage Reduce Employment?," Working Papers WR-1142, RAND Corporation.
    101. Rappoport, Peter & White, Eugene N., 1993. "Was There a Bubble in the 1929 Stock Market?," The Journal of Economic History, Cambridge University Press, vol. 53(3), pages 549-574, September.
    102. Douglas Hodgson, 2002. "Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form," Cahiers de recherche CREFE / CREFE Working Papers 146, CREFE, Université du Québec à Montréal.
    103. Steigerwald, Douglas G & Erb, Jack, 2007. "Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity," University of California at Santa Barbara, Economics Working Paper Series qt5rv0z5dz, Department of Economics, UC Santa Barbara.
    104. Jinniao Qiu & Antony Ware & Yang Yang, 2024. "Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing," Papers 2406.16400, arXiv.org.
    105. Omay, Tolga & Iren, Perihan, 2019. "Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach," Journal of Asian Economics, Elsevier, vol. 60(C), pages 85-100.
    106. Eric C. Chang & J. Michael Pinegar & R. Ravichandran, 1995. "European day‐of‐the‐week effects, beta asymmetries and international herding," European Financial Management, European Financial Management Association, vol. 1(2), pages 173-200, July.
    107. Bekiros, Stelios D., 2009. "A robust algorithm for parameter estimation in smooth transition autoregressive models," Economics Letters, Elsevier, vol. 103(1), pages 36-38, April.
    108. Jeon, Byung M. & Brown, Bryan, 2001. "Efficient Semiparametric Estimation of Expectations in Dynamic Nonlinear Systems," Working Papers 2001-09, Rice University, Department of Economics.
    109. Van Bellegem, Sebastien & von Sachs, Rainer, 2004. "Forecasting economic time series with unconditional time-varying variance," International Journal of Forecasting, Elsevier, vol. 20(4), pages 611-627.
    110. Shaw, Kathryn L, 1996. "An Empirical Analysis of Risk Aversion and Income Growth," Journal of Labor Economics, University of Chicago Press, vol. 14(4), pages 626-653, October.
    111. Nijman, Th. & Palm, F.C., 1984. "Missing observations in a quarterly model for the aggregate labor market in the Netherlands," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    112. VAN BELLEGEM, Sébastien, 2011. "Locally stationary volatility modelling," LIDAM Discussion Papers CORE 2011041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    113. Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
    114. Chung-Ki Min, 2010. "Estimation of SEs for heteroscedastic and cross-sectionally correlated data," Applied Economics, Taylor & Francis Journals, vol. 42(14), pages 1825-1832.
    115. Andrew W. Lo & A. Craig MacKinlay, 1987. "Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test," NBER Working Papers 2168, National Bureau of Economic Research, Inc.
    116. Fitzenberger, Bernd, 1998. "The moving blocks bootstrap and robust inference for linear least squares and quantile regressions," Journal of Econometrics, Elsevier, vol. 82(2), pages 235-287, February.
    117. Kozhan, Roman & Salmon, Mark, 2009. "Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1106-1122, May.
    118. Yongmiao Hong & Jin Lee, 2000. "Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices," Econometric Society World Congress 2000 Contributed Papers 1211, Econometric Society.
    119. Tracy Wu & Haiqun Lin & Yan Yu, 2011. "Single-index coefficient models for nonlinear time series," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(1), pages 37-58.
    120. Vassilis A. Hajivassiliou, 1986. "Temporal Dependence in Limited Dependent Variable Models: Theoretical and Monte-Carlo Results," Cowles Foundation Discussion Papers 803, Cowles Foundation for Research in Economics, Yale University.
    121. Vance L. Martin & Andrew R. Tremayne & Robert C. Jung, 2014. "Efficient Method Of Moments Estimators For Integer Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 491-516, November.
    122. Oberhofer, Walter & Haupt, Harry, 2005. "The asymptotic distribution of the unconditional quantile estimator under dependence," Statistics & Probability Letters, Elsevier, vol. 73(3), pages 243-250, July.
    123. Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2005. "Nonparametric estimation of time varying parameters under shape restrictions," Journal of Econometrics, Elsevier, vol. 126(1), pages 53-77, May.
    124. Wooldridge, J.M., 1990. "Regression-Based Inference In Linear Time Series Models With Incomplete Dynamics," Working papers 550, Massachusetts Institute of Technology (MIT), Department of Economics.
    125. Guangjian Zhang & Michael Browne & Anthony Ong & Sy Chow, 2014. "Analytic Standard Errors for Exploratory Process Factor Analysis," Psychometrika, Springer;The Psychometric Society, vol. 79(3), pages 444-469, July.
    126. Ioannis Kasparis, 2008. "Functional Form Misspecification in Regressions with a Unit Root," University of Cyprus Working Papers in Economics 2-2008, University of Cyprus Department of Economics.
    127. Helmut Herwartz & Shu Wang, 2024. "Statistical identification in panel structural vector autoregressive models based on independence criteria," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 620-639, June.

  80. Messer, Karen & White, Halbert, 1984. "A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(2), pages 181-184, May.

    Cited by:

    1. James G. MacKinnon & Russell Davidson, 1999. "Artificial Regressions," Working Paper 978, Economics Department, Queen's University.
    2. David F. Hendry & Carlos Santos, 2004. "Regression Models with Data-based Indicator Variables," Economics Papers 2004-W13, Economics Group, Nuffield College, University of Oxford.
    3. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1998. "The Demand for Broad Money in the United Kingdom, 1878–1993," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 289-324, March.
    4. Russell Davidson & James G. MacKinnon, 1985. "Heteroskedasticity-Robust Tests in Regression Directions," Working Paper 616, Economics Department, Queen's University.
    5. Neil R. Ericsson & David F. Hendry, 1985. "Conditional econometric modelling : an application to new house prices in the United Kingdom," International Finance Discussion Papers 254, Board of Governors of the Federal Reserve System (U.S.).
    6. MacKinnon, James G. & White, Halbert, 1985. "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.

  81. White, Halbert, 1983. "Corrigendum [Maximum Likelihood Estimation of Misspecified Models]," Econometrica, Econometric Society, vol. 51(2), pages 513-513, March.

    Cited by:

    1. Anastasios Sepetis & Paraskevi N. Zaza & Fotios Rizos & Pantelis G. Bagos, 2022. "Identifying and Predicting Healthcare Waste Management Costs for an Optimal Sustainable Management System: Evidence from the Greek Public Sector," IJERPH, MDPI, vol. 19(16), pages 1-20, August.
    2. Ian Domowitz, 1985. "New Directions in Non-linear Estimation with Dependent Observations," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 1-27, February.
    3. Wang, Kaili & Salehin, Mohammad Faizus & Nurul Habib, Khandker, 2021. "A discrete choice experiment on consumer’s willingness-to-pay for vehicle automation in the Greater Toronto Area," Transportation Research Part A: Policy and Practice, Elsevier, vol. 149(C), pages 12-30.
    4. Guggisberg Michael, 2019. "Misspecified Discrete Choice Models and Huber-White Standard Errors," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-17, January.

  82. MacKinnon, James G. & White, Halbert & Davidson, Russell, 1983. "Tests for model specification in the presence of alternative hypotheses : Some further results," Journal of Econometrics, Elsevier, vol. 21(1), pages 53-70, January.

    Cited by:

    1. Michel Dumont, 2006. "Foreign outsourcing, labour demand and the choice of functional form," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 255-273, November.
    2. Venkatesh Shankar & Pablo Azar & Matthew Fuller, 2008. "—: A Multicategory Brand Equity Model and Its Application at Allstate," Marketing Science, INFORMS, vol. 27(4), pages 567-584, 07-08.
    3. Shively, Gerald E., 1999. "Risks and returns from soil conservation: evidence from low-income farms in the Philippines," Agricultural Economics, Blackwell, vol. 21(1), pages 53-67, August.
    4. Grafton, R. Quentin & Kompas, Tom & To, Hang & Ward, Michael B., 2009. "Residential Water Consumption: A Cross Country Analysis," Research Reports 94823, Australian National University, Environmental Economics Research Hub.
    5. Lumenga-Neso, Olivier & Olarreaga, Marcelo & Schiff, Maurice, 2005. "On `indirect' trade-related R&D spillovers," European Economic Review, Elsevier, vol. 49(7), pages 1785-1798, October.
    6. Noriko Ishikawa & Mototsugu Fukushige, 2006. "Impacts of Tourism and Fiscal Expenditure on Remote Islands in Japan: A Panel Data Analysis," Discussion Papers in Economics and Business 06-21, Osaka University, Graduate School of Economics.
    7. Bezmen, Trisha & Depken II, Craig A., 1998. "School Characteristics and the Demand for College," Economics of Education Review, Elsevier, vol. 17(2), pages 205-210, April.
    8. Kelejian, Harry H. & Piras, Gianfranco, 2011. "An extension of Kelejian's J-test for non-nested spatial models," Regional Science and Urban Economics, Elsevier, vol. 41(3), pages 281-292, May.
    9. Ventura Charlin & Arturo Cifuentes, 2017. "On the correlation between stocks and art market returns," Applied Economics Letters, Taylor & Francis Journals, vol. 24(2), pages 128-131, January.
    10. Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers 273388, Queen's University - Department of Economics.
    11. Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 34(1), pages 1-17, February.
    12. Gebremeskel Gebremariam & Tesfa Gebremedhin & Peter Schaeffer, 2006. "County-level Determinants of local Public Services in Appalachia: A Multivariate Spatial Autoregressive Model Approach," Working Papers Working Paper 2006-09, Regional Research Institute, West Virginia University.
    13. Hongbin Li & Mark Rosenzweig & Junsen Zhang, 2008. "Altruism, Favoritism, and Guilt in the Allocuation of Family Resources: Sophie's Choice in Mao's Mass Send Down Movement," Working Papers 965, Economic Growth Center, Yale University.
    14. Sebri, Maamar, 2009. "La Zone Méditerranéenne Face à la Pollution de L’air : Une Investigation Econométrique [The Mediterranean Zone in front of Air pollution: an Econometric Investigation]," MPRA Paper 32382, University Library of Munich, Germany.
    15. Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank, 2015. "Testing competing models for non-negative data with many zeros," LSE Research Online Documents on Economics 63663, London School of Economics and Political Science, LSE Library.
    16. Luis Orea & David Roibás & Alan Wall, 2004. "Choosing the Technical Efficiency Orientation to Analyze Firms' Technology: A Model Selection Test Approach," Journal of Productivity Analysis, Springer, vol. 22(1), pages 51-71, July.
    17. Henrique Monteiro, 2010. "Residential Water Demand in Portugal: checking for efficiency-based justifications for increasing block tariffs," Working Papers Series 1 ercwp0110, ISCTE-IUL, Business Research Unit (BRU-IUL).
    18. Berna Keskin & Craig Watkins, 2017. "Defining spatial housing submarkets: Exploring the case for expert delineated boundaries," Urban Studies, Urban Studies Journal Limited, vol. 54(6), pages 1446-1462, May.
    19. Xu, Feng & Mittelhammer, Ron C. & Torell, A., 1994. "Modeling Nonnegativity Via Truncated Logistic and Normal Distributions: An Application to Rangeland Price Analysis," Staff General Research Papers Archive 790, Iowa State University, Department of Economics.
    20. Bannier, Christina E. & Pauls, Thomas & Walter, Andreas, 2017. "CEO-speeches and stock returns," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168192, Verein für Socialpolitik / German Economic Association.
    21. Johanna Choumert & N. Eric Kéré & Amandine Loyal Laré-Dondarini, 2016. "A Multi-Level Housing Hedonic Analysis of Water and Sanitation Access," Economics Bulletin, AccessEcon, vol. 36(2), pages 1010-1037.
    22. Javier Nuñez & Andres Otero, 2005. "The choice of majors as a signaling device," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 20(1), pages 23-43, June.
    23. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    24. Fabrizio Casalin & Enzo Dia, 2019. "Information and reputation mechanisms in auctions of remanufactured goods," Post-Print hal-02108121, HAL.
    25. Gebremeskel Gebremariam, 2007. "Modeling Small Business Growth, Migration Behavior, Local Public Services and Household Income in Appalachia: A Spatial Simultaneous Equations Approach," Working Papers Working Paper 2007-03, Regional Research Institute, West Virginia University.
    26. Giorgo Sertsios, 2007. "¿Puede el Diseño de un Torneo Deportivo Afectar su Asistencia?," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 44(129), pages 59-89.
    27. Noriko Ishikawa & Mototsugu Fukushige, 2005. "Impacts of Tourism and Fiscal Expenditure to Remote Islands: The Case of the Amami Islands in Japan," Discussion Papers in Economics and Business 05-24, Osaka University, Graduate School of Economics.
    28. Mohamed Dridi, 2014. "Corruption and Education: Empirical Evidence," International Journal of Economics and Financial Issues, Econjournals, vol. 4(3), pages 476-493.
    29. Lo, Shih-tse, 2011. "Strengthening intellectual property rights: Experience from the 1986 Taiwanese patent reforms," International Journal of Industrial Organization, Elsevier, vol. 29(5), pages 524-536, September.
    30. Terawaki, Taku, 2005. "Effects of Information on Consumer Risk Perception and Willingness to Pay for Non-Genetically Modified Corn Oil," 2005 Annual meeting, July 24-27, Providence, RI 19555, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    31. Davidson, Russell & MacKinnon, James G., 1999. "The Size Distortion Of Bootstrap Tests," Econometric Theory, Cambridge University Press, vol. 15(3), pages 361-376, June.
    32. Michael R. Darby & Robert Gillingham & John S. Greenlees, 1991. "The Impact Of Government Deficits On Personal And National Saving Rates," Contemporary Economic Policy, Western Economic Association International, vol. 9(4), pages 39-55, October.
    33. Johanna Choumert & Eric Nazindigouba Kere & Amandine Loyal Laré-Dondarini, 2015. "The impact of water and sanitation access on housing values: The case of Dapaong, Togo," CERDI Working papers halshs-00939267, HAL.
    34. Christopher Bajada, 1999. "Estimates of the Underground Economy in Australia," The Economic Record, The Economic Society of Australia, vol. 75(4), pages 369-384, December.
    35. Abdullah Almansour and Margaret Insley, 2016. "The Impact of Stochastic Extraction Cost on the Value of an Exhaustible Resource: An Application to the Alberta Oil Sands," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
    36. Martial Foucault, 2006. "Europe de la Défense. Quel processus d'allocation ?," Revue économique, Presses de Sciences-Po, vol. 57(3), pages 407-417.
    37. Brasington, David M., 2017. "School spending and new construction," Regional Science and Urban Economics, Elsevier, vol. 63(C), pages 76-84.
    38. Shih-Tse Lo, 2004. "Strenghtening Intellectual Property rights: Experience from the 1986 Taiwanese Patent Reforms," Working Papers 04004, Concordia University, Department of Economics.
    39. Dallas S. Batten & Michael T. Bolongia, 1987. "Selecting an intermediate target for monetary policy," Working Papers 1985-002, Federal Reserve Bank of St. Louis.
    40. Thomas Barnebeck Andersen & Carl-Johan Dalgaard, 2006. "Cross-Border Flows of People, Technology Diffusion and Aggregate Productivity," Discussion Papers 06-04, University of Copenhagen. Department of Economics.
    41. Landon, Stuart & Smith, Constance, 1997. "The Use of Quality and Reputation Indicators by Consumers: The Case of Bordeaux Wine," MPRA Paper 9283, University Library of Munich, Germany.
    42. Gebremeskel Gebremariam & Tesfa Gebremedhin & Peter Schaeffer, 2006. "An Empirical Analysis of County-Level Determinants of Small Business Growth and Poverty in Appalachia: A Spatial Simultaneous-Equations Approach," Working Papers Working Paper 2006-03, Regional Research Institute, West Virginia University.
    43. Barten, Anton P. & McAleer, Michael, 1997. "Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 27-45, mars-juin.
    44. Dastoor, Naorayex K. & Fisher, Gordon, 1988. "On Point-Optimal Cox Tests," Econometric Theory, Cambridge University Press, vol. 4(1), pages 97-107, April.
    45. Hickman Brent R. & Hubbard Timothy P. & Sağlam Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 67-106, August.
    46. Anne Epaulard, 1993. "L'apport du Q de Tobin à la modélisation de l'investissement en France," Économie et Prévision, Programme National Persée, vol. 109(3), pages 1-12.
    47. Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," Cowles Foundation Discussion Papers 1004, Cowles Foundation for Research in Economics, Yale University.
    48. David P. Brown & Derek E. H. Olmstead, 2017. "Measuring market power and the efficiency of Alberta's restructured electricity market: An energy-only market design," Canadian Journal of Economics, Canadian Economics Association, vol. 50(3), pages 838-870, August.
    49. Pablo Jensen & Jean-Baptiste Rouquier & Yves Croissant, 2009. "Testing bibliometric indicators by their prediction of scientists promotions," Scientometrics, Springer;Akadémiai Kiadó, vol. 78(3), pages 467-479, March.
    50. Yang, Chao & Lee, Lung-fei & Qu, Xi, 2018. "Tobit models with social interactions: Complete vs incomplete information," Regional Science and Urban Economics, Elsevier, vol. 73(C), pages 30-50.
    51. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros, 2015. "Dividend policy, managerial ownership and debt financing: A non-parametric perspective," European Journal of Operational Research, Elsevier, vol. 241(3), pages 783-795.
    52. Eelco Kappe & Ashley Stadler Blank & Wayne S. DeSarbo, 2014. "A General Multiple Distributed Lag Framework for Estimating the Dynamic Effects of Promotions," Management Science, INFORMS, vol. 60(6), pages 1489-1510, June.
    53. John Ashworth & Peter Johnson & Cheryl Conway, 1996. "How small firms forecast short-term employment: some survey evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 3(8), pages 521-524.
    54. Marc Fischer & Sönke Albers & Nils Wagner & Monika Frie, 2011. "Practice Prize Winner --Dynamic Marketing Budget Allocation Across Countries, Products, and Marketing Activities," Marketing Science, INFORMS, vol. 30(4), pages 568-585, July.
    55. Roger Betancourt & David Gautschi, 1996. "An international comparison of the determinants of retail gross margins," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 23(2), pages 173-189, June.
    56. Lundin, Erik, 2016. "Market Power and Joint Ownership: Evidence from Nuclear Plants in Sweden," Working Paper Series 1113, Research Institute of Industrial Economics, revised 04 Nov 2019.
    57. Martin Gaynor & Gerard F. Anderson, 1991. "Hospital Costs and the Cost of Empty Hospital Beds," NBER Working Papers 3872, National Bureau of Economic Research, Inc.
    58. Barten, A.P. & McAleer, M., 1991. "Comparing the Empirical Performance of Alternative Demand Systems," Papers 9102, Tilburg - Center for Economic Research.
    59. Gebremeskel Gebremariam & Tesfa Gebremedhin & Peter Schaeffer & Tim Phipps & Randall Jackson, 2007. "A Spatial Panel Simultaneous-Equations Model of Business Growth, Migration Behavior, Local Public Services and Household Income in Appalachia," Working Papers Working Paper 2007-11, Regional Research Institute, West Virginia University.
    60. Xiong, Bo & Chen, Sixia, 2012. "Estimating Gravity Equation Models in the Presence of Sample Selection and Heteroskedasticity," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124530, Agricultural and Applied Economics Association.
    61. Martial Foucault, 2006. "Europe de la Défense," SciencePo Working papers Main hal-03462142, HAL.
    62. Martial Foucault, 2005. "Biens publics et défense européenne : quel processus d'allocation ?," Post-Print halshs-00197130, HAL.
    63. Hangjian Wu & Emmanouil Mentzakis & Marije Schaafsma, 2022. "Exploring Different Assumptions about Outcome-Related Risk Perceptions in Discrete Choice Experiments," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 81(3), pages 531-572, March.
    64. Peter Lambert & Thor Thoresen, 2009. "Base independence in the analysis of tax policy effects: with an application to Norway 1992–2004," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 16(2), pages 219-252, April.
    65. Li Tian & Ronald W. Cotterill, 2005. "Constrained price, address, or logit brand demand models: An econometric comparison in the Boston fluid milk market," Agribusiness, John Wiley & Sons, Ltd., vol. 21(2), pages 149-166.
    66. Gaetano Lisi & Mauro Iacobini, 2012. "Measuring the Housing Price Dispersion in Italy," Economics Bulletin, AccessEcon, vol. 32(1), pages 811-822.
    67. Ciaran Driver & Paul Temple & Giovanni Urga, 2005. "Contrasts Between Classes of Assets in Fixed Investment Equations as a Way of Testing Real Option Theory," School of Economics Discussion Papers 0805, School of Economics, University of Surrey.
    68. Wong, Herbert S., 1996. "Market structure and the role of consumer information in the physician services industry: An empirical test," Journal of Health Economics, Elsevier, vol. 15(2), pages 139-160, April.
    69. Chidmi, Benaissa & Lopez, Rigoberto A. & Cotterill, Ronald W., 2004. "Retail Oligopoly Power, Dairy Compact, And Boston Milk Prices," Food Marketing Policy Center Research Reports 083, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
    70. Gokmenoglu, Korhan K. & Rustamov, Bezhan, 2022. "The role of the natural resource abundance in the short and long run: The case of the Kingdom of Saudi Arabia," Resources Policy, Elsevier, vol. 77(C).
    71. Shively, Gerald E., 1998. "Modeling Impacts Of Soil Conservation On Productivity And Yield Variability: Evidence From A Heteroskedastic Switching Regression," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20930, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    72. Daveri, Francesco & Faini, Riccardo, 1999. "Where Do Migrants Go?," Oxford Economic Papers, Oxford University Press, vol. 51(4), pages 595-622, October.
    73. Lumenga-Neso, Olivier & Olarreaga, Marcelo & Schiff, Maurice, 2001. "On"indirect"trade-related research and development spillovers," Policy Research Working Paper Series 2580, The World Bank.
    74. Haiyong Zhang & Xinyu Wang, 2017. "Combined asymmetric spatial weights matrix with application to housing prices," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(13), pages 2337-2353, October.
    75. Tom Broekel & Thomas Brenner, 2009. "Regional Factors and Innovativeness - An Empirical Analysis of Four German Industries," Papers in Evolutionary Economic Geography (PEEG) 0917, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Oct 2009.
    76. Gebremariam, Gebremeskel H. & Gebremedhin, Tesfa G. & Schaeffer, Peter V., 2006. "An Empirical Analysis of County-Level Determinants of Small Business Growth Poverty in Appalachia: A Spatial Simultaneous-Equations Approach," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35465, Southern Agricultural Economics Association.
    77. Sephton, Peter & Mann, Janelle, 2018. "Gold and crude oil prices after the great moderation," Energy Economics, Elsevier, vol. 71(C), pages 273-281.
    78. Wardman, Mark, 2022. "Meta-analysis of British time-related demand elasticity evidence: An update," Transportation Research Part A: Policy and Practice, Elsevier, vol. 157(C), pages 198-214.
    79. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
    80. Walter Garcia Fontes & Aldo Geuna, 1995. "The dynamics of research networks in Brite-Euram," Economics Working Papers 132, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1995.
    81. Debarsy, Nicolas & Ertur, Cem, 2019. "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 49-69.
    82. Fezzi, Carlo & Bateman, Ian J., 2013. "The Impact of Climate Change on Agriculture: Nonlinear Effects and Aggregation Bias in Ricardian Models of Farm Land Values," Climate Change and Sustainable Development 162377, Fondazione Eni Enrico Mattei (FEEM).
    83. Dumont, Michel, 2004. "The Impact of International Trade with Newly Industrialised Countries on the Wages and Employment of Low-Skilled and High-Skilled Workers in the European Union," Thesis Commons bmxag_v1, Center for Open Science.
    84. Germa Bel & Daniel Albalate, 2009. "What shapes local public transportation in Europe? Economics, Mobility, Institutions, and Geography," RSCAS Working Papers 2009/34, European University Institute.
    85. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    86. Dargay, Joyce M, 2001. "The effect of income on car ownership: evidence of asymmetry," Transportation Research Part A: Policy and Practice, Elsevier, vol. 35(9), pages 807-821, November.
    87. Martijn Kagie & Michiel Van Wezel, 2007. "Hedonic price models and indices based on boosting applied to the Dutch housing market," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 15(3‐4), pages 85-106, July.
    88. Emmanuel De Veirman, 2009. "What Makes the Output–Inflation Trade‐Off Change? The Absence of Accelerating Deflation in Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1117-1140, September.
    89. Marzio Galeotti & Alessandro Lanza, 2000. "Desperately Seeking Environmental Kuznets," Development Working Papers 137, Centro Studi Luca d'Agliano, University of Milano.
    90. Liljenstolpe, Carolina, 2011. "Valuation of environmental impacts of the Rural Development Program - A hedonic model with application of GIS," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114383, European Association of Agricultural Economists.
    91. Kevin A. Clarke, 2003. "Nonparametric Model Discrimination in International Relations," Journal of Conflict Resolution, Peace Science Society (International), vol. 47(1), pages 72-93, February.
    92. Breyer, Friedrich & Ulrich, Volker, 1999. "Gesundheitsausgaben, Alter und medizinischer Fortschritt: Eine ökonometrische Analyse," Wirtschaftswissenschaftliche Diskussionspapiere 01/1999, University of Greifswald, Faculty of Law and Economics.
    93. Matteo Manera & Michael McAleer, 2005. "Testing Multiple Non‐Nested Factor Demand Systems," Bulletin of Economic Research, Wiley Blackwell, vol. 57(1), pages 37-66, January.
    94. Casalin, Fabrizio & Pang, Gu & Maioli, Sara & Cao, Ting, 2017. "Inventories and the concentration of suppliers and customers: Evidence from the Chinese manufacturing sector," International Journal of Production Economics, Elsevier, vol. 193(C), pages 148-159.
    95. Leheyda, Nina, 2008. "Geographical and Multi-product Linkages of Markets: Impact on Firm Equilibrium Interactions (Some Evidence from the European Car Market)," ZEW Discussion Papers 08-119, ZEW - Leibniz Centre for European Economic Research.
    96. Gustav Hansson, 2009. "What Determines Rule of Law? An Empirical Investigation of Rival Models," Kyklos, Wiley Blackwell, vol. 62(3), pages 371-393, August.
    97. Joe Peek & James A. Wilcox, 1984. "The Reaction of Reduced-Form Coefficients to Regime Changes: The Case of Interest Rates," NBER Working Papers 1379, National Bureau of Economic Research, Inc.
    98. John J. Beggs, 1988. "Diagnostic Testing in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(2), pages 81-101, June.
    99. George Tridimas, 2002. "The Dependence of Private Consumer Demand on Public Consumption Expenditures: Theory and Evidence," Public Finance Review, , vol. 30(4), pages 251-272, July.
    100. Baker, Michael & Benjamin, Dwayne & Stanger, Shuchita, 1999. "The Highs and Lows of the Minimum Wage Effect: A Time-Series Cross-Section Study of the Canadian Law," Journal of Labor Economics, University of Chicago Press, vol. 17(2), pages 318-350, April.
    101. Smith, Marlene A & Smyth, David J, 1991. "Multiple and Pairwise Non-nested Tests of the Influence of Taxes on Money Demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(1), pages 17-30, Jan.-Marc.
    102. Karen Mumford & P Smith, 1997. "The Hiring Function Reconsidered: On Closing the Circle," CEP Discussion Papers dp0359, Centre for Economic Performance, LSE.
    103. Sephton, Peter S., 2019. "El Niño, La Niña, and a cup of Joe," Energy Economics, Elsevier, vol. 84(C).
    104. Randy Nelson, 1987. "Alternative Technological Indices and Factor Demands in the Electric Power Industry," The Energy Journal, , vol. 8(3), pages 135-148, July.
    105. Dargay, Joyce, 2007. "The effect of prices and income on car travel in the UK," Transportation Research Part A: Policy and Practice, Elsevier, vol. 41(10), pages 949-960, December.
    106. Murray, Jonathan & Sarantis, Nicholas, 1999. "Quality, user cost, forward-looking behavior, and the demand for cars in the UK," Journal of Economics and Business, Elsevier, vol. 51(3), pages 237-258, May.
    107. Hansson, Gustav, 2008. "Same Same but Different? A Comparison of Institutional Models," Working Papers in Economics 329, University of Gothenburg, Department of Economics.
    108. Martial Foucault, 2006. "Europe de la Défense," Post-Print hal-03462142, HAL.
    109. Melichar, Mark, 2016. "Energy price shocks and economic activity: Which energy price series should we be using?," Energy Economics, Elsevier, vol. 54(C), pages 431-443.
    110. Wooldridge, Jeffrey M., 1991. "On the application of robust, regression- based diagnostics to models of conditional means and conditional variances," Journal of Econometrics, Elsevier, vol. 47(1), pages 5-46, January.
    111. Harry H. Kelejian & Gianfranco Piras, 2013. "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers Working Paper 2013-03, Regional Research Institute, West Virginia University.
    112. Leonidas S. Rompolis & Elias Tzavalis, 2010. "Risk Premium Effects On Implied Volatility Regressions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(2), pages 125-151, June.
    113. Alan Morris & Kenneth Wilson, 1994. "An Empirical Analysis of Australian Strike Activity: Further Evidence on the Role of the Prices and Incomes Accord," The Economic Record, The Economic Society of Australia, vol. 70(209), pages 183-191, June.
    114. David J. Berri, 1999. "Who is 'most valuable'? Measuring the player's production of wins in the National Basketball Association," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 20(8), pages 411-427.
    115. Adriano A. Rampini & S. Viswanathan & Guillaume Vuillemey, 2019. "Risk Management in Financial Institutions," NBER Working Papers 25698, National Bureau of Economic Research, Inc.
    116. Quddus, Mohammed A. & Bell, Michael G.H. & Schmöcker, Jan-Dirk & Fonzone, Achille, 2007. "The impact of the congestion charge on the retail business in London: An econometric analysis," Transport Policy, Elsevier, vol. 14(5), pages 433-444, September.
    117. Sébastien Jean & Giuseppe Nicoletti, 2004. "Regulation and Wage Premia," Working Papers 2004-12, CEPII research center.
    118. David Paton & Leighton Vaughan Williams, 2005. "Forecasting outcomes in spread betting markets: can bettors use 'quarbs' to beat the book?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(2), pages 139-154.
    119. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, February.
    120. Jorge González Chapela, 2012. "The Effect of Residential Location on Retirement Age: Theory and Some Evidence on Male Behaviour in the US," Urban Studies, Urban Studies Journal Limited, vol. 49(10), pages 2153-2168, August.
    121. Mun, Johnathan C. & Vasconcellos, Geraldo M. & Kish, Richard, 2000. "The Contrarian/Overreaction Hypothesis: An analysis of the US and Canadian stock markets," Global Finance Journal, Elsevier, vol. 11(1-2), pages 53-72.
    122. Jianchuan Xianyu & Soora Rasouli & Harry Timmermans, 2017. "Analysis of variability in multi-day GPS imputed activity-travel diaries using multi-dimensional sequence alignment and panel effects regression models," Transportation, Springer, vol. 44(3), pages 533-553, May.
    123. John F. Helliwell & Alan Chung, 1991. "Macroeconomic Convergence: International Transmission of Growth and Technical Progress," NBER Chapters, in: International Economic Transactions: Issues in Measurement and Empirical Research, pages 388-436, National Bureau of Economic Research, Inc.
    124. Edgar E. Twine & James Rude & Jim Unterschultz, 2016. "Country of Origin Labeling and Structural Change in U.S. Imports of Canadian Cattle and Beef," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(3), pages 545-563, September.
    125. Antonio Giuffrida & Hugh Gravelle, "undated". "Managing Demand in Primary Care: The Market for Night Visits," Discussion Papers 99/29, Department of Economics, University of York.
    126. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
    127. P. J. Gunawardana & E. A. Oczkowski, 1992. "Government Policies And Agricultural Supply Response: Paddy In Sri Lanka," Journal of Agricultural Economics, Wiley Blackwell, vol. 43(2), pages 231-242, May.
    128. Christian Hildebrand & Tobias Schlager, 2019. "Focusing on others before you shop: exposure to Facebook promotes conventional product configurations," Journal of the Academy of Marketing Science, Springer, vol. 47(2), pages 291-307, March.
    129. Agenor, Pierre-Richard & Khan, Mohsin S., 1996. "Foreign currency deposits and the demand for money in developing countries," Journal of Development Economics, Elsevier, vol. 50(1), pages 101-118, June.
    130. Gerald Blundell & Charles Ward, 2008. "The Accuracy of Valuations - Expectation and Reality," Real Estate & Planning Working Papers rep-wp2008-14, Henley Business School, University of Reading.
    131. Brown, David P. & Eckert, Andrew & Eckert, Heather, 2017. "Carbon Pricing with an Output Subsidy under Imperfect Competition: The Case of Alberta's Restructured Electricity Market," Working Papers 2017-1, University of Alberta, Department of Economics.
    132. Bernard Fingleton & Silvia Palombi, 2016. "Bootstrap J -Test for Panel Data Models with Spatially Dependent Error Components, a Spatial Lag and Additional Endogenous Variables," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(1), pages 7-26, March.
    133. Sagari, Silvia B., 1989. "International trade in financial services," Policy Research Working Paper Series 134, The World Bank.
    134. Eom, Young Sook, 1993. "Pesticide Residue Risks, Produce Choice, and Valuation of Food Safety: A Random Utility Approach," Working Papers 116113, Regional Research Project NE-165 Private Strategies, Public Policies, and Food System Performance.
    135. Krainer, Robert E., 2014. "Monetary policy and bank lending in the Euro area: Is there a stock market channel or an interest rate channel?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 283-298.
    136. Martin Gaynor & Solomon Polachek, 1990. "Measuring Ignorance in the Market: A New Method with an Application to Physician Services," NBER Working Papers 3430, National Bureau of Economic Research, Inc.
    137. Wardman, Mark, 2022. "Meta-analysis of price elasticities of travel demand in great britain: Update and extension," Transportation Research Part A: Policy and Practice, Elsevier, vol. 158(C), pages 1-18.
    138. Hagemann, Andreas, 2012. "A simple test for regression specification with non-nested alternatives," Journal of Econometrics, Elsevier, vol. 166(2), pages 247-254.
    139. Eales, James S., 1996. "A Symmetric Approach To Canadian Meat Demand Estimation," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(2), pages 1-13, December.
    140. B. Fingleton & C. Ertur, 2012. "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, vol. 7(1), pages 1-8, March.
    141. Harry Kelejian, 2008. "A spatial J-test for model specification against a single or a set of non-nested alternatives," Letters in Spatial and Resource Sciences, Springer, vol. 1(1), pages 3-11, April.
    142. Landon, Stuart & Smith, Constance, 1998. "Quality expectations, reputation, and price," MPRA Paper 9774, University Library of Munich, Germany.
    143. Konstantinos Giannakas & K. Tran & Vangelis Tzouvelekas, 1999. "On the Choice of Functional Form in Stochastic Frontiers Models: A Box-Cox Approach," Working Papers 9915, University of Crete, Department of Economics.
    144. Mauro Iacobini & Gaetano Lisi, 2016. "Prezzi edonici delle caratteristiche abitative e analisi di regressione multipla: suggerimenti pratici per la stima," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2016(2), pages 5-42.
    145. Harry H. Kelejian & Gianfranco Piras, 2016. "A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence," Empirical Economics, Springer, vol. 51(4), pages 1581-1605, December.
    146. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August.
    147. Verboven, Frank, 1999. "The Markets for Gasoline and Diesel Cars in Europe," CEPR Discussion Papers 2069, C.E.P.R. Discussion Papers.
    148. Lisi, Gaetano & Iacobini, Mauro, 2012. "Estimation of a Hedonic House Price Model with Bargaining: Evidence from the Italian Housing Market," MPRA Paper 66474, University Library of Munich, Germany.
    149. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    150. Matteo Manera & Bruno Sitzia, 2005. "Empirical factor demands and flexible functional forms: a bayesian approach," Economic Systems Research, Taylor & Francis Journals, vol. 17(1), pages 57-75.
    151. Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.).
    152. Stasavage, David, 2000. "Private investment and political uncertainty," LSE Research Online Documents on Economics 6653, London School of Economics and Political Science, LSE Library.
    153. Adrian Lüthge & Ulrich Pidun & Dodo zu Knyphausen-Aufseß, 2021. "Approximating relatedness from a business model perspective: towards a taxonomic approach," Review of Managerial Science, Springer, vol. 15(3), pages 813-846, April.
    154. Xu, Feng & Mittelhammer, Ron C. & Barkley, Paul W., 1991. "The Effects Of Parcel Characteristics On The Value Of Agricultural Land In Washington State," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271078, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    155. Mishra, Ankita & Moosa, Imad A. & Tawadros, George B. & Mishra, Vinod, 2023. "The effect of political and bureaucratic regime changes on Australia's real interest rate," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 124-136.
    156. Stuart Landon, 1997. "High School Enrollment, Minimum Wages and Education Spending," Canadian Public Policy, University of Toronto Press, vol. 23(2), pages 141-163, June.
    157. João R. Faria & Franklin G. Mixon & Kamal P. Upadhyaya, 2016. "Human capital, collegiality, and stardom in economics: empirical analysis," Scientometrics, Springer;Akadémiai Kiadó, vol. 106(3), pages 917-943, March.
    158. Chattopadhyay, Sudip, 2009. "The random expenditure function approach to welfare in RUM: The case of hazardous waste clean-up," Resource and Energy Economics, Elsevier, vol. 31(1), pages 58-74, January.
    159. Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni Urga, 2002. "Contrasts between classes of assets in fixed investment panel equations as a way of testing real option theory," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B3-3, International Conferences on Panel Data.
    160. W. Yang, 1999. "The Demand for and Supply of Shares. An Empirical Study of the Limit Order Book on the ASX," Economics Discussion / Working Papers 99-03, The University of Western Australia, Department of Economics.
    161. Kim-Huong Nguyen & Tim Coelli, 2009. "Quantifying the effects of modelling choices on hospital efficiency measures: A meta-regression analysis," CEPA Working Papers Series WP072009, School of Economics, University of Queensland, Australia.
    162. Laura Blow, 2003. "Demographics in demand systems," IFS Working Papers W03/18, Institute for Fiscal Studies.
    163. Stephen Dobson & John Goddard & John Wilson, 2001. "League Structure and Match Attendances in English Rugby League," International Review of Applied Economics, Taylor & Francis Journals, vol. 15(3), pages 335-351.
    164. Joan Carles Martori & Rafa Madariaga & Ramon Oller, 2016. "Real estate bubble and urban population density: six Spanish metropolitan areas 2001–2011," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(2), pages 369-392, March.
    165. Craig Parsons & Xavier Vanssay, 2014. "Detecting Market Competition in the Japanese Beer Industry," Journal of Industry, Competition and Trade, Springer, vol. 14(1), pages 123-143, March.
    166. Kuan, Chung-Ming & Lin, Hsin-Yi, 2010. "An encompassing test for non-nested quantile regression models," Economics Letters, Elsevier, vol. 107(2), pages 257-260, May.
    167. Breyer Friedrich & Ulrich Volker, 2000. "Gesundheitsausgaben, Alter und medizinischer Fortschritt: Eine Regressionsanalyse / Ageing, Medical Progress and Health Care Expenditures: A Regression Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(1), pages 1-17, February.
    168. Ghassan, Hassan B., 2001. "Estimation Robuste des Equations d’Importation à Contamination Ponctuelle [Robust estimation of the Equations of Punctual contaminated Imports]," MPRA Paper 56429, University Library of Munich, Germany, revised 28 Sep 2001.
    169. Giuffrida, Antonio & Gravelle, Hugh, 2001. "Inducing or restraining demand: the market for night visits in primary care," Journal of Health Economics, Elsevier, vol. 20(5), pages 755-779, September.
    170. Raechelle Mascarenhas & Todd Sandler, 2006. "Do donors cooperatively fund foreign aid?," The Review of International Organizations, Springer, vol. 1(4), pages 337-357, December.
    171. Leheyda, Nina, 2008. "Market Power, Multimarket Contact and Pricing: Some Evidence from the US Automobile Market," ZEW Discussion Papers 08-118, ZEW - Leibniz Centre for European Economic Research.
    172. Clerides, Sofronis K., 2002. "Book value: intertemporal pricing and quality discrimination in the US market for books," International Journal of Industrial Organization, Elsevier, vol. 20(10), pages 1385-1408, December.
    173. Raj, Mahendra & Sim, Ah Boon & Thurston, David C., 1997. "A generalized method of moments comparison of the cox-ingersoll-ross and heath-jarrow-morton models," Journal of Economics and Business, Elsevier, vol. 49(2), pages 169-192.
    174. Elizabeth Gustafson & Lawrence Hadley, 2007. "Revenue, Population, And Competitive Balance In Major League Baseball," Contemporary Economic Policy, Western Economic Association International, vol. 25(2), pages 250-261, April.
    175. Kastens, Terry L. & Schroeder, Ted C., 1996. "Efficiency Tests Of July Kansas City Wheat Futures," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(2), pages 1-12, December.
    176. Gebremeskel Gebremariam & Tesfa Gebremedhin & Peter Schaeffer & Randall Jackson & Tim Phipps, 2007. "An Empirical Analysis of Employment, Migration, Local Public Services and Regional Income Growth in Appalachia," Working Papers Working Paper 2007-10, Regional Research Institute, West Virginia University.
    177. Godfrey, L.G. & Santos Silva, J.M.C., 2007. "A note on variable addition tests for linear and log-linear models," Economics Letters, Elsevier, vol. 95(3), pages 422-427, June.
    178. Joan Carles Martori & Jordi Suriñach-Caralt, 2001. "Classical models of urban population density. The case of Barcelona Metropolitan Area," ERSA conference papers ersa01p46, European Regional Science Association.
    179. Sağlam, Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Working Paper Series 19224, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    180. Gebremeskel Gebremariam & Tesfa Gebremedhin & Peter Schaeffer, 2010. "Analysis of county employment and income growth in Appalachia: a spatial simultaneous-equations approach," Empirical Economics, Springer, vol. 38(1), pages 23-45, February.
    181. Ray C. Fair & John F. Oster, 2007. "College Football Rankings and Market Efficiency," Journal of Sports Economics, , vol. 8(1), pages 3-18, February.
    182. Wang, Qinan & Wu, Zhang, 2007. "An empirical study on the Lanchester model of combat for competitive advertising decisions," European Journal of Operational Research, Elsevier, vol. 183(2), pages 871-881, December.

  83. Plosser, Charles I & Schwert, G William & White, Halbert, 1982. "Differencing as a Test of Specification," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 535-552, October.

    Cited by:

    1. Chan, Kalok & Hameed, Allaudeen & Kang, Wenjin, 2013. "Stock price synchronicity and liquidity," Journal of Financial Markets, Elsevier, vol. 16(3), pages 414-438.
    2. Kothari, S. P. & Zimmerman, Jerold L., 1995. "Price and return models," Journal of Accounting and Economics, Elsevier, vol. 20(2), pages 155-192, September.
    3. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    4. Augustine C. Arize & Ali F. Darrat & Donald J. Meyer, 1990. "Capital Mobility, Monetization, and Money Demand in Developing Economies," The American Economist, Sage Publications, vol. 34(1), pages 69-75, March.
    5. Yash P. Mehra, 1986. "Recent financial deregulation and the interest elasticity of M1 demand," Economic Review, Federal Reserve Bank of Richmond, vol. 72(Jul), pages 13-24.
    6. Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Paper 687, Economics Department, Queen's University.
    7. V. Vance Roley, 1985. "Money Demand Predictability," NBER Working Papers 1580, National Bureau of Economic Research, Inc.
    8. Plummer, Elizabeth, 2006. "The effects of state funding on property tax rates and school construction," Economics of Education Review, Elsevier, vol. 25(5), pages 532-542, October.
    9. Vajanne, Laura, 2009. "Inferring market power from retail deposit interest rates in the euro area," Bank of Finland Research Discussion Papers 27/2009, Bank of Finland.
    10. Mahmood, Talat, 1990. "Die Dynamik der Rentabilität als stochastischer Prozess: eine empirische Zeitreihenanalyse von ausgewählten deutschen und amerikanischen Unternehmen. Vom Fachbereich 20 Informatik der Technischen Univ," EconStor Books, ZBW - Leibniz Information Centre for Economics, number 112236.
    11. Durlauf, Steven N & Phillips, Peter C B, 1988. "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, vol. 56(6), pages 1333-1354, November.
    12. John J. Beggs, 1988. "Diagnostic Testing in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(2), pages 81-101, June.
    13. Daniel L. Thornton, 1988. "The borrowed-reserves operating procedures: theory and evidence," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 30-54.
    14. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, February.
    15. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
    16. Sundell, Paul A., 1990. "An Examination of Federal Reserve Behavior: An Applied Reaction Function Approach," Staff Reports 278322, United States Department of Agriculture, Economic Research Service.
    17. Harvey S. Rosen & Kenneth T. Rosen & Douglas Holtz-Eakin, 1983. "Housing Tenure, Uncertainty, and Taxation," NBER Working Papers 1168, National Bureau of Economic Research, Inc.
    18. Choudhry, Taufiq, 2001. "Inflation and rates of return on stocks: evidence from high inflation countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(1), pages 75-96, March.
    19. Laura Spierdijk, 2023. "Assessing the consistency of the fixed-effects estimator: a regression-based Wald test," Empirical Economics, Springer, vol. 64(4), pages 1599-1630, April.
    20. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August.
    21. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.

  84. Domowitz, Ian & White, Halbert, 1982. "Misspecified models with dependent observations," Journal of Econometrics, Elsevier, vol. 20(1), pages 35-58, October.

    Cited by:

    1. Benedikt M. Potscher & Ingmar R. Prucha, 1994. "On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach," NBER Technical Working Papers 0085, National Bureau of Economic Research, Inc.
    2. Bierens, H.J. & Broersma, L., 1991. "The relation between unemployment and interest rate : some international evidence," Serie Research Memoranda 0112, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    3. El Ghouch, Anouar & Genton, Marc G. & Bouezmarni , Taoufik, 2012. "Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing," LIDAM Discussion Papers ISBA 2012001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    4. Marmer, Vadim & Otsu, Taisuke, 2008. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Microeconomics.ca working papers vadim_marmer-2008-13, Vancouver School of Economics, revised 25 Jul 2011.
    5. Shumway, C. Richard & Davis, George C., 2001. "Does consistent aggregation really matter?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 45(2), pages 1-34.
    6. Godfrey, Leslie G, 1987. "Discriminating between Autocorrelation and Misspecification in," The Review of Economics and Statistics, MIT Press, vol. 69(1), pages 128-134, February.
    7. Jin-Chuan Duan & Jean-Guy Simonato, 1995. "Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter," CIRANO Working Papers 95s-44, CIRANO.
    8. Canova, Fabio & Matthes, Christian, 2018. "A composite likelihood approach for dynamic structural models," CEPR Discussion Papers 13245, C.E.P.R. Discussion Papers.
    9. David F. Hendry, 2013. "Econometric Modelling: The ‘Consumption Function’ In Retrospect," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(5), pages 495-522, November.
    10. Ravinath Alahakoon & Gideon K. D. Zamba & Xuerong Meggie Wen & Akim Adekpedjou, 2024. "Estimation and Model Misspecification for Recurrent Event Data with Covariates Under Measurement Errors," Mathematics, MDPI, vol. 13(1), pages 1-23, December.
    11. Ulrich K. Müller & Mark W. Watson, 2020. "Low-Frequency Analysis of Economic Time Series," Working Papers 2020-13, Princeton University. Economics Department..
    12. Domowitz, Ian & Elbadawi, Ibrahim, 1987. "An error-correction approach to money demand : The case of Sudan," Journal of Development Economics, Elsevier, vol. 26(2), pages 257-275, August.
    13. Fabio Canova & Christian Matthes, 2021. "Dealing with misspecification in structural macroeconometric models," Quantitative Economics, Econometric Society, vol. 12(2), pages 313-350, May.
    14. Donald W.K. Andrews & Ray C. Fair, 1987. "Inference in Econometric Models with Structural Change," Cowles Foundation Discussion Papers 832, Cowles Foundation for Research in Economics, Yale University.
    15. Arie Preminger & Uri Ben-zion & David Wettstein, 2007. "The extended switching regression model: allowing for multiple latent state variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 457-473.
    16. Broersma, L., 1992. "Profits and employment in the United States 1970-1991," Serie Research Memoranda 0039, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    17. Blasques, F. & Francq, Christian & Laurent, Sébastien, 2023. "Quasi score-driven models," Journal of Econometrics, Elsevier, vol. 234(1), pages 251-275.
    18. Sinha, Sanjoy K. & Field, Christopher A. & Smith, Bruce, 2003. "Robust estimation of nonlinear regression with autoregressive errors," Statistics & Probability Letters, Elsevier, vol. 63(1), pages 49-59, May.
    19. Aris Spanos, 2018. "Mis†Specification Testing In Retrospect," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 541-577, April.
    20. Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018. "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, vol. 55(1), pages 213-232, August.
    21. Choi, Hwan-sik, 2016. "Information theory for maximum likelihood estimation of diffusion models," Journal of Econometrics, Elsevier, vol. 191(1), pages 110-128.
    22. Domowitz, Ian & Hakkio, Craig S., 1985. "Conditional variance and the risk premium in the foreign exchange market," Journal of International Economics, Elsevier, vol. 19(1-2), pages 47-66, August.
    23. Li, Yifan & Nolte, Ingmar & Pham, Manh Cuong, 2024. "Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures," Journal of Econometrics, Elsevier, vol. 241(2).
    24. Bierens, H.J. & Broersma, L., 1990. "The relation between unemployment and interest rate : some empirical evidence," Serie Research Memoranda 0078, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    25. Ian Domowitz, 1985. "New Directions in Non-linear Estimation with Dependent Observations," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 1-27, February.
    26. Ioannis Kasparis & Peter C.B. Phillips, 2009. "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1700, Cowles Foundation for Research in Economics, Yale University.
    27. Shulin Zhang & Qian M. Zhou & Huazhen Lin, 2021. "Goodness-of-fit test of copula functions for semi-parametric univariate time series models," Statistical Papers, Springer, vol. 62(4), pages 1697-1721, August.
    28. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    29. Walde, Janette F., 2007. "Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2701-2719, February.
    30. Donald W.K. Andrews, 1986. "Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers," Cowles Foundation Discussion Papers 790, Cowles Foundation for Research in Economics, Yale University.
    31. Tao Wang, 2024. "Nonlinear kernel mode‐based regression for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(2), pages 189-213, March.
    32. Adrián R. Pagan & Hernán Sabau, 1991. "On the inconsistency of the MLE in certain heteroskedastic regression models," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 6(2), pages 159-172.
    33. Neil R. Ericsson & David F. Hendry, 1985. "Conditional econometric modelling : an application to new house prices in the United Kingdom," International Finance Discussion Papers 254, Board of Governors of the Federal Reserve System (U.S.).
    34. Jeffrey M. Woodridge, 1988. "A Unified Approach to Robust, Regression-Based Specification Tests," Working papers 480, Massachusetts Institute of Technology (MIT), Department of Economics.
    35. Calzolari, Giorgio, 1992. "Stima delle equazioni simultanee non-lineari: una rassegna [Estimation of nonlinear simultaneous equations: a survey]," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.
    36. Kalyan Das & Angshuman Sarkar, 2014. "Robust inference for generalized partially linear mixed models that account for censored responses and missing covariates -- an application to Arctic data analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(11), pages 2418-2436, November.
    37. Boning Yang & Xinyi Tang & Chun Yip Yau, 2024. "Empirical prediction intervals for additive Holt–Winters methods under misspecification," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 754-770, April.
    38. Broersma, L., 1991. "The relation between unemployment and interest rate : application of an ARX approach," Serie Research Memoranda 0057, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    39. Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.
    40. Francisco Blasques & Christian Francq & Sébastien Laurent, 2020. "A New Class of Robust Observation-Driven Models," Tinbergen Institute Discussion Papers 20-073/III, Tinbergen Institute.
    41. Jin, Lei, 2011. "A data-driven test to compare two or multiple time series," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2183-2196, June.
    42. Huihui Sun, 2017. "Testing of homogeneity of variance and autocorrelation coefficients of nonlinear mixed models with AR(1) errors based on M-estimation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(2), pages 362-375, January.
    43. Anouar El Ghouch & Marc G. Genton & Taoufik Bouezmarni, 2013. "Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 455-470, September.
    44. Patrick Marsh, 2019. "Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns," Discussion Papers 19/02, University of Nottingham, Granger Centre for Time Series Econometrics.
    45. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc.
    46. Henry Brady, 1989. "Factor and ideal point analysis for interpersonally incomparable data," Psychometrika, Springer;The Psychometric Society, vol. 54(2), pages 181-202, June.
    47. Xiu, Dacheng, 2010. "Quasi-maximum likelihood estimation of volatility with high frequency data," Journal of Econometrics, Elsevier, vol. 159(1), pages 235-250, November.
    48. Berkowitz, Jeremy, 2001. "Generalized spectral estimation of the consumption-based asset pricing model," Journal of Econometrics, Elsevier, vol. 104(2), pages 269-288, September.
    49. Wooldridge, Jeffrey M., 1990. "A Unified Approach to Robust, Regression-Based Specification Tests," Econometric Theory, Cambridge University Press, vol. 6(1), pages 17-43, March.
    50. Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2024. "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers 2024_04, Universidad Torcuato Di Tella.
    51. Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-678, May.
    52. Eguchi, Shoichi, 2018. "Model comparison for generalized linear models with dependent observations," Econometrics and Statistics, Elsevier, vol. 5(C), pages 171-188.
    53. Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
    54. Ioannis Kasparis, 2008. "Functional Form Misspecification in Regressions with a Unit Root," University of Cyprus Working Papers in Economics 2-2008, University of Cyprus Department of Economics.
    55. Krupskii, Pavel & Joe, Harry, 2020. "Flexible copula models with dynamic dependence and application to financial data," Econometrics and Statistics, Elsevier, vol. 16(C), pages 148-167.

  85. White, Halbert, 1982. "Instrumental Variables Regression with Independent Observations," Econometrica, Econometric Society, vol. 50(2), pages 483-499, March.

    Cited by:

    1. Pagoulatos, Emilio & Schkwiler, J. Scott, 1982. "A Dynamic Simultaneous Model Of Market Structure And Performance In Food Industries," 1982 Annual Meeting, August 1-4, Logan, Utah 279163, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Greene, Kenneth V. & Kang, Byung-Goo, 2004. "The effect of public and private competition on high school outputs in New York State," Economics of Education Review, Elsevier, vol. 23(5), pages 497-506, October.
    3. Akhmed Akhmedov & Ekaterina Zhuravskaya, 2003. "Opportunistic Political Cycles: Test in a Young Democracy Setting," Working Papers w0024, New Economic School (NES).
    4. Wooldridge, Jeffrey M., 1997. "On two stage least squares estimation of the average treatment effect in a random coefficient model," Economics Letters, Elsevier, vol. 56(2), pages 129-133, October.
    5. Lach, Saul, 1995. "Patents and productivity growth at the industry level: A first look," Economics Letters, Elsevier, vol. 49(1), pages 101-108, July.
    6. Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007. "Instrumental variable estimation with heteroskedasticity and many instruments," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Paul Schultz, T., 2004. "School subsidies for the poor: evaluating the Mexican Progresa poverty program," Journal of Development Economics, Elsevier, vol. 74(1), pages 199-250, June.
    8. Thomas, Duncan & Strauss, John, 1997. "Health and wages: Evidence on men and women in urban Brazil," Journal of Econometrics, Elsevier, vol. 77(1), pages 159-185, March.
    9. DUGUET Emmanuel, 2004. "Innovation height, spillovers and TFP growth at the firm level: Evidence from French manufacturing," Development and Comp Systems 0411017, University Library of Munich, Germany.
    10. Roselinde Kessels & Guido Erreygers, 2014. "A unified structural equation modeling approach for the decomposition of rank-dependent indicators of socioeconomic inequality of health," EcoMod2014 7065, EcoMod.
    11. Roselinde Kessels & Guido Erreygers, 2016. "Structural equation modeling for decomposing rank-dependent indicators of socioeconomic inequality of health: an empirical study," Health Economics Review, Springer, vol. 6(1), pages 1-13, December.
    12. John Mullahy, 1998. "It'll Only Hurt a Second? Microeconomic Determinants of Who Gets Flu Shots," NBER Working Papers 6500, National Bureau of Economic Research, Inc.
    13. Todd, Prono, 2009. "Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 30994, University Library of Munich, Germany, revised 30 Jul 2011.
    14. Petri Rouvinen, 2002. "R&D—Productivity Dynamics: Causality, Lags, and ‘Dry Holes’," Journal of Applied Economics, Taylor & Francis Journals, vol. 5(1), pages 123-156, May.
    15. Jaffe, Adam B, 1986. "Technological Opportunity and Spillovers of R&D: Evidence from Firms' Patents, Profits, and Market Value," American Economic Review, American Economic Association, vol. 76(5), pages 984-1001, December.
    16. Krikamol Muandet & Arash Mehrjou & Si Kai Lee & Anant Raj, 2019. "Dual Instrumental Variable Regression," Papers 1910.12358, arXiv.org, revised Oct 2020.
    17. Loayza, N. & Schmidt, K. & Serven, L., 1999. "What Drives Private Saving Across the World?," Papers 47, Cambridge - Risk, Information & Quantity Signals.
    18. Bronwyn H. Hall & Zvi Griliches & Jerry A. Hausman, 1984. "Patents and R&D: Is There A Lag?," NBER Working Papers 1454, National Bureau of Economic Research, Inc.
    19. Cornett, Marcia Millon & Davidson, Wallace III & Rangan, Nanda, 1996. "Deregulation in investment banking: Industry concentration following Rule 415," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 85-113, January.
    20. Robert S. Chirinko & Daniel J. Wilson, 2010. "Can Lower Tax Rates be Bought? Business Rent-Seeking and Tax Competition among U.S. States," CESifo Working Paper Series 3121, CESifo.
    21. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
    22. F. Thomas Juster & John Laitner, 1993. "New evidence on altruism: a study of TIAA-CREF retirees," Discussion Paper / Institute for Empirical Macroeconomics 86, Federal Reserve Bank of Minneapolis.
    23. Easterly, William & Loayza, Norman & Montiel, Peter, 1997. "Has Latin America's post-reform growth been disappointing?," Journal of International Economics, Elsevier, vol. 43(3-4), pages 287-311, November.
    24. Wagenvoort, Rien & Waldmann, Robert, 2002. "On B-robust instrumental variable estimation of the linear model with panel data," Journal of Econometrics, Elsevier, vol. 106(2), pages 297-324, February.
    25. John Mullahy & Jody L. Sindelar, 1995. "Employment, Unemployment, and Problem Drinking," NBER Working Papers 5123, National Bureau of Economic Research, Inc.
    26. Douglas Holtz-Eakin & Harvey S . Rosen, 1988. "Tax Deductibility and Municipal Budget Structure," NBER Chapters, in: Fiscal Federalism: Quantitative Studies, pages 107-136, National Bureau of Economic Research, Inc.
    27. Jurgen A. Doornik and Marius Ooms, 2001. "Multimodality and the GARCH Likelihood," Computing in Economics and Finance 2001 76, Society for Computational Economics.
    28. Martinez-Granado, Maite, 1999. "Testing labour supply and hours constraints," UC3M Working papers. Economics 6106, Universidad Carlos III de Madrid. Departamento de Economía.
    29. John Bound & Harry J. Holzer, 1996. "Demand Shifts, Population Adjustments, and Labor Market Outcomes during the 1980s," NBER Working Papers 5685, National Bureau of Economic Research, Inc.
    30. Rouvinen, Petri, 1999. "Issues in R&D-Productivity. Causality, Lags, and 'Dry Holes'," Discussion Papers 694, The Research Institute of the Finnish Economy.
    31. Zhang, Hong-Fan, 2021. "Iterative GMM for partially linear single-index models with partly endogenous regressors," Computational Statistics & Data Analysis, Elsevier, vol. 156(C).
    32. Joshua Angrist & Peter Hull & Parag Pathak & Christopher Walters, 2016. "Interpreting Tests of School VAM Validity," American Economic Review, American Economic Association, vol. 106(5), pages 388-392, May.
    33. Palm, F.C. & Nijman, Th., 1984. "Consistent estimation using proxy-variables in models with unobserved variables," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    34. Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
    35. MEDDAHI, Nour & RENAULT, Éric, 1998. "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche 9814, Universite de Montreal, Departement de sciences economiques.
    36. Michael P. O'Malley, "undated". "Tax Exhaustion, Firm Investment, and Leasing: A Test of the Q Model of Investment," Finance and Economics Discussion Series 1996-31, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
    37. Elbadawi, Ibrahim A., 1992. "World Bank adjustment lending and economic performance in sub-Saharan Africa in the 1980s : a comparison of early adjusters, late adjusters, and nonadjusters," Policy Research Working Paper Series 1001, The World Bank.
    38. Erik Biørn, 2000. "Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences," Econometric Reviews, Taylor & Francis Journals, vol. 19(4), pages 391-424.
    39. Toni Juuti, 2022. "The role of financial development in the relationship between income inequality and economic growth: an empirical approach using cross-country panel data," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(3), pages 985-1021, June.
    40. Feng Yao & Junsen Zhang, 2013. "Efficient Kernel-Based Semiparametric IV Estimation with an Application to Resolving a Puzzle on the Estimates of the Return to Schooling," Working Papers 13-01, Department of Economics, West Virginia University.
    41. Ian Domowitz, 1985. "New Directions in Non-linear Estimation with Dependent Observations," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 1-27, February.
    42. Jeffrey M. Wooldridge, 2001. "Applications of Generalized Method of Moments Estimation," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 87-100, Fall.
    43. Erik Biørn, 2002. "Handling the measurement error problem by means of panel data: Moment methods applied on firm data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-1, International Conferences on Panel Data.
    44. Todd M. Alessandri & Sylvia Sloan Black & William E. Jackson, 2005. "The price of corporate social responsibility: the case of black economic empowerment transactions in South Africa," FRB Atlanta Working Paper 2005-29, Federal Reserve Bank of Atlanta.
    45. Gowrisankaran, Gautam & Town, Robert J., 1999. "Estimating the quality of care in hospitals using instrumental variables," Journal of Health Economics, Elsevier, vol. 18(6), pages 747-767, December.
    46. Koski, Heli, 1999. "The implications of network use, production network externalities and public networking programmes for firm's productivity," Research Policy, Elsevier, vol. 28(4), pages 423-439, April.
    47. McClellan, Mark & Newhouse, Joseph P., 1997. "The marginal cost-effectiveness of medical technology: A panel instrumental-variables approach," Journal of Econometrics, Elsevier, vol. 77(1), pages 39-64, March.
    48. A. James O'Malley & Felix Elwert & J. Niels Rosenquist & Alan M. Zaslavsky & Nicholas A. Christakis, 2014. "Estimating peer effects in longitudinal dyadic data using instrumental variables," Biometrics, The International Biometric Society, vol. 70(3), pages 506-515, September.
    49. Winai Wongsurawat, 2006. "Pornography and social ills: Evidence from the early 1990s," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 185-214, May.
    50. Lakka, Spyridoula & Michalakelis, Christos & Varoutas, Dimitris & Martakos, Draculis, 2012. "Exploring the determinants of the OSS market potential: The case of the Apache web server," Telecommunications Policy, Elsevier, vol. 36(1), pages 51-68.
    51. Loayza, Norman & Schmidt-Hebbel, Klaus & Serven, Luis, 2000. "What drives private saving around the world?," Policy Research Working Paper Series 2309, The World Bank.
    52. Douglas Holtz-Eakin & Whitney K. Newey & Harvey S. Rosen, 1989. "Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance," NBER Technical Working Papers 0048, National Bureau of Economic Research, Inc.
    53. Joshua D. Angrist, 1991. "Instrumental Variables Estimation of Average Treatment Effects in Econometrics and Epidemiology," NBER Technical Working Papers 0115, National Bureau of Economic Research, Inc.
    54. Marcia Cornett & Hamid Mehran & Hassan Tehranian, 1998. "The Impact of Risk-Based Premiums on FDIC-Insured Institutions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(2), pages 153-169, April.
    55. Dee, Thomas S., 1998. "Competition and the quality of public schools," Economics of Education Review, Elsevier, vol. 17(4), pages 419-427, October.
    56. Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
    57. Elena Huergo, 1998. "Identificación del poder de mercado: estimaciones para la industria española," Investigaciones Economicas, Fundación SEPI, vol. 22(1), pages 69-91, January.
    58. Ahn, Seung C. & Perez, M. Fabricio, 2010. "GMM estimation of the number of latent factors: With application to international stock markets," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 783-802, September.
    59. Donald W. K. Andrews, 1999. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Econometrica, Econometric Society, vol. 67(3), pages 543-564, May.
    60. Dominique Goux & Eric Maurin & Marianne Pauchet, 1999. "Fixed-term Contracts and the Dynamics of Labour Demand," Working Papers 99-02, Center for Research in Economics and Statistics.
    61. Todd, Prono, 2010. "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 20034, University Library of Munich, Germany.
    62. José C. Fariñas & Elena Huergo, 2003. "Profit Margins, Adjustment Costs and the Business Cycle: An Application to Spanish Manufacturing Firms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(1), pages 49-72, February.
    63. Beck, Thorsten & Levine, Ross, 2004. "Stock markets, banks, and growth: Panel evidence," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 423-442, March.
    64. Bronwyn H. Hall & Zvi Griliches & Jerry A. Hausman, 1983. "Patents and R&D: Searching for a Lag Structure," NBER Working Papers 1227, National Bureau of Economic Research, Inc.
    65. Arrellano, Manuel, 1996. "Symmetrically normalized instrumental-variable estimation using panel data," UC3M Working papers. Economics 4098, Universidad Carlos III de Madrid. Departamento de Economía.
    66. Junghack Kim & Bruce D McDonald & Jongmin Shon, 2022. "Does the charter form lead to lower borrowing costs? Examining the case of California local governments," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 93(1), pages 85-102, March.
    67. Joshua D. Angrist, 1990. "Does Labor Supply Explain Fluctuations in Average Hours Worked?," NBER Working Papers 3312, National Bureau of Economic Research, Inc.
    68. Mainardi, Stefano, 2005. "Earnings and work accident risk: a panel data analysis on mining," Resources Policy, Elsevier, vol. 30(3), pages 156-167, September.
    69. Denis Cogneau & Charlotte Guénard, 2002. "Les inégalités et la croissance : une relation introuvable," Working Papers DT/2002/03, DIAL (Développement, Institutions et Mondialisation).
    70. Peddle, Michael T., 1990. "Industrial Park Location: Do Firm Characteristics Matter?," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 20(2), pages 1-11.
    71. Mathur, Ike & Gleason, Kimberly C. & Singh, Manohar, 1998. "Did markets react efficiently to the 1994 Mexican peso crisis? Evidence from Mexican ADRS," Journal of Multinational Financial Management, Elsevier, vol. 8(1), pages 39-48, January.
    72. Kaestner, Robert & Grossman, Michael, 1998. "The effect of drug use on workplace accidents," Labour Economics, Elsevier, vol. 5(3), pages 267-294, September.
    73. Barnes Michael G & Smith Trenton G., 2009. "Tobacco Use as Response to Economic Insecurity: Evidence from the National Longitudinal Survey of Youth," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 9(1), pages 1-29, November.
    74. Kiviet, Jan F., 1985. "Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples," Journal of Econometrics, Elsevier, vol. 28(3), pages 327-362, June.
    75. McCarthy, Michael D., 1998. "Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 239-262.
    76. Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP) dp-319, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    77. Mandy, D. M. & Martins-Filho, Carlos, 1998. "Relative efficiency with equivalence classes of asymptotic covariances," Journal of Econometrics, Elsevier, vol. 88(1), pages 79-98, November.
    78. Elijah Brewer & William E. Jackson, 2002. "Inter-industry contagion and the competitive effects of financial distress announcements: evidence from commercial banks and life insurance companies," Working Paper Series WP-02-23, Federal Reserve Bank of Chicago.
    79. Chirinko, Robert S., 1995. "Nonconvexities, labor hoarding, technology shocks, and procyclical productivity a structural econometric analysis," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 61-98.
    80. Benjamin, Dwayne, 1995. "Can unobserved land quality explain the inverse productivity relationship?," Journal of Development Economics, Elsevier, vol. 46(1), pages 51-84, February.
    81. Koski, Heli A. & Majumdar, Sumit K., 2002. "Paragons of virtue? Competitor entry and the strategies of incumbents in the U.S. local telecommunications industry," Information Economics and Policy, Elsevier, vol. 14(4), pages 453-480, December.

  86. White, Halbert, 1982. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 20(1), pages 1-2, October.

    Cited by:

    1. Shuping Chen & Dawn A. Matsumoto, 2006. "Favorable versus Unfavorable Recommendations: The Impact on Analyst Access to Management‐Provided Information," Journal of Accounting Research, Wiley Blackwell, vol. 44(4), pages 657-689, September.
    2. Garrett M. Fitzmaurice & Stuart R. Lipsitz & Geert Molenberghs & Joseph G. Ibrahim, 2005. "A protective estimator for longitudinal binary data subject to non‐ignorable non‐monotone missingness," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(4), pages 723-735, November.
    3. William K. Mountford & Stuart R. Lipsitz & Garrett M. Fitzmaurice & Rickey E. Carter & Jeremy B. Soule & John A. Colwell & Daniel T. Lackland, 2007. "Estimating the variance of estimated trends in proportions when there is no unique subject identifier," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(1), pages 185-193, January.

  87. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.

    Cited by:

    1. Giulia BETTIN & Riccardo LUCCHETTI & Alberto ZAZZARO, 2011. "Endogeneity and sample selection in a model for remittances," Working Papers 361, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    2. Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
    3. Atsushi Inoue & Mototsugu Shintani, 2018. "Quasi‐Bayesian model selection," Quantitative Economics, Econometric Society, vol. 9(3), pages 1265-1297, November.
    4. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2013. "State-Dependent Threshold Smooth Transition Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 835-854, December.
    5. Arthur J. Caplan, 2014. "Measuring the surplus of superficiality: the case of dented bumper repair," Applied Economics Letters, Taylor & Francis Journals, vol. 21(14), pages 992-996, September.
    6. Gregori Baetschmann & Kevin E. Staub & Rainer Winkelmann, 2015. "Consistent estimation of the fixed effects ordered logit model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(3), pages 685-703, June.
    7. Robert H. Patrick & Frank A. Wolak, 2001. "Estimating the Customer-Level Demand for Electricity Under Real-Time Market Prices," NBER Working Papers 8213, National Bureau of Economic Research, Inc.
    8. Gannon, Gerard L. & Choi, Daniel F. S., 1998. "Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures," International Review of Financial Analysis, Elsevier, vol. 7(1), pages 19-36.
    9. Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers Series 581, Central Bank of Brazil, Research Department.
    10. Kostas G. Mavromaras & Chris D. Orme, 2004. "Temporary layoffs and split population models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 49-67.
    11. Viviana Fernández, 2003. "Extreme Value Theory: Value at Risk and Returns Dependence Around the World," Documentos de Trabajo 161, Centro de Economía Aplicada, Universidad de Chile.
    12. Steven Lehrer & Tian Xie, 2020. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," Working Paper 1449, Economics Department, Queen's University.
    13. Subramanian, Sundarraman & Bandyopadhyay, Dipankar, 2010. "Doubly robust semiparametric estimation for the missing censoring indicator model," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 621-630, April.
    14. Lesmond, David A., 2005. "Liquidity of emerging markets," Journal of Financial Economics, Elsevier, vol. 77(2), pages 411-452, August.
    15. Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers.
    16. Das, Debojyoti & Bhatia, Vaneet & Kumar, Surya Bhushan & Basu, Sankarshan, 2022. "Do precious metals hedge crude oil volatility jumps?," International Review of Financial Analysis, Elsevier, vol. 83(C).
    17. Francesco BARTOLUCCI & Silvia BACCI & Claudia PIGINI, 2015. "A Misspecification Test for Finite-Mixture Logistic Models for Clustered Binary and Ordered Responses," Working Papers 410, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    18. P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016. "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Econometrics, MDPI, vol. 4(2), pages 1-21, June.
    19. Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance 0652, Stockholm School of Economics.
    20. Domac, Ilker & Martinez Peria, Maria Soledad, 2003. "Banking crises and exchange rate regimes: is there a link?," Journal of International Economics, Elsevier, vol. 61(1), pages 41-72, October.
    21. Giacomini, Raffaella & Ragusa, Giuseppe & Altavilla, Carlo, 2013. "Anchoring the Yield Curve Using Survey Expectations," CEPR Discussion Papers 9738, C.E.P.R. Discussion Papers.
    22. Marcellino, Massimiliano & Sivec, Vasja, 2016. "Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs," Journal of Econometrics, Elsevier, vol. 193(2), pages 335-348.
    23. Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016. "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers 201643, University of Pretoria, Department of Economics.
    24. Weden, Margaret M & Astone, Nan M & Bishai, David, 2006. "Racial, ethnic, and gender differences in smoking cessation associated with employment and joblessness through young adulthood in the US," Social Science & Medicine, Elsevier, vol. 62(2), pages 303-316, January.
    25. David W. Hughes, 2021. "Estimating Nonlinear Network Data Models with Fixed Effects," Boston College Working Papers in Economics 1058, Boston College Department of Economics.
    26. Niguez, Trino-Manuel & Perote, Javier, 2004. "Forecasting the density of asset returns," LSE Research Online Documents on Economics 6845, London School of Economics and Political Science, LSE Library.
    27. Fernando Rios-Avila & Gustavo J. Canavire-Bacarreza, 2017. "Standard Error Correction in Two-Stage Optimization Models: A Quasi-Maximum Likelihood Estimation Approach," Documentos de Trabajo de Valor Público 15659, Universidad EAFIT.
    28. Marinacci, Massimo & Massari, Filippo, 2019. "Learning from ambiguous and misspecified models," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 144-149.
    29. Marmer, Vadim & Otsu, Taisuke, 2008. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Microeconomics.ca working papers vadim_marmer-2008-13, Vancouver School of Economics, revised 25 Jul 2011.
    30. Abadie, Alberto, 2003. "Semiparametric instrumental variable estimation of treatment response models," Journal of Econometrics, Elsevier, vol. 113(2), pages 231-263, April.
    31. Geert Bekaert & Campbell R. Harvey, 1995. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc.
    32. Aknouche, Abdelhakim & Bendjeddou, Sara, 2016. "Negative binomial quasi-likelihood inference for general integer-valued time series models," MPRA Paper 76574, University Library of Munich, Germany, revised 03 Feb 2017.
    33. Sandy Fréret & Denis Maguain, 2017. "The effects of agglomeration on tax competition: evidence from a two-regime spatial panel model on French data," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(6), pages 1100-1140, December.
    34. Philipp Köllinger & Maria Minniti & Christian Schade, 2005. ""I Think I Can, I Think I Can": Overconfidence and Entrepreneurial Behavior," Discussion Papers of DIW Berlin 501, DIW Berlin, German Institute for Economic Research.
    35. Gerhard Arminger, 1987. "Misspecification, Asymptotic Stability, and Ordinal Variables in the Analysis of Panel Data," Sociological Methods & Research, , vol. 15(3), pages 336-348, February.
    36. Lechner, Michael & Smith, Jeffrey, 2003. "What is the Value Added by Caseworkers?," CEPR Discussion Papers 3825, C.E.P.R. Discussion Papers.
    37. Ai, Chunrong & Chen, Xiaohong, 2007. "Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables," Journal of Econometrics, Elsevier, vol. 141(1), pages 5-43, November.
    38. Ayouz, Mourad K. & Remaud, Herve, 2003. "The Internationalization Determinants Of The Small Agro-Food Firms: Hypotheses And Statistical Tests," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 5(2), pages 1-27.
    39. Yuzhi Cai & Julian Stander, 2018. "The threshold GARCH model: estimation and density forecasting for financial returns," Working Papers 2018-23, Swansea University, School of Management.
    40. Esmaeel Dodangeh & Vijay P. Singh & Binh Thai Pham & Jiabo Yin & Guang Yang & Amirhosein Mosavi, 2020. "Flood Frequency Analysis of Interconnected Rivers by Copulas," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(11), pages 3533-3549, September.
    41. Smith, V. Kerry & Mansfield, Carol, 1996. "Buying Time: Real and Hypothetical Offers," RFF Working Paper Series dp-97-09, Resources for the Future.
    42. Eduardo Fé & Richard Hofler, 2013. "Count data stochastic frontier models, with an application to the patents–R&D relationship," Journal of Productivity Analysis, Springer, vol. 39(3), pages 271-284, June.
    43. Breitung, Jörg & Lechner, Michael, 1998. "Alternative GMM methods for nonlinear panel data models," SFB 373 Discussion Papers 1998,81, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    44. Nadeem A. Burney & Ashfaque H. Khan, 1991. "Household Consumption Patterns in Pakistan: An Urban-Rural Comparison Using Micro Data," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 30(2), pages 145-171.
    45. Broze, Laurence & Gourieroux, Christian, 1998. "Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators," Journal of Econometrics, Elsevier, vol. 85(1), pages 75-98, July.
    46. Sridhar, Shrihari & Naik, Prasad A. & Kelkar, Ajay, 2017. "Metrics unreliability and marketing overspending," International Journal of Research in Marketing, Elsevier, vol. 34(4), pages 761-779.
    47. Ulrich Gunter & Irem Önder, 2018. "Determinants of Airbnb demand in Vienna and their implications for the traditional accommodation industry," Tourism Economics, , vol. 24(3), pages 270-293, May.
    48. Sirimon Treepongkaruna, 2003. "Quasi-maximum likelihood estimates of Kiwi short-term interest rate," Applied Economics Letters, Taylor & Francis Journals, vol. 10(15), pages 937-942.
    49. Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017. "What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 442-504.
    50. Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2018. "Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models," Econometric Reviews, Taylor & Francis Journals, vol. 37(7), pages 695-718, August.
    51. Ken Cavalluzzo & John Wolken, 2005. "Small Business Loan Turndowns, Personal Wealth, and Discrimination," The Journal of Business, University of Chicago Press, vol. 78(6), pages 2153-2178, November.
    52. Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Papers 2110.13531, arXiv.org.
    53. George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers 1376, Cowles Foundation for Research in Economics, Yale University.
    54. Yen, Steven T. & Chern, Wen S. & Lee, Hwang-Jaw, 1991. "Effects Of Income Sources On Household Food Expenditures," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271167, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    55. Moffatt, Peter G., 1997. "Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model," Statistics & Probability Letters, Elsevier, vol. 32(1), pages 75-79, February.
    56. Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers 2017-02, Department of Economics and Business Economics, Aarhus University.
    57. Laura Coroneo & Sergio Pastorello, 2017. "European spreads at the interest rate lower bound," Discussion Papers 17/10, Department of Economics, University of York.
    58. Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation for Research in Economics, Yale University.
    59. Matthias HAGMANN & Olivier SCAILLET, 2003. "Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators," FAME Research Paper Series rp91, International Center for Financial Asset Management and Engineering.
    60. Xianzheng Huang, 2009. "Diagnosis of Random-Effect Model Misspecification in Generalized Linear Mixed Models for Binary Response," Biometrics, The International Biometric Society, vol. 65(2), pages 361-368, June.
    61. van Dijk, Bram & Paap, Richard, 2008. "Explaining individual response using aggregated data," Journal of Econometrics, Elsevier, vol. 146(1), pages 1-9, September.
    62. Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995. "Analytic Derivatives and the Computation of Garch Estimates," Papers 9519, Centro de Estudios Monetarios Y Financieros-.
    63. Allan D. Brunner, 1994. "On the dynamic properties of asymmetric models of real GNP," International Finance Discussion Papers 489, Board of Governors of the Federal Reserve System (U.S.).
    64. Xiong, Ruoxuan & Koenecke, Allison & Powell, Michael & Shen, Zhu & Vogelstein, Joshua T. & Athey, Susan, 2021. "Federated Causal Inference in Heterogeneous Observational Data," Research Papers 3990, Stanford University, Graduate School of Business.
    65. Xiaohong Chen & Zhijie Xiao & Bo Wang, 2020. "Copula-Based Time Series With Filtered Nonstationarity," Cowles Foundation Discussion Papers 2242, Cowles Foundation for Research in Economics, Yale University.
    66. Ilke AYDOGAN & Loïc BERGER & Valentina BOSETTI & Ning LIU, 2022. "Three layers of uncertainty," Working Papers 2022-iRisk-01, IESEG School of Management.
    67. Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009. "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper 15143, University Library of Munich, Germany.
    68. Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, Department of Economics and Business Economics, Aarhus University.
    69. Koutmos, Dimitrios, 2012. "An intertemporal capital asset pricing model with heterogeneous expectations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1176-1187.
    70. Gregory, Allan W. & McCurdy, Thomas H., 1986. "The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany," European Economic Review, Elsevier, vol. 30(2), pages 365-381, April.
    71. Brech, Viktor & Potrafke, Niklas, 2013. "Donor ideology and types of foreign aid," Munich Reprints in Economics 20229, University of Munich, Department of Economics.
    72. Abdul Majid, Muhamed Zulkhibri, 2010. "Measuring Monetary Conditions in A Small Open Economy: The Case of Malaysia," MPRA Paper 29154, University Library of Munich, Germany.
    73. Patrick Kline & Christopher R. Walters, 2017. "On Heckits, LATE, and Numerical Equivalence," Papers 1706.05982, arXiv.org, revised Oct 2018.
    74. Aurélie Bertrand & Ingrid Van Keilegom & Catherine Legrand, 2019. "Flexible parametric approach to classical measurement error variance estimation without auxiliary data," Biometrics, The International Biometric Society, vol. 75(1), pages 297-307, March.
    75. Maxwell L. King & Xibin Zhang & Muhammad Akram, 2011. "A New Procedure For Multiple Testing Of Econometric Models," Monash Econometrics and Business Statistics Working Papers 7/11, Monash University, Department of Econometrics and Business Statistics.
    76. Entorf, Horst, 2012. "Expected recidivism among young offenders: Comparing specific deterrence under juvenile and adult criminal law," European Journal of Political Economy, Elsevier, vol. 28(4), pages 414-429.
    77. Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
    78. Lanot, G. & Walker, I., 1993. "The Union/Non-Union Wage Differential: an Application of Semi-Parametric Methods," Papers 9337, Laval - Recherche en Politique Economique.
    79. Bockholdt, Katrin & Kemper, Jan & Brettel, Malte, 2020. "Private label shoppers between fast fashion trends and status symbolism – A customer characteristics investigation," Journal of Retailing and Consumer Services, Elsevier, vol. 52(C).
    80. Wei Lin & Gloria González‐Rivera, 2019. "Extreme returns and intensity of trading," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1121-1140, November.
    81. Kimhi, Ayal & Nachlieli, Noga, 1998. "Intergenerational Succession In Israeli Family Farms," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20811, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    82. Richter, Martin & Sørensen, Carsten, 2002. "Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans," Working Papers 2002-4, Copenhagen Business School, Department of Finance.
    83. Sebastian Kripfganz, 2019. "Generalized method of moments estimation of linear dynamic panel-data models," London Stata Conference 2019 17, Stata Users Group.
    84. Carrasco, Marine, 2002. "Misspecified Structural Change, Threshold, and Markov-switching models," Journal of Econometrics, Elsevier, vol. 109(2), pages 239-273, August.
    85. Dilip B. Madan, 2015. "Estimating Parametric Models of Probability Distributions," Methodology and Computing in Applied Probability, Springer, vol. 17(3), pages 823-831, September.
    86. Bi, Yingtao & Jeske, Daniel R., 2010. "The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1622-1637, August.
    87. Magnus, Jan R., 2007. "The Asymptotic Variance Of The Pseudo Maximum Likelihood Estimator," Econometric Theory, Cambridge University Press, vol. 23(5), pages 1022-1032, October.
    88. Xiaodi Xie, 1997. "Children and female labour supply behaviour," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1303-1310.
    89. Xie, Xian-Jin & Pendergast, Jane & Clarke, William, 2008. "Increasing the power: A practical approach to goodness-of-fit test for logistic regression models with continuous predictors," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2703-2713, January.
    90. Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
    91. Nelson, Carl, 1986. "A Parametric Model of Stochastic Production," 1986 Annual Meeting, July 27-30, Reno, Nevada 278108, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    92. Thompson, Nathanael M. & Brorsen, B. Wade & DeVuyst, Eric A. & Lusk, Jayson L., 2016. "Random Sampling of Beef Cattle for Genetic Testing: Optimal Sample Size Determination," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229195, Southern Agricultural Economics Association.
    93. Sergey Nasekin & Cathy Yi-Hsuan Chen, 2020. "Deep learning-based cryptocurrency sentiment construction," Digital Finance, Springer, vol. 2(1), pages 39-67, September.
    94. Kitamura, Yuichi & Stutzer, Michael, 2002. "Connections between entropic and linear projections in asset pricing estimation," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 159-174, March.
    95. Gregory, Allan W. & McCurdy, Thomas H., 1984. "Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis," Journal of International Money and Finance, Elsevier, vol. 3(3), pages 357-368, December.
    96. Godfrey, L.G., 2007. "Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3282-3295, April.
    97. Aït-Sahalia, Yacine & Xiu, Dacheng, 2019. "A Hausman test for the presence of market microstructure noise in high frequency data," Journal of Econometrics, Elsevier, vol. 211(1), pages 176-205.
    98. Canova, Fabio & Matthes, Christian, 2018. "A composite likelihood approach for dynamic structural models," CEPR Discussion Papers 13245, C.E.P.R. Discussion Papers.
    99. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
    100. Robert Clark & Jason Allen & Jean-Francois Houde, 2010. "Price negotiation in differentiated product markets: An analysis of the market for insured mortgages in Canada," 2010 Meeting Papers 1072, Society for Economic Dynamics.
    101. Onaran, Özlem & Stockhammer, Engelbert, 2006. "The effect of FDI and foreign trade on wages in the Central and Eastern European Countries in the post-transition era: A sectoral analysis," Department of Economics Working Paper Series 94, WU Vienna University of Economics and Business.
    102. Lee, Yoonseok & Phillips, Peter C.B., 2015. "Model selection in the presence of incidental parameters," Journal of Econometrics, Elsevier, vol. 188(2), pages 474-489.
    103. Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir, 2012. "Estimation of SEM with GARCH errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3153-3181.
    104. Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J., 2002. "Duration response measurement error," Journal of Econometrics, Elsevier, vol. 111(2), pages 169-194, December.
    105. Pan, Wei & Louis, Thomas A., 1999. "Two semi-parametric empirical Bayes estimators," Computational Statistics & Data Analysis, Elsevier, vol. 30(2), pages 185-196, April.
    106. Victor Chen & Jing Li & Daniel Shapiro, 2011. "Are OECD-prescribed “good corporate governance practices” really good in an emerging economy?," Asia Pacific Journal of Management, Springer, vol. 28(1), pages 115-138, March.
    107. Aebi, Robert & Neusser, Klaus & Steiner, Peter, 1999. "Evaluating Theories of the Income Dynamics: A Probabilistic Approach," Economics Series 61, Institute for Advanced Studies.
    108. Xiong, Wei & Wang, Dehui & Deng, Dianliang & Wang, Xinyang & Zhang, Wanying, 2022. "Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
    109. Antonis Demos & Enrique Sentana, 1996. "Testing for GARCH Effects: A One-Sided Approach," Working Papers wp1996_9611, CEMFI.
    110. Marco J. Lombardi & Giampiero M. Gallo, 2002. "Analytic Hessian Matrices and the Computation of FIGARCH Estimates," Econometrics Working Papers Archive wp2002_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    111. M. Jiménez-Gamero & A. Batsidis & M. Alba-Fernández, 2016. "Fourier methods for model selection," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 105-133, February.
    112. Benth, Fred Espen & Koekebakker, Steen, 2008. "Stochastic modeling of financial electricity contracts," Energy Economics, Elsevier, vol. 30(3), pages 1116-1157, May.
    113. Kent Wang & Jiawei Li & Shicheng Huang, 2013. "Bad beta good beta, state-space news decomposition and the cross-section of stock returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(2), pages 587-607, June.
    114. Sentana, Enrique & Fiorentini, Gabriele, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
    115. Stomberg, Christopher & White, Halbert, 2000. "Bootstrapping the Information Matrix Test," University of California at San Diego, Economics Working Paper Series qt158451cr, Department of Economics, UC San Diego.
    116. Frank X. Zhang, 2003. "What did the credit market expect of Argentina default? Evidence from default swap data," Finance and Economics Discussion Series 2003-25, Board of Governors of the Federal Reserve System (U.S.).
    117. B. Praag & T. Dijkstra & J. Velzen, 1985. "Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem," Psychometrika, Springer;The Psychometric Society, vol. 50(1), pages 25-36, March.
    118. Xiaosheng Mu & Luciano Pomatto & Philipp Strack & Omer Tamuz, 2019. "From Blackwell Dominance in Large Samples to Renyi Divergences and Back Again," Papers 1906.02838, arXiv.org, revised Sep 2020.
    119. Kai-Li Wang & Christopher Fawson & Christopher B. Barrett & James B. McDonald, 2001. "A flexible parametric GARCH model with an application to exchange rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 521-536.
    120. Christian Bontemps & Nour Meddahi, 2012. "Testing distributional assumptions: A GMM aproach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 978-1012, September.
    121. Seale, James L. & Shonkwiler, J. S., 1987. "Rationality, Price Risk, and Response," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 19(1), pages 111-118, July.
    122. Sentana, Enrique & Calzolari, Giorgio & Fiorentini, Gabriele, 2008. "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," Journal of Econometrics, Elsevier, vol. 146(1), pages 10-25, September.
    123. Smith, V. Kerry & Taylor, Donald H., Jr. & Sloan, Frank A., 2000. "Longevity Expectations and Death: Can People Predict Their Own Demise?," Working Papers 00-15, Duke University, Department of Economics.
    124. Kaiser, Lutz C., 2014. "The Gender-Career Estimation Gap," IZA Discussion Papers 8185, Institute of Labor Economics (IZA).
    125. Chien, Yi-Hsin & Hung, Mao-Wei, 2020. "The impact of appointment-based CEO connectedness on firms’ performance and profitability," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
    126. Tugba Akkaya Hocagil & Richard J. Cook & Sandra W. Jacobson & Joseph L. Jacobson & Louise M. Ryan, 2021. "Propensity score analysis for a semi‐continuous exposure variable: a study of gestational alcohol exposure and childhood cognition," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(4), pages 1390-1413, October.
    127. John Loomis & Omer Tadjion & Philip Watson & Josh Wilson & Stephen Davies & Dawn Thilmany, 2009. "A Hybrid Individual—Zonal Travel Cost Model for Estimating the Consumer Surplus of Golfing in Colorado," Journal of Sports Economics, , vol. 10(2), pages 155-167, April.
    128. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2020. "Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis," Econometrica, Econometric Society, vol. 88(1), pages 265-296, January.
    129. Lange, Andreas & Vogt, Carsten & Ziegler, Andreas, 2007. "On the importance of equity in international climate policy: An empirical analysis," Energy Economics, Elsevier, vol. 29(3), pages 545-562, May.
    130. Reischmann, Markus, 2016. "Creative accounting and electoral motives: Evidence from OECD countries," Journal of Comparative Economics, Elsevier, vol. 44(2), pages 243-257.
    131. George Tzavelas & Maria Douli & Polychronis Economou, 2017. "Model misspecification effects for biased samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(2), pages 171-185, February.
    132. Björn Kauder & Niklas Potrafke, 2013. "Government Ideology and Tuition Fee Policy: Evidence from the German States," CESifo Working Paper Series 4205, CESifo.
    133. James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
    134. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1996. "On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates," NBER Technical Working Papers 0191, National Bureau of Economic Research, Inc.
    135. Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013. "Electricity Derivatives Pricing with Forward-Looking Information," Working Papers on Finance 1317, University of St. Gallen, School of Finance.
    136. Czudaj Robert L., 2020. "The role of uncertainty on agricultural futures markets momentum trading and volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-39, June.
    137. Hodgson, Douglas J. & Linton, Oliver & Vorkink, Keith, 2004. "Testing forward exchange rate unbiasedness efficiently: A semiparametric approach," Journal of Applied Economics, Universidad del CEMA, vol. 7(2), pages 1-29, November.
    138. Lucchetti, Riccardo & Pigini, Claudia, 2014. "A simple and effective misspecification test for the double-hurdle model," Economics Letters, Elsevier, vol. 123(1), pages 75-78.
    139. Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014. "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers 15-15, Eastern Mediterranean University, Department of Economics.
    140. Hill, Jonathan B. & Aguilar, Mike, 2013. "Moment condition tests for heavy tailed time series," Journal of Econometrics, Elsevier, vol. 172(2), pages 255-274.
    141. Topi Miettinen & Sigrid Suetens, 2008. "Communication and Guilt in a Prisoner's Dilemma," Journal of Conflict Resolution, Peace Science Society (International), vol. 52(6), pages 945-960, December.
    142. Towfiqul Islam Khan & Mashfique Ibne Akbar, 2015. "Illicit Financial Flow in view of Financing the Post-2015 Development Agenda," Southern Voice Occasional Paper 25, Southern Voice.
    143. Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
    144. Herings, P.J.J. & Polemarchakis, H.M., 2000. "Pareto improving price regulation when the asset market is incomplete," Research Memorandum 016, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    145. Giorgio Calzolari & F. Di Iorio & G. Fiorentini, 1999. "Indirect Estimation of Just-Identified Models with Control Variates," Econometrics Working Papers Archive quaderno46, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    146. Xia, Xiaochao & Yang, Hu & Li, Jialiang, 2016. "Feature screening for generalized varying coefficient models with application to dichotomous responses," Computational Statistics & Data Analysis, Elsevier, vol. 102(C), pages 85-97.
    147. Jiaying Gu & Roger Koenker, 2014. "Unobserved heterogeneity in income dynamics: an empirical Bayes perspective," CeMMAP working papers CWP43/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    148. Rehfeld, Katharina-Maria & Rennings, Klaus & Ziegler, Andreas, 2004. "Integrated Product Policy and Environmental Product Innovations: An Empirical Analysis," ZEW Discussion Papers 04-71, ZEW - Leibniz Centre for European Economic Research.
    149. Esponda, Ignacio & Pouzo, Demian & Yamamoto, Yuichi, 2021. "Asymptotic behavior of Bayesian learners with misspecified models," Journal of Economic Theory, Elsevier, vol. 195(C).
    150. Jinyong Hahn & Ruoyao Shi, 2021. "Breusch and Pagan’s (1980) Test Revisited," Working Papers 202110, University of California at Riverside, Department of Economics.
    151. Wei, Yuting & Wang, Qihua & Duan, Xiaogang & Qin, Jing, 2021. "Bias-corrected Kullback–Leibler distance criterion based model selection with covariables missing at random," Computational Statistics & Data Analysis, Elsevier, vol. 160(C).
    152. David K. Levine, 1985. "Sensitivity of MLE to Measurement Error," Levine's Working Paper Archive 48, David K. Levine.
    153. Chen Zhen & Mary Muth & Abigail Okrent & Shawn Karns & Derick Brown & Peter Siegel, 2019. "Do differences in reported expenditures between household scanner data and expenditure surveys matter in health policy research?," Health Economics, John Wiley & Sons, Ltd., vol. 28(6), pages 782-800, June.
    154. Alessandra Cretarola & Gianna Fig`a-Talamanca & Marco Patacca, 2017. "A sentiment-based model for the BitCoin: theory, estimation and option pricing," Papers 1709.08621, arXiv.org.
    155. Özlem Onaran, 2008. "Jobless Growth in the Central and Eastern European Countries," Working Papers wp165, Political Economy Research Institute, University of Massachusetts at Amherst.
    156. Ahrens, Ralf & Reitz, Stefan, 2003. "Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate," CFS Working Paper Series 2003/11, Center for Financial Studies (CFS).
    157. Lavergne, Pascal, 2015. "Assessing the Approximate Validity of Moment Restrictions," TSE Working Papers 15-562, Toulouse School of Economics (TSE), revised May 2020.
    158. Kai Barron & Charles D.H. Parry & Debbie Bradshaw & Rob Dorrington & Pam Groenewald & Ria Laubscher & Richard Matzopoulos, 2022. "Alcohol, Violence and Injury-Induced Mortality: Evidence from a Modern-Day Prohibition," CESifo Working Paper Series 9595, CESifo.
    159. Ziegler, Andreas & Schwirplies, Claudia, 2014. "The determinants of voluntary carbon offsetting: A micro-econometric analysis of individuals from Germany and the United States," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100422, Verein für Socialpolitik / German Economic Association.
    160. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2013. "Investor herds and regime-switching: Evidence from Gulf Arab stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 295-321.
    161. Daniel Ventosa, "undated". "A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchang," UFAE and IAE Working Papers 513.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    162. Potrafke, Niklas, 2019. "Electoral cycles in perceived corruption: International empirical evidence," Munich Reprints in Economics 78256, University of Munich, Department of Economics.
    163. Richard J. Cook & Jerald F. Lawless, 2020. "Failure time studies with intermittent observation and losses to follow‐up," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1035-1063, December.
    164. Richard J. Cook & Leilei Zeng & Grace Y. Yi, 2004. "Marginal Analysis of Incomplete Longitudinal Binary Data: A Cautionary Note on LOCF Imputation," Biometrics, The International Biometric Society, vol. 60(3), pages 820-828, September.
    165. Corradi, Valentina & Swanson, Norman R., 2004. "A test for the distributional comparison of simulated and historical data," Economics Letters, Elsevier, vol. 85(2), pages 185-193, November.
    166. Maarten Marsman & Gunter Maris & Timo Bechger & Cees Glas, 2016. "What can we learn from Plausible Values?," Psychometrika, Springer;The Psychometric Society, vol. 81(2), pages 274-289, June.
    167. Peter Stephensen, 2016. "Logit Scaling: A General Method for Alignment in Microsimulation models," International Journal of Microsimulation, International Microsimulation Association, vol. 9(3), pages 89-102.
    168. Richard Spady & Sami Stouli, 2018. "Simultaneous mean-variance regression," CeMMAP working papers CWP25/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    169. Christian Seiler, 2013. "Nonresponse in Business Tendency Surveys: Theoretical Discourse and Empirical Evidence," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 52, May.
    170. Christian A. L. Hilber, "undated". "Neighborhood Externality Risk and The Home Ownership Status of Properties," Zell/Lurie Center Working Papers 387, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
    171. Shi, Chengchun & Song, Rui & Lu, Wenbin, 2016. "Robust learning for optimal treatment decision with NP-dimensionality," LSE Research Online Documents on Economics 102114, London School of Economics and Political Science, LSE Library.
    172. Thomas Lubik & Frank Schorfheide, 2006. "A Bayesian Look at New Open Economy Macroeconomics," NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 313-382, National Bureau of Economic Research, Inc.
    173. Susanne M. Schennach & Daniel Wilhelm, 2014. "A simple parametric model selection test," CeMMAP working papers 10/14, Institute for Fiscal Studies.
    174. Hilger, James & Englin, Jeffrey, 2009. "Utility theoretic semi-logarithmic incomplete demand systems in a natural experiment: Forest fire impacts on recreational values and use," Resource and Energy Economics, Elsevier, vol. 31(4), pages 287-298, November.
    175. Eickholt, Mathias, 2014. "Behavioral financial engineering in the fixed-income market: The influence of the coupon structure," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 16, University of Passau, Faculty of Business and Economics.
    176. F Blasques & P Gorgi & S Koopman & O Wintenberger, 2016. "Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models," Papers 1610.02863, arXiv.org.
    177. Thiel, Hendrik & Thomsen, Stephan L., 2015. "Individual Poverty Paths and the Stability of Control-Perception," IZA Discussion Papers 9334, Institute of Labor Economics (IZA).
    178. Mohamed El Ghourabi & Christian Francq & Fedya Telmoudi, 2016. "Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 46-76, January.
    179. Zinna, Gabriele, 2013. "Sovereign default risk premia: Evidence from the default swap market," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 15-35.
    180. Ashok Parikh & Kunal Sen, 2006. "Probit with heteroscedasticity: an application to Indian poverty analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 13(11), pages 699-707.
    181. Anatolyev, Stanislav, 2009. "Dynamic modeling under linear-exponential loss," Economic Modelling, Elsevier, vol. 26(1), pages 82-89, January.
    182. Andreas Blöchlinger & Markus Leippold, 2011. "A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults," Management Science, INFORMS, vol. 57(3), pages 487-505, March.
    183. Arzheimer, Kai & Evans, Jocelyn, 2010. "Bread and butter à la française: Multiparty forecasts of the French legislative vote (1981-2007)," International Journal of Forecasting, Elsevier, vol. 26(1), pages 19-31, January.
    184. Li, Fuchun & Tkacz, Greg, 2006. "A consistent bootstrap test for conditional density functions with time-series data," Journal of Econometrics, Elsevier, vol. 133(2), pages 863-886, August.
    185. Patrick M. Kline & Andres Santos, 2011. "Higher Order Properties of the Wild Bootstrap Under Misspecification," NBER Working Papers 16793, National Bureau of Economic Research, Inc.
    186. Komunjer, Ivana & Ragusa, Giuseppe, 2016. "Existence And Characterization Of Conditional Density Projections," Econometric Theory, Cambridge University Press, vol. 32(4), pages 947-987, August.
    187. Frazier, David T. & Koo, Bonsoo, 2021. "Indirect inference for locally stationary models," Journal of Econometrics, Elsevier, vol. 223(1), pages 1-27.
    188. Klaus Holst & Esben Budtz-Jørgensen, 2013. "Linear latent variable models: the lava-package," Computational Statistics, Springer, vol. 28(4), pages 1385-1452, August.
    189. Lars Peter Hansen & Thomas J Sargent, 2014. "Robust Permanent Income and Pricing," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 3, pages 33-81, World Scientific Publishing Co. Pte. Ltd..
    190. Zhang, Shulin & Song, Peter X.-K. & Shi, Daimin & Zhou, Qian M., 2012. "Information ratio test for model misspecification on parametric structures in stochastic diffusion models," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3975-3987.
    191. de Luna Xavier & Johansson Per, 2014. "Testing for the Unconfoundedness Assumption Using an Instrumental Assumption," Journal of Causal Inference, De Gruyter, vol. 2(2), pages 187-199, September.
    192. Juan A. Máñez & Juan A. Sanchis Llopis & María E. Rochina, 2004. "Sunk Costs Hysteresis In Spanish Manufacturing Exports," Working Papers. Serie EC 2004-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    193. Nakamura, Alice & Nakamura, Masao, 1998. "Model specification and endogeneity," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 213-237.
    194. Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier, 2015. "Time-varying risk premium in large cross-sectional equity datasets," Working Papers unige:76321, University of Geneva, Geneva School of Economics and Management.
    195. Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "A note on the determinants of NFTs returns," Working Paper series 24-07, Rimini Centre for Economic Analysis.
    196. Guangxin Jiang & L. Jeff Hong & Barry L. Nelson, 2020. "Online Risk Monitoring Using Offline Simulation," INFORMS Journal on Computing, INFORMS, vol. 32(2), pages 356-375, April.
    197. Lucija Muehlenbachs, 2015. "A Dynamic Model Of Cleanup: Estimating Sunk Costs In Oil And Gas Production," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 155-185, February.
    198. Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Journal of Econometrics, Elsevier, vol. 164(1), pages 188-205, September.
    199. Gabriele Soffritti, 2021. "Estimating the Covariance Matrix of the Maximum Likelihood Estimator Under Linear Cluster-Weighted Models," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 594-625, October.
    200. Russell T. Shinohara & Constantine E. Frangakis & Constantine G. Lyketsos, 2012. "A Broad Symmetry Criterion for Nonparametric Validity of Parametrically Based Tests in Randomized Trials," Biometrics, The International Biometric Society, vol. 68(1), pages 85-91, March.
    201. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019. "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, vol. 212(1), pages 4-25.
    202. Bravo, Francesco, 2009. "Two-step generalised empirical likelihood inference for semiparametric models," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1412-1431, August.
    203. Chipeniuk, Karsten O. & Walker, Todd B., 2021. "Forward inflation expectations: Evidence from inflation caps and floors," Journal of Macroeconomics, Elsevier, vol. 70(C).
    204. Tobias Hartl & Roland Weigand, 2018. "Multivariate Fractional Components Analysis," Papers 1812.09149, arXiv.org, revised Jan 2019.
    205. Seo, Byeongseon, 1999. "Distribution theory for unit root tests with conditional heteroskedasticity1," Journal of Econometrics, Elsevier, vol. 91(1), pages 113-144, July.
    206. Tobias Hartl & Roland Weigand, 2018. "Approximate State Space Modelling of Unobserved Fractional Components," Papers 1812.09142, arXiv.org, revised May 2020.
    207. Shelly Lundberg & Daniel Klepinger & Robert Plotnick, 1998. "Teen Childbearing and Human Capital: Does Timing Matter?," Working Papers 0057, University of Washington, Department of Economics.
    208. Satu Nurmi, 2004. "Plant Size, Age and Growth in Finnish Manufacturing," Finnish Economic Papers, Finnish Economic Association, vol. 17(1), pages 3-17, Spring.
    209. Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation for Research in Economics, Yale University.
    210. Daphna Harel & Russell J. Steele, 2018. "An Information Matrix Test for the Collapsing of Categories Under the Partial Credit Model," Journal of Educational and Behavioral Statistics, , vol. 43(6), pages 721-750, December.
    211. Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
    212. Hadhri, Sinda & Ftiti, Zied, 2017. "Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 39-60.
    213. Hao Wu & Michael Browne, 2015. "Random Model Discrepancy: Interpretations and Technicalities (A Rejoinder)," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 619-624, September.
    214. Hie Joo Ahn & James D. Hamilton, 2016. "Heterogeneity and Unemployment Dynamics," NBER Working Papers 22451, National Bureau of Economic Research, Inc.
    215. Anne Péguin-Feissolle & Bilel Sanhaji, 2015. "Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix)," AMSE Working Papers 1516, Aix-Marseille School of Economics, France.
    216. Hong, H. & Scaillet, O. & Tamer, E., 2001. "A fast Subsampling Method for Nonlinear Dynamic Models," Papers 2001.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
    217. Joel Corrêa da Rosa & Álvaro Veiga & Marcelo C. Medeiros, 2003. "Three-structured smooth transition regression models based on CART algorithm," Textos para discussão 469, Department of Economics PUC-Rio (Brazil).
    218. Christopher F. Parmeter & Alan T. K. Wan & Xinyu Zhang, 2019. "Model averaging estimators for the stochastic frontier model," Journal of Productivity Analysis, Springer, vol. 51(2), pages 91-103, June.
    219. Paul Dudgeon, 2017. "Some Improvements in Confidence Intervals for Standardized Regression Coefficients," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 928-951, December.
    220. Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis.
    221. Haenssgen, Marco J. & Savage, Jessica & Yeboah, Godwin & Charoenboon, Nutcha & Srenh, Sorn, 2021. "In a network of lines that intersect: The socio-economic development impact of marine resource management and conservation in Southeast Asia," World Development, Elsevier, vol. 146(C).
    222. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2004-56, Tilburg University, Center for Economic Research.
    223. Dinesh Kumar Gauri & Janos Gabor Pauler & Minakshi Trivedi, 2009. "Benchmarking Performance in Retail Chains: An Integrated Approach," Marketing Science, INFORMS, vol. 28(3), pages 502-515, 05-06.
    224. Larch, Mario & Wanner, Joschka & Yotov, Yoto & Zylkin, Thomas, 2017. "The Currency Union Effect: A PPML Re-assessment with High-Dimensional Fixed Effects," School of Economics Working Paper Series 2017-7, LeBow College of Business, Drexel University.
    225. Stefan Reitz, 2005. "Central Bank Intervention and Heterogeneous Exchange Rate Expectations: Evidence from the Daily DEM/US-Dollar Exchange Rate," Open Economies Review, Springer, vol. 16(1), pages 33-50, January.
    226. Tue Gørgens & Allan Würtz, 2012. "Testing a parametric function against a non‐parametric alternative in IV and GMM settings," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 462-489, October.
    227. Ilja M Nolte & Chris Wallace & Stephen J Newhouse & Daryl Waggott & Jingyuan Fu & Nicole Soranzo & Rhian Gwilliam & Panos Deloukas & Irina Savelieva & Dongling Zheng & Chrysoula Dalageorgou & Martin F, 2009. "Common Genetic Variation Near the Phospholamban Gene Is Associated with Cardiac Repolarisation: Meta-Analysis of Three Genome-Wide Association Studies," PLOS ONE, Public Library of Science, vol. 4(7), pages 1-10, July.
    228. Po-Hsien Huang, 2017. "Asymptotics of AIC, BIC, and RMSEA for Model Selection in Structural Equation Modeling," Psychometrika, Springer;The Psychometric Society, vol. 82(2), pages 407-426, June.
    229. Fengpei Li & Vitalii Ihnatiuk & Ryan Kinnear & Anderson Schneider & Yuriy Nevmyvaka, 2022. "Do price trajectory data increase the efficiency of market impact estimation?," Papers 2205.13423, arXiv.org, revised Mar 2023.
    230. Jan Ondrich & J. David Richardson & Shuo Zhang, 2006. "A further investigation of the link between trade and income," International Economic Journal, Taylor & Francis Journals, vol. 20(1), pages 19-36.
    231. Lo, Yungtai, 2011. "Bias from misspecification of the component variances in a normal mixture," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2739-2747, September.
    232. Mira Frick & Ryota Iijima & Tomasz Strzalecki, 2017. "Dynamic Random Utility," Cowles Foundation Discussion Papers 2092, Cowles Foundation for Research in Economics, Yale University.
    233. M. Jiménez-Gamero & R. Pino-Mejías & A. Rufián-Lizana, 2014. "Minimum $$K_{\phi }$$ K ϕ -divergence estimators for multinomial models and applications," Computational Statistics, Springer, vol. 29(1), pages 363-401, February.
    234. Bart Spiessens & Emmanuel Lesaffre & Geert Verbeke & KyungMann Kim, 2002. "Group Sequential Methods for an Ordinal Logistic Random-Effects Model Under Misspecification," Biometrics, The International Biometric Society, vol. 58(3), pages 569-575, September.
    235. Huang, Zhendong & Ferrari, Davide & Qian, Guoqi, 2017. "Parsimonious and powerful composite likelihood testing for group difference and genotype–phenotype association," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 37-49.
    236. Wang, Hui & Pan, Jiazhu, 2014. "Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models," Statistics & Probability Letters, Elsevier, vol. 91(C), pages 117-123.
    237. Weijia Jia & Weixing Song, 2018. "Goodness-of-fit tests in linear EV regression with replications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(4), pages 395-421, May.
    238. Johanna K. Loy & Nicki-Nils Seitz & Elin K. Bye & Paul Dietze & Carolin Kilian & Jakob Manthey & Kirsimarja Raitasalo & Renate Soellner & Björn Trolldal & Jukka Törrönen & Ludwig Kraus, 2021. "Changes in Alcoholic Beverage Choice and Risky Drinking among Adolescents in Europe 1999–2019," IJERPH, MDPI, vol. 18(20), pages 1-25, October.
    239. Pérez-Alonso Alicia & Di Sanzo Silvestro, 2010. "Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(1), pages 1-29, December.
    240. Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2017. "Are linear models really unuseful to describe business cycle data?," MPRA Paper 79413, University Library of Munich, Germany.
    241. Francesco Bravo, 2014. "Varying coefficients partially linear models with randomly censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 383-412, April.
    242. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2012. "Parametric Inference and Dynamic State Recovery from Option Panels," Global COE Hi-Stat Discussion Paper Series gd12-266, Institute of Economic Research, Hitotsubashi University.
    243. Chatterjee, Arpita & Morley, James & Singh, Aarti, 2017. "Estimating Household Consumption Insurance," Working Papers 2017-04, University of Sydney, School of Economics, revised Jul 2019.
    244. Emanuele BACCHIOCCHI, 2011. "Identification through heteroskedasticity: a likelihood-based approach," Departmental Working Papers 2011-19, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    245. Roy Surupa & Banerjee, Tathagata, 2007. "Analysis of Mixed Outcomes: Misclassified Binary Responses and Measurement Error in Covariates," IIMA Working Papers WP2007-01-08, Indian Institute of Management Ahmedabad, Research and Publication Department.
    246. Elena Cefis & Franco Malerba & Orietta Marsili & Luigi Orsenigo, 2021. "Time to exit: “revolving door effect” or “Schumpeterian gale of creative destruction”?," Journal of Evolutionary Economics, Springer, vol. 31(5), pages 1465-1494, November.
    247. David Brownstone & Robert Valletta, 2001. "The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 129-141, Fall.
    248. Yahia S El-Horbaty & Eman M Hanafy, 2018. "Some Estimation Methods and Their Assessment in Multilevel Models: A Review," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 5(3), pages 69-76, February.
    249. Martin Kukuk & Michael Rönnberg, 2013. "Corporate credit default models: a mixed logit approach," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 467-483, April.
    250. Richard Dennis, 2001. "The policy preferences of the U.S. Federal Reserve," Working Paper Series 2001-08, Federal Reserve Bank of San Francisco.
    251. Sherzod N. Tashpulatov, 2022. "Modeling Electricity Price Dynamics Using Flexible Distributions," Mathematics, MDPI, vol. 10(10), pages 1-15, May.
    252. Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015. "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers 201564, University of Pretoria, Department of Economics.
    253. Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
    254. Juan Díaz Maureira & Gustavo Leyva Jiménez, 2009. "Proyección de la inflación chilena en tiempos difíciles," Monetaria, CEMLA, vol. 0(4), pages 491-522, octubre-d.
    255. Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Paper 687, Economics Department, Queen's University.
    256. Wiji Arulampalam & Alison L. Booth, 2000. "Union status of young men in Britain: a decade of change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 289-310.
    257. Fabio Canova & Christian Matthes, 2021. "Dealing with misspecification in structural macroeconometric models," Quantitative Economics, Econometric Society, vol. 12(2), pages 313-350, May.
    258. Han, Peisong & Song, Peter X.-K. & Wang, Lu, 2015. "Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts," Journal of Multivariate Analysis, Elsevier, vol. 135(C), pages 59-70.
    259. Sun, Lih-Chyun & Hoehn, John P., 1993. "Modeling Multiple Responses in Contingent Valuation: Omitted Variables and Intra-Respondence Correlation," Staff Paper Series 201170, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    260. Charles Yuji Horioka & Emin Gahramanov & Aziz Hayat & Xueli Tang, 2018. "Why Do Children Take Care Of Their Elderly Parents? Are The Japanese Any Different?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 113-136, February.
    261. Roy Batchelor, 2001. "How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus," Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 225-235.
    262. Mur, Jesús & Trivez, F. Javier, 2000. "Scale Elements In Spatial Autocorrelation Tests," ERSA conference papers ersa00p97, European Regional Science Association.
    263. Neil G. Bennett & Hsien-Hen Lu & Younghwan Song, 2002. "Welfare Reform and Changes in the Economic Well-Being of Children," NBER Working Papers 9399, National Bureau of Economic Research, Inc.
    264. Dolgikh, Sofiia & Potanin, Bogdan, 2022. "Estimating the effect of higher education on abortion," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 117-139.
    265. Marco Casari & John C. Ham & John H. Kagel, 2005. "Selection bias, demographic effects, and ability effects in common value auction experiments," Staff Reports 213, Federal Reserve Bank of New York.
    266. Davidson, Russell & MacKinnon, James G., 2006. "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, vol. 133(2), pages 421-441, August.
    267. Dennis Kristensen, 2010. "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers 2010-43, Department of Economics and Business Economics, Aarhus University.
    268. Ruge-Murcia, F.J., 2001. "Inflation Targeting Under Asymmetric Preferences," Cahiers de recherche 2001-04, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    269. Gabriele Fiorentini & Enrique Sentana, 2019. "New testing approaches for mean-variance predictability," Working Paper series 19-01, Rimini Centre for Economic Analysis.
    270. Chris Goumas, 2013. "Modelling home advantage in sport: A new approach," International Journal of Performance Analysis in Sport, Taylor & Francis Journals, vol. 13(2), pages 428-439, August.
    271. Nicholas Taylor, 2011. "Time-varying price discovery in fragmented markets," Applied Financial Economics, Taylor & Francis Journals, vol. 21(10), pages 717-734.
    272. Lin, Kuo-Chin & Chen, Yi-Ju, 2015. "Detecting misspecification in the random-effects structure of cumulative logit models," Computational Statistics & Data Analysis, Elsevier, vol. 92(C), pages 126-133.
    273. de Jong, Frank, 2000. "Time Series and Cross-Section Information in Affine Term-Structure Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 300-314, July.
    274. Francesco Bartolucci & Valentina Nigro & Claudia Pigini, 2018. "Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 61-88, January.
    275. Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
    276. Deresa, Negera Wakgari & Van Keilegom, Ingrid, 2020. "A multivariate normal regression model for survival data subject to different types of dependent censoring," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    277. Liu, Sheen & Shi, Jian & Wang, Junbo & Wu, Chunchi, 2009. "The determinants of corporate bond yields," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(1), pages 85-109, February.
    278. David T. Frazier & Bonsoo Koo, 2020. "Indirect Inference for Locally Stationary Models," Monash Econometrics and Business Statistics Working Papers 30/20, Monash University, Department of Econometrics and Business Statistics.
    279. Giuliano Galimberti & Lorenzo Nuzzi & Gabriele Soffritti, 2021. "Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 235-268, March.
    280. Arne Risa Hole, 2006. "Small-sample properties of tests for heteroscedasticity in the conditional logit model," Health, Econometrics and Data Group (HEDG) Working Papers 06/04, HEDG, c/o Department of Economics, University of York.
    281. Xu, Baochang & Li, Sihui & Afzal, Ayesha & Mirza, Nawazish & Zhang, Meng, 2022. "The impact of financial development on environmental sustainability: A European perspective," Resources Policy, Elsevier, vol. 78(C).
    282. Hoechle, Daniel & Ruenzi, Stefan & Schaub, Nic & Schmid, Markus, 2014. "The Impact of Financial Advice on Trade Performance and Behavioral Biases," Working Papers on Finance 1419, University of St. Gallen, School of Finance, revised Dec 2015.
    283. Andreas Lange & Andreas Löschel & Carsten Vogt & Andreas Ziegler, 2009. "On the Self-interested Use of Equity in International Climate Negotiations," NBER Working Papers 14930, National Bureau of Economic Research, Inc.
    284. Legrain, Alexander & Buliung, Ron & El-Geneidy, Ahmed M., 2016. "Travelling fair: Targeting equitable transit by understanding job location, sectorial concentration, and transit use among low-wage workers," Journal of Transport Geography, Elsevier, vol. 53(C), pages 1-11.
    285. Eichler, Martin & Lechner, Michael, 1999. "An Evaluation of Public Employment Programmes in the East German State of Sachsen-Anhalt," IZA Discussion Papers 94, Institute of Labor Economics (IZA).
    286. Francesco Bravo, "undated". "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers 00/30, Department of Economics, University of York.
    287. Zhenlin Yang, 2013. "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers 03-2013, Singapore Management University, School of Economics.
    288. Daniel P. McMillen & Elizabeth T. Powers, 2017. "The eldercare landscape: Evidence from California," Health Economics, John Wiley & Sons, Ltd., vol. 26(S2), pages 139-157, September.
    289. Nogareda, Jazmin Seijas & Ziegler, Andreas, 2006. "Green management and green technology - exploring the causal relationship," ZEW Discussion Papers 06-040, ZEW - Leibniz Centre for European Economic Research.
    290. Brown, Flor & Domínguez Villalobos, Lilia, 2013. "Gender differences in workplace choices under crisis conditions," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
    291. Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2013. "A Generalized Spatial Panel Data Model with Random Effects," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 650-685, August.
    292. Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Systemic Risk in the Finance and Insurance Sectors," NBER Working Papers 16223, National Bureau of Economic Research, Inc.
    293. Moy, Ronald L. & Lee, Ahyee & Chen, Thomas P., 1997. "Multivariate tests of the capm under heteroskedasticity: A note," International Review of Economics & Finance, Elsevier, vol. 6(4), pages 431-439.
    294. Rangarajan Parthasarathy & Monica Garfield & Anuradha Rangarajan & Justin L. Kern, 2021. "The Case of Organizational Innovation Capability and Health Information Technology Implementation Success: As You Sow, So You Reap?," International Journal of Healthcare Information Systems and Informatics (IJHISI), IGI Global, vol. 16(4), pages 1-27, October.
    295. Jinyong Hahn & Whitney K. Newey, 2003. "Jackknife and analytical bias reduction for nonlinear panel models," CeMMAP working papers CWP17/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    296. Zhuo Chen & Steven Yen & David Eastwood, 2007. "Does smoking have a causal effect on weight reduction?," Journal of Family and Economic Issues, Springer, vol. 28(1), pages 49-67, March.
    297. Vijverberg, Wim P., 2000. "Betit: A Family That Nests Probit and Logit," IZA Discussion Papers 222, Institute of Labor Economics (IZA).
    298. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers 11/02, Institute for Fiscal Studies.
    299. Givens, Gregory & Salemi, Michael, 2012. "Inferring monetary policy objectives with a partially observed state," MPRA Paper 39353, University Library of Munich, Germany.
    300. Dastoor, Naorayex K., 2003. "The equality of comparable extended families of classical-type and Hausman-type statistics," Journal of Econometrics, Elsevier, vol. 117(2), pages 313-330, December.
    301. Miguel A. Delgado & Thomas J. Kniesner, 1997. "Count Data Models With Variance Of Unknown Form: An Application To A Hedonic Model Of Worker Absenteeism," The Review of Economics and Statistics, MIT Press, vol. 79(1), pages 41-49, February.
    302. Lucas, André, 1997. "A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior," Serie Research Memoranda 0056, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    303. Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Ahmed Khalifa, 2013. "Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?," Working Papers 819, Economic Research Forum, revised Dec 2013.
    304. Sin, Chor-Yiu & White, Halbert, 1996. "Information criteria for selecting possibly misspecified parametric models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 207-225.
    305. Xavier Labandeira & José M. Labeaga & Xiral López-Otero, 2010. "Estimation of Elasticity Price of Electricity with Incomplete Information," Working Papers 01-2010, Economics for Energy.
    306. Charles, Amelie & Darne, Olivier, 2006. "Large shocks and the September 11th terrorist attacks on international stock markets," Economic Modelling, Elsevier, vol. 23(4), pages 683-698, July.
    307. Mukherjee, Bhramar & Liu, Ivy, 2009. "A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 459-472, March.
    308. Tigran A. Melkonyan & Mr. David A. Grigorian & J. Scott Shonkwiler, 2008. "Garbage In, Gospel Out? Controlling for the Underreporting of Remittances," IMF Working Papers 2008/230, International Monetary Fund.
    309. Rainer Winkelmann, 2011. "Copula bivariate probit models: with an application to medical expenditures," ECON - Working Papers 029, Department of Economics - University of Zurich.
    310. Chen, Xiaohong & Hong, Han & Shum, Matthew, 2007. "Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models," Journal of Econometrics, Elsevier, vol. 141(1), pages 109-140, November.
    311. Namazie, Ceema Zahra, 2002. "Who bore the burden of wage arrears in the Kyrgyz republic?," LSE Research Online Documents on Economics 6555, London School of Economics and Political Science, LSE Library.
    312. Kirt Butler & Katsushi Okada, 2007. "Bivariate and higher-order terms in models of international equity returns," Applied Financial Economics, Taylor & Francis Journals, vol. 17(9), pages 725-737.
    313. Stanislav Kolenikov, 2010. "Resampling variance estimation for complex survey data," Stata Journal, StataCorp LLC, vol. 10(2), pages 165-199, June.
    314. Alba-Fernández, V. & Jiménez-Gamero, M.D., 2011. "Estimating Rao’s statistic distribution for testing uniform association in cross-classifications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(10), pages 1978-1990.
    315. Lehnert, Thorsten & Wolff, Christian C. P., 2004. "Scale-consistent Value-at-Risk," Finance Research Letters, Elsevier, vol. 1(2), pages 127-134, June.
    316. Hujer, Reinhard & Vuletic, Sandra, 2007. "Econometric analysis of financial trade processes by discrete mixture duration models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 635-667, February.
    317. Kenneth Kasa, 2007. "Learning and Model Validation," 2007 Meeting Papers 548, Society for Economic Dynamics.
    318. Dhaene, Geert & Scaillet, Olivier, 2000. "Reversed Score and Likelihood Ratio Tests," LIDAM Discussion Papers IRES 2000026, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    319. Dokken, Therere, 2013. "Land tenure in Tigray: How large is the gender bias?," CLTS Working Papers 5/13, Norwegian University of Life Sciences, Centre for Land Tenure Studies, revised 10 Oct 2019.
    320. G. Y. Yi & W. Liu & Lang Wu, 2011. "Simultaneous Inference and Bias Analysis for Longitudinal Data with Covariate Measurement Error and Missing Responses," Biometrics, The International Biometric Society, vol. 67(1), pages 67-75, March.
    321. Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun, 2020. "Estimation of heterogeneous agent models: A likelihood approach," Discussion Papers 42/2020, Deutsche Bundesbank.
    322. Hall, Stephen G. & Mitchell, James, 2007. "Combining density forecasts," International Journal of Forecasting, Elsevier, vol. 23(1), pages 1-13.
    323. Yoann Potiron & Per Mykland, 2016. "Local Parametric Estimation in High Frequency Data," Papers 1603.05700, arXiv.org, revised Aug 2018.
    324. Martin Bohl & Winfried Michels & Jens Oelgemöller, 2012. "Determinanten von Wohnimmobilienpreisen: Das Beispiel der Stadt Münster," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 32(2), pages 193-208, September.
    325. Osikominu, Aderonke, 2005. "Eine Analyse der Teilnehmerselektion in die berufliche Weiterbildung auf Basis der Integrierten Erwerbsbiografien (IEB)," IAB-Forschungsbericht 200523, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    326. Foreman, R. Dean, 2003. "A logistic analysis of bankruptcy within the US local telecommunications industry," Journal of Economics and Business, Elsevier, vol. 55(2), pages 135-166.
    327. Maas, Cora J. M. & Hox, J.J.Joop J., 2004. "The influence of violations of assumptions on multilevel parameter estimates and their standard errors," Computational Statistics & Data Analysis, Elsevier, vol. 46(3), pages 427-440, June.
    328. Andreas Lange & Andreas Ziegler, 2012. "Offsetting versus Mitigation Activities to Reduce CO2 Emissions: A Theoretical and Empirical Analysis for the U.S. and Germany," MAGKS Papers on Economics 201218, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    329. Richard Harris & C. Coskun Kucukozmen, 2001. "The empirical distribution of stock returns: evidence from an emerging European market," Applied Economics Letters, Taylor & Francis Journals, vol. 8(6), pages 367-371.
    330. Yan, Alice Xie & Shi, Jian & Wu, Chunchi, 2008. "Do macroeconomic variables matter for pricing default risk?," International Review of Economics & Finance, Elsevier, vol. 17(2), pages 279-291.
    331. DECLERCK, Carolyn H. & BOONE, Christophe & KIYONARI, Toko, 2008. "Oxytocin and cooperative behavior in social dilemmas: The moderating role of explicit incentives, social cues and individual differences," Working Papers 2008014, University of Antwerp, Faculty of Business and Economics.
    332. Brumm, Harold J, 2000. "Inflation and Central Bank Independence: Conventional Wisdom Redux," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 807-819, November.
    333. Ziegler, Andreas, 2002. "Simulated Classical Tests in the Multiperiod Multinomial Probit Model," ZEW Discussion Papers 02-38, ZEW - Leibniz Centre for European Economic Research.
    334. Michael R. Baye & J. Rupert J. Gatti & Paul Kattuman & John Morgan, 2006. "Clicks, Discontinuities, and Firm Demand Online," Working Papers 2006-21, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    335. Tsung-Shan Tsou, 2011. "Likelihood inferences for the link function without knowing the true underlying distributions," Computational Statistics, Springer, vol. 26(3), pages 507-519, September.
    336. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2022. "Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities," Econometrica, Econometric Society, vol. 90(4), pages 1681-1710, July.
    337. Liu, Hong & Sun, Qi & Zhao, Zhong, 2013. "Social Learning and Health Insurance Enrollment: Evidence from China's New Cooperative Medical Scheme," IZA Discussion Papers 7251, Institute of Labor Economics (IZA).
    338. Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang, 2017. "An efficient integrated nonparametric entropy estimator of serial dependence," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 728-780, October.
    339. Mehmet Dalkir, 2005. "A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra," Econometrics 0507001, University Library of Munich, Germany, revised 07 Jul 2005.
    340. Reitz, Stefan, 2002. "Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate," Discussion Paper Series 1: Economic Studies 2002,17, Deutsche Bundesbank.
    341. Linwood H. Pendleton & J. Scott Shonkwiler, 2001. "Valuing Bundled Attributes: A Latent Characteristics Approach," Land Economics, University of Wisconsin Press, vol. 77(1), pages 118-129.
    342. Li, Chuhui & Poskitt, D.S. & Zhao, Xueyan, 2019. "The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification," Journal of Econometrics, Elsevier, vol. 209(1), pages 94-113.
    343. Won-Yong Oh & Jongseok Cha & Young Kyun Chang, 2017. "Does Ownership Structure Matter? The Effects of Insider and Institutional Ownership on Corporate Social Responsibility," Journal of Business Ethics, Springer, vol. 146(1), pages 111-124, November.
    344. Bidarkota, Prasad V., 1998. "The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting," International Journal of Forecasting, Elsevier, vol. 14(4), pages 457-468, December.
    345. Ferraro Paul J & Vossler Christian A, 2010. "The Source and Significance of Confusion in Public Goods Experiments," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-42, July.
    346. Ando, Tomohiro & Tsay, Ruey, 2010. "Predictive likelihood for Bayesian model selection and averaging," International Journal of Forecasting, Elsevier, vol. 26(4), pages 744-763, October.
    347. de Figueiredo, Erik Alencar & Ziegelmann, Flávio Augusto, 2010. "Estimating income mobility using census data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4897-4903.
    348. Abadie, Alberto & Athey, Susan & Imbens, Guido W. & Wooldridge, Jeffrey M., 2017. "Sampling-Based vs. Design-Based Uncertainty in Regression Analysis," Research Papers 3349, Stanford University, Graduate School of Business.
    349. Uehara, Yuma, 2019. "Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models," Stochastic Processes and their Applications, Elsevier, vol. 129(10), pages 4051-4081.
    350. Hirokatsu Asano, 2010. "Estimating irreversible investment with financial constraints: an application of switching regression models," Applied Economics, Taylor & Francis Journals, vol. 42(2), pages 211-222.
    351. Isaiah Hull & Or Sattath & Eleni Diamanti & Göran Wendin, 2024. "Quantum Technology for Economists," Contributions to Economics, Springer, number 978-3-031-50780-9, October.
    352. Jodrá, P. & Jiménez-Gamero, M.D., 2016. "A note on the Log-Lindley distribution," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 189-194.
    353. Czudaj, Robert L., 2019. "Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach," Econometrics and Statistics, Elsevier, vol. 12(C), pages 78-145.
    354. Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999. "Bartlett Identities Tests," LIDAM Discussion Papers IRES 1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    355. Sueishi, Naoya, 2013. "Identification problem of the exponential tilting estimator under misspecification," Economics Letters, Elsevier, vol. 118(3), pages 509-511.
    356. Lijuan Huo & Jin Seo Cho, 2021. "Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 293-317, June.
    357. Lopes, Artur Silva & Zsurkis, Gabriel Florin, 2017. "Are linear models really unuseful to describe business cycle data?," Economics Discussion Papers 2017-5, Kiel Institute for the World Economy (IfW Kiel).
    358. Lado-Sestayo, Rubén & Otero-González, Luis & Vivel-Búa, Milagros & Martorell-Cunill, Onofre, 2016. "Impact of location on profitability in the Spanish hotel sector," Tourism Management, Elsevier, vol. 52(C), pages 405-415.
    359. KENNETH C. LAND & PATRICIA L. McCALL & DANIEL S. NAGIN, 1996. "A Comparison of Poisson, Negative Binomial, and Semiparametric Mixed Poisson Regression Models," Sociological Methods & Research, , vol. 24(4), pages 387-442, May.
    360. Sun, Yuying & Zhang, Xinyu & Wan, Alan T.K. & Wang, Shouyang, 2022. "Model averaging for interval-valued data," European Journal of Operational Research, Elsevier, vol. 301(2), pages 772-784.
    361. Peisong Han, 2014. "Multiply Robust Estimation in Regression Analysis With Missing Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1159-1173, September.
    362. Ziegler, Andreas, 2012. "Individual characteristics and stated preferences for alternative energy sources and propulsion technologies in vehicles: A discrete choice analysis for Germany," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(8), pages 1372-1385.
    363. Ren, Siewan & Wright, Anna & Wyatt, Anne, 2012. "Stock option use by Australian IPOs," Journal of Contemporary Accounting and Economics, Elsevier, vol. 8(1), pages 1-22.
    364. Ruge-Murcia, Francisco J., 2002. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," University of California at San Diego, Economics Working Paper Series qt4fc8x822, Department of Economics, UC San Diego.
    365. Alastair R. Hall & Atsushi Inoue, 2005. "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics 0505002, University Library of Munich, Germany.
    366. Ford, Stephen A. & Shonkwiler, J. S., 1994. "The Effect of Managerial Ability on Farm Financial Success," Agricultural and Resource Economics Review, Cambridge University Press, vol. 23(2), pages 150-157, October.
    367. P. Köllinger & M. Minniti, 2006. "Not for Lack of Trying: American Entrepreneurship in Black and White," Small Business Economics, Springer, vol. 27(1), pages 59-79, August.
    368. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
    369. Albert Satorra, 1989. "Alternative test criteria in covariance structure analysis: A unified approach," Psychometrika, Springer;The Psychometric Society, vol. 54(1), pages 131-151, March.
    370. Joaquim José dos Santos Ramalho, 2013. "Regression Analysis of Multivariate Fractional Data," CEFAGE-UE Working Papers 2013_05, University of Evora, CEFAGE-UE (Portugal).
    371. Jörg Schwiebert, 2018. "A Sample Selection Model for Fractional Response Variables," Working Paper Series in Economics 382, University of Lüneburg, Institute of Economics.
    372. Adrien Ehrhardt & Christophe Biernacki & Vincent Vandewalle & Philippe Heinrich & S'ebastien Beben, 2019. "R\'eint\'egration des refus\'es en Credit Scoring," Papers 1903.10855, arXiv.org.
    373. Sandra Cavaco & Jean-Yves Lesueur & Mareva Sabatier, 2004. "Stratégies De Recherche, Contraintes Spatiales Et Hétérogénéité Des Transitions Vers L'Emploi : Estimation Économétrique D'Un Modèle Structurel De Recherche," Post-Print hal-00825996, HAL.
    374. Yali Dou & Haiyan Liu & Georgios Aivaliotis, 2019. "Dynamic Dependence Modeling in financial time series," Papers 1908.05130, arXiv.org.
    375. Yujie Zhong & Richard J. Cook, 2018. "Second-Order Estimating Equations for Clustered Current Status Data from Family Studies Using Response-Dependent Sampling," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 10(1), pages 160-183, April.
    376. Atukorala, Ranjani & Sriananthakumar, Sivagowry, 2015. "A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information," Economic Modelling, Elsevier, vol. 45(C), pages 169-174.
    377. Rachel Bocquet & Olivier Brossard & Mareva Sabatier, 2007. "Complementarities in organizational design and the diffusion of information technologies: An empirical analysis," Post-Print hal-04427387, HAL.
    378. Jeffrey Englin & Klaus Moeltner, 2004. "The Value of Snowfall to Skiers and Boarders," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 29(1), pages 123-136, September.
    379. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023. "Testing for the appropriate level of clustering in linear regression models," Papers 2301.04522, arXiv.org, revised Mar 2023.
    380. Robert F. Balshaw & C. B. Dean, 2002. "A Semiparametric Model for the Analysis of Recurrent-Event Panel Data," Biometrics, The International Biometric Society, vol. 58(2), pages 324-331, June.
    381. Ying Xu & Liping Liu & Na You & Hungyu Pan & Paul Yip, 2007. "Estimating Population Size for a Continuous Time Frailty Model with Covariates in a Capture–Recapture Study," Biometrics, The International Biometric Society, vol. 63(3), pages 917-921, September.
    382. Aerts, Marc & Claeskens, Gerda, 2001. "Bootstrap tests for misspecified models, with application to clustered binary data," Computational Statistics & Data Analysis, Elsevier, vol. 36(3), pages 383-401, May.
    383. Bartolucci, Francesco & Bacci, Silvia & Pigini, Claudia, 2017. "Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data," Econometrics and Statistics, Elsevier, vol. 3(C), pages 112-131.
    384. Hung-pin Lai & Cliff Huang, 2010. "Likelihood ratio tests for model selection of stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 34(1), pages 3-13, August.
    385. Prokhorov, Artem, 2008. "A goodness-of-fit test for copulas," MPRA Paper 9998, University Library of Munich, Germany.
    386. Kline Patrick & Santos Andres, 2012. "A Score Based Approach to Wild Bootstrap Inference," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 23-41, August.
    387. Francis K. C. Hui & Samuel Müller & A. H. Welsh, 2017. "Joint Selection in Mixed Models using Regularized PQL," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1323-1333, July.
    388. Creal, Drew D. & Wu, Jing Cynthia, 2015. "Estimation of affine term structure models with spanned or unspanned stochastic volatility," Journal of Econometrics, Elsevier, vol. 185(1), pages 60-81.
    389. Ahrens, Ralf, 1999. "Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations," CFS Working Paper Series 1999/14, Center for Financial Studies (CFS).
    390. Chan, Moon-tong & Yu, Dalei & Yau, Kelvin K.W., 2015. "Multilevel cumulative logistic regression model with random effects: Application to British social attitudes panel survey data," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 173-186.
    391. Alexander Robitzsch, 2022. "Comparing the Robustness of the Structural after Measurement (SAM) Approach to Structural Equation Modeling (SEM) against Local Model Misspecifications with Alternative Estimation Approaches," Stats, MDPI, vol. 5(3), pages 1-42, July.
    392. Francois, Joseph & Fernández-Amador, Octavio & Oberdabernig, Doris & Tomberger, Patrick, 2017. "Carbon Dioxide Emissions and Economic Growth: An Assessment based on Production and Consumption Emission Inventories," CEPR Discussion Papers 11841, C.E.P.R. Discussion Papers.
    393. Bruce Desmarais, 2012. "Lessons in disguise: multivariate predictive mistakes in collective choice models," Public Choice, Springer, vol. 151(3), pages 719-737, June.
    394. Packalen, Mikko & Wirjanto, Tony S., 2012. "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 1-14, January.
    395. Govindaraj, Suresh, 2005. "Hypothesis testing for diffusion processes with continuous observations: Direct computation of large deviation results for error probabilities," Finance Research Letters, Elsevier, vol. 2(4), pages 234-247, December.
    396. Jiri Podpiera, 2008. "Policy Rate Decisions and Unbiased Parameter Estimation in Conventionally Estimated Monetary Policy Rules," Working Papers 2008/2, Czech National Bank.
    397. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper 28806, University Library of Munich, Germany.
    398. Simon Peters, 2000. "On the use of the RESET test in microeconometric models," Applied Economics Letters, Taylor & Francis Journals, vol. 7(6), pages 361-365.
    399. Francisco Cribari-Neto, 1996. "On the Corrections to Information Matrix Tests," Econometrics 9601001, University Library of Munich, Germany.
    400. Emre Demirkaya & Yang Feng & Pallavi Basu & Jinchi Lv, 2022. "Large-scale model selection in misspecified generalized linear models [Information theory and an extension of the maximum likelihood principle]," Biometrika, Biometrika Trust, vol. 109(1), pages 123-136.
    401. Kuswanto, Heri & Sibbertsen, Philipp, 2009. "Testing for Long Memory Against ESTAR Nonlinearities," Hannover Economic Papers (HEP) dp-427, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    402. Horpestad, Jone B. & Lyócsa, Štefan & Molnár, Peter & Olsen, Torbjørn B., 2019. "Asymmetric volatility in equity markets around the world," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 540-554.
    403. Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2016. "Explaining adoption and use of payment instruments by US consumers," RAND Journal of Economics, RAND Corporation, vol. 47(2), pages 293-325, May.
    404. Lechner, Michael, 1996. "An Evaluation of Public Sector Sponsored Continuous Vocational Training Programs in East Germany," Discussion Papers 539, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
    405. Yermack, David, 1996. "Higher market valuation of companies with a small board of directors," Journal of Financial Economics, Elsevier, vol. 40(2), pages 185-211, February.
    406. Olli Saarela & David A. Stephens & Erica E. M. Moodie & Marina B. Klein, 2015. "On Bayesian estimation of marginal structural models," Biometrics, The International Biometric Society, vol. 71(2), pages 279-288, June.
    407. Calzolari, Giorgio & Fiorentini, Gabriele, 1994. "Conditional heteroskedasticity in nonlinear simultaneous equations," MPRA Paper 24428, University Library of Munich, Germany.
    408. Smith, Geoffrey Peter, 2016. "Weekday variation in the leverage effect: A puzzle," Finance Research Letters, Elsevier, vol. 17(C), pages 193-196.
    409. Tsung-Shan Tsou, 2010. "Robust likelihood inferences about regression parameters for general bivariate continuous data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(1), pages 101-115, January.
    410. Huang, Tai-Hsin & Lin, Chung-I & Chen, Kuan-Chen, 2017. "Evaluating efficiencies of Chinese commercial banks in the context of stochastic multistage technologies," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 93-110.
    411. Fufa, B. & Hassan, Rashid M., 2006. "Determinants of fertilizer use on maize in Eastern Ethiopia: A weighted endogenous sampling analysis of the extent and intensity of adoption," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 45(01), pages 1-12, March.
    412. M. D. Jiménez-Gamero & A. Batsidis, 2017. "Minimum distance estimators for count data based on the probability generating function with applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(5), pages 503-545, July.
    413. Lijuan Huo & Jin Seo Cho, 2019. "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers 2019rwp-152, Yonsei University, Yonsei Economics Research Institute.
    414. Wu, Ximing & Perloff, Jeffrey M., 2007. "Information-Theoretic Deconvolution Approximation of Treatment Effect Distribution," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt9vd036zx, Department of Agricultural & Resource Economics, UC Berkeley.
    415. Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
    416. Martin Huber, 2010. "Testing for covariate balance using quantile regression and resampling methods," University of St. Gallen Department of Economics working paper series 2010 2010-18, Department of Economics, University of St. Gallen.
    417. Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1995. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," NBER Technical Working Papers 0174, National Bureau of Economic Research, Inc.
    418. A. Basu & A. Mandal & N. Martin & L. Pardo, 2018. "Testing Composite Hypothesis Based on the Density Power Divergence," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(2), pages 222-262, November.
    419. Trino-Manuel Ñíguez, 2008. "Volatility and VaR forecasting in the Madrid Stock Exchange," Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(3), pages 169-196, September.
    420. Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis, 2021. "Automatic Debiased Machine Learning via Riesz Regression," Papers 2104.14737, arXiv.org, revised Mar 2024.
    421. Mooweon Rhee & Pamela R. Haunschild, 2006. "The Liability of Good Reputation: A Study of Product Recalls in the U.S. Automobile Industry," Organization Science, INFORMS, vol. 17(1), pages 101-117, February.
    422. Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016. "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, vol. 193(1), pages 215-233.
    423. Steiner, Jakub & Netzer, Nick & Robson, Arthur & Kocourek, Pavel, 2021. "Endogenous Risk Attitudes," CEPR Discussion Papers 16190, C.E.P.R. Discussion Papers.
    424. Abbring, J.H. & van den Berg, G. & Gautier, P.A. & van Lomwel, A.G.C. & van Ours, J.C. & Ruhm, C.J., 1998. "Displaced Workers in The United States and The Netherlands," Discussion Paper 1998-96, Tilburg University, Center for Economic Research.
    425. Hodgson, Douglas J & Vorkink, Keith P, 2003. "Efficient Estimation of Conditional Asset-Pricing Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 269-283, April.
    426. Blackburn, McKinley L., 2007. "Estimating wage differentials without logarithms," Labour Economics, Elsevier, vol. 14(1), pages 73-98, January.
    427. Florian Dorn & Christoph Schinke, 2018. "Top Income Shares in OECD Countries: The Role of Government Ideology and Globalization," ifo Working Paper Series 246, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    428. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
    429. Levin, Laurence, 1995. "Demand for health insurance and precautionary motives for savings among the elderly," Journal of Public Economics, Elsevier, vol. 57(3), pages 337-367, July.
    430. Han Zhang & Lu Deng & William Wheeler & Jing Qin & Kai Yu, 2022. "Integrative analysis of multiple case‐control studies," Biometrics, The International Biometric Society, vol. 78(3), pages 1080-1091, September.
    431. Frank A. Wolak, 2016. "Designing Nonlinear Price Schedules for Urban Water Utilities to Balance Revenue and Conservation Goals," NBER Working Papers 22503, National Bureau of Economic Research, Inc.
    432. Wen-Den Chen, 2006. "Testing for spurious regression in a panel data model with the individual number and time length growing," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(8), pages 759-772.
    433. Jaya Krishnakumar & A. Nagar, 2008. "On Exact Statistical Properties of Multidimensional Indices Based on Principal Components, Factor Analysis, MIMIC and Structural Equation Models," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 86(3), pages 481-496, May.
    434. Ian R. White, 2010. "simsum: Analyses of simulation studies including Monte Carlo error," Stata Journal, StataCorp LLC, vol. 10(3), pages 369-385, September.
    435. MURASAWA Yasutomo, 2010. "Measuring Inflation Expectations Using Interval-Coded Data," ESRI Discussion paper series 236, Economic and Social Research Institute (ESRI).
    436. Antoine Djogbenou & Christian Gouri'eroux & Joann Jasiak & Maygol Bandehali, 2021. "Composite Likelihood for Stochastic Migration Model with Unobserved Factor," Papers 2109.09043, arXiv.org, revised Nov 2023.
    437. Christian Bjørnskov & Niklas Potrafke, 2013. "The size and scope of government in the US states: Does party ideology matter?," ifo Working Paper Series 162, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    438. Muller, A. & Verschoor, Willem F.C., 2008. "The Latin American exchange exposure of U.S. multinationals," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 112-130, April.
    439. Bäckman, Olof, 2005. "Welfare States, Social Structure and the Dynamics of Poverty Rates. A comparative study of 16 countries, 1980-2000," Arbetsrapport 2005:7, Institute for Futures Studies.
    440. Christian Gouriéroux & Joann Jasiak & Peng Xu, 2013. "Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives," Working Papers 2013-05, Center for Research in Economics and Statistics.
    441. Aris Spanos, 2018. "Mis†Specification Testing In Retrospect," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 541-577, April.
    442. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
    443. Pelenis, Justinas, 2014. "Bayesian regression with heteroscedastic error density and parametric mean function," Journal of Econometrics, Elsevier, vol. 178(P3), pages 624-638.
    444. Ollinger, Michael E. & Ver Ploeg, Shelly & Dicken, Christopher W., 2018. "The Impact of Super Center Stores on the Availability of SNAP-approved stores," 2018 Annual Meeting, August 5-7, Washington, D.C. 274488, Agricultural and Applied Economics Association.
    445. Grace Y. Yi & Yanyuan Ma & Donna Spiegelman & Raymond J. Carroll, 2015. "Functional and Structural Methods With Mixed Measurement Error and Misclassification in Covariates," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 681-696, June.
    446. Anna Mikusheva, 2014. "Estimation of dynamic stochastic general equilibrium models (in Russian)," Quantile, Quantile, issue 12, pages 1-21, February.
    447. Linn, Scott C. & Park, Daniel, 2005. "Outside director compensation policy and the investment opportunity set," Journal of Corporate Finance, Elsevier, vol. 11(4), pages 680-715, September.
    448. Petrova, Katerina, 2022. "Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models," Journal of Econometrics, Elsevier, vol. 230(1), pages 154-182.
    449. Nakatani, Tomoaki & Sato, Kazuo, 2005. "Truncation and Endogenous Stratification in Various Count Data Models for Recreation Demand Analysis," SSE/EFI Working Paper Series in Economics and Finance 615, Stockholm School of Economics.
    450. Roberto Colombi & Sabrina Giordano, 2019. "Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(4), pages 1175-1202, December.
    451. Boswijk, H. Peter & Lucas, Andre, 2002. "Semi-nonparametric cointegration testing," Journal of Econometrics, Elsevier, vol. 108(2), pages 253-280, June.
    452. Signe M Jensen & Hanne Hauger & Christian Ritz, 2018. "Mediation analysis for logistic regression with interactions: Application of a surrogate marker in ophthalmology," PLOS ONE, Public Library of Science, vol. 13(2), pages 1-7, February.
    453. Wendimagegn Ghidey & Emmanuel Lesaffre & Paul Eilers, 2004. "Smooth Random Effects Distribution in a Linear Mixed Model," Biometrics, The International Biometric Society, vol. 60(4), pages 945-953, December.
    454. Prishchepov, Alexander V. & Radeloff, Volker C. & Müller, Daniel & Dubinin, Maxim & Baumann, Matthias, 2011. "Determinants of agricultural land abandonment in post-soviet European Russia," IAMO Forum 2011: Will the "BRICs Decade" Continue? – Prospects for Trade and Growth 1, Leibniz Institute of Agricultural Development in Central and Eastern Europe (IAMO).
    455. Ryan Cumings-Menon & Minchul Shin, 2020. "Probability Forecast Combination via Entropy Regularized Wasserstein Distance," Working Papers 20-31/R, Federal Reserve Bank of Philadelphia.
    456. Vigenina, Denitsa & Kritikos, Alexander S., 2005. "The individual micro-lending contract: Is it a better design than joint-liability? - Evidence from Georgia," Working Paper Series 2005,10, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
    457. Kraft, Kornelius, 2001. "Codetermination as a strategic advantage?," International Journal of Industrial Organization, Elsevier, vol. 19(3-4), pages 543-566, March.
    458. Jere Behrman & Robin Sickles & Paul Taubman, 1990. "Age-Specific Death Rates With Tobacco Smoking and Occupational Activity: Sensitivity to Sample Length, Functional Form, and Unobserved Frailty," Demography, Springer;Population Association of America (PAA), vol. 27(2), pages 267-284, May.
    459. Luc Arrondel & François-Charles Wolff, 1998. "La nature des transferts inter vivos en France : investissements humains, aides financières et transmission du patrimoine," Économie et Prévision, Programme National Persée, vol. 135(4), pages 1-27.
    460. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997. "\"Peso problem\" explanations for term structure anomalies," Working Paper Series, Issues in Financial Regulation WP-97-07, Federal Reserve Bank of Chicago.
    461. Feldhütter, Peter & Lando, David, 2008. "Decomposing swap spreads," Journal of Financial Economics, Elsevier, vol. 88(2), pages 375-405, May.
    462. Pablo A. Guerrón-Quintana & James M. Nason, 2013. "Bayesian estimation of DSGE models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 21, pages 486-512, Edward Elgar Publishing.
    463. Entorf, Horst, 2011. "Turning 18: What a Difference Application of Adult Criminal Law Makes," MPRA Paper 29811, University Library of Munich, Germany.
    464. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
    465. MEDDAHI, Nour & RENAULT, Éric, 1998. "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche 9814, Universite de Montreal, Departement de sciences economiques.
    466. Colombi, Roberto, 2020. "Selection tests for possibly misspecified hierarchical multinomial marginal models," Econometrics and Statistics, Elsevier, vol. 16(C), pages 136-147.
    467. Choi, Hwan-sik, 2016. "Information theory for maximum likelihood estimation of diffusion models," Journal of Econometrics, Elsevier, vol. 191(1), pages 110-128.
    468. Yuting Wei & Qihua Wang & Wei Liu, 2021. "Model averaging for linear models with responses missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(3), pages 535-553, June.
    469. Jung Yeon Lee & Myeong-Kyu Kim & Wonkuk Kim, 2020. "Robust Linear Trend Test for Low-Coverage Next-Generation Sequence Data Controlling for Covariates," Mathematics, MDPI, vol. 8(2), pages 1-14, February.
    470. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 93fe16c1-9f21-4dab-9b73-4, Tilburg University, School of Economics and Management.
    471. Ali Ahmad & Christian Francq, 2015. "Poisson QMLE of Count Time Series Models," Post-Print hal-01533548, HAL.
    472. Taisuke Otsu & Yoon-Jae Whang, 2005. "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers 1533, Cowles Foundation for Research in Economics, Yale University.
    473. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
    474. Masaaki Matsuura & Shinto Eguchi, 2005. "Modeling Late Entry Bias in Survival Analysis," Biometrics, The International Biometric Society, vol. 61(2), pages 559-566, June.
    475. Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," Working Paper series 38_12, Rimini Centre for Economic Analysis.
    476. Fang, Ying & Park, Sung Y. & Zhang, Jinfeng, 2014. "A simple spatial dependence test robust to local and distributional misspecifications," Economics Letters, Elsevier, vol. 124(2), pages 203-206.
    477. Domowitz, Ian & Hakkio, Craig S., 1985. "Conditional variance and the risk premium in the foreign exchange market," Journal of International Economics, Elsevier, vol. 19(1-2), pages 47-66, August.
    478. Ayal Kimhi, 1999. "Estimation of an endogenous switching regression model with discrete dependent variables: Monte-Carlo analysis and empirical application of three estimators," Empirical Economics, Springer, vol. 24(2), pages 225-241.
    479. Vinicius Ratton Brandi, 2020. "Short-Term Predictability of Stock Market Indexes following Large Drawdowns and Drawups," Working Papers Series 529, Central Bank of Brazil, Research Department.
    480. Joachim Zietz, 2005. "Detecting Neglected Parameter Heterogeneity with Chow Tests," Working Papers 200503, Middle Tennessee State University, Department of Economics and Finance.
    481. Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013. "A predictability test for a small number of nested models," Working Paper Series 1580, European Central Bank.
    482. Vijverberg, Chu-Ping C. & Vijverberg, Wim P.M. & Taşpınar, Süleyman, 2016. "Linking Tukey’s legacy to financial risk measurement," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 595-615.
    483. Kajal Lahiri & Guibo Xing, 2004. "An econometric analysis of veterans’ health care utilization using two-part models," Empirical Economics, Springer, vol. 29(2), pages 431-449, May.
    484. Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019. "Prediction Regions for Interval-valued Time Series," Working Papers 201921, University of California at Riverside, Department of Economics.
    485. Bierlaire, M. & Bolduc, D. & McFadden, D., 2008. "The estimation of generalized extreme value models from choice-based samples," Transportation Research Part B: Methodological, Elsevier, vol. 42(4), pages 381-394, May.
    486. Agresti, Alan & Caffo, Brian, 2002. "Measures of relative model fit," Computational Statistics & Data Analysis, Elsevier, vol. 39(2), pages 127-136, April.
    487. Eaton Jonathan & Tamura Akiko, 1994. "Bilateralism and Regionalism in Japanese and U.S. Trade and Direct Foreign Investment Patterns," Journal of the Japanese and International Economies, Elsevier, vol. 8(4), pages 478-510, December.
    488. Antoine Goujard, 2013. "Cross-Country Spillovers from Fiscal Consolidations," OECD Economics Department Working Papers 1099, OECD Publishing.
    489. Li, Yong & Yu, Jun & Zeng, Tao, 2018. "Specification tests based on MCMC output," Journal of Econometrics, Elsevier, vol. 207(1), pages 237-260.
    490. Osberghaus, Daniel, 2015. "The determinants of private flood mitigation measures in Germany — Evidence from a nationwide survey," Ecological Economics, Elsevier, vol. 110(C), pages 36-50.
    491. Hamparsum Bozdogan, 1987. "Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions," Psychometrika, Springer;The Psychometric Society, vol. 52(3), pages 345-370, September.
    492. Rainer Winkelmann, 2009. "Copula-based bivariate binary response models," SOI - Working Papers 0913, Socioeconomic Institute - University of Zurich.
    493. Ziegler, Andreas, 2001. "Simulated z-tests in multinomial probit models," ZEW Discussion Papers 01-53, ZEW - Leibniz Centre for European Economic Research.
    494. Yoshida, Takuma, 2018. "Semiparametric method for model structure discovery in additive regression models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 124-136.
    495. Astebro, Thomas & Bernhardt, Irwin, 2003. "Start-up financing, owner characteristics, and survival," Journal of Economics and Business, Elsevier, vol. 55(4), pages 303-319.
    496. Malik, Ali Khalil, 2005. "European exchange rate volatility dynamics: an empirical investigation," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 187-215, January.
    497. Christian de Peretti, 2003. "Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 187-212, October.
    498. Antonio Musolesi & Jean-Pierre Huiban, 2010. "Innovation and productivity in knowledge intensive business services," Journal of Productivity Analysis, Springer, vol. 34(1), pages 63-81, August.
    499. Schorfheide, Frank & An, Sungbae, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers.
    500. Kirill Evdokimov & Yuichi Kitamura & Taisuke Otsu, 2014. "Robust estimation of moment condition models with weakly dependent data," STICERD - Econometrics Paper Series 579, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    501. Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021. "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, vol. 141(2), pages 669-692.
    502. Bollen, Nicolas P. B. & Gray, Stephen F. & Whaley, Robert E., 2000. "Regime switching in foreign exchange rates: Evidence from currency option prices," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 239-276.
    503. Xinyu Zhang & Dalei Yu & Guohua Zou & Hua Liang, 2016. "Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1775-1790, October.
    504. Hallin, Marc & La Vecchia, Davide, 2017. "R-estimation in semiparametric dynamic location-scale models," Journal of Econometrics, Elsevier, vol. 196(2), pages 233-247.
    505. Chionis, Dionysios & MacDonald, Ronald, 1997. "Some tests of market microstructure hypotheses in the foreign exchange market," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 203-229, October.
    506. Bettin, Giulia & Lucchetti, Riccardo & Zazzaro, Alberto, 2009. "Income, consumption and remittances: Evidence from immigrants to Australia," HWWI Research Papers 3-21, Hamburg Institute of International Economics (HWWI).
    507. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
    508. Daniel Klepinger & Shelly Lundberg & Robert Plotnick, 1999. "How Does Adolescent Fertility Affect the Human Capital and Wages of Young Women?," Journal of Human Resources, University of Wisconsin Press, vol. 34(3), pages 421-448.
    509. Yi-Ting Chen & Zhongjun Qu, 2015. "M Tests with a New Normalization Matrix," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 617-652, May.
    510. Enrique López-Bazo & Tomás del Barrio & Manuel Artis, 2002. "The regional distribution of Spanish unemployment: A spatial analysis," Papers in Regional Science, Springer;Regional Science Association International, vol. 81(3), pages 365-389.
    511. Edoardo Otranto & Romana Gargano, 2015. "Financial clustering in presence of dominant markets," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(3), pages 315-339, September.
    512. Norman Wong, 2005. "Determinants of the Accounting Change for Income Tax," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(5‐6), pages 1171-1196, June.
    513. D. R. Cox, 2013. "A return to an old paper: ‘Tests of separate families of hypotheses’," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 207-215, March.
    514. Borgonovo, E. & Cappelli, V. & Maccheroni, F. & Marinacci, M., 2018. "Risk analysis and decision theory: A bridge," European Journal of Operational Research, Elsevier, vol. 264(1), pages 280-293.
    515. Ioannis Kasparis & Peter C.B. Phillips, 2009. "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1700, Cowles Foundation for Research in Economics, Yale University.
    516. Guggenberger, Patrik, 2012. "A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters," Economics Letters, Elsevier, vol. 117(3), pages 901-904.
    517. Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
    518. Chi‐Chuan Lee & Tai‐Hsin Huang, 2019. "What Causes The Efficiency And The Technology Gap Under Different Ownership Structures In The Chinese Banking Industry?," Contemporary Economic Policy, Western Economic Association International, vol. 37(2), pages 332-348, April.
    519. White, Halbert & Hong, Yongmiao, 1999. "M-Testing Using Finite and Infinite Dimensional Parameter Estimators," University of California at San Diego, Economics Working Paper Series qt9qz123ng, Department of Economics, UC San Diego.
    520. Fernandez, Viviana, 2005. "Risk management under extreme events," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 113-148.
    521. Anindya Sen & Hideki Ariizumi, 2013. "Teen families, welfare transfers, and the minimum wage: evidence from Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 46(1), pages 338-360, February.
    522. Dogan, Osman & Taspinar, Suleyman & Bera, Anil K., 2017. "Simple Tests for Social Interaction Models with Network Structures," MPRA Paper 82828, University Library of Munich, Germany.
    523. Michael Baker & Samuel A. Rea, 1998. "Employment Spells And Unemployment Insurance Eligibility Requirements," The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 80-94, February.
    524. Gregori Baetschmann & Kevin E. Staub & Rainer Winkelmann, 2011. "Reconsidering the analysis of longitudinal happiness data - with an application to the effect of unemployment," ECON - Working Papers 004, Department of Economics - University of Zurich, revised Jun 2011.
    525. Sarah L. Benz & Julia Kuhlmann & Dirk Schreckenberg & Jördis Wothge, 2021. "Contributors to Neighbour Noise Annoyance," IJERPH, MDPI, vol. 18(15), pages 1-14, July.
    526. Park, Sungchul & Lee, Jason & Ikai, Hiroshi & Otsubo, Tetsuya & Imanaka, Yuichi, 2013. "Decentralization and centralization of healthcare resources: Investigating the associations of hospital competition and number of cardiologists per hospital with mortality and resource utilization in ," Health Policy, Elsevier, vol. 113(1), pages 100-109.
    527. Alonso, A. & Litière, S. & Molenberghs, G., 2008. "A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4474-4486, May.
    528. Harry Joe & Alberto Maydeu-Olivares, 2010. "A General Family of Limited Information Goodness-of-Fit Statistics for Multinomial Data," Psychometrika, Springer;The Psychometric Society, vol. 75(3), pages 393-419, September.
    529. Leonardo Becchetti & Maria Santoro, 2001. "The determinants of small and medium-sized firm internationalization and its relationship with productive efficiency," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 137(2), pages 297-319, June.
    530. Hao Wu & Michael Browne, 2015. "Quantifying Adventitious Error in a Covariance Structure as a Random Effect," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 571-600, September.
    531. Paulo Soares De Pinho, 2001. "Using accounting data to measure efficiency in banking: an application to Portugal," Applied Financial Economics, Taylor & Francis Journals, vol. 11(5), pages 527-538.
    532. Boudreaux, Christopher, 2019. "Do private enterprises outperform state enterprises in an emerging market? The importance of institutional context in entrepreneurship," MPRA Paper 93039, University Library of Munich, Germany.
    533. William H. Greene & Ana P. Martins, 2002. "Striking Features of the Labor Market," EERI Research Paper Series EERI RP 2002/08, Economics and Econometrics Research Institute (EERI), Brussels.
    534. Li, Yong & Liu, Xiaobin & Zeng, Tao & Yu, Jun, 2018. "A Posterior-Based Wald-Type Statistic for Hypothesis Testing," Economics and Statistics Working Papers 8-2018, Singapore Management University, School of Economics.
    535. Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
    536. In-Koo Cho & Noah Williams & Thomas J. Sargent, 2002. "Escaping Nash Inflation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(1), pages 1-40.
    537. Richard A. March, 2002. "A review of SORITEC for Windows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 85-90.
    538. Plassmann, Florenz & Tideman, T. Nicolaus, 2000. "A Markov Chain Monte Carlo Analysis of the Effect of Two-Rate Property Taxes on Construction," Journal of Urban Economics, Elsevier, vol. 47(2), pages 216-247, March.
    539. David S. Bunch, 2014. "Numerical methods for optimization-based model estimation and inference," Chapters, in: Stephane Hess & Andrew Daly (ed.), Handbook of Choice Modelling, chapter 23, pages 565-598, Edward Elgar Publishing.
    540. CHEN, Piao & YE, Zhi-Sheng, 2018. "A systematic look at the gamma process capability indices," European Journal of Operational Research, Elsevier, vol. 265(2), pages 589-597.
    541. Wooldridge, Jeffrey M., 2014. "Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 182(1), pages 226-234.
    542. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers 55/13, Institute for Fiscal Studies.
    543. Eisenberg, Theodore & Sundgren, Stefan & Wells, Martin T., 1998. "Larger board size and decreasing firm value in small firms," Journal of Financial Economics, Elsevier, vol. 48(1), pages 35-54, April.
    544. Billio, Monica & Getmansky, Mila & Pelizzon, Loriana, 2012. "Dynamic risk exposures in hedge funds," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3517-3532.
    545. Bera, Anil K. & Kim, Sangwhan, 2002. "Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns," Journal of Empirical Finance, Elsevier, vol. 9(2), pages 171-195, March.
    546. Gunnar Gutsche & Anja Köbrich León & Andreas Ziegler, 2016. "On the relevance of psychological motives, values, and norms for socially responsible investments: An econometric analysis," MAGKS Papers on Economics 201641, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    547. Georgiadis, Andreas & Pitelis, Christos N., 2008. "HRM practices and knowledge processes outcomes: empirical evidence from a quasi-experiment on UK SMEs in the tourism hospitality and leisure sector," LSE Research Online Documents on Economics 19636, London School of Economics and Political Science, LSE Library.
    548. Hazans, Mihails, 2011. "What Explains Prevalence of Informal Employment in European Countries: The Role of Labor Institutions, Governance, Immigrants, and Growth," IZA Discussion Papers 5872, Institute of Labor Economics (IZA).
    549. Liu, Jingzhen & Kemp, Alexander, 2019. "Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables," Energy Economics, Elsevier, vol. 81(C), pages 672-686.
    550. Raffaele Miniaci & Sergio Pastorello, 2008. "Mean-Variance Econometric Analysis of Household Portfolios," Working Papers 0807, University of Brescia, Department of Economics.
    551. Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, vol. 29(6), pages 2174-2182.
    552. Tristani, Oreste & Vestin, David & Hördahl, Peter, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series 405, European Central Bank.
    553. Claudio ARAUJO & Catherine ARAUJO BONJEAN & Jean-Louis COMBES & Pascale COMBES MOTEL, 2001. "Devaluation and Cattle Markets Integration in Burkina Faso," Working Papers 200114, CERDI.
    554. Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner - L, 1991. "es modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annals of Economics and Statistics, GENES, issue 24, pages 1-59.
    555. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007. "Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003;," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 203-225.
    556. Oser, Ursula, 1995. "Remittances of guest workers to their home countries: An econometric analysis," Discussion Papers 25, University of Konstanz, Center for International Labor Economics (CILE).
    557. Shonkwiler, J.S. & Hanley, Nick, 2000. "A New Approach to Random Utility Modeling with Application to Evaluating Rock Climbing in Scotland," Western Region Archives 321673, Western Region - Western Extension Directors Association (WEDA).
    558. Elke D. Groh & Andreas Ziegler, 2017. "On self-interested preferences for burden sharing rules: An econometric analysis for the costs of energy policy measures," MAGKS Papers on Economics 201754, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    559. Kastner, Christian & Fieger, Andreas & Heumann, Christian, 1997. "MAREG and WinMAREG A tool for marginal regression models," Computational Statistics & Data Analysis, Elsevier, vol. 24(2), pages 237-241, April.
    560. Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016. "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers 201666, University of Pretoria, Department of Economics.
    561. Alexander Kriwoluzky, 2009. "Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models," Economics Working Papers ECO2009/29, European University Institute.
    562. Marshall M. Joffe & Wei Peter Yang & Harold Feldman, 2012. "G-Estimation and Artificial Censoring: Problems, Challenges, and Applications," Biometrics, The International Biometric Society, vol. 68(1), pages 275-286, March.
    563. Olof Bäckman, 2005. "Welfare States, Social Structure and the Dynamics of Poverty Rates: A Comparative Study of 16 Countries, 1980-2000," LIS Working papers 408, LIS Cross-National Data Center in Luxembourg.
    564. John Mullahy, 2011. "Multivariate Fractional Regression Estimation Of Econometric Share Models," Working Papers 201133, Geary Institute, University College Dublin.
    565. Limsombunchai, Visit, 2004. "House Price Prediction: Hedonic Price Model vs. Artificial Neural Network," 2004 Conference, June 25-26, 2004, Blenheim, New Zealand 97781, New Zealand Agricultural and Resource Economics Society.
    566. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
    567. Shulin Zhang & Qian M. Zhou & Huazhen Lin, 2021. "Goodness-of-fit test of copula functions for semi-parametric univariate time series models," Statistical Papers, Springer, vol. 62(4), pages 1697-1721, August.
    568. Willa Chen & Rohit Deo, 2005. "Estimation of mis-specified long memory models," Econometrics 0501004, University Library of Munich, Germany.
    569. Zemin Zheng & Jinchi Lv & Wei Lin, 2021. "Nonsparse Learning with Latent Variables," Operations Research, INFORMS, vol. 69(1), pages 346-359, January.
    570. Bartalotti, Otávio, 2018. "Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation," ISU General Staff Papers 201802010800001586, Iowa State University, Department of Economics.
    571. Shen, Chung-Wei & Tsou, Tsung-Shan & Balakrishnan, N., 2011. "Robust likelihood inference for regression parameters in partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1696-1714, April.
    572. Vasiliki Christou & Konstantinos Fokianos, 2014. "Quasi-Likelihood Inference For Negative Binomial Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(1), pages 55-78, January.
    573. Christian Bontemps & Nour Meddahi, 2002. "Testing Normality: A GMM Approach," CIRANO Working Papers 2002s-63, CIRANO.
    574. Schwiebert, Jörg & Wagner, Joachim, 2015. "A Generalized Two-Part Model for Fractional Response Variables with Excess Zeros," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113059, Verein für Socialpolitik / German Economic Association.
    575. Rosario Crinò, 2009. "Service Offshoring and White-Collar Employment," UFAE and IAE Working Papers 775.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    576. Georgiev, Iliyan & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2018. "Testing for parameter instability in predictive regression models," Journal of Econometrics, Elsevier, vol. 204(1), pages 101-118.
    577. Thomas A. Dean & Sumeetpal S. Singh & Ajay Jasra & Gareth W. Peters, 2014. "Parameter Estimation for Hidden Markov Models with Intractable Likelihoods," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 970-987, December.
    578. Dai, Jing & Kesternich, Martin & Löschel, Andreas & Ziegler, Andreas, 2015. "Extreme weather experiences and climate change beliefs in China: An econometric analysis," Ecological Economics, Elsevier, vol. 116(C), pages 310-321.
    579. Kajal Lahiri & Liu Yang, 2015. "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series 5175, CESifo.
    580. Huang, Tai-Hsin & Chen, Kuan-Chen & Lin, Chung-I, 2018. "An extension from network DEA to copula-based network SFA: Evidence from the U.S. commercial banks in 2009," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 51-62.
    581. Orme, Chris, 1995. "Simulated conditional moment tests," Economics Letters, Elsevier, vol. 49(3), pages 239-245, September.
    582. Shephard, Neil & Xiu, Dacheng, 2017. "Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading," Journal of Econometrics, Elsevier, vol. 201(1), pages 19-42.
    583. Darryl Holden, 2011. "Testing for heteroskedasticity in the tobit and probit models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 735-744, November.
    584. Minxian Yang, 2014. "Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 305-336, June.
    585. J. G. Liao & Joseph E. Cavanaugh & Timothy L. McMurry, 2018. "Extending AIC to best subset regression," Computational Statistics, Springer, vol. 33(2), pages 787-806, June.
    586. Fabling, Richard & Maré, David C. & Stevens, Philip, 2022. "Migration and Firm-Level Productivity," IZA Discussion Papers 15482, Institute of Labor Economics (IZA).
    587. Juxin Liu & Paul Gustafson, 2012. "On the detectability of different forms of interaction in regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(3), pages 347-365, April.
    588. Bocquet, Rachel & Brossard, Olivier, 2007. "The variety of ICT adopters in the intra-firm diffusion process: Theoretical arguments and empirical evidence," Structural Change and Economic Dynamics, Elsevier, vol. 18(4), pages 409-437, December.
    589. Robert C. Jung & Roman Liesenfeld, 1996. "Testing the bivariate mixture hypothesis using German Stock market data," European Financial Management, European Financial Management Association, vol. 2(3), pages 273-297, November.
    590. Patrick Marsh, "undated". "Nonparametric Likelihood Ratio Tests," Discussion Papers 00/56, Department of Economics, University of York.
    591. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    592. Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
    593. Luetkepohl, Helmut & Milunovich, George, 2015. "Testing for identification in SVAR-GARCH models," SFB 649 Discussion Papers 2015-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    594. Ceema Zahra Namazie, 2002. "Who Bore the Burden of Wage Arrears in the Kyrgyz Republic?," STICERD - Distributional Analysis Research Programme Papers 64, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    595. Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders, 2016. "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 640-663.
    596. Stuart Lipsitz & Michael Parzen & Garrett Fitzmaurice & Neil Klar, 2003. "A two-stage logistic regression model for analyzing inter-rater agreement," Psychometrika, Springer;The Psychometric Society, vol. 68(2), pages 289-298, June.
    597. Junker, Markus & Szimayer, Alex & Wagner, Niklas, 2006. "Nonlinear term structure dependence: Copula functions, empirics, and risk implications," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1171-1199, April.
    598. Boumediene Ramdani & Cherif Guermat & Kamel Mellahi, 2021. "The effect of downsizing on innovation outputs: The role of resource slack and constraints," Australian Journal of Management, Australian School of Business, vol. 46(2), pages 346-365, May.
    599. William H. Greene & Ana P. Martins, 2013. "Striking Features of the Labor Market: Theory," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(2), pages 1-24.
    600. Yu, Jialin, 2007. "Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan," Journal of Econometrics, Elsevier, vol. 141(2), pages 1245-1280, December.
    601. Russell Davidson & James G. MacKinnon, 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Working Paper 903, Economics Department, Queen's University.
    602. Jie Zhu, 2009. "Pricing volatility of stock returns with volatile and persistent components," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 243-269, September.
    603. Markus Reischmann, 2016. "Empirical Studies on Public Debt and Fiscal Transfers," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 63, May.
    604. Swamy, P.A.V.B. & Mehta, J.S. & Tavlas, G.S. & Hall, S.G., 2015. "Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpson's paradox," Economic Modelling, Elsevier, vol. 45(C), pages 93-98.
    605. Kiljae Lee & Won-Yong Oh & Namhyeok Kim, 2013. "Social Media for Socially Responsible Firms: Analysis of Fortune 500’s Twitter Profiles and their CSR/CSIR Ratings," Journal of Business Ethics, Springer, vol. 118(4), pages 791-806, December.
    606. Somnath Chatterjee, 2005. "Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: The Case Of Uk And Germany," Working Papers 2005_2, Business School - Economics, University of Glasgow.
    607. Nathalie Gimenes, 2014. "Econometrics of Ascending Auctions by Quantile Regression," Working Papers, Department of Economics 2014_25, University of São Paulo (FEA-USP).
    608. Pietro Lovaglio & Alberto Parabiaghi, 2014. "Assessment of meaningful change in routine outcome measurement (ROM) with a combination of a longitudinal and a ‘classify and count’ approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(5), pages 2479-2499, September.
    609. McDonald, John, 2009. "Using least squares and tobit in second stage DEA efficiency analyses," European Journal of Operational Research, Elsevier, vol. 197(2), pages 792-798, September.
    610. Song, Weixing & Yao, Weixin, 2011. "A lack-of-fit test in Tobit errors-in-variables regression models," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1792-1801.
    611. Lorenzo Cappellari & Stephen P. Jenkins, 2004. "Modelling low income transitions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 593-610.
    612. Francesco Bravo, 2022. "Misspecified semiparametric model selection with weakly dependent observations," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(4), pages 558-586, July.
    613. Wang, Yunyun & Oka, Tatsushi & Zhu, Dan, 2023. "Bivariate distribution regression with application to insurance data," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 215-232.
    614. Gustavo Leyva, 2008. "The Choice of Inflation Targeting," Working Papers Central Bank of Chile 475, Central Bank of Chile.
    615. William Gradner, 1990. "Analyzing sequential categorical data: Individual variation in markov chains," Psychometrika, Springer;The Psychometric Society, vol. 55(2), pages 263-275, June.
    616. D. Klepinger & S. Lundberg & R. Plotnick, "undated". "Instrument selection: The case of teenage childbearing and women's educational attainment," Institute for Research on Poverty Discussion Papers 1077-95, University of Wisconsin Institute for Research on Poverty.
    617. Harvey, David I & Leybourne, Stephen J & Sollis, Robert & Taylor, AM Robert, 2020. "Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium," Essex Finance Centre Working Papers 27775, University of Essex, Essex Business School.
    618. Beyaert, Arielle & Garcia-Solanes, Jose & Perez-Castejon, Juan J., 2007. "Uncovered interest parity with switching regimes," Economic Modelling, Elsevier, vol. 24(2), pages 189-202, March.
    619. Ghysels, Eric, 2016. "Macroeconomics and the reality of mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 294-314.
    620. Shun Yu & Xianzheng Huang, 2017. "Random-intercept misspecification in generalized linear mixed models for binary responses," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(3), pages 333-359, August.
    621. Bertschek, Irene & Lechner, Michael, 1998. "Convenient estimators for the panel probit model," Journal of Econometrics, Elsevier, vol. 87(2), pages 329-371, September.
    622. Onaran, Özlem, 2007. "Jobless growth in the Central and Eastern European Countries. A country specific panel data analysis for the manufacturing industry," Department of Economics Working Paper Series 103, WU Vienna University of Economics and Business.
    623. Andreas Ziegler & Michael Schröder & Klaus Rennings, 2007. "The effect of environmental and social performance on the stock performance of european corporations," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 37(4), pages 661-680, August.
    624. Roger Klein & Richard Spady & Andrew Weiss, 1991. "Factors Affecting the Output and Quit Propensities of Production Workers," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(5), pages 929-953.
    625. Anna Gottard & Maria Iannario & Domenico Piccolo, 2016. "Varying uncertainty in CUB models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 10(2), pages 225-244, June.
    626. Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey, 2015. "Bad environments, good environments: A non-Gaussian asymmetric volatility model," Journal of Econometrics, Elsevier, vol. 186(1), pages 258-275.
    627. Ke-Hai Yuan & Yubin Tian & Hirokazu Yanagihara, 2015. "Empirical Correction to the Likelihood Ratio Statistic for Structural Equation Modeling with Many Variables," Psychometrika, Springer;The Psychometric Society, vol. 80(2), pages 379-405, June.
    628. Lu, Wenqi & Qin, Guoyou & Zhu, Zhongyi & Tu, Dongsheng, 2021. "Multiply robust subgroup identification for longitudinal data with dropouts via median regression," Journal of Multivariate Analysis, Elsevier, vol. 181(C).
    629. Giorgio Calzolari & Francesca Di Iorio & Gabriele Fiorentini, 1998. "Control variates for variance reduction in indirect inference: Interest rate models in continuous time," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 100-112.
    630. Cho, Jin Seo & White, Halbert, 2010. "Testing for unobserved heterogeneity in exponential and Weibull duration models," Journal of Econometrics, Elsevier, vol. 157(2), pages 458-480, August.
    631. Wei, Yuting & Wang, Qihua, 2021. "Cross-validation-based model averaging in linear models with response missing at random," Statistics & Probability Letters, Elsevier, vol. 171(C).
    632. Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2014. "Panel Data Gravity Models of International Trade," CESifo Working Paper Series 4616, CESifo.
    633. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "A Simulation Study on FIML Covariance Matrix," MPRA Paper 28804, University Library of Munich, Germany.
    634. Séménou, M., 1996. "Quantile estimation under possibly misspecified generalised linear model," Statistics & Probability Letters, Elsevier, vol. 27(4), pages 357-365, May.
    635. Danielle Hagerty & Klaus Moeltner, 2005. "Specification of Driving Costs in Models of Recreation Demand," Land Economics, University of Wisconsin Press, vol. 81(1).
    636. Zhemkov, M. & Kuznetsova, O., 2019. "Verbal Interventions as a Factor of Inflation Expectations in Russia," Journal of the New Economic Association, New Economic Association, vol. 42(2), pages 49-69.
    637. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015. "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 188(1), pages 111-134.
    638. Michael R. Baye & J. Rupert J. Gatti & Paul Kattuman & John Morgan, 2005. "Estimating Firm-Level Demand at a Price Comparison Site: Accounting for Shoppers and the Number of Competitors," Microeconomics 0504005, University Library of Munich, Germany.
    639. Fang, Fang & Chen, Yuanyuan, 2019. "A new approach for credit scoring by directly maximizing the Kolmogorov–Smirnov statistic," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 180-194.
    640. Ricardo Gimeno & José Manuel Marqués-Sevillano, 2009. "Incertidumbre y el precio del riesgo en un proceso de convergencia nominal," Monetaria, CEMLA, vol. 0(4), pages 451-489, octubre-d.
    641. Bilian Ni Sullivan & Pamela Haunschild & Karen Page, 2007. "Organizations Non Gratae? The Impact of Unethical Corporate Acts on Interorganizational Networks," Organization Science, INFORMS, vol. 18(1), pages 55-70, February.
    642. D. Todem & J. Fine & L. Peng, 2010. "A Global Sensitivity Test for Evaluating Statistical Hypotheses with Nonidentifiable Models," Biometrics, The International Biometric Society, vol. 66(2), pages 558-566, June.
    643. Kjersti Aas, 2016. "Pair-Copula Constructions for Financial Applications: A Review," Econometrics, MDPI, vol. 4(4), pages 1-15, October.
    644. Ma, Tao & Zhou, Zhou & Antoniou, Constantinos, 2018. "Dynamic factor model for network traffic state forecast," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 281-317.
    645. Geert Bekaert & Campbell R. Harvey, 1994. "Time-Varying World Market Integration," NBER Working Papers 4843, National Bureau of Economic Research, Inc.
    646. Martin Browning & Anne Moller Dano & Eskil Heinesen, 2006. "Job displacement and stress‐related health outcomes," Health Economics, John Wiley & Sons, Ltd., vol. 15(10), pages 1061-1075, October.
    647. Tong, Howell, 2015. "Threshold models in time series analysis—Some reflections," Journal of Econometrics, Elsevier, vol. 189(2), pages 485-491.
    648. Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
    649. Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar, 2014. "Applications of Information Measures to Assess Convergence in the Central Limit Theorem," Monash Econometrics and Business Statistics Working Papers 29/14, Monash University, Department of Econometrics and Business Statistics.
    650. Adnen Ben Nasr & Mohamed Boutahar & Abdelwahed Trabelsi, 2010. "Fractionally integrated time varying GARCH model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(3), pages 399-430, August.
    651. Subhradev Sen & Hazem Al-Mofleh & Sudhansu S. Maiti, 2021. "On Discrimination Between the Lindley and xgamma Distributions," Annals of Data Science, Springer, vol. 8(3), pages 559-575, September.
    652. Francesca Molinari, 2020. "Microeconometrics with Partial Identi?cation," CeMMAP working papers CWP15/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    653. Schaub, Nic & Schmid, Markus, 2013. "Hedge fund liquidity and performance: Evidence from the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 671-692.
    654. Baetschmann, Gregori, 2012. "Identification and estimation of thresholds in the fixed effects ordered logit model," Economics Letters, Elsevier, vol. 115(3), pages 416-418.
    655. Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009. "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
    656. Thompson, Steve, 1997. "Takeover activity among financial mutuals: An analysis of target characteristics," Journal of Banking & Finance, Elsevier, vol. 21(1), pages 37-53, January.
    657. Claudia Schwirplies & Andreas Ziegler, 2013. "Are German Tourists Environmental Chameleons? A Micro-econometric Analysis of Adaptation to Climate Change," MAGKS Papers on Economics 201334, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    658. Salem Gheit, 2022. "A Stochastic Frontier Analysis of the Human Capital Effects on the Manufacturing Industries’ Technical Efficiency in the United States," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 8(3), pages 215-238, July.
    659. Patrick Marsh, 2019. "Nonparametric series density estimation and testing," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(1), pages 77-99, March.
    660. Niklas Potrafke & Markus Reischmann, 2016. "How to Handle the Crisis in Greece? Empirical Evidence Based on a Survey of Economics Experts," CESifo Working Paper Series 5860, CESifo.
    661. J. D. Nielsen & C. B. Dean, 2008. "Clustered Mixed Nonhomogeneous Poisson Process Spline Models for the Analysis of Recurrent Event Panel Data," Biometrics, The International Biometric Society, vol. 64(3), pages 751-761, September.
    662. Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J., 2014. "Neglected heterogeneity in moment condition models," Journal of Econometrics, Elsevier, vol. 178(P1), pages 86-100.
    663. Robert F. Engle & Asger Lunde, 2003. "Trades and Quotes: A Bivariate Point Process," Journal of Financial Econometrics, Oxford University Press, vol. 1(2), pages 159-188.
    664. Volker Zimmermann, 2003. "Innovationsaktivitäten von kmU im verarbeitenden Gewerbe: Was zeichnet Imitatoren und originäre Innovatoren aus?," ZEW Discussion Papers 03-37, ZEW - Leibniz Centre for European Economic Research.
    665. Lars Eric Kroll & Thomas Lampert, 2008. "Soziale Unterschiede in der Lebenserwartung: Möglichkeiten auf Basis des Sozio-oekonomischen Panels," SOEPpapers on Multidisciplinary Panel Data Research 112, DIW Berlin, The German Socio-Economic Panel (SOEP).
    666. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2016. "Generalized Information Matrix Tests for Detecting Model Misspecification," Econometrics, MDPI, vol. 4(4), pages 1-24, November.
    667. Horstmann, Ignatius & MacDonald, Glenn, 2003. "Is advertising a signal of product quality? Evidence from the compact disc player market, 1983-1992," International Journal of Industrial Organization, Elsevier, vol. 21(3), pages 317-345, March.
    668. Malmendier, Ulrike M. & Botsch, Matthew J., 2020. "The Long Shadows of the Great Inflation: Evidence from Residential Mortgages," CEPR Discussion Papers 14934, C.E.P.R. Discussion Papers.
    669. Ng, Angela, 2000. "Volatility spillover effects from Japan and the US to the Pacific-Basin," Journal of International Money and Finance, Elsevier, vol. 19(2), pages 207-233, April.
    670. Gilbert, Paul D. & Meijer, Erik, 2005. "Time Series Factor Analysis with an Application to Measuring Money," Research Report 05F10, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    671. Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2013. "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Econometrica, Econometric Society, vol. 81(3), pages 1185-1201, May.
    672. Chang, Kuang-Liang, 2010. "House price dynamics, conditional higher-order moments, and density forecasts," Economic Modelling, Elsevier, vol. 27(5), pages 1029-1039, September.
    673. Fourgeaud Claude & Gourieroux Christian & Pradel Jacqueline, 1988. "Hétérogénéité dans les modèles à représentation linéaire," CEPREMAP Working Papers (Couverture Orange) 8805, CEPREMAP.
    674. Harhoff, Dietmar, 1995. "Firm formation and regional spillovers: evidence from Germany," ZEW Discussion Papers 95-11, ZEW - Leibniz Centre for European Economic Research.
    675. Otavio De Medeiros & Carmem Tiberio, 2005. "Factors Influencing Brazilian Firms in their Decision to List on Foreign Stock Exchanges," Finance 0503017, University Library of Munich, Germany.
    676. Sanjoy Sinha, 2013. "Robust designs for multivariate logistic regression," METRON, Springer;Sapienza Università di Roma, vol. 71(2), pages 157-173, September.
    677. Ziegler, Andreas, 2015. "On the relevance of ideology and environmental values for climate change beliefs, climate policy support, and climate protection activities: An empirical cross country analysis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112918, Verein für Socialpolitik / German Economic Association.
    678. Richard Dennis, 2003. "Inferring policy objectives from economic outcomes," Working Paper Series 2003-05, Federal Reserve Bank of San Francisco.
    679. John M. Neuhaus, 2002. "Analysis of Clustered and Longitudinal Binary Data Subject to Response Misclassification," Biometrics, The International Biometric Society, vol. 58(3), pages 675-683, September.
    680. Vijverberg, Wim P. & Hasebe, Takuya, 2015. "GTL Regression: A Linear Model with Skewed and Thick-Tailed Disturbances," IZA Discussion Papers 8898, Institute of Labor Economics (IZA).
    681. Wood, Lincoln C. & Wang, Jason X. & Olesen, Karin & Reiners, Torsten, 2017. "The effect of slack, diversification, and time to recall on stock market reaction to toy recalls," International Journal of Production Economics, Elsevier, vol. 193(C), pages 244-258.
    682. Josef Brada & Ali Kutan & Goran Vukšić, 2011. "The costs of moving money across borders and the volume of capital flight: the case of Russia and other CIS countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(4), pages 717-744, November.
    683. da Rosa, Joel Correa & Veiga, Alvaro & Medeiros, Marcelo C., 2008. "Tree-structured smooth transition regression models," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2469-2488, January.
    684. Papadopoulos, Georgios & Santos Silva, J.M.C., 2012. "Identification issues in some double-index models for non-negative data," Economics Letters, Elsevier, vol. 117(1), pages 365-367.
    685. Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023. "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 56-72, January.
    686. Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics, revised Jan 2023.
    687. Sandun Perera & Winston Buckley & Hongwei Long, 2018. "Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps," Annals of Operations Research, Springer, vol. 262(1), pages 213-238, March.
    688. Hafedh Bouakez & Emanuela Cardia & Francisco Ruge-Murcia, 2002. "Habit Formation and the Persistence of Monetary Shocks," Staff Working Papers 02-27, Bank of Canada.
    689. Richard A. Davis & Thiago do Rêgo Sousa & Claudia Klüppelberg, 2021. "Indirect inference for time series using the empirical characteristic function and control variates," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(5-6), pages 653-684, September.
    690. Altman, Rachel MacKay, 2008. "A variance component test for mixed hidden Markov models," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1885-1893, September.
    691. Angulo, Ana Maria & Gil, Jose Maria & Mur, Jesus, 2002. "Spanish Demand for Food Away From Home: A Panel Data Approach," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24977, European Association of Agricultural Economists.
    692. Guevara, C. Angelo & Ben-Akiva, Moshe E., 2013. "Sampling of alternatives in Multivariate Extreme Value (MEV) models," Transportation Research Part B: Methodological, Elsevier, vol. 48(C), pages 31-52.
    693. Bellmann, Lutz & Caliendo, Marco & Hujer, Reinhard & Radic, Dubravko, 2002. "Beschäftigungswirkungen technisch-organisatorischen Wandels : eine mikroökonometrische Analyse mit dem Linked IAB-Panel (Technological and organisational change and its effects on employment : a micro," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 35(4), pages 506-522.
    694. Blundell, Richard & Laisney, Francois & Lechner, Michael, 1993. "Alternative Interpretations of Hours Information in an Econometric Model of Labour Supply," Empirical Economics, Springer, vol. 18(3), pages 393-415.
    695. G. Emmanuel Guindon & Paul Contoyannis, 2012. "A Second Look At Pharmaceutical Spending As Determinants Of Health Outcomes In Canada," Health Economics, John Wiley & Sons, Ltd., vol. 21(12), pages 1477-1495, December.
    696. Peter Grandits & Grigory Temnov, 2010. "A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation," Finance and Stochastics, Springer, vol. 14(4), pages 569-591, December.
    697. Yoshihiro Kitamura, 2011. "The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 18(1), pages 1-31, March.
    698. Qiurong Cui & Zhengjun Zhang, 2018. "Max-Linear Competing Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 62-74, January.
    699. Wu, Ximing, 2010. "Exponential Series Estimator of multivariate densities," Journal of Econometrics, Elsevier, vol. 156(2), pages 354-366, June.
    700. Stutzer, Michael, 1995. "A Bayesian approach to diagnosis of asset pricing models," Journal of Econometrics, Elsevier, vol. 68(2), pages 367-397, August.
    701. Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers 2014rwp-67, Yonsei University, Yonsei Economics Research Institute.
    702. Juan Carlos Pérez-Velasco Pavón, 2009. "Determinantes de la demanda por la denominación promedio de billete: el caso de México," Monetaria, CEMLA, vol. 0(4), pages 523-548, octubre-d.
    703. Samarjit Das & Nityananda Sarkar, 2010. "Is the relative risk aversion parameter constant over time? A multi-country study," Empirical Economics, Springer, vol. 38(3), pages 605-617, June.
    704. Xianzheng Huang & Md Shamim Sarker Warasi, 2017. "Maximum Likelihood Estimators in Regression Models for Error-prone Group Testing Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(4), pages 918-931, December.
    705. Steinke Ingo, 2004. "Locally asymptotically optimal tests in semiparametric generalized linear models in the 2-sample-problem," Statistics & Risk Modeling, De Gruyter, vol. 22(4), pages 319-334, April.
    706. Wang, Wan-Lun & Lin, Tsung-I, 2016. "Maximum likelihood inference for the multivariate t mixture model," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 54-64.
    707. Robin Cross & Rolf Färe, 2008. "Farrell efficiency under value and quantity data," Journal of Productivity Analysis, Springer, vol. 29(3), pages 193-199, June.
    708. Fitzenberger, Bernd & Prey, Hedwig, 1996. "Training in East Germany: An evaluation of the effects on employment and wages," Discussion Papers 36, University of Konstanz, Center for International Labor Economics (CILE).
    709. Luintel, Kul B & Xu, Yongdeng, 2013. "Testing weak exogeneity in multiplicative error models," Cardiff Economics Working Papers E2013/6, Cardiff University, Cardiff Business School, Economics Section.
    710. Ke-Hai Yuan & Ying Cheng & Jeff Patton, 2014. "Information Matrices and Standard Errors for MLEs of Item Parameters in IRT," Psychometrika, Springer;The Psychometric Society, vol. 79(2), pages 232-254, April.
    711. Fei Jiang & Sebastien Haneuse, 2017. "A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(1), pages 112-129, March.
    712. Maciak, Matúš & Okhrin, Ostap & Pešta, Michal, 2021. "Infinitely stochastic micro reserving," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 30-58.
    713. Cho, Seong-Hoon & Yen, Steven T. & Bowker, James Michael & Newman, David H., 2008. "Modeling Willingness to Pay for Land Conservation Easements: Treatment of Zero and Protest Bids and Application and Policy Implications," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(01), pages 1-19, April.
    714. Congressional Budget Office, 2022. "A Markov-Switching Model of the Unemployment Rate: Working Paper 2022-05," Working Papers 57582, Congressional Budget Office.
    715. Jeffrey M. Woodridge, 1988. "A Unified Approach to Robust, Regression-Based Specification Tests," Working papers 480, Massachusetts Institute of Technology (MIT), Department of Economics.
    716. Gospodinov, Nikolay & Robotti, Cesare, 2021. "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, vol. 140(1), pages 292-324.
    717. Wang, Qingbin & Halbrendt, Catherine & Johnson, Stanley R., 1996. "A non-nested test of the AIDS vs. the translog demand system," Economics Letters, Elsevier, vol. 51(2), pages 139-143, May.
    718. Calzolari, Giorgio, 1992. "Stima delle equazioni simultanee non-lineari: una rassegna [Estimation of nonlinear simultaneous equations: a survey]," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.
    719. Bera, Anil K. & Bilias, Yannis, 2002. "The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 51-86, March.
    720. Wang, Jianxin & Yang, Minxian, 2013. "On the risk return relationship," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 132-141.
    721. JOUNEAU-SION, Frédéric & TORRES, Olivier, 2000. "Auctions with discrete increments: a structural econometric approach based on dominated strategies," LIDAM Discussion Papers CORE 2000046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    722. Peter Christoffersen & Kris Jacobs, 2002. "Which Volatility Model for Option Valuation?," CIRANO Working Papers 2002s-33, CIRANO.
    723. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 316, University of California, Davis, Department of Economics.
    724. Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony P., 1995. "Tests of conditional mean-variance efficiency of the U.S. stock market," Journal of Empirical Finance, Elsevier, vol. 2(1), pages 3-18, March.
    725. Demetrio Lacava & Luca Scaffidi Domianello, 2021. "The Incidence of Spillover Effects during the Unconventional Monetary Policies Era," JRFM, MDPI, vol. 14(6), pages 1-18, May.
    726. DOLADO , Juan J. & RODRIGUEZ-POO, Juan & VEREDAS, David, 2004. "Testing weak exogeneity in the exponential family : an application to financial point processes," LIDAM Discussion Papers CORE 2004049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    727. Kempen, Markus & Heckelei, Thomas & Britz, Wolfgang & Adrian, Leip & Koeble, Renate, 2005. "A Statistical Approach for Spatial Disaggregation of Crop Production in the EU," 89th Seminar, February 2-5, 2005, Parma, Italy 234612, European Association of Agricultural Economists.
    728. Hartmann, Philipp, 1999. "Trading volumes and transaction costs in the foreign exchange market: Evidence from daily dollar-yen spot data," Journal of Banking & Finance, Elsevier, vol. 23(5), pages 801-824, May.
    729. Buscher, Herbert S. & Parys, Juliane, 2006. "Prekäre Einkommenslagen in Deutschland: Ein Ost-West-Vergleich 1996 bis 2002," IWH Discussion Papers 2/2006, Halle Institute for Economic Research (IWH).
    730. Tang, Niansheng & Wang, Wenjun, 2019. "Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 640-655.
    731. J. Cao & L. Wang & J. Xu, 2011. "Robust Estimation for Ordinary Differential Equation Models," Biometrics, The International Biometric Society, vol. 67(4), pages 1305-1313, December.
    732. Gourieroux, C. & Monfort, A., 2021. "Model risk management: Valuation and governance of pseudo-models," Econometrics and Statistics, Elsevier, vol. 17(C), pages 1-22.
    733. Dorte Gyrd-Hansen & Peder Halvorsen & Jørgen Nexøe & Jesper Nielsen & Henrik Støvring & Ivar Kristiansen, 2011. "Joint and Separate Evaluation of Risk Reduction," Medical Decision Making, , vol. 31(1), pages 1-10, January.
    734. Ji Chen & Jun Shao & Fang Fang, 2021. "Instrument search in pseudo-likelihood approach for nonignorable nonresponse," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(3), pages 519-533, June.
    735. Satoshi Hattori & Masayuki Henmi, 2014. "Stratified doubly robust estimators for the average causal effect," Biometrics, The International Biometric Society, vol. 70(2), pages 270-277, June.
    736. Kim, Jae-Young, 2002. "Limited information likelihood and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 175-193, March.
    737. Kitamura, Yoshihiro, 2010. "Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets," Research in International Business and Finance, Elsevier, vol. 24(2), pages 158-171, June.
    738. Martin T. Bohl, Winfried Michels, Jens Oelgemöller, "undated". "Determinanten von Wohnimmobilienpreisen: Das Beispiel der Stadt Münster," Working Papers 201144, Institute of Spatial and Housing Economics, Munster Universitary.
    739. Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-105.
    740. Felix, Robert & Gaynor, Greg & Pevzner, Mikhail & Williams, Jan L., 2017. "Societal trust and the economic behavior of nonprofit organizations," Advances in accounting, Elsevier, vol. 39(C), pages 21-31.
    741. Célestin C. Kokonendji & Sobom M. Somé, 2021. "Bayesian Bandwidths in Semiparametric Modelling for Nonnegative Orthant Data with Diagnostics," Stats, MDPI, vol. 4(1), pages 1-22, March.
    742. Roberto Ezcurra, 2011. "Unemployment Volatility and Regional Specialization in the European Union," Regional Studies, Taylor & Francis Journals, vol. 45(8), pages 1121-1137.
    743. Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2013. "A Markov-switching multifractal inter-trade duration model, with application to US equities," Journal of Econometrics, Elsevier, vol. 177(2), pages 320-342.
    744. Ioanna Τ. Kokores & Constantina Kottaridi & Pantelis Pantelidis, 2017. "Intra Eurozone Foreign Direct Investment and Deflation," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 23(2), pages 217-229, May.
    745. Fuchun Li & Greg Tkacz, 2001. "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Staff Working Papers 01-21, Bank of Canada.
    746. Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
    747. Phylaktis, Kate & Ravazzolo, Fabiola, 2004. "Currency risk in emerging equity markets," Emerging Markets Review, Elsevier, vol. 5(3), pages 317-339, September.
    748. Taylor, Nicholas, 2007. "A note on the importance of overnight information in risk management models," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 161-180, January.
    749. Muller, Aline & Verschoor, Willem F.C., 2007. "Asian foreign exchange risk exposure," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 16-37, March.
    750. Arpita Chatterjee & James Morley & Aarti Singh, 2019. "Full Information Estimation of Household Income Risk and Consumption Insurance," Discussion Papers 2019-07, School of Economics, The University of New South Wales.
    751. Bartolucci, Francesco & Nigro, Valentina, 2012. "Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data," Journal of Econometrics, Elsevier, vol. 170(1), pages 102-116.
    752. E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," Economics Discussion Paper Series 0504, Economics, The University of Manchester.
    753. Jesus Mur & Ana Angulo, 2004. "Vuong and Wald tests. Simplicity vs. Complexity," ERSA conference papers ersa04p36, European Regional Science Association.
    754. Franses, Philip Hans & Kloek, Teun & Lucas, Andre, 1998. "Outlier robust analysis of long-run marketing effects for weekly scanning data," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 293-315, November.
    755. Weiss, Andrew A., 1986. "Asymptotic Theory for ARCH Models: Estimation and Testing," Econometric Theory, Cambridge University Press, vol. 2(1), pages 107-131, April.
    756. Fan Li & Ashley L. Buchanan & Stephen R. Cole, 2022. "Generalizing trial evidence to target populations in non‐nested designs: Applications to AIDS clinical trials," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(3), pages 669-697, June.
    757. Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca, 2020. "Market attention and Bitcoin price modeling: theory, estimation and option pricing," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 187-228, June.
    758. Smith, V Kerry & Huang, Ju-Chin, 1995. "Can Markets Value Air Quality? A Meta-analysis of Hedonic Property Value Models," Journal of Political Economy, University of Chicago Press, vol. 103(1), pages 209-227, February.
    759. Manuel Acosta & Daniel Coronado, 2004. "The effects of scientific regional opportunities in science-technology flows: Evidence from scientific literature in firms' patent data," ERSA conference papers ersa04p270, European Regional Science Association.
    760. Maria Karlsson & Thomas Laitila, 2014. "Finite mixture modeling of censored regression models," Statistical Papers, Springer, vol. 55(3), pages 627-642, August.
    761. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016. "Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes," Department of Economics Working Papers 2016_04, Universidad Torcuato Di Tella.
    762. Christian Gouriéroux & Alain Monfort & Jean-Michel Zakoian, 2018. "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," Working Papers 2018-08, Center for Research in Economics and Statistics.
    763. Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation for Research in Economics, Yale University.
    764. Gould, Brian W. & Yen, Steven T., 2002. "Food Demand In Mexico: A Quasi-Maximum Likelihood Approach," 2002 Annual meeting, July 28-31, Long Beach, CA 19667, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    765. David M. Drukker, 2002. "Bootstrapping a conditional moments test for normality after tobit estimation," Stata Journal, StataCorp LLC, vol. 2(2), pages 125-139, May.
    766. Hodrick, Laurie Simon, 1999. "Does stock price elasticity affect corporate financial decisions?," Journal of Financial Economics, Elsevier, vol. 52(2), pages 225-256, May.
    767. Boris Groysberg & Linda-Eling Lee & Ashish Nanda, 2008. "Can They Take It With Them? The Portability of Star Knowledge Workers' Performance," Management Science, INFORMS, vol. 54(7), pages 1213-1230, July.
    768. Huang, Xianzheng, 2011. "Detecting random-effects model misspecification via coarsened data," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 703-714, January.
    769. Bekaert, Geert & Liu, Jun, 2001. "Conditioning Information and Variance on Pricing Kernals," University of California at Los Angeles, Anderson Graduate School of Management qt9m7392rq, Anderson Graduate School of Management, UCLA.
    770. Hirukawa, Masayuki & Sakudo, Mari, 2019. "Another bias correction for asymmetric kernel density estimation with a parametric start," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 158-165.
    771. Hua He & Wenjuan Wang & Wan Tang, 2017. "Prediction model-based kernel density estimation when group membership is subject to missing," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 101(3), pages 267-288, July.
    772. D. M. Lambert & C. N. Boyer & L. He, 2016. "Spatial-temporal heteroskedastic robust covariance estimation for Markov transition probabilities: an application examining land use change," Letters in Spatial and Resource Sciences, Springer, vol. 9(3), pages 353-362, October.
    773. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019. "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 117-135.
    774. Wooldridge, Jeffrey M., 1991. "On the application of robust, regression- based diagnostics to models of conditional means and conditional variances," Journal of Econometrics, Elsevier, vol. 47(1), pages 5-46, January.
    775. Pablo Acosta & Gabriel Montes Rojas, 2009. "A simple IM test for exponential distributions," Applied Economics Letters, Taylor & Francis Journals, vol. 16(2), pages 109-112.
    776. Guevara, C. Angelo, 2015. "Critical assessment of five methods to correct for endogeneity in discrete-choice models," Transportation Research Part A: Policy and Practice, Elsevier, vol. 82(C), pages 240-254.
    777. James R. Frew & G. Donald Jud & Daniel T. Winkler, 1990. "Atypicalities and Apartment Rent Concessions," Journal of Real Estate Research, American Real Estate Society, vol. 5(2), pages 195-202.
    778. Raymond Donnelly & Caitriona Lynch, 2002. "The ownership structure of UK firms and the informativeness of accounting earnings," Accounting and Business Research, Taylor & Francis Journals, vol. 32(4), pages 245-257.
    779. Fontin, Jean-Raymond & Lin, Shi-Woei, 2019. "Comparison of banking innovation in low-income countries: A meta-frontier approach," Journal of Business Research, Elsevier, vol. 97(C), pages 198-207.
    780. van Akkeren, Marco & Judge, George & Mittelhammer, Ron, 2002. "Generalized moment based estimation and inference," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 127-148, March.
    781. Stewart, Mark B., 2009. "The estimation of pensioner equivalence scales using subjective data," The Warwick Economics Research Paper Series (TWERPS) 893, University of Warwick, Department of Economics.
    782. Christophe Bontemps & Grayham E. Mizon, 2008. "Encompassing: Concepts and Implementation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 721-750, December.
    783. Papanicolaou, Alex & Giesecke, Kay, 2016. "Variation-based tests for volatility misspecification," Journal of Econometrics, Elsevier, vol. 191(1), pages 217-230.
    784. Plassmann, Florenz & Tideman, T Nicolaus, 2001. "Does the Right to Carry Concealed Handguns Deter Countable Crimes? Only a Count Analysis Can Say," Journal of Law and Economics, University of Chicago Press, vol. 44(2), pages 771-798, October.
    785. Tai-Young Kim & Dongyoub Shin & Young-Chul Jeong, 2016. "Inside the “Hybrid” Iron Cage: Political Origins of Hybridization," Organization Science, INFORMS, vol. 27(2), pages 428-445, April.
    786. Wedel, M. & Hofstede, F. ter & Steenkamp, J.-B.E.M., 1997. "Mixture model analysis of complex samples," Research Report 97B03, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    787. Hsiao, Cheng & Zhou, Qiankun, 2018. "Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models," Journal of Econometrics, Elsevier, vol. 207(1), pages 114-128.
    788. Andrew Chesher & Adam Rosen & Zahra Siddique, 2019. "Estimating Endogenous Effects on Ordinal Outcomes," CeMMAP working papers CWP66/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    789. Björn Andersson & Tao Xin, 2021. "Estimation of Latent Regression Item Response Theory Models Using a Second-Order Laplace Approximation," Journal of Educational and Behavioral Statistics, , vol. 46(2), pages 244-265, April.
    790. Marta Simões & Adelaide Duarte, 2007. "Levels of education, growth and policy complementarities," GEMF Working Papers 2007-02, GEMF, Faculty of Economics, University of Coimbra.
    791. Huan Gong & Dong Li, 2020. "On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(6), pages 883-891, November.
    792. Castle, Jennifer L. & Hendry, David F., 2010. "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, vol. 158(2), pages 231-245, October.
    793. Martin A. Garrett & Zhenhui Xu, 2003. "The Efficiency of Sharecropping: Evidence from the Postbellum South," Southern Economic Journal, John Wiley & Sons, vol. 69(3), pages 578-595, January.
    794. Song, Weixing & Zhang, Yi, 2012. "Empirical L2-distance lack-of-fit tests for Tobit regression models," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 380-396.
    795. Zachary Zimmer & Kim Korinek, 2010. "Shifting coresidence near the end of life: Comparing decedents and survivors of a follow-up study in China," Demography, Springer;Population Association of America (PAA), vol. 47(3), pages 537-554, August.
    796. Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.
    797. Ni, John Z. & Flynn, Barbara B. & Jacobs, F. Robert, 2014. "Impact of product recall announcements on retailers׳ financial value," International Journal of Production Economics, Elsevier, vol. 153(C), pages 309-322.
    798. Vossler, Christian A., 2003. "Multiple bounded discrete choice contingent valuation: parametric and nonparametric welfare estimation and a comparison to the payment card," MPRA Paper 38867, University Library of Munich, Germany.
    799. Wenchao Ma & Jimmy de la Torre, 2019. "Category-Level Model Selection for the Sequential G-DINA Model," Journal of Educational and Behavioral Statistics, , vol. 44(1), pages 45-77, February.
    800. J. Scott Long & Pravin K. Trivedi, 1992. "Some Specification Tests for the Linear Regression Model," Sociological Methods & Research, , vol. 21(2), pages 161-204, November.
    801. Bertrand, Aurelie & Van Keilegom, Ingrid & Legrand, Catherine, 2017. "Flexible parametric approach to classical measurement error variance estimation without auxiliary data," LIDAM Discussion Papers ISBA 2017025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    802. Jakob De Haan & Erik Leertouwer & Erik Meijer & Tom Wansbeek, 2003. "Measuring central bank independence: a latent variables approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(3), pages 326-340, August.
    803. Ana Fernandez & Juan Rodriquez-Poo, 1997. "Estimation and specification testing in female labor participation models: parametric and semiparametric methods," Econometric Reviews, Taylor & Francis Journals, vol. 16(2), pages 229-247.
    804. Hie Joo Ahn, 2016. "The Role of Observed and Unobserved Heterogeneity in the Duration of Unemployment Spells," Finance and Economics Discussion Series 2016-063r1, Board of Governors of the Federal Reserve System (U.S.), revised 25 Mar 2022.
    805. Dong Jin Lee, 2009. "Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process," Working papers 2009-26, University of Connecticut, Department of Economics.
    806. Jönsson, Kristian, 2004. "Effective Consumption and Non-Keynesian Effects of Fiscal Policy," Working Papers 2004:26, Lund University, Department of Economics.
    807. Francisco Blasques & Christian Francq & Sébastien Laurent, 2020. "A New Class of Robust Observation-Driven Models," Tinbergen Institute Discussion Papers 20-073/III, Tinbergen Institute.
    808. Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022. "Maximum likelihood estimation for score-driven models," Journal of Econometrics, Elsevier, vol. 227(2), pages 325-346.
    809. Mr. Prakash Kannan, 2008. "Perspectives on High Real Interest Rates in Turkey," IMF Working Papers 2008/251, International Monetary Fund.
    810. Seojeong Lee, 2013. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers 2013-09, School of Economics, The University of New South Wales.
    811. Kim, Jae-Young, 2014. "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, vol. 178(P1), pages 132-145.
    812. Mai, Tien & Frejinger, Emma & Bastin, Fabian, 2015. "A misspecification test for logit based route choice models," Economics of Transportation, Elsevier, vol. 4(4), pages 215-226.
    813. PREMINGER, Arie & WETTSTEIN, David, 2005. "Using the penalized likelihood method for model selection with nuisance parameters present only under the alternative: an application to switching regression models," LIDAM Reprints CORE 1811, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    814. Yanagihara, Hirokazu & Tonda, Tetsuji & Matsumoto, Chieko, 2006. "Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 1965-1975, October.
    815. Prishchepov, Alexander & Müller, Daniel & Dubinin, Maxim & Baumann, Mattias & Radeloff, Volker C., 2013. "Детерминанты Пространственного Распределения Заброшенных Сельскохозяйственных Земель В Европейской Части России [Determinants of the spatial distribution of abandoned agricultural lands in the Euro," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 9(3), pages 30-62.
    816. Olivier Rubel & Prasad A. Naik, 2017. "Robust Dynamic Estimation," Marketing Science, INFORMS, vol. 36(3), pages 453-467, May.
    817. Gozalo, Pedro L., 1997. "Nonparametric bootstrap analysis with applications to demographic effects in demand functions," Journal of Econometrics, Elsevier, vol. 81(2), pages 357-393, December.
    818. I.Fatnassi & S.Chawechi & Z.Ftiti & A.Ben Maatoug, 2014. "Effects of Monetary Policy on the REIT Returns," Working Papers 2014-63, Department of Research, Ipag Business School.
    819. Vanessa Mertins & Susanne Warning, 2013. "Gender Differences in Responsiveness to a Homo Economicus Prime in the Gift-Exchange Game," IAAEU Discussion Papers 201309, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
    820. Jimmy T. Efird & Charulata Jindal, 2018. "Using a Counting Process Method to Impute Censored Follow-Up Time Data," IJERPH, MDPI, vol. 15(4), pages 1-10, April.
    821. Mooweon Rhee & Young-Choon Kim & Joon Han, 2006. "Confidence in Imitation: Niche-Width Strategy in the UK Automobile Industry," Management Science, INFORMS, vol. 52(4), pages 501-513, April.
    822. Podpiera, Jirí, 2008. "The role of ad hoc factors in policy rate settings," Economic Modelling, Elsevier, vol. 25(5), pages 1003-1010, September.
    823. Charles F. Manski, 2019. "Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald," Papers 1912.08726, arXiv.org, revised Feb 2021.
    824. Calzolari, Giorgio & Panattoni, Lorenzo, 1983. "Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study," MPRA Paper 28847, University Library of Munich, Germany.
    825. Fitzenberger, Bernd & Prey, Hedwig, 1995. "Assessing the impact of training on employment: The case of East Germany," Discussion Papers 23, University of Konstanz, Center for International Labor Economics (CILE).
    826. Wang, You-Gan & Shao, Quanxi & Zhu, Min, 2009. "Quantile regression without the curse of unsmoothness," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3696-3705, August.
    827. Lee J. Alston & Joseph P. Ferrie, 2005. "Time on the Ladder: Career Mobility in Agriculture, 1890-1938," NBER Working Papers 11231, National Bureau of Economic Research, Inc.
    828. Lundblad, Christian, 2007. "The risk return tradeoff in the long run: 1836-2003," Journal of Financial Economics, Elsevier, vol. 85(1), pages 123-150, July.
    829. Ogasawara, Haruhiko, 2016. "Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 20-37.
    830. Zhao, Shangwei & Zhou, Jianhong & Yang, Guangren, 2019. "Averaging estimators for discrete choice by M-fold cross-validation," Economics Letters, Elsevier, vol. 174(C), pages 65-69.
    831. Jamel Jouini, 2010. "Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration," Statistical Papers, Springer, vol. 51(1), pages 85-109, January.
    832. Evžen Koèenda & Tigran Poghosyan, 2010. "Exchange Rate Risk in Central European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(1), pages 22-39, February.
    833. Yacine Ait-Sahalia, 1998. "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach," NBER Technical Working Papers 0222, National Bureau of Economic Research, Inc.
    834. Wolak, Frank A., 1996. "Can universal service survive in a competitive telecommunications environment? Evidence from the United States consumer expenditure survey," Information Economics and Policy, Elsevier, vol. 8(3), pages 163-203, September.
    835. Fang, Fang & Li, Jialiang & Xia, Xiaochao, 2022. "Semiparametric model averaging prediction for dichotomous response," Journal of Econometrics, Elsevier, vol. 229(2), pages 219-245.
    836. Akanksha Negi, 2020. "Doubly weighted M-estimation for nonrandom assignment and missing outcomes," Papers 2011.11485, arXiv.org.
    837. Monique Graf & Desislava Nedyalkova, 2014. "Modeling of Income and Indicators of Poverty and Social Exclusion Using the Generalized Beta Distribution of the Second Kind," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 821-842, December.
    838. Narek Ohanyan & Aleksandr Grigoryan, 2021. "Measuring monetary policy: rules versus discretion," Empirical Economics, Springer, vol. 61(1), pages 35-60, July.
    839. Paarsch, Harry J., 1997. "Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales," Journal of Econometrics, Elsevier, vol. 78(2), pages 333-357, June.
    840. Damien Euzénat & Meradj Mortezapouraghdam, 2016. "Les changements d’organisation du travail dans les entreprises : quelles conséquences sur les accidents du travail des salariés ?," Économie et Statistique, Programme National Persée, vol. 486(1), pages 129-147.
    841. Christoph Schinke, 2014. "Government Ideology, Globalization, and Top Income Shares in OECD Countries," ifo Working Paper Series 181, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    842. Ine Paeleman & Catherine Fuss & Tom Vanacker, 2013. "The relationship between slack resources and firms’ exporting behavior," Working Paper Research 248, National Bank of Belgium.
    843. William Greene, 2002. "Convenient estimators for the panel probit model: Further results," Working Papers 02-06, New York University, Leonard N. Stern School of Business, Department of Economics.
    844. Enrique Sentana, 2008. "The Econometrics of Mean-Variance Efficiency Tests: A Survey," Working Papers wp2008_0807, CEMFI.
    845. Ignacio Fonseca, 1997. "¿Actúan los dividendos como señal?: un contraste basado en los cambios de la fiscalidad en España (1985-1995)," Investigaciones Economicas, Fundación SEPI, vol. 21(1), pages 93-109, January.
    846. Zhou, Haiming & Huang, Xianzheng, 2022. "Bayesian beta regression for bounded responses with unknown supports," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    847. Cliff Huang & Tai-Hsin Huang & Nan-Hung Liu, 2014. "A new approach to estimating the metafrontier production function based on a stochastic frontier framework," Journal of Productivity Analysis, Springer, vol. 42(3), pages 241-254, December.
    848. Richard Adjei Dwumfour & Eric Fosu Oteng-Abayie & Emmanuel Kwasi Mensah, 2022. "Bank efficiency and the bank lending channel: new evidence," Empirical Economics, Springer, vol. 63(3), pages 1489-1542, September.
    849. Rennings, Klaus & Ziegler, Andreas & Zwick, Thomas, 2001. "Employment changes in environmentally innovative firms," ZEW Discussion Papers 01-46, ZEW - Leibniz Centre for European Economic Research.
    850. William D. Dupont, 2007. "Review of A Handbook of Statistical Analyses Using Stata, Fourth Edition, by Rabe-Hesketh and Everitt," Stata Journal, StataCorp LLC, vol. 7(2), pages 245-248, June.
    851. Hughes, John, 2021. "On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins," Statistics & Probability Letters, Elsevier, vol. 177(C).
    852. Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira, 2011. "Alternative Estimating And Testing Empirical Strategies For Fractional Regression Models," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 19-68, February.
    853. Yacine Ait-Sahalia & Per A. Mykland, 2003. "How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise," NBER Working Papers 9611, National Bureau of Economic Research, Inc.
    854. Andreas P. Georgiadis, 2006. "Is there a Wage-Supervision Trade-Off? Efficiency Wages Evidence From the 1990 British Workplace Industrial Relations Survey," The Centre for Market and Public Organisation 06/152, The Centre for Market and Public Organisation, University of Bristol, UK.
    855. Sidik, Kurex & Jonkman, Jeffrey N., 2006. "Robust variance estimation for random effects meta-analysis," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3681-3701, August.
    856. Yee, Julie L. & Niemeier, Debbie A., 2000. "Analysis of activity duration using the Puget sound transportation panel," Transportation Research Part A: Policy and Practice, Elsevier, vol. 34(8), pages 607-624, November.
    857. Dismuke, Clara E. & Kunz, F. Jr, 2004. "Disentangling the effect of education on emergency department utilization," Economics of Education Review, Elsevier, vol. 23(6), pages 633-643, December.
    858. Heather Battey, 2022. "Heather Battey’s contribution to the Discussion of ‘Assumption‐lean inference for generalised linear model parameters’ by Vansteelandt and Dukes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 696-698, July.
    859. Franco Peracchi, 1988. "Robust Estimators of Regression," UCLA Economics Working Papers 476, UCLA Department of Economics.
    860. Ahmed BenSaïda, 2021. "The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 540-570, April.
    861. Jin-Chuan Duan & Kris Jacobs, 2001. "Short and Long Memory in Equilibrium Interest Rate Dynamics," CIRANO Working Papers 2001s-22, CIRANO.
    862. Jun Yang, 2008. "Macroeconomic Determinants of the Term Structure of Corporate Spreads," Staff Working Papers 08-29, Bank of Canada.
    863. Guastadisegni, Lucia & Cagnone, Silvia & Moustaki, Irini & Vasdekis, Vassilis, 2022. "Use of the Lagrange multiplier test for assessing measurement invariance under model misspecification," LSE Research Online Documents on Economics 110358, London School of Economics and Political Science, LSE Library.
    864. Daniel McMillen & Maria Edisa Soppelsa, 2015. "A Conditionally Parametric Probit Model Of Microdata Land Use In Chicago," Journal of Regional Science, Wiley Blackwell, vol. 55(3), pages 391-415, June.
    865. Al-Laham, Andreas & Souitaris, Vangelis, 2008. "Network embeddedness and new-venture internationalization: Analyzing international linkages in the German biotech industry," Journal of Business Venturing, Elsevier, vol. 23(5), pages 567-586, September.
    866. Fernandes, Marcelo & Medeiros, Marcelo C. & Veiga, Alvaro, 2013. "A (semi-)parametric functional coefficient autoregressive conditional duration model," Textos para discussão 343, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    867. Yu, Ping, 2012. "Likelihood estimation and inference in threshold regression," Journal of Econometrics, Elsevier, vol. 167(1), pages 274-294.
    868. Sinha, Samiran & Yoo, Seungyoon, 2013. "Score tests in the presence of errors in covariates in matched case-control studies," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 157-171.
    869. Norets, Andriy, 2015. "Bayesian regression with nonparametric heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 409-419.
    870. Liu, Cai & Varotto, Simone, 2021. "Is small beautiful? The resilience of small banks during the European debt crisis," International Review of Financial Analysis, Elsevier, vol. 76(C).
    871. Liu, Feng & Shao, Shuai & Zhang, Chuanguo, 2020. "How do China's petrochemical markets react to oil price jumps? A comparative analysis of stocks and commodities," Energy Economics, Elsevier, vol. 92(C).
    872. Hudecová, Šárka & Pešta, Michal, 2013. "Modeling dependencies in claims reserving with GEE," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 786-794.
    873. Yuan, Christina T. & Nembhard, Ingrid M. & Kane, Gerald C., 2020. "The influence of peer beliefs on nurses' use of new health information technology: A social network analysis," Social Science & Medicine, Elsevier, vol. 255(C).
    874. Ryota Ishii & Kazushi Maruo & Masahiko Gosho, 2022. "Effect of Covariate Omission in Randomised Controlled Trials: A Review and Simulation Study," International Statistical Review, International Statistical Institute, vol. 90(1), pages 100-117, April.
    875. Jiménez-Gamero, M.D. & Pino-Mejías, R. & Alba-Fernández, V. & Moreno-Rebollo, J.L., 2011. "Minimum [phi]-divergence estimation in misspecified multinomial models," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3365-3378, December.
    876. Elizabeth Kinter & Thomas Prior & Christopher Carswell & John Bridges, 2012. "A Comparison of Two Experimental Design Approaches in Applying Conjoint Analysis in Patient-Centered Outcomes Research," The Patient: Patient-Centered Outcomes Research, Springer;International Academy of Health Preference Research, vol. 5(4), pages 279-294, December.
    877. Yin, Weiwei & Li, Junye, 2014. "Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 46-64.
    878. Thomas H. McCurdy & Ieuan G. Morgan, 1986. "Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-Varying Volatility," Working Paper 663, Economics Department, Queen's University.
    879. Mark W. Watson, 1991. "Measures of Fit for Calibrated Models," NBER Technical Working Papers 0102, National Bureau of Economic Research, Inc.
    880. Paul Gustafson & Sander Greenland, 2006. "The Performance of Random Coefficient Regression in Accounting for Residual Confounding," Biometrics, The International Biometric Society, vol. 62(3), pages 760-768, September.
    881. Robert Petrunia, 2007. "Persistence of initial debt in the long-term employment dynamics of new firms," Canadian Journal of Economics, Canadian Economics Association, vol. 40(3), pages 861-880, August.
    882. Li, Jia & Patton, Andrew J., 2018. "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, vol. 203(2), pages 223-240.
    883. Yuan, Jun & Nian, Victor & He, Junliang & Yan, Wei, 2019. "Cost-effectiveness analysis of energy efficiency measures for maritime shipping using a metamodel based approach with different data sources," Energy, Elsevier, vol. 189(C).
    884. Liu, Xingheng & Vatn, Jørn & Dijoux, Yann & Toftaker, Håkon, 2020. "Unobserved heterogeneity in stable imperfect repair models," Reliability Engineering and System Safety, Elsevier, vol. 203(C).
    885. Maxwell King & Xibin Zhang & Muhammad Akram, 2019. "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers 30/19, Monash University, Department of Econometrics and Business Statistics.
    886. Simlai, Prodosh, 2014. "Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 17-30.
    887. Liang Li & Jun Shao & Mari Palta, 2005. "A Longitudinal Measurement Error Model with a Semicontinuous Covariate," Biometrics, The International Biometric Society, vol. 61(3), pages 824-830, September.
    888. Daiji KAWAGUCHI & Takahiro TORIYABE, 2018. "Parental Leaves and Female Skill Utilization: Evidence from PIAAC," Discussion papers 18003, Research Institute of Economy, Trade and Industry (RIETI).
    889. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
    890. Ziegler, Andreas & Schwarzkopf, Julia & Hoffmann, Volker H., 2012. "Stated versus revealed knowledge: Determinants of offsetting CO2 emissions from fuel consumption in vehicle use," Energy Policy, Elsevier, vol. 40(C), pages 422-431.
    891. Sanjoy K. Sinha & Andrea B. Troxel & Stuart R. Lipsitz & Debajyoti Sinha & Garrett M. Fitzmaurice & Geert Molenberghs & Joseph G. Ibrahim, 2011. "A Bivariate Pseudolikelihood for Incomplete Longitudinal Binary Data with Nonignorable Nonmonotone Missingness," Biometrics, The International Biometric Society, vol. 67(3), pages 1119-1126, September.
    892. Roberto Colombi & Sabrina Giordano & Gerhard Tutz, 2021. "A Rating Scale Mixture Model to Account for the Tendency to Middle and Extreme Categories," Journal of Educational and Behavioral Statistics, , vol. 46(6), pages 682-716, December.
    893. Jochen Ranger & Kay Brauer, 2022. "On the Generalized S − X 2 –Test of Item Fit: Some Variants, Residuals, and a Graphical Visualization," Journal of Educational and Behavioral Statistics, , vol. 47(2), pages 202-230, April.
    894. Francesco Lisi, 2007. "Testing asymmetry in financial time series," Quantitative Finance, Taylor & Francis Journals, vol. 7(6), pages 687-696.
    895. Ken Nyholm, 2003. "Inferring the private information content of trades: a regime-switching approach The views presented in the paper are not necessarily shared by the European Central Bank," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 457-470.
    896. Qi, Jiaqi & Zheng, Xiaoyong & Guo, Hongdong, 2019. "The formation of Taobao villages in China," China Economic Review, Elsevier, vol. 53(C), pages 106-127.
    897. Siwen Zhou, 2021. "Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach," Empirical Economics, Springer, vol. 60(2), pages 557-606, February.
    898. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Other publications TiSEM b351916f-03f7-4763-b47c-4, Tilburg University, School of Economics and Management.
    899. Annis David H. & Craig Bruce A., 2005. "Hybrid Paired Comparison Analysis, with Applications to the Ranking of College Football Teams," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 1(1), pages 1-33, October.
    900. Boone, C.A.J.J. & van Witteloostuijn, A. & van Olffen, W., 2003. "Team composition, leadership and information-processing behavior : a simulation game study of the locus-of-control personality trait," Research Memorandum 005, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    901. Wei Wang & Christine Amsler & Peter Schmidt, 2011. "Goodness of fit tests in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 35(2), pages 95-118, April.
    902. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
    903. Mikkelsen, Jakob Guldbæk & Hillebrand, Eric & Urga, Giovanni, 2019. "Consistent estimation of time-varying loadings in high-dimensional factor models," Journal of Econometrics, Elsevier, vol. 208(2), pages 535-562.
    904. Bogetic, Zeljko & Olusi, Olasupo, 2013. "Drivers of firm-level productivity in Russia's manufacturing sector," Policy Research Working Paper Series 6572, The World Bank.
    905. Lambert, Philippe, 2021. "Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 161(C).
    906. Kirt C. Butler & Katsushi Okada, 2008. "Higher-Order Terms in Bivariate Returns to International Stock Market Indices," Multinational Finance Journal, Multinational Finance Journal, vol. 12(1-2), pages 127-155, March-Jun.
    907. Jing Dai & Andreas Ziegler & Martin Kesternich & Andreas Löschel, 2014. "Do Chinese individuals believe in global climate change and why? An econometric analysis," MAGKS Papers on Economics 201428, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    908. Frazis, Harley & Loewenstein, Mark A., 2003. "Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables," Journal of Econometrics, Elsevier, vol. 117(1), pages 151-178, November.
    909. Bousquet, Alain & Ivaldi, Marc, 1998. "An individual choice model of energy mix," Resource and Energy Economics, Elsevier, vol. 20(3), pages 263-286, September.
    910. Sungyong Park & Wendun Wang & Naijing Huang, 2015. "Testing for Stock Market Contagion: A Quantile Regression Approach," Tinbergen Institute Discussion Papers 15-040/III, Tinbergen Institute.
    911. Jianqing Fan & Lei Qi & Dacheng Xiu, 2014. "Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 178-191, April.
    912. Iveta Malasevska & Erik Haugom & Gudbrand Lien, 2017. "Modelling and forecasting alpine skier visits," Tourism Economics, , vol. 23(3), pages 669-679, May.
    913. Dovonon, Prosper, 2008. "Large sample properties of the three-step euclidean likelihood estimators under model misspecification," MPRA Paper 40025, University Library of Munich, Germany, revised 16 May 2010.
    914. Lin, Chung-Tung Jordan & Milon, J. Walter, 1991. "Incorporating Food Attributes in the Demand for Food: A Cross-Section Study of Oyster Consumption," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271271, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    915. Jiménez-Gamero, M. Dolores & Kim, Hyoung-Moon, 2015. "Fast goodness-of-fit tests based on the characteristic function," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 172-191.
    916. Yuan, Ke-Hai, 2009. "Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 1900-1918, October.
    917. Fatnassi, Ibrahim & Slim, Chaouachi & Ftiti, Zied & Ben Maatoug, Abderrazek, 2014. "Effects of monetary policy on the REIT returns: Evidence from the United Kingdom," Research in International Business and Finance, Elsevier, vol. 32(C), pages 15-26.
    918. Abraham, Christophe, 2005. "Asymptotics in Bayesian decision theory with applications to global robustness," Journal of Multivariate Analysis, Elsevier, vol. 95(1), pages 50-65, July.
    919. Andreas Ziegler, 2010. "Individual Characteristics and Stated Preferences for Alternative Energy Sources and Propulsion Technologies in Vehicles: A Discrete Choice Analysis," CER-ETH Economics working paper series 10/125, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    920. Jens Ludwig & Dave E. Marcotte, 2005. "Anti-depressants, suicide, and drug regulation," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 24(2), pages 249-272.
    921. Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
    922. Jiménez-Gamero, M.D. & Alba-Fernández, M.V. & Estudillo-Martínez, M.D., 2014. "Burbea–Rao divergence based statistics for testing uniform association," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 99(C), pages 1-18.
    923. Serge Darolles & Patrick Gagliardini & Christian Gouriéroux, 2012. "Survival of Hedge Funds : Frailty vs Contagion," Working Papers 2012-36, Center for Research in Economics and Statistics.
    924. Camilla Mazzoli & Claudia Pigini & Sabrina Severini, 2020. "Back to the Origins of the Initial Public Offerings Price Range: Underwriter-Funds Network and Information Production Timeline," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(11), pages 1-91, November.
    925. Fezzi, Carlo & Bateman, Ian J., 2009. "Structural Agricultural Land Use Modelling," 2009 Conference, August 16-22, 2009, Beijing, China 51423, International Association of Agricultural Economists.
    926. Rui Da & Dacheng Xiu, 2021. "When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility," Econometrica, Econometric Society, vol. 89(6), pages 2787-2825, November.
    927. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
    928. Kistruck, Geoffrey M. & Webb, Justin W. & Sutter, Christopher J. & Bailey, Anastasia V.G., 2015. "The double-edged sword of legitimacy in base-of-the-pyramid markets," Journal of Business Venturing, Elsevier, vol. 30(3), pages 436-451.
    929. Cristina Bota-Avram & Roumen Vesselinov & Paula Ramona Răchişan & Adrian Groşanu, 2022. "Determinant factors on ethical behavior of firms: evidence from a cross-country survey," SN Business & Economics, Springer, vol. 2(8), pages 1-25, August.
    930. Jan Svejnar & Evzen Kocenda, 2003. "Ownership and Firm Performance after Large-Scale Privatization," William Davidson Institute Working Papers Series 471a, William Davidson Institute at the University of Michigan.
    931. Piotr Borkowski & Jan Mielniczuk, 2010. "Postmodel selection estimators of variance function for nonlinear autoregression," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(1), pages 50-63, January.
    932. Christian Francq & Baye Matar Kandji & Jean-Michel Zakoian, 2022. "Inference on Multiplicative Component GARCH without any Small-Order Moment," Working Papers 2022-09, Center for Research in Economics and Statistics.
    933. Andreas Ziegler, 2017. "Economic calculus or personal and social values? A micro-econometric analysis of the acceptance of climate and energy policy measures," MAGKS Papers on Economics 201716, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    934. Carmen Köhler & Alexander Robitzsch & Johannes Hartig, 2020. "A Bias-Corrected RMSD Item Fit Statistic: An Evaluation and Comparison to Alternatives," Journal of Educational and Behavioral Statistics, , vol. 45(3), pages 251-273, June.
    935. Richard Berk & Lawrence Brown & Andreas Buja & Edward George & Emil Pitkin & Kai Zhang & Linda Zhao, 2014. "Misspecified Mean Function Regression," Sociological Methods & Research, , vol. 43(3), pages 422-451, August.
    936. Minjeong Jeon & Sophia Rabe-Hesketh, 2016. "An autoregressive growth model for longitudinal item analysis," Psychometrika, Springer;The Psychometric Society, vol. 81(3), pages 830-850, September.
    937. Christophe Boone & Carolyn Declerck & Toko Kiyonari, 2010. "Inducing Cooperative Behavior among Proselfs versus Prosocials: The Moderating Role of Incentives and Trust," Journal of Conflict Resolution, Peace Science Society (International), vol. 54(5), pages 799-824, October.
    938. Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022. "Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 3-22, January.
    939. Ingrid Keilegom & Wenceslao González Manteiga & César Sánchez Sellero, 2008. "Goodness-of-fit tests in parametric regression based on the estimation of the error distribution," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(2), pages 401-415, August.
    940. Hadri, Kaddour & Guermat, Cherif & Whittaker, Julie, 2003. "Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data," Journal of Applied Economics, Universidad del CEMA, vol. 6(2), pages 1-14, November.
    941. Jean-Pierre Dubé & Günter Hitsch & Puneet Manchanda, 2005. "An Empirical Model of Advertising Dynamics," Quantitative Marketing and Economics (QME), Springer, vol. 3(2), pages 107-144, June.
    942. Lado-Sestayo, Rubén & Fernández-Castro, Ángel Santiago, 2019. "The impact of tourist destination on hotel efficiency: A data envelopment analysis approach," European Journal of Operational Research, Elsevier, vol. 272(2), pages 674-686.
    943. Schepsmeier, Ulf, 2015. "Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review," Journal of Multivariate Analysis, Elsevier, vol. 138(C), pages 34-52.
    944. Clemontina A. Davenport & Arnab Maity & Yichao Wu, 2015. "Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(2), pages 195-213, June.
    945. Elizabeth Fadali & W. Douglass Shaw, 1998. "Can Recreation Values For A Lake Constitute A Market For Banked Agricultural Water?," Contemporary Economic Policy, Western Economic Association International, vol. 16(4), pages 433-441, October.
    946. Chen, Yi-Ting, 2012. "A simple approach to standardized-residuals-based higher-moment tests," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 427-453.
    947. Stuart R. Lipsitz & Garrett M. Fitzmaurice & Joseph G. Ibrahim & Richard Gelber & Steven Lipshultz, 2002. "Parameter Estimation in Longitudinal Studies with Outcome-Dependent Follow-Up," Biometrics, The International Biometric Society, vol. 58(3), pages 621-630, September.
    948. Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Hou, Ai Jun & Wang, Weining, 2018. "Pricing Cryptocurrency options: the case of CRIX and Bitcoin," IRTG 1792 Discussion Papers 2018-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    949. Bera, A.K. & Lee, S., 1993. "Information matrix test, parameter heterogeneity and ARCH : A synthesis," Other publications TiSEM bf71e9fe-03a8-48f0-8a72-0, Tilburg University, School of Economics and Management.
    950. Stinebrickner, Ralph & Stinebrickner, T.R.Todd R., 2004. "Time-use and college outcomes," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 243-269.
    951. Franco Peracchi, 1988. "Bounded Influence Estimators for the Censored Regression Model," UCLA Economics Working Papers 487, UCLA Department of Economics.
    952. Duan, Jin-Chuan, 1997. "Augmented GARCH (p,q) process and its diffusion limit," Journal of Econometrics, Elsevier, vol. 79(1), pages 97-127, July.
    953. Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "What makes individual investors exercise early? Empirical evidence from the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 15, University of Passau, Faculty of Business and Economics.
    954. Morduch, Jonathan & Ravi, Shamika & Bauchet, Jonathan, 2013. "Substitution Bias and External Validity: Why an Innovative Anti-poverty Program Showed no Net Impact," CEI Working Paper Series 2013-02, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    955. Keke Lai, 2019. "Creating Misspecified Models in Moment Structure Analysis," Psychometrika, Springer;The Psychometric Society, vol. 84(3), pages 781-801, September.
    956. Francq, Christian & Zakoïan, Jean-Michel, 2009. "Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 313-324.
    957. Jutta Günther & Johannes Stephan & Björn Jindra, 2008. "Foreign Subsidiaries in the East German Innovation System - Evidence from Manufacturing Industries," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 59(Supplemen), pages 137-172.
    958. Noh, Hohsuk & El Ghouch, Anouar & Bouezmarni, Taoufik, 2012. "Copula-Based Regression Estimation and Inference," LIDAM Discussion Papers ISBA 2012010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    959. Roberto Ezcurra, 2007. "Is Income Inequality Harmful for Regional Growth? Evidence from the European Union," Urban Studies, Urban Studies Journal Limited, vol. 44(10), pages 1953-1971, September.
    960. Geert Dhaene & Dirk Hoorelbeke, 2002. "The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation," Working Papers of Department of Economics, Leuven ces0211, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    961. Kris Jacobs & Xiaofei Li, 2008. "Modeling the Dynamics of Credit Spreads with Stochastic Volatility," Management Science, INFORMS, vol. 54(6), pages 1176-1188, June.
    962. Jinyong Hahn & Jerry Hausman & Josh Lustig, 2017. "Specification test on mixed logit models," CeMMAP working papers 58/17, Institute for Fiscal Studies.
    963. Brice Ozenne & Patrick M. Fisher & Esben Budtz‐J⊘rgensen, 2020. "Small sample corrections for Wald tests in latent variable models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 841-861, August.
    964. Jan Hanousek & Evzen Kocenda & Jan Svejnar, 2005. "Origin and Concentration: Corporate Ownership, Control and Performance," CERGE-EI Working Papers wp259, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    965. Mérel, Pierre & Wimberger, Emily, 2012. "Improving air quality in California's San Joaquin Valley: The role of vehicle heterogeneity in optimal emissions abatement," Journal of Environmental Economics and Management, Elsevier, vol. 63(2), pages 169-186.
    966. Onaran, Ozlem & Stockhammer, Engelbert, 2008. "The effect of FDI and foreign trade on wages in the Central and Eastern European Countries in the post-transition era: A sectoral analysis for the manufacturing industry," Structural Change and Economic Dynamics, Elsevier, vol. 19(1), pages 66-80, March.
    967. Andreas Lange & Andreas Ziegler, 2017. "Offsetting Versus Mitigation Activities to Reduce $$\hbox {CO}_{2}$$ CO 2 Emissions: A Theoretical and Empirical Analysis for the U.S. and Germany," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 66(1), pages 113-133, January.
    968. Gallegos, María Teresa & Ritter, Gunter, 2013. "Strong consistency of k-parameters clustering," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 14-31.
    969. Alinne Veiga & Peter W. F. Smith & James J. Brown, 2014. "The use of sample weights in multivariate multilevel models with an application to income data collected by using a rotating panel survey," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 63(1), pages 65-84, January.
    970. Xiu, Dacheng, 2010. "Quasi-maximum likelihood estimation of volatility with high frequency data," Journal of Econometrics, Elsevier, vol. 159(1), pages 235-250, November.
    971. Wooldridge, Jeffrey M., 2020. "On the consistency of the logistic quasi-MLE under conditional symmetry," Economics Letters, Elsevier, vol. 194(C).
    972. Mohieddine Rahmouni & Mohamed Ayadi & Murat Yildizoglu, 2010. "Characteristics of innovating firms in Tunisia: the essential role of external knowledge sources," Post-Print hal-00645737, HAL.
    973. Marcel G. Dagenais, 1992. "Pièges et limitations de l'analyse micro-économétrique," Économie et Prévision, Programme National Persée, vol. 102(1), pages 1-9.
    974. Fred Espen Benth & Jūratė Šaltytė Benth & Steen Koekebakker, 2008. "Stochastic Modeling of Electricity and Related Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6811, September.
    975. Xiaolin Chen & Jianwen Cai, 2018. "Reweighted estimators for additive hazard model with censoring indicators missing at random," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(2), pages 224-249, April.
    976. Richard H Spady, 1996. "Nonparametric inference by quasi-likelihood methods'/A>Size-v0: 198,000," Economics Papers 19. & 111., Economics Group, Nuffield College, University of Oxford.
    977. Mikhail Semenov & Daulet Smagulov, 2017. "Portfolio Risk Assessment using Copula Models," Papers 1707.03516, arXiv.org.
    978. Ignacio Esponda & Demian Pouzo & Yuichi Yamamoto, 2019. "Asymptotic Behavior of Bayesian Learners with Misspecified Models," Papers 1904.08551, arXiv.org, revised Oct 2019.
    979. de Luna, Xavier & Johansson, Per, 2001. "Testing exogeneity under distributional misspecification," Working Paper Series 2001:9, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    980. Isaiah Andrews & Anna Mikusheva, 2014. "Weak Identification in Maximum Likelihood: A Question of Information," American Economic Review, American Economic Association, vol. 104(5), pages 195-199, May.
    981. Crespí-Cladera, Rafel & Pascual-Fuster, Bartolomé, 2014. "Does the independence of independent directors matter?," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 116-134.
    982. Martin, Patrick R. & Moser, Donald V., 2016. "Managers’ green investment disclosures and investors’ reaction," Journal of Accounting and Economics, Elsevier, vol. 61(1), pages 239-254.
    983. Carrieri, Francesca & Errunza, Vihang & Majerbi, Basma, 2006. "Local risk factors in emerging markets: Are they separately priced?," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 444-461, October.
    984. Marina Riem, 2016. "Corporate investment decisions under political uncertainty," ifo Working Paper Series 221, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    985. Bruce E. Hansen & Seojeong Jay Lee, 2018. "Inference for Iterated GMM Under Misspecification and Clustering," Discussion Papers 2018-07, School of Economics, The University of New South Wales.
    986. Kusen, Alex & Rudolf, Markus, 2019. "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, vol. 48(C), pages 438-463.
    987. de Luna, Xavier & Johansson, Per, 2006. "Exogeneity in structural equation models," Journal of Econometrics, Elsevier, vol. 132(2), pages 527-543, June.
    988. Smythe Donald J., 2008. "Transaction Costs, Neighborhood Effects, and the Diffusion of the Uniform Sales Act, 1906-47," Review of Law & Economics, De Gruyter, vol. 4(1), pages 341-372, October.
    989. Roy Levy & Gregory R. Hancock, 2011. "An Extended Model Comparison Framework for Covariance and Mean Structure Models, Accommodating Multiple Groups and Latent Mixtures," Sociological Methods & Research, , vol. 40(2), pages 256-278, May.
    990. Rasool Roozegar & Saralees Nadarajah & Eisa Mahmoudi, 2022. "The Power Series Exponential Power Series Distributions with Applications to Failure Data Sets," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(1), pages 44-78, May.
    991. Gregori Baetschmann, 2011. "Identification and estimation of thresholds in the fixed effects ordered logit model," ECON - Working Papers 046, Department of Economics - University of Zurich.
    992. Martin Solberger & Erik Spånberg, 2020. "Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 875-900, March.
    993. Bollen, Nicolas P. B., 2013. "Zero-R2Hedge Funds and Market Neutrality," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(2), pages 519-547, April.
    994. Klaus Rennings & Andreas Ziegler & Thomas Zwick, 2004. "The effect of environmental innovations on employment changes: an econometric analysis," Business Strategy and the Environment, Wiley Blackwell, vol. 13(6), pages 374-387, November.
    995. Dereje W. Gudicha & Fetene B. Tekle & Jeroen K. Vermunt, 2016. "Power and Sample Size Computation for Wald Tests in Latent Class Models," Journal of Classification, Springer;The Classification Society, vol. 33(1), pages 30-51, April.
    996. Jin Seo Cho & Meng Huang & Halbert White, 2021. "Testing a Constant Mean Function Using Functional Regression," Working papers 2021rwp-190, Yonsei University, Yonsei Economics Research Institute.
    997. Christian A. Vossler, 2013. "Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation," Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 3, pages 89-112, Edward Elgar Publishing.
    998. Helmut Küchenhoff & Samuel M. Mwalili & Emmanuel Lesaffre, 2006. "A General Method for Dealing with Misclassification in Regression: The Misclassification SIMEX," Biometrics, The International Biometric Society, vol. 62(1), pages 85-96, March.
    999. Aurora García-Gallego & Nikolaos Georgantzís & Pedro Pereira & José C. Pernías-Cerrillo, 2004. "Risk Attitudes and Internet Search Engines: Theory and Experimental Evidence," Working Papers 04-03, NET Institute, revised Oct 2004.
    1000. Jondeau, Eric & Le Bihan, Hervé, 2008. "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, vol. 143(2), pages 375-395, April.
    1001. Chen, Xiaohong & Xiao, Zhijie & Wang, Bo, 2022. "Copula-based time series with filtered nonstationarity," Journal of Econometrics, Elsevier, vol. 228(1), pages 127-155.
    1002. Reize, Frank, 2001. "FIML estimation of a bivariate probit selection rule: an application on firm growth and subsidisation," ZEW Discussion Papers 01-13, ZEW - Leibniz Centre for European Economic Research.
    1003. Giovanni Caggiano & Leone Leonida, "undated". "A note on the empirics of the neoclassical growth model," Working Papers 2006_2, Business School - Economics, University of Glasgow.
    1004. Jin Seo Cho & Meng Huang & Halbert White, 2009. "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series 0915, Institute of Economic Research, Korea University.
    1005. Adlane Haffar & Éric Le Fur, 2022. "Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 297-309, July.
    1006. Venetis, Ioannis A. & Peel, David, 2005. "Non-linearity in stock index returns: the volatility and serial correlation relationship," Economic Modelling, Elsevier, vol. 22(1), pages 1-19, January.
    1007. Gaffke Norbert, 2002. "On The Asymptotic Null-Distribution Of The Wald Statistic At Singular Parameter Points," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 379-398, April.
    1008. Maldonado, Wilfredo L. & Tourinho, Octávio A.F. & Valli, Marcos, 2012. "Exchange rate bubbles: Fundamental value estimation and rational expectations test," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1033-1059.
    1009. Mroz, Thomas A., 1999. "Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome," Journal of Econometrics, Elsevier, vol. 92(2), pages 233-274, October.
    1010. Rennings, Klaus & Ziegler, Andreas, 2004. "Determinants of Environmental Innovations in Germany: Do Organizational Measures Matter? A Discrete Choice Analysis at the Firm Level," ZEW Discussion Papers 04-30, ZEW - Leibniz Centre for European Economic Research.
    1011. Liv Osland & Inge Thorsen & Jens Petter Gitlesen, 2004. "The impact of labour market accessibility on housing prices," ERSA conference papers ersa04p355, European Regional Science Association.
    1012. Jonathan S. Schildcrout & Patrick J. Heagerty, 2007. "Marginalized Models for Moderate to Long Series of Longitudinal Binary Response Data," Biometrics, The International Biometric Society, vol. 63(2), pages 322-331, June.
    1013. Wu, Guojun & Xiao, Zhijie, 2002. "A generalized partially linear model of asymmetric volatility," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 287-319, August.
    1014. Saskia Litière & Ariel Alonso & Geert Molenberghs, 2007. "Type I and Type II Error Under Random-Effects Misspecification in Generalized Linear Mixed Models," Biometrics, The International Biometric Society, vol. 63(4), pages 1038-1044, December.
    1015. Englin, Jeffrey E. & McDonald, Jered M. & Moeltner, Klaus, 2006. "Valuing ancient forest ecosystems: An analysis of backcountry hiking in Jasper National Park," Ecological Economics, Elsevier, vol. 57(4), pages 665-678, June.
    1016. Sarah Brown & Mark N. Harris & Christopher Spencer, 2020. "Modelling Category Inflation with Multiple Inflation Processes: Estimation, Specification and Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1342-1361, December.
    1017. Ziegler, Andreas & Seijas Nogareda, Jazmin, 2009. "Environmental management systems and technological environmental innovations: Exploring the causal relationship," Research Policy, Elsevier, vol. 38(5), pages 885-893, June.
    1018. K. Chua & S. Ong, 2013. "Test of misspecification with application to negative binomial distribution," Computational Statistics, Springer, vol. 28(3), pages 993-1009, June.
    1019. Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2016. "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers 13-05 [rev.2], University of Cologne, Centre for Financial Research (CFR).
    1020. Albert Satorra, 1991. "Asymptotic robust inferences in the analysis of mean and covariance structures," Economics Working Papers 3, Department of Economics and Business, Universitat Pompeu Fabra.
    1021. Okui, Ryo, 2008. "Panel AR(1) estimators under misspecification," Economics Letters, Elsevier, vol. 101(3), pages 210-213, December.
    1022. Anders, Ulrich & Korn, Olaf & Schmitt, Christian, 1996. "Improving the pricing of options: a neural network approach," ZEW Discussion Papers 96-04, ZEW - Leibniz Centre for European Economic Research.
    1023. Schneeweiss, Hans & Cheng, Chi-Lun, 2006. "Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 455-473, February.
    1024. R. K. Freeland & B. P. M. McCabe, 2004. "Analysis of low count time series data by poisson autoregression," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 701-722, September.
    1025. Les Godfrey & Chris Orme, "undated". "The Sensitivity of some General Checks to Omitted Variables in the Linear Model," Discussion Papers 92/3, Department of Economics, University of York.
    1026. Christopher Winship & Larry Radbill, 1994. "Sampling Weights and Regression Analysis," Sociological Methods & Research, , vol. 23(2), pages 230-257, November.
    1027. Moeltner, Klaus, 2003. "Addressing aggregation bias in zonal recreation models," Journal of Environmental Economics and Management, Elsevier, vol. 45(1), pages 128-144, January.
    1028. Koul, Hira L. & Song, Weixing & Liu, Shan, 2014. "Model checking in Tobit regression via nonparametric smoothing," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 36-49.
    1029. Härdle Wolfgang Karl & Okhrin Ostap & Okhrin Yarema, 2013. "Dynamic structured copula models," Statistics & Risk Modeling, De Gruyter, vol. 30(4), pages 361-388, December.
    1030. Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
    1031. Christopher Skeels & Franics Vella, 1997. "Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 69-92.
    1032. David Johnson & Tim Fry, 2002. "Factors Affecting Return to Work after Injury: A study for the Victorian WorkCover Authority," Melbourne Institute Working Paper Series wp2002n28, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    1033. Niklas Potrafke & Markus Reischmann, 2014. "Fiscal Transfers and Fiscal Sustainability," CESifo Working Paper Series 4716, CESifo.
    1034. Shaobo Jin & Fan Yang-Wallentin, 2017. "Asymptotic Robustness Study of the Polychoric Correlation Estimation," Psychometrika, Springer;The Psychometric Society, vol. 82(1), pages 67-85, March.
    1035. R. Hujer & K.-O. Maurer & M. Wellner, 1997. "Estimating the Effect of Training on Unemployment Duration in West Germany - A Discrete Hazard-Rate Model with Instrumental Variables," Econometrics 9704001, University Library of Munich, Germany.
    1036. Blackburn, McKinley L., 2021. "Are U.S. teacher salaries competitive? Accounting for geography and the retransformation bias in logarithmic regressions," Economics of Education Review, Elsevier, vol. 84(C).
    1037. Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016. "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers 16-082/III, Tinbergen Institute.
    1038. Patrucco, Andrea S. & Moretto, Antonella & Knight, Louise, 2021. "Does relationship control hinder relationship commitment? The role of supplier performance measurement systems in construction infrastructure projects," International Journal of Production Economics, Elsevier, vol. 233(C).
    1039. Castro, Alexandre Samy de, 2021. "Judicial attitudes under shifting jurisprudence: Evidence from Brazil’s new drug law of 2006," International Review of Law and Economics, Elsevier, vol. 68(C).
    1040. Jonas Meier, 2020. "Multivariate Distribution Regression," Diskussionsschriften dp2023, Universitaet Bern, Departement Volkswirtschaft.
    1041. Paul Gustafson, 2007. "Measurement error modelling with an approximate instrumental variable," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 797-815, November.
    1042. Anton Flossmann, 2010. "Accounting for missing data in M-estimation: a general matching approach," Empirical Economics, Springer, vol. 38(1), pages 85-117, February.
    1043. Jun Xia, 2010. "Resource Dependence and Cross-border Constraint-absorption," Management International Review, Springer, vol. 50(2), pages 155-183, April.
    1044. Ziegler Andreas, 2010. "Z-Tests in Multinomial Probit Models under Simulated Maximum Likelihood Estimation: Some Small Sample Properties," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(5), pages 630-652, October.
    1045. Baojiang Chen & Xiao-Hua Zhou, 2011. "Doubly Robust Estimates for Binary Longitudinal Data Analysis with Missing Response and Missing Covariates," Biometrics, The International Biometric Society, vol. 67(3), pages 830-842, September.
    1046. Escanciano, Juan Carlos & Song, Kyungchul, 2010. "Testing single-index restrictions with a focus on average derivatives," Journal of Econometrics, Elsevier, vol. 156(2), pages 377-391, June.
    1047. Lizhan Cao & Zhongying Qi & Junxia Ren, 2017. "China’s Industrial Total-Factor Energy Productivity Growth at Sub-Industry Level: A Two-Step Stochastic Metafrontier Malmquist Index Approach," Sustainability, MDPI, vol. 9(8), pages 1-22, August.
    1048. Michael Lechner & Friedhelm Pfeiffer & Gert Wagner, 1991. "Die Arbeitsmarkterwartung in der DDR kurz vor der Währungsunion," Discussion Papers of DIW Berlin 22, DIW Berlin, German Institute for Economic Research.
    1049. Duan, Jin-Chuan & Jacobs, Kris, 2008. "Is long memory necessary? An empirical investigation of nonnegative interest rate processes," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 567-581, June.
    1050. Johan Lyhagen, 2012. "A note on the representation of $${E\left({\textit{\textbf {x}}}\otimes {\textit{\textbf {xx}}}^{\prime}\right) }$$ and $${E\left({\textit{\textbf {xx}}}^{\prime }\otimes {\textit{\textbf {xx}}}^{\pri," Statistical Papers, Springer, vol. 53(3), pages 697-701, August.
    1051. Bravo, Francesco & Chu, Ba M. & Jacho-Chávez, David T., 2017. "Generalized empirical likelihood M testing for semiparametric models with time series data," Econometrics and Statistics, Elsevier, vol. 4(C), pages 18-30.
    1052. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2014. "Finite Population Causal Standard Errors," NBER Working Papers 20325, National Bureau of Economic Research, Inc.
    1053. Qu, Xi & Lee, Lung-fei, 2015. "Estimating a spatial autoregressive model with an endogenous spatial weight matrix," Journal of Econometrics, Elsevier, vol. 184(2), pages 209-232.
    1054. Kato Kengo, 2011. "A note on moment convergence of bootstrap M-estimators," Statistics & Risk Modeling, De Gruyter, vol. 28(1), pages 51-61, March.
    1055. Elder, John, 1997. "Estimating the arbitrage pricing theory with observed macro factors," Economics Letters, Elsevier, vol. 55(2), pages 241-246, August.
    1056. Tsung-Shan Tsou, 2005. "Inferences of variance function - a parametric robust way," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(8), pages 785-796.
    1057. Davide Antonioli & Georgios Gioldasis & Antonio Musolesi, 2018. "Estimating a non-neutral production function: a heterogeneous treatment effect approach," SEEDS Working Papers 0618, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Mar 2018.
    1058. Juan A. Máñez & María E. Rochina‐Barrachina & Amparo Sanchis & Juan A. Sanchis, 2009. "The Role Of Sunk Costs In The Decision To Invest In R&D," Journal of Industrial Economics, Wiley Blackwell, vol. 57(4), pages 712-735, December.
    1059. Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
    1060. Eduardo Fé-Rodríguez, 2008. "On the Production of Economic Bads and the Estimation of Production Effciency when the Dependent Variable is a Count," Economics Discussion Paper Series 0812, Economics, The University of Manchester.
    1061. Wooldridge, Jeffrey M., 1990. "A Unified Approach to Robust, Regression-Based Specification Tests," Econometric Theory, Cambridge University Press, vol. 6(1), pages 17-43, March.
    1062. Daisuke Nagakura, 2008. "A note on the relationship between the information matrx test and a score test for parameter constancy," Economics Bulletin, AccessEcon, vol. 3(5), pages 1-7.
    1063. Prasad A. Naik & Ashutosh Prasad & Suresh P. Sethi, 2008. "Building Brand Awareness in Dynamic Oligopoly Markets," Management Science, INFORMS, vol. 54(1), pages 129-138, January.
    1064. M. T. Aparicio & I. Villan�a, 2012. "Selection criteria for overlapping binary Models," Documentos de Trabajo dt2012-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    1065. Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015. "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 594-616, May.
    1066. Xianzheng Huang, 2021. "Improved wrong-model inference for generalized linear models for binary responses in the presence of link misspecification," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 437-459, June.
    1067. Scott Monroe, 2019. "Estimation of Expected Fisher Information for IRT Models," Journal of Educational and Behavioral Statistics, , vol. 44(4), pages 431-447, August.
    1068. Samarakoon, Nishantha & Song, Weixing, 2011. "Minimum distance conditional variance function checking in heteroscedastic regression models," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 579-600, March.
    1069. Sriananthakumar, Sivagowry, 2013. "Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach," Economic Modelling, Elsevier, vol. 33(C), pages 126-136.
    1070. Ko, Vinnie & Hjort, Nils Lid, 2019. "Model robust inference with two-stage maximum likelihood estimation for copulas," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 362-381.
    1071. Wasel Shadat & Chris Orme, 2011. "An investigation of parametric tests of CCC assumption," Economics Discussion Paper Series 1109, Economics, The University of Manchester.
    1072. Rhiannon Patterson, 2008. "Neighborhood Effects on High-School Drop-Out Rates and Teenage Childbearing: Tests for Non-Linearities, Race-Specific Effects, Interactions with Family Characteristics, and Endogenous Causation using ," Working Papers 08-12, Center for Economic Studies, U.S. Census Bureau.
    1073. Lloyd-Jones, Luke R. & Nguyen, Hien D. & McLachlan, Geoffrey J., 2018. "A globally convergent algorithm for lasso-penalized mixture of linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 19-38.
    1074. Olivier Rubel & Prasad A. Naik & Shuba Srinivasan, 2011. "Optimal Advertising When Envisioning a Product-Harm Crisis," Marketing Science, INFORMS, vol. 30(6), pages 1048-1065, November.
    1075. Jiménez-Gamero, M.D. & Alba-Fernández, V. & Muñoz-García, J. & Chalco-Cano, Y., 2009. "Goodness-of-fit tests based on empirical characteristic functions," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 3957-3971, October.
    1076. Abe, Yasuyo & Gee, Kevin A., 2014. "Sensitivity analyses for clustered data: An illustration from a large-scale clustered randomized controlled trial in education," Evaluation and Program Planning, Elsevier, vol. 47(C), pages 26-34.
    1077. Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini, 2004. "Indirect Estimation of Conditionally Heteroskedastic Factor Models," Working Papers wp2004_0409, CEMFI.
    1078. Song, Weixing & Du, Juan, 2010. "Distribution-free lack-of-fit tests in balanced mixed models," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1378-1387, September.
    1079. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2019. "Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data," Econometrics, MDPI, vol. 7(3), pages 1-27, September.
    1080. Kwangmin Park & SooCheong (Shawn) Jang, 2018. "Is franchising an additional financing source for franchisors? A Blinder–Oaxaca decomposition analysis," Tourism Economics, , vol. 24(5), pages 541-559, August.
    1081. James Davidson & Andreea G. Halunga, 2013. "Consistent Model Specification Testing," Discussion Papers 1312, University of Exeter, Department of Economics.
    1082. Katarzyna Czech & Michał Wielechowski, 2021. "Is the Alternative Energy Sector COVID-19 Resistant? Comparison with the Conventional Energy Sector: Markov-Switching Model Analysis of Stock Market Indices of Energy Companies," Energies, MDPI, vol. 14(4), pages 1-17, February.
    1083. Elder, John, 2001. "Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns?," Journal of Macroeconomics, Elsevier, vol. 23(1), pages 73-97, January.
    1084. Bohl, Martin T. & Michels, Winfried & Oelgemöller, Jens, 2011. "Determinanten von Wohnimmobilienpreisen: Das Beispiel der Stadt Münster," Beiträge zur angewandten Wirtschaftsforschung 34, University of Münster, Center of Applied Economic Research Münster (CAWM).
    1085. Ken Moon & Kostas Bimpikis & Haim Mendelson, 2018. "Randomized Markdowns and Online Monitoring," Management Science, INFORMS, vol. 64(3), pages 1271-1290, March.
    1086. Erik Brouwer & Hana Budil-Nadvornikova & Alfred Kleinknecht, 1999. "Are Urban Agglomerations a Better Breeding Place for Product Innovation? An Analysis of New Product Announcements," Regional Studies, Taylor & Francis Journals, vol. 33(6), pages 541-549.
    1087. Liu, Tuo & Lee, Lung-fei, 2019. "A likelihood ratio test for spatial model selection," Journal of Econometrics, Elsevier, vol. 213(2), pages 434-458.
    1088. Launov, Andrey, 2004. "An Alternative Approach to Testing Dual Labour Market Theory," IZA Discussion Papers 1289, Institute of Labor Economics (IZA).
    1089. Teresa Aparicio & Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(2), pages 167-182.
    1090. Kees van Montfort & Ab Mooijaart & Frits Meijerink, 2009. "Estimating structural equation models with non‐normal variables by using transformations," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(2), pages 213-226, May.
    1091. Andrew Tan & Steven Yen & Rodolfo Nayga, 2009. "Factors Affecting Alcohol Purchase Decisions and Expenditures: A Sample Selection Analysis by Ethnicity in Malaysia," Journal of Family and Economic Issues, Springer, vol. 30(2), pages 149-159, June.
    1092. Yongsung Chang & Andreas Hornstein & Pierre-Daniel G. Sarte, 2004. "Productivity, employment, and inventories," Working Paper 04-09, Federal Reserve Bank of Richmond.
    1093. Sanha Noh, 2020. "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 795-841, December.
    1094. Arvid Raknerud, 2002. "Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption," Discussion Papers 330, Statistics Norway, Research Department.
    1095. Andreas Ziegler, 2008. "Disentangling Specific Subsets of Innovations : A Micro-Econometric Analysis of their Determinants," CER-ETH Economics working paper series 08/100, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    1096. Lutz Kaiser, 2014. "The Gender-Career Estimation Gap," Proceedings of International Academic Conferences 0300349, International Institute of Social and Economic Sciences.
    1097. Hentschel, Ludger, 1995. "All in the family Nesting symmetric and asymmetric GARCH models," Journal of Financial Economics, Elsevier, vol. 39(1), pages 71-104, September.
    1098. Eklof, Matias & Lunander, Anders, 2003. "Open outcry auctions with secret reserve prices: an empirical application to executive auctions of tenant owner's apartments in Sweden," Journal of Econometrics, Elsevier, vol. 114(2), pages 243-260, June.
    1099. McMillen, Daniel P. & McDonald, John F., 1999. "Land use before zoning: The case of 1920's Chicago," Regional Science and Urban Economics, Elsevier, vol. 29(4), pages 473-489, July.
    1100. Ryan Janicki & Tucker S. McElroy, 2016. "Hermite expansion and estimation of monotonic transformations of Gaussian data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(1), pages 207-234, March.
    1101. Lars Kroll & Thomas Lampert, 2011. "Changing health inequalities in Germany from 1994 to 2008 between employed and unemployed adults," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 56(3), pages 329-339, June.
    1102. Zhang, Fode & Ng, Hon Keung Tony & Shi, Yimin, 2020. "Mis-specification analysis of Wiener degradation models by using f-divergence with outliers," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    1103. Lee, Tae-Hwy, 1995. "Disequilibrium and uncertainty in cointegrated systems: Some empirical evidence," Economics Letters, Elsevier, vol. 49(2), pages 157-161, August.
    1104. Richard Spady & Sami Stouli, 2020. "Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions," Papers 2011.06416, arXiv.org.
    1105. Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-678, May.
    1106. Eguchi, Shoichi, 2018. "Model comparison for generalized linear models with dependent observations," Econometrics and Statistics, Elsevier, vol. 5(C), pages 171-188.
    1107. Wilfredo L. Maldonado & Octávio A. F. Tourinho & Jorge A. B. M. de Abreu, 2014. "Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of 'BRICS' Countries," CAMA Working Papers 2014-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    1108. Caragea, Petruta C. & Smith, Richard L., 2007. "Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1417-1440, August.
    1109. González-Bustamante, Bastián & Carvajal, Ariane & González, Andrea, 2019. "Determinantes del gobierno electrónico en las municipalidades: Evidencia del caso chileno," SocArXiv fze3x, Center for Open Science.
    1110. R. Golden, 2003. "Discrepancy Risk Model Selection Test theory for comparing possibly misspecified or nonnested models," Psychometrika, Springer;The Psychometric Society, vol. 68(2), pages 229-249, June.
    1111. Francq, Christian & Zakoïan, Jean-Michel, 2007. "HAC estimation and strong linearity testing in weak ARMA models," Journal of Multivariate Analysis, Elsevier, vol. 98(1), pages 114-144, January.
    1112. Collins, Jill P. & Vossler, Christian A., 2009. "Incentive compatibility tests of choice experiment value elicitation questions," Journal of Environmental Economics and Management, Elsevier, vol. 58(2), pages 226-235, September.
    1113. Lee, Chi-Chuan & Huang, Tai-Hsin, 2017. "Cost efficiency and technological gap in Western European banks: A stochastic metafrontier analysis," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 161-178.
    1114. Calzolari, Giorgio & Fiorentini, Gabriele & Panattoni, Lorenzo, 1993. "Alternative estimators of the covariance matrix in GARCH models," MPRA Paper 24433, University Library of Munich, Germany.
    1115. Richard Harmon, 1988. "The simultaneous equations model with generalized autoregressive conditional heteroskedasticity: the SEM-GRACH model," International Finance Discussion Papers 322, Board of Governors of the Federal Reserve System (U.S.).
    1116. Sherzod N. Tashpulatov, 2021. "The Impact of Regulatory Reforms on Demand Weighted Average Prices," Mathematics, MDPI, vol. 9(10), pages 1-15, May.
    1117. Blake LeBaron, 2013. "Heterogeneous Agents and Long Horizon Features of Asset Prices," Working Papers 63, Brandeis University, Department of Economics and International Business School, revised Sep 2013.
    1118. Nielsen, J.D. & Dean, C.B., 2008. "Adaptive functional mixed NHPP models for the analysis of recurrent event panel data," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3670-3685, March.
    1119. Gębka, Bartosz & Serwa, Dobromił, 2015. "The elusive nature of motives to trade: Evidence from international stock markets," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 147-157.
    1120. Adrian Fernandez‐Perez & Bart Frijns & Ilnara Gafiatullina & Alireza Tourani‐Rad, 2019. "Properties and the predictive power of implied volatility in the New Zealand dairy market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(5), pages 612-631, May.
    1121. Deo, Rohit S. & Chen, Willa W., 2003. "Estimation of Mis-Specified Long Memory Models," Papers 2004,03, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    1122. Mora Rodriguez, Jhon James, 2013. "Introduccion a la teoría del consumidor [Introduction to Consumer Theory]," MPRA Paper 48129, University Library of Munich, Germany, revised 08 Jul 2013.
    1123. Gouriéroux, Christian, 1994. "Modèles économétriques : utilisation et interprétation (les)," CEPREMAP Working Papers (Couverture Orange) 9423, CEPREMAP.
    1124. Janet Lutz* & Jeffrey Englin & J. Shonkwiler, 2000. "On the Aggregate Value of Recreational Activities: A Nested Price Index Approach Using Poisson Demand Systems," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 15(3), pages 217-226, March.
    1125. Jie Zhu, 2008. "Pricing Volatility of Stock Returns with Volatile and Persistent Components," CREATES Research Papers 2008-14, Department of Economics and Business Economics, Aarhus University.
    1126. Durham, Catherine A., 2007. "The Impact of Environmental and Health Motivations on the Organic Share of Produce Purchases," Agricultural and Resource Economics Review, Cambridge University Press, vol. 36(2), pages 304-320, October.
    1127. Jonas Lindahl & Cristian Colliander & Rickard Danell, 2020. "Early career performance and its correlation with gender and publication output during doctoral education," Scientometrics, Springer;Akadémiai Kiadó, vol. 122(1), pages 309-330, January.
    1128. Gannon, Gerard, 2005. "Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets," International Review of Financial Analysis, Elsevier, vol. 14(3), pages 326-336.
    1129. D. Y. Lin & L. J. Wei & Z. Ying, 2002. "Model-Checking Techniques Based on Cumulative Residuals," Biometrics, The International Biometric Society, vol. 58(1), pages 1-12, March.
    1130. Silvestro Di Sanzo, 2009. "Testing for linearity in Markov switching models: a bootstrap approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(2), pages 153-168, July.
    1131. E. Hamaker & R. Grasman, 2012. "Regime Switching State-Space Models Applied to Psychological Processes: Handling Missing Data and Making Inferences," Psychometrika, Springer;The Psychometric Society, vol. 77(2), pages 400-422, April.
    1132. Huang, Tai-Hsin & Chiang, Dien-Lin & Tsai, Chao-Min, 2015. "Applying the New Metafrontier Directional Distance Function to Compare Banking Efficiencies in Central and Eastern European Countries," Economic Modelling, Elsevier, vol. 44(C), pages 188-199.
    1133. Andreas Ziegler, 2015. "On the relevance of ideological identification and environmental values for beliefs and attitudes toward climate change: An empirical cross country analysis," MAGKS Papers on Economics 201516, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    1134. Kurmann, Andre, 2007. "VAR-based estimation of Euler equations with an application to New Keynesian pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 767-796, March.
    1135. Giovanni Bruno & Orietta Dessy, 2014. "Average partial effects in multivariate probit models with latent heterogeneity: Monte Carlo experiments and an application to immigrants' ethnic identity and economic performance," Italian Stata Users' Group Meetings 2014 10, Stata Users Group.
    1136. Matt Higham & Jay Ver Hoef & Lisa Madsen & Andy Aderman, 2021. "Adjusting a finite population block kriging estimator for imperfect detection," Environmetrics, John Wiley & Sons, Ltd., vol. 32(1), February.
    1137. Peter-J. Jost & Stefanie Schubert & Miriam Zschoche, 2015. "Incumbent positioning as a determinant of strategic response to entry," Small Business Economics, Springer, vol. 44(3), pages 577-596, March.
    1138. Clerides, Sofronis K., 2002. "Book value: intertemporal pricing and quality discrimination in the US market for books," International Journal of Industrial Organization, Elsevier, vol. 20(10), pages 1385-1408, December.
    1139. Mikkel Helding Vembye & James Eric Pustejovsky & Therese Deocampo Pigott, 2023. "Power Approximations for Overall Average Effects in Meta-Analysis With Dependent Effect Sizes," Journal of Educational and Behavioral Statistics, , vol. 48(1), pages 70-102, February.
    1140. Waldfogel, Joel, 1995. "The Selection Hypothesis and the Relationship between Trial and Plaintiff Victory," Journal of Political Economy, University of Chicago Press, vol. 103(2), pages 229-260, April.
    1141. Joop J. Hox & Cora J. M. Maas & Matthieu J. S. Brinkhuis, 2010. "The effect of estimation method and sample size in multilevel structural equation modeling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(2), pages 157-170, May.
    1142. Fontaine, Charles & Frostig, Ron D. & Ombao, Hernando, 2020. "Modeling non-linear spectral domain dependence using copulas with applications to rat local field potentials," Econometrics and Statistics, Elsevier, vol. 15(C), pages 85-103.
    1143. Andrés Schneider, 2009. "Regímenes de flotación administrada: un enfoque de cartera," Monetaria, CEMLA, vol. 0(4), pages 549-584, octubre-d.
    1144. Ziegler, Andreas, 2017. "Political orientation, environmental values, and climate change beliefs and attitudes: An empirical cross country analysis," Energy Economics, Elsevier, vol. 63(C), pages 144-153.
    1145. Juxin Liu & Paul Gustafson, 2008. "On Average Predictive Comparisons and Interactions," International Statistical Review, International Statistical Institute, vol. 76(3), pages 419-432, December.
    1146. Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
    1147. Clinton Watkins & Michael McAleer, 2004. "Econometric modelling of non‐ferrous metal prices," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 651-701, December.
    1148. von Haefen, Roger H. & Phaneuf, Daniel J., 2003. "Estimating preferences for outdoor recreation:: a comparison of continuous and count data demand system frameworks," Journal of Environmental Economics and Management, Elsevier, vol. 45(3), pages 612-630, May.
    1149. Ahmed BenSaïda & Sabri Boubaker & Duc Khuong Nguyen & Skander Slim, 2018. "Value‐at‐risk under market shifts through highly flexible models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(8), pages 790-804, December.
    1150. Guanqun Cao & David Todem & Lijian Yang & Jason P. Fine, 2013. "Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 256-273, June.
    1151. Guggisberg Michael, 2019. "Misspecified Discrete Choice Models and Huber-White Standard Errors," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-17, January.
    1152. Martin Browning & Anne Møller Danø & Eskil Heinesen, 2003. "Job Displacement and Health Outcomes: A Representative Panel Study," CAM Working Papers 2003-14, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    1153. Masao Ueki & Kaoru Fueda, 2010. "Optimal tuning parameter estimation in maximum penalized likelihood method," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(3), pages 413-438, June.
    1154. Kehrle, Kerstin & Peter, Franziska J., 2013. "Who moves first? An intensity-based measure for information flows across stock exchanges," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1629-1642.
    1155. H. Vincent Poor & Li Chen, 2003. "Parametric Estimation of Quadratic Term Structure Models of Interest Rates," Computing in Economics and Finance 2003 22, Society for Computational Economics.
    1156. Schuster, Philipp & Uhrig-Homburg, Marliese, 2015. "Limits to arbitrage and the term structure of bond illiquidity premiums," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 143-159.
    1157. Ines Chaieb & Vihang Errunza & Basma Majerbi, 2013. "Do emerging markets provide currency diversification benefits?," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 102-120.
    1158. Li-Chu Chien, 2011. "A robust diagnostic plot for explanatory variables under model mis-specification," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(1), pages 113-126.
    1159. J. R. Lockwood & Daniel F. McCaffrey, 2014. "Correcting for Test Score Measurement Error in ANCOVA Models for Estimating Treatment Effects," Journal of Educational and Behavioral Statistics, , vol. 39(1), pages 22-52, February.
    1160. Francis K.C. Hui & Nicole A. Hill & A.H. Welsh, 2022. "Assuming independence in spatial latent variable models: Consequences and implications of misspecification," Biometrics, The International Biometric Society, vol. 78(1), pages 85-99, March.
    1161. Mat'uv{s} Maciak & Ostap Okhrin & Michal Pev{s}ta, 2019. "Infinitely Stochastic Micro Forecasting," Papers 1908.10636, arXiv.org, revised Sep 2019.
    1162. Kira Alhorn & Holger Dette & Kirsten Schorning, 2021. "Optimal Designs for Model Averaging in non-nested Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 745-778, August.
    1163. Nasekin, Sergey & Chen, Cathy Yi-Hsuan, 2018. "Deep learning-based cryptocurrency sentiment construction," IRTG 1792 Discussion Papers 2018-066, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    1164. Jin Seo Cho & Peter C.B. Phillips, "undated". "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University.
    1165. Boris Groysberg & Linda-Eling Lee, 2009. "Hiring Stars and Their Colleagues: Exploration and Exploitation in Professional Service Firms," Organization Science, INFORMS, vol. 20(4), pages 740-758, August.
    1166. Bierens, H.J., 1987. "Nonlinear parametric regression analysis," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    1167. Meyerhoefer, Chad D. & Ranney, Christine K. & Sahn, David E., 2003. "Consistent Estimation Of Longitudinal Censored Demand Systems: An Application To Transition Country Data," Working Papers 127252, Cornell University, Department of Applied Economics and Management.
    1168. Brause, Alexander, 2008. "Foreign exchange interventions in emerging market countries: New lessons from Argentina," W.E.P. - Würzburg Economic Papers 79, University of Würzburg, Department of Economics.
    1169. Hirche, Martin & Greenacre, Luke & Nenycz-Thiel, Magda & Loose, Simone & Lockshin, Larry, 2021. "SKU performance and distribution: A large-scale analysis of the role of product characteristics with store scanner data," Journal of Retailing and Consumer Services, Elsevier, vol. 61(C).
    1170. Zhao Chen & Runze Li & Yaohua Wu, 2012. "Weighted quantile regression for AR model with infinite variance errors," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(3), pages 715-731.
    1171. Sanjoy Sinha & Abdus Sattar, 2015. "Inference in semi-parametric spline mixed models for longitudinal data," METRON, Springer;Sapienza Università di Roma, vol. 73(3), pages 377-395, December.
    1172. Lorinne du Toit & Ester Cerin & Evie Leslie & Neville Owen, 2007. "Does Walking in the Neighbourhood Enhance Local Sociability?," Urban Studies, Urban Studies Journal Limited, vol. 44(9), pages 1677-1695, August.
    1173. John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December.
    1174. Kevin E. Staub & Rainer Winkelmann, 2009. "Consistent estimation of zero-inflated count models," SOI - Working Papers 0908, Socioeconomic Institute - University of Zurich, revised Aug 2011.
    1175. Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021. "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, vol. 222(1), pages 451-467.
    1176. Botzen, W.J.W. & Bouwer, L.M. & van den Bergh, J.C.J.M., 2010. "Climate change and hailstorm damage: Empirical evidence and implications for agriculture and insurance," Resource and Energy Economics, Elsevier, vol. 32(3), pages 341-362, August.
    1177. Hidetoshi Shimodaira & Haruyoshi Maeda, 2018. "An information criterion for model selection with missing data via complete-data divergence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(2), pages 421-438, April.
    1178. Esfandiar Maasoumi, 1988. "5 On Econometric Methodology," The Economic Record, The Economic Society of Australia, vol. 64(4), pages 340-343, December.
    1179. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    1180. Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2018. "What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 318-334.
    1181. Komunjer, Ivana, 2001. "Consistent Estimation for Aggregated GARCH," University of California at San Diego, Economics Working Paper Series qt1fp2v3q7, Department of Economics, UC San Diego.
    1182. Zarkin, Gary A. & Mroz, Thomas A. & Bray, Jeremy W. & French, Michael T., 1998. "The relationship between drug use and labor supply for young men," Labour Economics, Elsevier, vol. 5(4), pages 385-409, December.
    1183. Hu Liang & Shin Yongcheol, 2008. "Optimal Test for Markov Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-27, September.
    1184. Andreas Ziegler, 2007. "Simulated classical tests in multinomial probit models," Statistical Papers, Springer, vol. 48(4), pages 655-681, October.
    1185. Stanislav Kolenikov & Kenneth A. Bollen, 2012. "Testing Negative Error Variances," Sociological Methods & Research, , vol. 41(1), pages 124-167, February.
    1186. Abdulsamad Alazzani & Wan Nordin Wan-Hussin & Michael Jones & Ahmed Al-hadi, 2021. "ESG Reporting and Analysts’ Recommendations in GCC: The Moderation Role of Royal Family Directors," JRFM, MDPI, vol. 14(2), pages 1-21, February.
    1187. Nadeem A. Burney & Ashfaque H. Khan, 1992. "Socio-economic Characteristics and Household Savings: An Analysis of the Households' Saving Behaviour in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 31(1), pages 31-48.
    1188. Heng Chen & Marie-Hélène Felt & Christopher Henry, 2018. "2017 Methods-of-Payment Survey: Sample Calibration and Variance Estimation," Technical Reports 114, Bank of Canada.

  88. White, Halbert, 1982. "Regularity conditions for cox's test of non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 301-318, August.

    Cited by:

    1. Charitou, Andreas & Dionysiou, Dionysia & Lambertides, Neophytos & Trigeorgis, Lenos, 2013. "Alternative bankruptcy prediction models using option-pricing theory," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2329-2341.
    2. M. Jiménez-Gamero & A. Batsidis & M. Alba-Fernández, 2016. "Fourier methods for model selection," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 105-133, February.
    3. Debasis Kundu & Anubhav Manglick, 2004. "Discriminating between the Weibull and log‐normal distributions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(6), pages 893-905, September.
    4. Yeo, In-Kwon, 2005. "Variable selection and transformation in linear regression models," Statistics & Probability Letters, Elsevier, vol. 72(3), pages 219-226, May.
    5. M. D. Jiménez-Gamero & A. Batsidis, 2017. "Minimum distance estimators for count data based on the probability generating function with applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(5), pages 503-545, July.
    6. Godfrey, L. G., 1998. "Tests of non-nested regression models some results on small sample behaviour and the bootstrap," Journal of Econometrics, Elsevier, vol. 84(1), pages 59-74, May.
    7. CHEN, Piao & YE, Zhi-Sheng, 2018. "A systematic look at the gamma process capability indices," European Journal of Operational Research, Elsevier, vol. 265(2), pages 589-597.
    8. Shovan Chowdhury, 2019. "Selection between Exponential and Lindley distributions," Working papers 316, Indian Institute of Management Kozhikode.
    9. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
    10. Kalb, Guyonne R. J. & Kofman, Paul & Vorst, Ton C. F., 1996. "Mixtures of tails in clustered automobile collision claims," Insurance: Mathematics and Economics, Elsevier, vol. 18(2), pages 89-107, July.
    11. Di Tommaso, M.L. & Weeks, M., 2000. "Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility," Cambridge Working Papers in Economics 0009, Faculty of Economics, University of Cambridge.
    12. Monfardini, Chiara, 2003. "An illustration of Cox's non-nested testing procedure for logit and probit models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 425-444, March.
    13. J M C Santos Silva, 1996. "A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models," Discussion Papers 96-28 ISSN 1350-6722, University College London, Department of Economics.
    14. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
    15. Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis, 2022. "Time-Varying Poisson Autoregression," Papers 2207.11003, arXiv.org.
    16. Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.
    17. Gupta, Rameshwar D. & Kundu, Debasis, 2003. "Discriminating between Weibull and generalized exponential distributions," Computational Statistics & Data Analysis, Elsevier, vol. 43(2), pages 179-196, June.

  89. White, Halbert & Olson, Lawrence, 1981. "Conditional distributions of earnings, wages and hours for blacks and whites," Journal of Econometrics, Elsevier, vol. 17(3), pages 263-285, December.

    Cited by:

    1. Mason, Patrick L., 1994. "An empirical derivation of the industry wage equation," MPRA Paper 11325, University Library of Munich, Germany.

  90. White, Halbert, 1980. "Using Least Squares to Approximate Unknown Regression Functions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 149-170, February.

    Cited by:

    1. P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016. "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Econometrics, MDPI, vol. 4(2), pages 1-21, June.
    2. Joshua Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," NBER Working Papers 15794, National Bureau of Economic Research, Inc.
    3. Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2022. "The Great Gatsby Curve," NBER Working Papers 29761, National Bureau of Economic Research, Inc.
    4. William A. Barnett & Ikuyasu Usui, 2007. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," International Symposia in Economic Theory and Econometrics, in: Functional Structure Inference, pages 107-127, Emerald Group Publishing Limited.
    5. Gary Chamberlain, 1980. "Multivariate Refression Models for Paned Data," NBER Technical Working Papers 0008, National Bureau of Economic Research, Inc.
    6. Gadea Rivas, María Dolores, 2017. "Trends in distributional characteristics : Existence of global warming," UC3M Working papers. Economics 24121, Universidad Carlos III de Madrid. Departamento de Economía.
    7. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74, Elsevier.
    8. Nadeem A. Burney & Ashfaque H. Khan, 1991. "Household Consumption Patterns in Pakistan: An Urban-Rural Comparison Using Micro Data," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 30(2), pages 145-171.
    9. Angrist, Joshua D. & Pischke, Jorn-Steffen, 2017. "Undergraduate econometrics instruction: through our classes, darkly," LSE Research Online Documents on Economics 80663, London School of Economics and Political Science, LSE Library.
    10. François Destandau & Serge Garcia, 2014. "Service quality, scale economies and ownership: an econometric analysis of water supply costs," Journal of Regulatory Economics, Springer, vol. 46(2), pages 152-182, October.
    11. Wahl, Thomas I. & Hayes, Dermot J., 1989. "A Dynamic, Globally Flexible Model Of U.S. Meat Demand," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270672, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    12. Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers 10428, National Bureau of Economic Research, Inc.
    13. Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," International Finance Discussion Papers 1152, Board of Governors of the Federal Reserve System (U.S.).
    14. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2020. "Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis," Econometrica, Econometric Society, vol. 88(1), pages 265-296, January.
    15. Rodríguez, Francisco & Shelton, Cameron A., 2013. "Cleaning up the kitchen sink: Specification tests and average derivative estimators for growth econometrics," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 260-273.
    16. Dongling Huang & Christian Rojas & Frank Bass, 2008. "What Happens When Demand Is Estimated With A Misspecified Model?," Journal of Industrial Economics, Wiley Blackwell, vol. 56(4), pages 809-839, December.
    17. Badi H. Baltagi & Dong Li, 2001. "LM Tests for Functional Form and Spatial Error Correlation," International Regional Science Review, , vol. 24(2), pages 194-225, April.
    18. Kesavan, Thulasiram, 1988. "Monte Carlo experiments of market demand theory," ISU General Staff Papers 198801010800009854, Iowa State University, Department of Economics.
    19. Frank A. Wolak, 2016. "Level versus Variability Trade-offs in Wind and Solar Generation Investments: The Case of California," NBER Working Papers 22494, National Bureau of Economic Research, Inc.
    20. Richard Spady & Sami Stouli, 2018. "Simultaneous mean-variance regression," CeMMAP working papers CWP25/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Patrick M. Kline & Andres Santos, 2011. "Higher Order Properties of the Wild Bootstrap Under Misspecification," NBER Working Papers 16793, National Bureau of Economic Research, Inc.
    22. David B. Humphrey & Lawrence B. Pulley, 1991. "Scope economies: fixed costs, complementarity, and functional form," Working Paper 91-03, Federal Reserve Bank of Richmond.
    23. David S. Lee & David Card, 2006. "Regression Discontinuity Inference with Specification Error," NBER Technical Working Papers 0322, National Bureau of Economic Research, Inc.
    24. Mazzocco, Michael A. & Eales, James S., 1987. "Estimating Factor Demands for Iltinois Cash Grain Farms: Differences Between Profitable and Unprofitable Farms," 1987 Annual Meeting, August 2-5, East Lansing, Michigan 269945, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    25. Guo, Ranran & Ye, Wuyi, 2021. "A model of dynamic tail dependence between crude oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    26. Alston, Julian M. & Chalfant, James A., 1991. "Can We Take The Con Out Of Meat Demand Studies?," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(01), pages 1-13, July.
    27. J.A. Bikker, 2012. "Performance of the life insurance industry under pressure: efficiency, competition and consolidation," Working Papers 12-19, Utrecht School of Economics.
    28. Tymon S{l}oczy'nski, 2018. "Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights," Papers 1810.01576, arXiv.org, revised May 2020.
    29. Guangjian Zhang & Sy-Miin Chow & Anthony Ong, 2011. "A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series," Psychometrika, Springer;The Psychometric Society, vol. 76(1), pages 77-96, January.
    30. Sloczynski, Tymon, 2018. "A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands," IZA Discussion Papers 11866, Institute of Labor Economics (IZA).
    31. Sherrill Shaffer, 1997. "Functional forms and declining average costs," Working Papers 95-13/R, Federal Reserve Bank of Philadelphia.
    32. J.A. Bikker & D.E. van der Linde, 2015. "The Optimum Size of Local Public Administration," Working Papers 15-05, Utrecht School of Economics.
    33. Kleijnen, J.P.C., 1983. "Regression analysis : Assumptions, alternatives, applications," Other publications TiSEM 1f65af2d-8958-4929-a726-0, Tilburg University, School of Economics and Management.
    34. Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018. "Empirical Asset Pricing via Machine Learning," NBER Working Papers 25398, National Bureau of Economic Research, Inc.
    35. Mark Jensen, 1997. "Revisiting the flexibility and regularity properties of the asymptotically ideal production model," Econometric Reviews, Taylor & Francis Journals, vol. 16(2), pages 179-203.
    36. Michael Creel, 2008. "Some possible pitfalls of parametric inference (in Russian)," Quantile, Quantile, issue 4, pages 1-6, March.
    37. Reis, Hugo J. & Santos Silva, J.M.C., 2006. "Hedonic prices indexes for new passenger cars in Portugal (1997-2001)," Economic Modelling, Elsevier, vol. 23(6), pages 890-908, December.
    38. Burney, Nadeem A., 1995. "Socioeconomic development and electricity consumption A cross-country analysis using the random coefficient method," Energy Economics, Elsevier, vol. 17(3), pages 185-195, July.
    39. Miguel A. Delgado & Thomas J. Kniesner, 1997. "Count Data Models With Variance Of Unknown Form: An Application To A Hedonic Model Of Worker Absenteeism," The Review of Economics and Statistics, MIT Press, vol. 79(1), pages 41-49, February.
    40. Pencavel, John & Craig, Ben, 1994. "The Empirical Performance of Orthodox Models of the Firm: Conventional Firms and Worker Cooperatives," Journal of Political Economy, University of Chicago Press, vol. 102(4), pages 718-744, August.
    41. Laisney, François, 1991. "Mikroökonometrische Untersuchung von Aggregationsproblemen: Eine partielle Übersicht," ZEW Discussion Papers 91-03, ZEW - Leibniz Centre for European Economic Research.
    42. Serge Garcia & Alban Thomas, 2001. "The Structure of Municipal Water Supply Costs: Application to a Panel of French Local Communities," Journal of Productivity Analysis, Springer, vol. 16(1), pages 5-29, July.
    43. Beat Reber & Caroline Fong, 2006. "Explaining mispricing of initial public offerings in Singapore," Applied Financial Economics, Taylor & Francis Journals, vol. 16(18), pages 1339-1353.
    44. Abadie, Alberto & Athey, Susan & Imbens, Guido W. & Wooldridge, Jeffrey M., 2017. "Sampling-Based vs. Design-Based Uncertainty in Regression Analysis," Research Papers 3349, Stanford University, Graduate School of Business.
    45. Yingzhuo Yu & Cesar Escalante & Xiaohui Deng & Jack Houston & Lewell Gunter, 2011. "Analysing scale and scope specialization efficiencies of US agricultural and nonagricultural banks using the Fourier flexible functional form," Applied Financial Economics, Taylor & Francis Journals, vol. 21(15), pages 1103-1116.
    46. Serge S. Garcia & Arnaud Reynaud, 2004. "Estimating the benefits of efficient water pricing in France," Post-Print hal-02682580, HAL.
    47. Amavilah, Voxi & Asongu, Simplice & Andrés, Antonio, 2017. "Effects of globalization on peace and stability: Implications for governance and the knowledge economy of African countries," MPRA Paper 80651, University Library of Munich, Germany.
    48. Ulrich R. Kohli, 1983. "The Le Châtelier Principle and the Demand for Imports in the Short Run and the Medium Run: Australia, 1959–60–1978–79," The Economic Record, The Economic Society of Australia, vol. 59(2), pages 149-165, June.
    49. Neal, Mark, 2007. "Estimating complex production functions: The importance of starting values," Risk and Sustainable Management Group Working Papers 151178, University of Queensland, School of Economics.
    50. Dionysia Dionysiou, 2015. "Choosing Among Alternative Long-Run Event-Study Techniques," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 158-198, February.
    51. Wolak, Frank A., 2015. "Measuring the competitiveness benefits of a transmission investment policy: The case of the Alberta electricity market," Energy Policy, Elsevier, vol. 85(C), pages 426-444.
    52. Rouwendal, Jan, 1998. "On Housing Services," Journal of Housing Economics, Elsevier, vol. 7(3), pages 218-242, September.
    53. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
    54. Stoker, Thomas M., 1983. "Aggregation, efficiency and cross section regression," Working papers 1453-83., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    55. Dante Jara, 2004. "Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile," Econometrics 0412010, University Library of Munich, Germany.
    56. Ying-Ying Lee, 2015. "Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification," Econometrics, MDPI, vol. 4(1), pages 1-14, December.
    57. Sergio P. Firpo & Nicole M. Fortin & Thomas Lemieux, 2018. "Decomposing Wage Distributions Using Recentered Influence Function Regressions," Econometrics, MDPI, vol. 6(2), pages 1-40, May.
    58. Amavilah, Voxi Heinrich, 2013. "The Love Aspects of Human Capital and the Economic Activity of Countries," MPRA Paper 52686, University Library of Munich, Germany.
    59. Sherrill Shaffer, 1997. "Network diseconomies and optimal structure," Working Papers 97-19, Federal Reserve Bank of Philadelphia.
    60. Carlos Budnevich & Helmut Franken & Ricardo Paredes, 2001. "Economías de Escala y Economías de Ámbito en el Sistema Bancario Chileno," Working Papers Central Bank of Chile 93, Central Bank of Chile.
    61. Creel, M. & Loomis, J., 1995. "Semi-Nonparametric Distribution-Free Dichotomous Choice Contingent Valuation," UFAE and IAE Working Papers 273.94, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    62. Abayateye, F. & Skolrud, T. & Galinato, G., 2018. "Environmental Regulation Stringency and U.S. Agriculture," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277138, International Association of Agricultural Economists.
    63. Charles Perrings & David Stern, 2000. "Modelling Loss of Resilience in Agroecosystems: Rangelands in Botswana," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 16(2), pages 185-210, June.
    64. Sakata, Shinichi & White, Halbert, 2001. "S-estimation of nonlinear regression models with dependent and heterogeneous observations," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 5-72, July.
    65. Swamy, P.A.V.B. & Mehta, J.S. & Tavlas, G.S. & Hall, S.G., 2015. "Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpson's paradox," Economic Modelling, Elsevier, vol. 45(C), pages 93-98.
    66. Tristan D. Skolrud, 2017. "Reducing Approximation Error in the Fourier Flexible Functional Form," Econometrics, MDPI, vol. 5(4), pages 1-16, December.
    67. Chalfant, James & Wallace, Nancy, 1991. "Testing the Translog Specification with the Fourier Cost Function," CUDARE Working Papers 198581, University of California, Berkeley, Department of Agricultural and Resource Economics.
    68. Christophe Bontemps & Jean‐Pierre Florens & Jean‐François Richard, 2008. "Parametric and Non‐parametric Encompassing Procedures," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 751-780, December.
    69. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2016. "Generalized Information Matrix Tests for Detecting Model Misspecification," Econometrics, MDPI, vol. 4(4), pages 1-24, November.
    70. Livanis, Grigorios & Moss, Charles B., 2006. "Quasi-fixity and multiproduct firms," Economics Letters, Elsevier, vol. 93(2), pages 228-234, November.
    71. Anderson, Richard G. & Duca, John V. & Fleissig, Adrian R. & Jones, Barry E., 2019. "New monetary services (Divisia) indexes for the post-war U.S," Journal of Financial Stability, Elsevier, vol. 42(C), pages 3-17.
    72. Audretsch, David B & Klomp, Luuk & Thurik, A R Roy, 1997. "Do Services Differ From Manufacturing? The Post-Entry Performance of Firms in Dutch Services," CEPR Discussion Papers 1718, C.E.P.R. Discussion Papers.
    73. David Stern, 1994. "Accuracy of the translog function," Applied Economics Letters, Taylor & Francis Journals, vol. 1(10), pages 172-174.
    74. Ariel Pakes & Zvi Griliches, 1982. "Estimating Distributed Lags in Short Panels with an Application to the Specification of Depreciation Patterns and Capital Stock Constructs," NBER Working Papers 0933, National Bureau of Economic Research, Inc.
    75. John J. Beggs, 1988. "Diagnostic Testing in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(2), pages 81-101, June.
    76. Joshua D. Angrist & Jorn-Steffen Pischke, 2019. "Undergraduate econometrics instruction: through our classes, darkly (in Russian)," Quantile, Quantile, issue 14, pages 1-20, June.
    77. Irene Wei Kiong Ting & Hooi Hooi Lean & Qian Long Kweh & Noor Azlinna Azizan, 2016. "Managerial overconfidence, government intervention and corporate financing decision," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 12(1), pages 4-24, February.
    78. Hendry, David F., 1984. "Monte carlo experimentation in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 16, pages 937-976, Elsevier.
    79. J.A.F. Machado & J.M.C. Santos Silva, 2003. "Identification with averaged data and implications for hedonic regression studies," Econometrics 0303002, University Library of Munich, Germany.
    80. Stefania P.S. Rossi & Markus Schwaiger & Gerhard Winkler, 2004. "Banking Efficiency in Central and Eastern Europe," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 8, pages 77-91.
    81. Y. Surry, 1993. "The Constant Difference Of Elasticities Function With Applications To The Ec Animal Feed Sector," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(1), pages 110-125, January.
    82. Tristan D. Skolrud & C. Richard Shumway, 2013. "A Fourier analysis of the US dairy industry," Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1887-1895, May.
    83. Christophe Bontemps & Grayham E. Mizon, 2008. "Encompassing: Concepts and Implementation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 721-750, December.
    84. Steffen Andersen & Glenn Harrison & Arne Hole & Morten Lau & E. Rutström, 2012. "Non-linear mixed logit," Theory and Decision, Springer, vol. 73(1), pages 77-96, July.
    85. Beat Reber & Bob Berry & Steve Toms, 2005. "Firm resources and quality signalling: evidence from UK initial public offerings," Applied Financial Economics, Taylor & Francis Journals, vol. 15(8), pages 575-586.
    86. J. Scott Long & Pravin K. Trivedi, 1992. "Some Specification Tests for the Linear Regression Model," Sociological Methods & Research, , vol. 21(2), pages 161-204, November.
    87. Sam Jones, 2020. "Testing the Technology of Human Capital Production: A General‐to‐Restricted Framework," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1429-1455, December.
    88. Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022. "Maximum likelihood estimation for score-driven models," Journal of Econometrics, Elsevier, vol. 227(2), pages 325-346.
    89. Brant, Molly & Marsh, Thomas L. & Featherstone, Allen M. & Crespi, John M., 2005. "Multivariate AIM Consumer Demand Model Applied to Dried Fruit, Raisins, and Dried Plums," 2005 Annual meeting, July 24-27, Providence, RI 19291, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    90. Wang, Caiping & Dai, Shanshan & Xu, Honggang, 2018. "Estimating the land opportunism of hotel investment in generating real estate appreciation and firms’ market value," Land Use Policy, Elsevier, vol. 77(C), pages 752-759.
    91. Preyra, Colin & Pink, George, 2006. "Scale and scope efficiencies through hospital consolidations," Journal of Health Economics, Elsevier, vol. 25(6), pages 1049-1068, November.
    92. Masato Nishiwaki & Hyoeg Ug Kwon, 2013. "Are Losers Picked? An Empirical Analysis of Capacity Divestment and Production Reallocation in the Japanese Cement Industry," Journal of Industrial Economics, Wiley Blackwell, vol. 61(2), pages 430-467, June.
    93. Diewert, Walter E & Wales, Terence J, 1987. "Flexible Functional Forms and Global Curvature Conditions," Econometrica, Econometric Society, vol. 55(1), pages 43-68, January.
    94. Inoue, Atsushi, 2002. "Identifying the sign of the slope of a monotonic function via OLS," Economics Letters, Elsevier, vol. 75(3), pages 419-424, May.
    95. Evren Ors, 2004. "Postmortem on the Federal Reserve's Functional Cost Analysis Program: how useful was the FCA?," Review of Financial Economics, John Wiley & Sons, vol. 13(1-2), pages 121-148.
    96. Lavergne, Pascal & Bertail, Patrice, 2020. "Bootstrapping Quasi Likelihood Ratio Tests under Misspecification," TSE Working Papers 20-1102, Toulouse School of Economics (TSE).
    97. Bierens, H.J., 1988. "Nonlinear regression with discrete explanatory variables," Serie Research Memoranda 0061, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    98. María Dolores Gadea Rivas & Jesús Gonzalo, 2022. "A tale of three cities: climate heterogeneity," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 475-511, May.
    99. Cliff Huang & Tsu-Tan Fu, 1999. "An Average Derivative Estimation of Stochastic Frontiers," Journal of Productivity Analysis, Springer, vol. 12(1), pages 45-53, August.
    100. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
    101. Barsky R. & Bound J. & Charles K.K. & Lupton J.P., 2002. "Accounting for the Black-White Wealth Gap: A Nonparametric Approach," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 663-673, September.
    102. Bousquet, Alain & Ivaldi, Marc, 1998. "An individual choice model of energy mix," Resource and Energy Economics, Elsevier, vol. 20(3), pages 263-286, September.
    103. Paul Bairoch & Gary Goertz, 1986. "Factors of Urbanisation in the Nineteenth Century Developed Countries," Urban Studies, Urban Studies Journal Limited, vol. 23(4), pages 285-305, August.
    104. Richard Berk & Lawrence Brown & Andreas Buja & Edward George & Emil Pitkin & Kai Zhang & Linda Zhao, 2014. "Misspecified Mean Function Regression," Sociological Methods & Research, , vol. 43(3), pages 422-451, August.
    105. Hong, Seung-Hyun & Wolak, Frank A., 2008. "Relative prices and electronic substitution: Changes in household-level demand for postal delivery services from 1986 to 2004," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 226-242, July.
    106. Sebastian Bayer & Timo Dimitriadis, 2022. "Regression-Based Expected Shortfall Backtesting [Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 437-471.
    107. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August.
    108. Xiao, Junji, 2008. "Markov Perfect Equilibrium in the US digital camera market," International Journal of Industrial Organization, Elsevier, vol. 26(5), pages 1233-1249, September.
    109. B. Douglas Bernheim & Daniel Bjorkegren & Jeffrey Naecker & Antonio Rangel, 2013. "Non-Choice Evaluations Predict Behavioral Responses to Changes in Economic Conditions," NBER Working Papers 19269, National Bureau of Economic Research, Inc.
    110. Leslie G. Godfrey, 2005. "Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(2), pages 263-279, April.
    111. Jin Seo Cho & Meng Huang & Halbert White, 2009. "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series 0915, Institute of Economic Research, Korea University.
    112. Abhiman Das & Sangeeta Das, 2007. "Scale economies, cost complementarities and technical progress in Indian banking: evidence from fourier flexible functional form," Applied Economics, Taylor & Francis Journals, vol. 39(5), pages 565-580.
    113. J.A. Bikker, 2013. "Is there an optimal pension fund size? A scale-economy analysis of administrative and investment costs," Working Papers 13-06, Utrecht School of Economics.
    114. Tai‐Hsin Huang & Mei‐Hui Wang, 2003. "Estimation of Technical and Allocative Inefficiency Using Fourier Flexible Cost Frontiers for Taiwan's Banking Industry," Manchester School, University of Manchester, vol. 71(3), pages 341-362, June.
    115. Jacob A. Bikker, 2017. "Is THERE AN OPTIMAL PENSION FUND SIZE? A SCALE-ECONOMY ANALYSIS OF ADMINISTRATIVE COSTS," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(2), pages 739-769, June.
    116. Newey, Whitney K., 1997. "Convergence rates and asymptotic normality for series estimators," Journal of Econometrics, Elsevier, vol. 79(1), pages 147-168, July.
    117. Silvio Borrero & Ana Bolena Escobar & Aura María Cortés & Luis Carlos Maya, 2013. "Poor and distressed, but happy: situational and cultural moderators of the relationship between wealth and happiness," Estudios Gerenciales, Universidad Icesi, March.
    118. Stephan Meyer & Martin Wagener & Christof Weinhardt, 2015. "Politically Motivated Taxes in Financial Markets: The Case of the French Financial Transaction Tax," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(2), pages 177-202, April.
    119. Paul J. Gertler, 1985. "A Decomposition of the Elasticity of Medicaid Nursing Home Expenditures Into Price, Quality, and Quantity Effects," NBER Working Papers 1751, National Bureau of Economic Research, Inc.
    120. Ors, Evren, 2004. "Postmortem on the Federal Reserve's Functional Cost Analysis Program: how useful was the FCA?," Review of Financial Economics, Elsevier, vol. 13(1-2), pages 121-148.
    121. Kim, Moshe & Vale, Bent, 2001. "Non-price strategic behavior: the case of bank branches," International Journal of Industrial Organization, Elsevier, vol. 19(10), pages 1583-1602, December.
    122. N. Gregory Mankiw & Matthew D. Shapiro, 1984. "Risk and Return: Consumption versus Market Beta," NBER Working Papers 1399, National Bureau of Economic Research, Inc.
    123. Adián R. Pagan & Hernán Sabau, 1992. "Consistency tests for heteroskedastic and risk models," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 7(1), pages 3-30.
    124. Guangjian Zhang & Michael Browne & Anthony Ong & Sy Chow, 2014. "Analytic Standard Errors for Exploratory Process Factor Analysis," Psychometrika, Springer;The Psychometric Society, vol. 79(3), pages 444-469, July.
    125. Ante Mandić & Lidija Petrić, 2021. "The impacts of location and attributes of protected natural areas on hotel prices: implications for sustainable tourism development," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(1), pages 833-863, January.
    126. Fløgstad, Cathrin, 2017. "Domestic bond markets in emerging economies: Crowding in or crowding out?," Working Papers in Economics 15/17, University of Bergen, Department of Economics.
    127. Jenny Lye & Joe Hirschberg, 2004. "Confidence bounds for the extremum determined by a quadratic regression," Econometric Society 2004 Australasian Meetings 217, Econometric Society.
    128. Nikolaev, Boris & Bennett, Daniel L., 2016. "Give me liberty and give me control: Economic freedom, control perceptions and the paradox of choice," European Journal of Political Economy, Elsevier, vol. 45(S), pages 39-52.
    129. Nadeem A. Burney & Ashfaque H. Khan, 1992. "Socio-economic Characteristics and Household Savings: An Analysis of the Households' Saving Behaviour in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 31(1), pages 31-48.

  91. White, Halbert, 1980. "Nonlinear Regression on Cross-Section Data," Econometrica, Econometric Society, vol. 48(3), pages 721-746, April.

    Cited by:

    1. Kim, E. Han & Morse, Adair & Zingales, Luigi, 2009. "Are elite universities losing their competitive edge?," Journal of Financial Economics, Elsevier, vol. 93(3), pages 353-381, September.
    2. Benedikt M. Potscher & Ingmar R. Prucha, 1994. "On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach," NBER Technical Working Papers 0085, National Bureau of Economic Research, Inc.
    3. Thomas E. MaCurdy, 1981. "Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics," NBER Technical Working Papers 0014, National Bureau of Economic Research, Inc.
    4. Weems, K. S. & Smith, P. J., 2004. "On robustness of maximum likelihood estimates for Poisson-lognormal models," Statistics & Probability Letters, Elsevier, vol. 66(2), pages 189-196, January.
    5. Dastoor, Naorayex K., 1997. "Testing for conditional heteroskedasticity with misspecified alternative hypotheses," Journal of Econometrics, Elsevier, vol. 82(1), pages 63-80.
    6. Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers 396, University of Oxford, Department of Economics.
    7. Dedi Rosadi & Shelton Peiris, 2014. "Second-order least-squares estimation for regression models with autocorrelated errors," Computational Statistics, Springer, vol. 29(5), pages 931-943, October.
    8. Boerner, Lars & Severgnini, Battista, 2014. "Epidemic trade," Economic History Working Papers 60382, London School of Economics and Political Science, Department of Economic History.
    9. Bart Spiessens & Emmanuel Lesaffre & Geert Verbeke & KyungMann Kim, 2002. "Group Sequential Methods for an Ordinal Logistic Random-Effects Model Under Misspecification," Biometrics, The International Biometric Society, vol. 58(3), pages 569-575, September.
    10. Laitila, Thomas, 2001. "Properties of the QME under asymmetrically distributed disturbances," Statistics & Probability Letters, Elsevier, vol. 52(4), pages 347-352, May.
    11. Cizek, P., 2004. "Asymptotics of Least Trimmed Squares Regression," Other publications TiSEM dab5d551-aca6-40bf-b92e-c, Tilburg University, School of Economics and Management.
    12. Kim, Tae Soo & Kim, Hae Kyung & Hur, Sun, 2002. "Asymptotic properties of a particular nonlinear regression quantile estimation," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 387-394, December.
    13. E Philip Davis & Dilruba Karim & Dennison Noel, 2020. "The Effects of Macroprudential Policy on Banks' Profitability," National Institute of Economic and Social Research (NIESR) Discussion Papers 514, National Institute of Economic and Social Research.
    14. E. Philip Davis & Dilruba Karim, 2019. "Exploring short‐ and long‐run links from bank competition to risk," European Financial Management, European Financial Management Association, vol. 25(3), pages 462-488, June.
    15. E Philip Davis & Dilruba Karim & Dennison Noel, 2019. "Bank Leverage Ratios, Risk and Competition - An Investigation Using Individual Bank Data," National Institute of Economic and Social Research (NIESR) Discussion Papers 499, National Institute of Economic and Social Research.
    16. Robert C. Feenstra, 1991. "New Goods and Index Numbers: U.S. Import Prices," NBER Working Papers 3610, National Bureau of Economic Research, Inc.
    17. Jeroen Hinloopen & Charles van Marrewijk, 2004. "Locating Economic Concentration," Tinbergen Institute Discussion Papers 04-066/2, Tinbergen Institute.
    18. Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan, 2004. "Comparing dynamic equilibrium models to data: a Bayesian approach," Journal of Econometrics, Elsevier, vol. 123(1), pages 153-187, November.
    19. de Jong, Robert M., 1998. "Uniform laws of large numbers and stochastic Lipschitz-continuity," Journal of Econometrics, Elsevier, vol. 86(2), pages 243-268, June.
    20. William Rees, 1996. "The impact of open market equity repurchases on UK equity prices," The European Journal of Finance, Taylor & Francis Journals, vol. 2(4), pages 353-370.
    21. Reis dos Santos, M. Isabel & Porta Nova, Acacio M.O., 2006. "Statistical fitting and validation of non-linear simulation metamodels: A case study," European Journal of Operational Research, Elsevier, vol. 171(1), pages 53-63, May.
    22. Mohamed Ariff & Luc Can, 2009. "IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia," CARF F-Series CARF-F-148, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    23. Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018. "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, vol. 55(1), pages 213-232, August.
    24. Pavel Cizek, 2002. "Robust Estimation with Discrete Explanatory Variables," Econometrics 0203001, University Library of Munich, Germany.
    25. Zhang, Hong-Yan & Kang, Ming-Cui & Li, Jing-Qiang & Liu, Hai-Tao, 2017. "R/S analysis of reaction time in Neuron Type Test for human activity in civil aviation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 859-870.
    26. Stoker, Thomas M., 1983. "Aggregation, efficiency and cross section regression," Working papers 1453-83., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    27. Ian Domowitz, 1985. "New Directions in Non-linear Estimation with Dependent Observations," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 1-27, February.
    28. Hao Wu & Michael Browne, 2015. "Quantifying Adventitious Error in a Covariance Structure as a Random Effect," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 571-600, September.
    29. Jacob A. Bikker & Sherrill Shaffer & Laura Spierdijk, 2009. "Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium," CAMA Working Papers 2009-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    30. Akhand, Hafiz A., 1996. "Effective federal individual income tax functions: A specification search," Economics Letters, Elsevier, vol. 51(1), pages 19-25, April.
    31. Stoker, Thomas M., 1983. "Aggregation, structural change and cross section estimation," Working papers 1485-83., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    32. Jeffrey M. Woodridge, 1988. "A Unified Approach to Robust, Regression-Based Specification Tests," Working papers 480, Massachusetts Institute of Technology (MIT), Department of Economics.
    33. Ariel Pakes & Zvi Griliches, 1982. "Estimating Distributed Lags in Short Panels with an Application to the Specification of Depreciation Patterns and Capital Stock Constructs," NBER Working Papers 0933, National Bureau of Economic Research, Inc.
    34. Müller, Christine H. & Huggins, Richard & Hwang, Wen-Han, 2011. "Consistent estimation of species abundance from a presence-absence map," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1449-1457, September.
    35. Yun Fang & Li-Xing Zhu, 2012. "Asymptotics of SIMEX-based variance estimation," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(3), pages 329-345, April.
    36. Blasques, Francisco & Duplinskiy, Artem, 2018. "Penalized indirect inference," Journal of Econometrics, Elsevier, vol. 205(1), pages 34-54.
    37. Henry Brady, 1989. "Factor and ideal point analysis for interpersonally incomparable data," Psychometrika, Springer;The Psychometric Society, vol. 54(2), pages 181-202, June.
    38. Xiu, Dacheng, 2010. "Quasi-maximum likelihood estimation of volatility with high frequency data," Journal of Econometrics, Elsevier, vol. 159(1), pages 235-250, November.
    39. Belen Rey & Vicente Inglada & Cipriano Quiros & Ana Rodriguez-Alvarez & Pablo Coto-Millan, 2009. "From European to Asian leadership in the economic efficiency of the world air industry," Applied Economics Letters, Taylor & Francis Journals, vol. 16(2), pages 203-209.
    40. Tae-Hwan Kim & Halbert White, 2003. "Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression," Advances in Econometrics, in: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, pages 107-132, Emerald Group Publishing Limited.
    41. Wooldridge, Jeffrey M., 1990. "A Unified Approach to Robust, Regression-Based Specification Tests," Econometric Theory, Cambridge University Press, vol. 6(1), pages 17-43, March.
    42. Ezequiel Uriel Jiménez & María Consuelo Colom & María Cruz Molés & María Luisa Moltó Carbonell, 1998. "- Least Squares Estimates Symetrically Adjusted With No Loss Of Information In The Truncated Tobit Model," Working Papers. Serie EC 1998-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    43. Kim, E. Han & Morse, Adair & Zingales, Luigi, 2006. "Are Elite Universities Losing Their Competitive Edge?," Working Papers 210, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
    44. Tracy Wu & Haiqun Lin & Yan Yu, 2011. "Single-index coefficient models for nonlinear time series," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(1), pages 37-58.
    45. Karlsson, Maria & Laitila, Thomas, 2008. "A semiparametric regression estimator under left truncation and right censoring," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2567-2571, November.
    46. Davis, E. Philip & Karim, Dilruba & Noel, Dennison, 2022. "The effects of macroprudential policy on banks' profitability," International Review of Financial Analysis, Elsevier, vol. 80(C).
    47. Klasa, Sandy & Maxwell, William F. & Ortiz-Molina, Hernán, 2009. "The strategic use of corporate cash holdings in collective bargaining with labor unions," Journal of Financial Economics, Elsevier, vol. 92(3), pages 421-442, June.
    48. Li, Yingying & Xie, Shangyu & Zheng, Xinghua, 2016. "Efficient estimation of integrated volatility incorporating trading information," Journal of Econometrics, Elsevier, vol. 195(1), pages 33-50.
    49. Bierens, H.J., 1987. "Nonlinear parametric regression analysis," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

  92. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.

    Cited by:

    1. Ashok Mishra & Hisham El-Osta, 2008. "Effect of agricultural policy on succession decisions of farm households," Review of Economics of the Household, Springer, vol. 6(3), pages 285-307, September.
    2. Alan Speight & Dennis Thomas, 1997. "Arbitrator Decision‐Making in the Transfer Market: an Empirical Analysis," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(2), pages 198-215, May.
    3. Kim, E. Han & Morse, Adair & Zingales, Luigi, 2009. "Are elite universities losing their competitive edge?," Journal of Financial Economics, Elsevier, vol. 93(3), pages 353-381, September.
    4. Dominik Schreyer, 2019. "Football spectator no-show behaviour in the German Bundesliga," Applied Economics, Taylor & Francis Journals, vol. 51(45), pages 4882-4901, September.
    5. Joseph Weber & Michael Willenborg & Jieying Zhang, 2008. "Does Auditor Reputation Matter? The Case of KPMG Germany and ComROAD AG," Journal of Accounting Research, Wiley Blackwell, vol. 46(4), pages 941-972, September.
    6. S. Arunachalam & Sridhar N. Ramaswami & Pol Herrmann & Doug Walker, 2018. "Innovation pathway to profitability: the role of entrepreneurial orientation and marketing capabilities," Journal of the Academy of Marketing Science, Springer, vol. 46(4), pages 744-766, July.
    7. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Mariolis, Theodore, 2018. "A non-linear post-Keynesian Goodwin-type endogenous model of the cycle for the USA," MPRA Paper 90036, University Library of Munich, Germany.
    8. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2021. "Modelling non-stationary ‘Big Data’," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1556-1575.
    9. Neuenkirch, Matthias & Siklos, Pierre L., 2013. "What's in a second opinion? Shadowing the ECB and the Bank of England," European Journal of Political Economy, Elsevier, vol. 32(C), pages 135-148.
    10. Jang, Heesun & Du, Xiaodong, 2013. "Price- and Policy-Induced Innovations: The Case of U.S. Biofuel," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(3), pages 1-13.
    11. Inder K. Khurana & Changjiang Wang, 2015. "Debt Maturity Structure and Accounting Conservatism," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(1-2), pages 167-203, January.
    12. Josh R. Stillwagon, 2014. "Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation," Working Papers 1405, Trinity College, Department of Economics.
    13. Kirchler, Michael & Huber, Jürgen & Stefan, Matthias & Sutter, Matthias, 2015. "Market Design and Moral Behavior," IZA Discussion Papers 8973, Institute of Labor Economics (IZA).
    14. Walter Beckert, 2020. "A Note on Specification Testing in Some Structural Regression Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 686-695, June.
    15. Timothy Erickson & Toni M. Whited, 2000. "Measurement Error and the Relationship between Investment and q," Journal of Political Economy, University of Chicago Press, vol. 108(5), pages 1027-1057, October.
    16. Maria A. Arias & Charles S. Gascon & David E. Rapach, 2014. "Metro Business Cycles," Working Papers 2014-46, Federal Reserve Bank of St. Louis.
    17. Nikolaev, V. & van Lent, L.A.G.M., 2005. "The Endogeneity Bias in the Relation Between Cost-of-Debt Capital and Corporate Disclosure Policy," Discussion Paper 2005-67, Tilburg University, Center for Economic Research.
    18. Bernd Hayo & Florian Neumeier, 2018. "Households’ Inflation Perceptions and Expectations: Survey Evidence from New Zealand," ifo Working Paper Series 255, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    19. Pål Boug & Andreas Fagereng, 2007. "Exchange rate volatility and export performance: A cointegrated VAR approach," Discussion Papers 522, Statistics Norway, Research Department.
    20. Münich, Daniel & Svejnar, Jan & Terrell, Katherine, 2000. "Returns to Human Capital under the Communist Wage Grid and During the Transition to a Market Economy," IZA Discussion Papers 122, Institute of Labor Economics (IZA).
    21. Ramona DUMITRIU & Razvan STEFANESCU, 2014. "Gone Fishin’ Effects In Returns," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 254-261.
    22. Michael K Andersson & Ted Aranki & André Reslow, 2017. "Adjusting for information content when comparing forecast performance," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(7), pages 784-794, November.
    23. Paul W. Miller & Barry R. Chiswick, 2002. "Immigrant earnings: Language skills, linguistic concentrations and the business cycle," Journal of Population Economics, Springer;European Society for Population Economics, vol. 15(1), pages 31-57.
    24. Behr Andreas & Bellgardt Egon, 2000. "Investitionsverhalten und Liquiditätsrestringiertheit. Eine Sensitivitätsanalyse / Investment Behaviour and Liquidity Constraints. A Sensitivity Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(3), pages 257-283, June.
    25. Nathalie Colombier & David Masclet, 2007. "L'importance de l'environnement familial comme déterminant du travail indépendant," Économie et Statistique, Programme National Persée, vol. 405(1), pages 99-118.
    26. Hardy, Daniel C., 1996. "Market reaction to changes in German official interest rates," Discussion Paper Series 1: Economic Studies 1996,04, Deutsche Bundesbank.
    27. Hamid Baghestani, 2006. "An evaluation of the professional forecasts of U.S. long‐term interest rates," Review of Financial Economics, John Wiley & Sons, vol. 15(2), pages 177-191.
    28. Fors, Gunnar & Zejan, Mario, 1996. "Overseas R&D by Multinationals in foreign Centers of Excellence," SSE/EFI Working Paper Series in Economics and Finance 111, Stockholm School of Economics.
    29. Akbar, Saeed & Rehman, Shafiq ur & Liu, Jia & Shah, Syed Zulfiqar Ali, 2017. "Credit supply constraints and financial policies of listed companies during the 2007–2009 financial crisis," Research in International Business and Finance, Elsevier, vol. 42(C), pages 559-571.
    30. Lavinia Conca & Francesco Manta & Domenico Morrone & Pierluigi Toma, 2021. "The impact of direct environmental, social, and governance reporting: Empirical evidence in European‐listed companies in the agri‐food sector," Business Strategy and the Environment, Wiley Blackwell, vol. 30(2), pages 1080-1093, February.
    31. Joy T. Black & Julian Diaz, III & Marvin L. Wolverton, 1997. "Examination of the Effect of Buyer Agency on the Distribution of Closing Costs," Journal of Real Estate Research, American Real Estate Society, vol. 14(1), pages 43-54.
    32. Küçük, Ugur N., 2009. "Emerging Market Local Currency Bond Market, Too Risky to Invest?," MPRA Paper 21878, University Library of Munich, Germany.
    33. Zsolt Becsi, 1996. "Do state and local taxes affect relative state growth?," Economic Review, Federal Reserve Bank of Atlanta, vol. 81(Mar), pages 18-36.
    34. Akbar Ullah & Ejaz Ghani & Attiya Javed, 2013. "Market Power and Industrial Performance in Pakistan," Working Papers id:5334, eSocialSciences.
    35. Rodrigo M. S. Moita & Claudio Paiva, 2013. "Political Price Cycles in Regulated Industries: Theory and Evidence," American Economic Journal: Economic Policy, American Economic Association, vol. 5(1), pages 94-121, February.
    36. Ana Teresa Tavares & Stephen Young, 2004. "Sourcing Patterns of Foreign-owned Multinational Subsidiaries in Europe," ERSA conference papers ersa04p575, European Regional Science Association.
    37. Shane Magee, 2013. "The effect of foreign currency hedging on the probability of financial distress," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(4), pages 1107-1127, December.
    38. Houge, Todd & Loughran, Tim, 1999. "Growth fixation and the performance of bank initial public offerings, 1983-1991," Journal of Banking & Finance, Elsevier, vol. 23(8), pages 1277-1301, August.
    39. Chahine, Salim, 2008. "Underpricing versus gross spread: New evidence on the effect of sold shares at the time of IPOs," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 180-196, April.
    40. Lauren Bin Dong, 2004. "Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach," Econometrics Working Papers 0405, Department of Economics, University of Victoria.
    41. Beverly J. Hirtle, 1996. "Derivatives, Portfolio Composition and Bank Holding Company Interest Rate Risk Exposure," Center for Financial Institutions Working Papers 96-43, Wharton School Center for Financial Institutions, University of Pennsylvania.
    42. Dufour, Alfonso & Engle, Robert F, 1999. "Time and the Price Impact of a Trade," University of California at San Diego, Economics Working Paper Series qt62c0h04j, Department of Economics, UC San Diego.
    43. Michael G. Arghyrou & Georgios Chortareas, 2008. "Current Account Imbalances and Real Exchange Rates in the Euro Area," Review of International Economics, Wiley Blackwell, vol. 16(4), pages 747-764, September.
    44. Jannis Bischof & Holger Daske, 2013. "Mandatory Disclosure, Voluntary Disclosure, and Stock Market Liquidity: Evidence from the EU Bank Stress Tests," Journal of Accounting Research, Wiley Blackwell, vol. 51(5), pages 997-1029, December.
    45. Butler, Marty & Leone, Andrew J. & Willenborg, Michael, 2004. "An empirical analysis of auditor reporting and its association with abnormal accruals," Journal of Accounting and Economics, Elsevier, vol. 37(2), pages 139-165, June.
    46. Hwang, Byoung-Hyoun, 2011. "Country-specific sentiment and security prices," Journal of Financial Economics, Elsevier, vol. 100(2), pages 382-401, May.
    47. Ernesto Reuben & Arno Riedl, 2007. "Public Goods Provision and Sanctioning in Privileged Groups," CESifo Working Paper Series 2063, CESifo.
    48. Bernd Hayo & Florian Neumeier, 2017. "Public Attitudes toward Fiscal Consolidation: Evidence from a Representative German Population Survey," Kyklos, Wiley Blackwell, vol. 70(1), pages 42-69, February.
    49. Ely, David P. & Song, Moon H., 2000. "Acquisition activity of large depository institutions in the 1990s:: An empirical analysis of motives," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(4), pages 467-484.
    50. Ming-Chang Cheng & Ching-Hwa Lee, 2016. "Trading Activities Around Ex-Dividend Days: Evidence from the Taiwan Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-17, March.
    51. Richard Cebula, 2001. "The electoral college and voter participation: Evidence on two hypotheses," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 29(3), pages 304-310, September.
    52. Philippe Bertrand & Vincent Lapointe, 2015. "How performance of risk-based strategies is modified by socially responsible investment universe?," Post-Print hal-01833066, HAL.
    53. C, Loran & Eckbo, Espen & Lu, Ching-Chih, 2014. "Does Executive Compensation Reflect Default Risk?," UiS Working Papers in Economics and Finance 2014/11, University of Stavanger.
    54. Malik, Muhammad Farhan & Nowland, John & Buckby, Sherrena, 2021. "Voluntary adoption of board risk committees and financial constraints risk," International Review of Financial Analysis, Elsevier, vol. 73(C).
    55. Baiyegunhi, L.J.S. & Oppong, B.B., 2016. "Commercialisation of mopane worm (Imbrasia belina) in rural households in Limpopo Province, South Africa," Forest Policy and Economics, Elsevier, vol. 62(C), pages 141-148.
    56. Guido W. Imbens & Judith K. Hellerstein, 1996. "Imposing Moment Restrictions from Auxiliary Data by Weighting," NBER Technical Working Papers 0202, National Bureau of Economic Research, Inc.
    57. Bernd Hayo & Doh Shin, 2002. "Mass Attitudes Toward Financial Crisis and Economic Reform in Korea," Development and Comp Systems 0205003, University Library of Munich, Germany.
    58. Mohamed Naceur Mahjoubi & Ezzeddine Abaoub, 2015. "Earnings Response Coefficient as a Measure of Market Expectations: Evidence from Tunis Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 377-389.
    59. J. M. C. Santos Silva & Silvana Tenreyro, 2003. "Gravity-defying trade," Working Papers 03-1, Federal Reserve Bank of Boston.
    60. Alan S. Blinder & John Morgan, 2008. "Do Monetary Policy Committees Need Leaders? A Report on an Experiment," American Economic Review, American Economic Association, vol. 98(2), pages 224-229, May.
    61. Christopher S. P. Magee, 2016. "Trade creation, trade diversion, and the general equilibrium effects of regional trade agreements: a study of the European Community–Turkey customs union," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(2), pages 383-399, May.
    62. Valerie Cerra & Sweta C. Saxena, 2005. "Growth Dynamics: The Myth of Economic Recovery," Macroeconomics 0508008, University Library of Munich, Germany.
    63. Chin Wen Cheong, 2010. "Estimating the Hurst parameter in financial time series via heuristic approaches," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(2), pages 201-214.
    64. Michael Wyrwich & Ina Krause, 2011. "Coping with the market: Are there cohort effects for organisations in transition?," Journal of East European Management Studies, Rainer Hampp Verlag, vol. 16(1), pages 54-74.
    65. Guhan Subramanian, "undated". "Post-Siliconix Freeze-Outs: Theory, Evidence & Policy," American Law & Economics Association Annual Meetings 1016, American Law & Economics Association.
    66. MacKinnon, J G, 1989. "Heteroskedasticity-Robust Tests for Structural Change," Empirical Economics, Springer, vol. 14(2), pages 77-92.
    67. Bae, Sung C. & Chang, Kiyoung & Yi, Ha-Chin, 2018. "Are more corporate social investments better? Evidence of non-linearity effect on costs of U.S. Bank loans," Global Finance Journal, Elsevier, vol. 38(C), pages 82-96.
    68. Fenech, Jean-Pierre & Skully, Michael & Xuguang, Han, 2014. "Franking credits and market reactions: Evidence from the Australian convertible security market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 1-19.
    69. Al-Sehali, Mohammed & Spear, Nasser, 2004. "The decision relevance and timeliness of accounting earnings in Saudi Arabia," The International Journal of Accounting, Elsevier, vol. 39(2), pages 197-217.
    70. Scott Whisenant & Srinivasan Sankaraguruswamy & K. Raghunandan, 2003. "Evidence on the Joint Determination of Audit and Non‐Audit Fees," Journal of Accounting Research, Wiley Blackwell, vol. 41(4), pages 721-744, September.
    71. Dah, Mustafa A. & Frye, Melissa B. & Hurst, Matthew, 2014. "Board changes and CEO turnover: The unanticipated effects of the Sarbanes–Oxley Act," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 97-108.
    72. Pengguo Wang & Wei Huang, 2015. "The implied growth rates and country risk premium: evidence from Chinese stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 45(3), pages 641-663, October.
    73. François Desmoulins-Lebeault & Jean-François Gajewski & Luc Meunier, 2018. "Personality and Risk Aversion," Economics Bulletin, AccessEcon, vol. 38(1), pages 472-489.
    74. Elena Zoido, 1998. "Un estudio de las participaciones accionariales de los bancos en las empresas españolas," Investigaciones Economicas, Fundación SEPI, vol. 22(3), pages 427-467, September.
    75. Burdekin, Richard C. K. & Burkett, Paul, 1996. "Hyperinflation, the exchange rate and endogenous money: post-World War I Germany revisited," Journal of International Money and Finance, Elsevier, vol. 15(4), pages 599-621, August.
    76. Jan K. Brueckner, 2003. "Airline Traffic and Urban Economic Development," Urban Studies, Urban Studies Journal Limited, vol. 40(8), pages 1455-1469, July.
    77. Brealey, R. A. & Kaplanis, E. C., 1996. "The determination of foreign banking location," Journal of International Money and Finance, Elsevier, vol. 15(4), pages 577-597, August.
    78. Reinhart, Carmen, 1991. "A model of adjustment and growth: An empirical analysis," MPRA Paper 13233, University Library of Munich, Germany.
    79. Miomir Jovanović & Ljiljana Kašćelan & Aleksandra Despotović & Vladimir Kašćelan, 2015. "The Impact of Agro-Economic Factors on GHG Emissions: Evidence from European Developing and Advanced Economies," Sustainability, MDPI, vol. 7(12), pages 1-21, December.
    80. Benjamin M. Blau & Ryan J. Whitby, 2014. "Speculative Trading In Reits," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 37(1), pages 55-74, February.
    81. Hui Guo & Robert F. Whitelaw, 2003. "Uncovering the Risk-Return Relation in the Stock Market," NBER Working Papers 9927, National Bureau of Economic Research, Inc.
    82. Ranney, Christine K. & McNamara, Paul E., 2002. "Do Healthier Diets Cost More?," 2002 Annual meeting, July 28-31, Long Beach, CA 19588, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    83. Dah, Mustafa A. & Frye, Melissa B., 2017. "Is board compensation excessive?," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 566-585.
    84. Miquel-Angel Garcia-Lopez, 2011. "The accessibility city. When transport infrastructure matters in urban spatial structure," ERSA conference papers ersa10p521, European Regional Science Association.
    85. Fabrice Hervé, 2008. "Fonds de retraite et performance : la famille compte-t-elle ?," Post-Print halshs-00314395, HAL.
    86. Hicks, Michael J., 2014. "Estimating the Impact of Highways on Economic Activity: Evidence from Appalachian Development Corridor G," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 44(2).
    87. Massimiliano Marcellino, "undated". "Further Results on MSFE Encompassing," Working Papers 143, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    88. Korkeamaki, Timo & Koskinen, Yrjo & Takalo, Tuomas, 2007. "Phoenix rising: Legal reforms and changes in valuations in Finland during the economic crisis," Journal of Financial Stability, Elsevier, vol. 3(1), pages 33-58, April.
    89. Robert J. Hill & Daniel Melser, 2008. "Hedonic Imputation And The Price Index Problem: An Application To Housing," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 593-609, October.
    90. Lesmond, David A., 2005. "Liquidity of emerging markets," Journal of Financial Economics, Elsevier, vol. 77(2), pages 411-452, August.
    91. Elif Guneren Genc & Ozlem Deniz Basar, 2017. "The Impact of OECD Countries¡¯ Macroeconomic Factors on Turkey¡¯s Foreign Trade," Research in World Economy, Research in World Economy, Sciedu Press, vol. 8(1), pages 24-36, June.
    92. Wu, Congsheng, 2005. "The pricing of global versus domestic seasoned equity offers," Journal of Multinational Financial Management, Elsevier, vol. 15(1), pages 31-49, February.
    93. Michelle Lowry & Micah S. Officer & G. William Schwert, 2010. "The Variability of IPO Initial Returns," Journal of Finance, American Finance Association, vol. 65(2), pages 425-465, April.
    94. Edmonds, Christopher T. & Edmonds, Jennifer E. & Fu, Richard & Jenkins, David S., 2018. "Price momentum and the premium for meeting or beating analysts' forecasts of earnings," Advances in accounting, Elsevier, vol. 42(C), pages 34-47.
    95. Lehmann, Erik & Weigand, Jürgen, 2000. "Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany," CoFE Discussion Papers 00/05, University of Konstanz, Center of Finance and Econometrics (CoFE).
    96. Slobodan Popović & Jelena Tošković & Aleksandar Majstorović & Sandra Brkanlić & Andrea Katić, 2015. "The Importance Of Continuous Audit Of Financial Statements Of The Company Of Countries Joining The Eu," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 0, pages 241-246, July.
    97. Sébastien Breau & David L. Rigby, 2010. "International trade and wage inequality in Canada," Journal of Economic Geography, Oxford University Press, vol. 10(1), pages 55-86, January.
    98. Björn Kauder & Niklas Potrafke, 2014. "Just hire your spouse! Evidence from a political scandal in Bavaria," ifo Working Paper Series 194, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    99. Kamphol Panyagometh & Gordon S. Roberts, 2010. "Do Lead Banks Exploit Syndicate Participants? Evidence from Ex Post Risk," Financial Management, Financial Management Association International, vol. 39(1), pages 273-299, March.
    100. Hideki Toya & Mark Skidmore & Raymond Robertson, 2010. "A Reevaluation of the Effect of Human Capital Accumulation on Economic Growth Using Natural Disasters as an Instrument," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 36(1), pages 120-137.
    101. Joshua Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," NBER Working Papers 15794, National Bureau of Economic Research, Inc.
    102. Andreou, Panayiotis C. & Louca, Christodoulos & Panayides, Photis M., 2012. "Valuation effects of mergers and acquisitions in freight transportation," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(6), pages 1221-1234.
    103. Bliss, Mark A. & Gul, Ferdinand A., 2012. "Political connection and leverage: Some Malaysian evidence," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2344-2350.
    104. Juan Gabriel Brida & Marta Disegna & Linda Osti, 2013. "Visitors' Expenditure Behaviour at Cultural Events: The Case of Christmas Markets," Tourism Economics, , vol. 19(5), pages 1173-1196, October.
    105. Gu, Chen & Kurov, Alexander & Wolfe, Marketa Halova, 2018. "Relief Rallies after FOMC Announcements as a Resolution of Uncertainty," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 1-18.
    106. Mansoor Shekarian & Mahour Parast, 2021. "Do Entrepreneurship Skills Improve Project Performance? A Project-Based Learning Perspective," Journal of Entrepreneurship and Innovation in Emerging Economies, Entrepreneurship Development Institute of India, vol. 30(2), pages 267-305, September.
    107. Miriam Flickinger & Markus Wrage & Anja Tuschke & Rudi Bresser, 2016. "How CEOs protect themselves against dismissal: A social status perspective," Strategic Management Journal, Wiley Blackwell, vol. 37(6), pages 1107-1117, June.
    108. Bierens, H.J. & Broersma, L., 1991. "The relation between unemployment and interest rate : some international evidence," Serie Research Memoranda 0112, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    109. Vickner, Steven S., 2012. "Measuring the Value of Convenience: A Hedonic Pricing Model Approach in the Market for Breakfast Sausages," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124902, Agricultural and Applied Economics Association.
    110. Nicolas Moreau, 2001. "Approches pluri-décisionnelles de la famille," Revue Française d'Économie, Programme National Persée, vol. 15(4), pages 145-185.
    111. Son K. Lam & Thomas E. DeCarlo & Ashish Sharma, 2019. "Salesperson ambidexterity in customer engagement: do customer base characteristics matter?," Journal of the Academy of Marketing Science, Springer, vol. 47(4), pages 659-680, July.
    112. Craig Macphee & Peter Cook & Wanasin Sattayanuwat, 2013. "Transportation and The International Trade of Eastern and Southern Africa," South African Journal of Economics, Economic Society of South Africa, vol. 81(2), pages 225-239, June.
    113. Gruener Hans Peter & Hayo Bernd & Hefeker Carsten, 2009. "Unions, Wage Setting and Monetary Policy Uncertainty," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-25, October.
    114. Paolo Buonanno & Giacomo Plevani & Marcello Puca, 2021. "Earthquake Hazard and Civic Capital," CSEF Working Papers 612, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    115. Anja Schwering & Friedrich Sommer & Florian Uepping & Sandra Winkelmann, 2022. "The social-psychological perspective on executive compensation: evidence from a two-tier board system," Journal of Business Economics, Springer, vol. 92(2), pages 309-345, February.
    116. Boubaker, Sabri & Chebbi, Kaouther & Grira, Jocelyn, 2020. "Top management inside debt and corporate social responsibility? Evidence from the US," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 98-115.
    117. C.F. Sirmans & Krisandra A. Guidry, 1993. "The Determinants of Shopping Center Rents," Journal of Real Estate Research, American Real Estate Society, vol. 8(1), pages 107-116.
    118. Sian Owen & Jo-Ann Suchard, 2013. "The impact of venture capital/private equity investment on the performance of IPOs in Australia," Chapters, in: Mario Levis & Silvio Vismara (ed.), Handbook of Research on IPOs, chapter 19, pages 400-420, Edward Elgar Publishing.
    119. Fangzhou Su & Peng Ding, 2021. "Model‐assisted analyses of cluster‐randomized experiments," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 994-1015, November.
    120. Lena Koller & Claus Schnabel & Joachim Wagner, 2005. "Arbeitsrechtliche Schwellenwerte und betriebliche Arbeitsplatzdynamik: Eine empirische Untersuchung am Beispiel des Schwerbehindertengesetzes," Working Paper Series in Economics 13, University of Lüneburg, Institute of Economics.
    121. Robert Joliet & Aline Muller, 2016. "Are foreign earnings disclosures value-relevant?," Post-Print hal-01744820, HAL.
    122. Domac, Ilker & Martinez Peria, Maria Soledad, 2003. "Banking crises and exchange rate regimes: is there a link?," Journal of International Economics, Elsevier, vol. 61(1), pages 41-72, October.
    123. Mr. Aasim M. Husain & Chakriya Bowman, 2004. "Forecasting Commodity Prices: Futures Versus Judgment," IMF Working Papers 2004/041, International Monetary Fund.
    124. Siphambe, Happy Kufigwa, 2000. "Rates of return to education in Botswana," Economics of Education Review, Elsevier, vol. 19(3), pages 291-300, June.
    125. Robert F. Engle & Joshua Rosenberg, 1966. "Testing the Volatility Term Structure Using Option Hedging Criteria," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-24, New York University, Leonard N. Stern School of Business-.
    126. N. Antonakakis & J. Darby, 2013. "Forecasting volatility in developing countries' nominal exchange returns," Applied Financial Economics, Taylor & Francis Journals, vol. 23(21), pages 1675-1691, November.
    127. Zhang, Chuanguo & Zhao, Wei, 2014. "Panel estimation for income inequality and CO2 emissions: A regional analysis in China," Applied Energy, Elsevier, vol. 136(C), pages 382-392.
    128. Kim, Chang-Jin & Morley, James C. & Nelson, Charles R., 2001. "Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?," Journal of Empirical Finance, Elsevier, vol. 8(4), pages 403-426, September.
    129. Huang, Tzu-Ling & Hallam, Arne & Orazem, Peter & Paterno, Elizabeth M., 1998. "Empirical Tests of Efficiency Wage Models," Staff General Research Papers Archive 1325, Iowa State University, Department of Economics.
    130. Balasingham Balachandran & Tuan Anh Nguyen, 2004. "Signalling power of special dividends in an imputation environment," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 44(3), pages 277-297, November.
    131. Jongmoo Jay Choi & Hoje Jo & Jimi Kim & Moo Sung Kim, 2018. "Business Groups and Corporate Social Responsibility," Journal of Business Ethics, Springer, vol. 153(4), pages 931-954, December.
    132. Clark, Todd E. & van Wincoop, Eric, 2001. "Borders and business cycles," Journal of International Economics, Elsevier, vol. 55(1), pages 59-85, October.
    133. Andrew E. Clark & Fabrice Etilé, 1999. "The Effect of Health Information on Cigarette Consumption: Evidence from British Panel Data," Post-Print halshs-03592627, HAL.
    134. Voxi Heinrich Amavilah, 2003. "Resource Inefficiency and Poor Aggregate Economic Performance in African Countries: The Case of Namibia, 1968-1992," Development and Comp Systems 0307005, University Library of Munich, Germany.
    135. Brown, Ross N. & Kilgore, Michael A. & Coggins, Jay S. & Blinn, Charles R., 2012. "The impact of timber-sale tract, policy, and administrative characteristics on state stumpage prices: An econometric analysis," Forest Policy and Economics, Elsevier, vol. 21(C), pages 71-80.
    136. Michael Fritsch & Viktor Slavtchev, 2007. "What determines the efficiency of regional innovation systems?," Jena Economics Research Papers 2007-006, Friedrich-Schiller-University Jena.
    137. Alex Coad, 2007. "Firm growth: a survey," Documents de travail du Centre d'Economie de la Sorbonne r07024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    138. Kusnadi, Yuanto & Wei, K.C. John, 2017. "The equity-financing channel, the catering channel, and corporate investment: International evidence," Journal of Corporate Finance, Elsevier, vol. 47(C), pages 236-252.
    139. Marie‐Claude Beaulieu & Jean‐Claude Cosset & Naceur Essaddam, 2006. "Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(2), pages 621-642, May.
    140. Sebastian Weinand, 2022. "Measuring spatial price differentials at the basic heading level: a comparison of stochastic index number methods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(1), pages 117-143, March.
    141. Jose Campa & Linda S. Goldberg, 1993. "Investment in Manufacturing, Exchange-Rates and External Exposure," NBER Working Papers 4378, National Bureau of Economic Research, Inc.
    142. Gizem Arikan & Pazit Ben-Nun Bloom, 2019. "“I was hungry and you gave me food”: Religiosity and attitudes toward redistribution," PLOS ONE, Public Library of Science, vol. 14(3), pages 1-24, March.
    143. Minguez, Ana & Javier Sese, F., 2022. "Why do you want a relationship, anyway? Consent to receive marketing communications and donors’ willingness to engage with nonprofits," Journal of Business Research, Elsevier, vol. 148(C), pages 356-367.
    144. Ingrid Nappi-Choulet & Aurélien Decamps, 2012. "The impact of energy efficiency and green performance on the value of corporate real estate portfolios," ERES eres2012_145, European Real Estate Society (ERES).
    145. Kenneth A. Froot & Jeremy C. Stein, 1989. "Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach," NBER Working Papers 2914, National Bureau of Economic Research, Inc.
    146. Elskamp, Rebecca & Hailu, Getu, 2013. "Do Efficient Dairy Producers Purchase Quota?," Working Papers 148901, Canadian Agricultural Trade Policy Research Network.
    147. Bröcker, Johannes, 1998. "Spatial effects of transeuropean networks: Preliminary results from a spatial computable general equilibrium analysis," Discussion Papers 4/98, Technische Universität Dresden, "Friedrich List" Faculty of Transport and Traffic Sciences, Institute of Transport and Economics.
    148. Huffman, Wallace E. & Huffman, Sonya K & Tegene, Abebayehu & Rickertsen, Kyrre, 2006. "The Economics of Obesity-Related Mortality Among High Income Countries," ISU General Staff Papers 200601010800001222, Iowa State University, Department of Economics.
    149. David A. Volkman, 1999. "Market Volatility And Perverse Timing Performance Of Mutual Fund Managers," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(4), pages 449-470, December.
    150. Curtis, John & Devitt, Niamh & Whelan, Adele, 2014. "Estimating Building Energy Ratings for the Residential Building Stock: Location and Occupancy," Papers WP489, Economic and Social Research Institute (ESRI).
    151. Chen Gu & Ann Marie Hibbert, 2021. "Expectations and financial markets: Lessons from Brexit," The Financial Review, Eastern Finance Association, vol. 56(2), pages 279-299, May.
    152. Su, Zhong-qin & Fung, Hung-Gay & Huang, Deng-shi & Shen, Chung-Hua, 2014. "Cash dividends, expropriation, and political connections: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 260-272.
    153. Ng, S., 1995. "Looking for Evidence of Speculative Stockholding in Commodity Markets," Cahiers de recherche 9514, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    154. Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank.
    155. Jeyhun I. Mikayilov & Shahriyar Mukhtarov & Jeyhun Mammadov, 2020. "Gasoline Demand Elasticities at the Backdrop of Lower Oil Prices: Fuel-Subsidizing Country Case," Energies, MDPI, vol. 13(24), pages 1-18, December.
    156. Michael Pinelis & David Ruppert, 2020. "Machine Learning Portfolio Allocation," Papers 2003.00656, arXiv.org, revised Nov 2021.
    157. Boone, Jeff P., 2001. "Empirical evidence for the superiority of non-US oil and gas investments," Energy Economics, Elsevier, vol. 23(2), pages 211-226, March.
    158. Tai-Hsin Huang & Zixiong Xie, 2013. "Population and economic growth: a simultaneous equation perspective," Applied Economics, Taylor & Francis Journals, vol. 45(27), pages 3820-3826, September.
    159. Ruud de Mooij & G. Nicod, 2008. "Corporate tax policy and incorporation in the EU," CPB Discussion Paper 97, CPB Netherlands Bureau for Economic Policy Analysis.
    160. Vesa Kanniainen & Timo Vesala, 2000. "Enterprise Formation and Labor Market Institutions," CESifo Working Paper Series 359, CESifo.
    161. Dutz,Mark Andrew, 1991. "Firm output adjustment to trade liberalization : theory with application to the Moroccan experience," Policy Research Working Paper Series 602, The World Bank.
    162. Ross, Stephen L. & Tootell, Geoffrey M. B., 2004. "Redlining, the Community Reinvestment Act, and private mortgage insurance," Journal of Urban Economics, Elsevier, vol. 55(2), pages 278-297, March.
    163. Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2017. "International correlation risk," LSE Research Online Documents on Economics 84140, London School of Economics and Political Science, LSE Library.
    164. Zerbini, Fabrizio & Borghini, Stefania, 2015. "Release capacity in the vendor selection process," Journal of Business Research, Elsevier, vol. 68(2), pages 405-414.
    165. Daron Acemoglu & Philippe Aghion & Claire Lelarge & John Van Reenen & Fabrizio Zilibotti, 2006. "Technology, Information and the Decentralization of the Firm," CEP Discussion Papers dp0722, Centre for Economic Performance, LSE.
    166. David Hendry & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Economics Papers 2003-W14, Economics Group, Nuffield College, University of Oxford.
    167. Kashif Rashid & Seep Nadeem, 2014. "The Role of Ownership Concentration, its Types and Firm Performance: A Quantitative Study of Financial Sector in Pakistan," Oeconomics of Knowledge, Saphira Publishing House, vol. 6(2), pages 10-61, June.
    168. Joshua D. Detre & Hiroki Uematsu & Ashok K. Mishra, 2011. "The influence of GM crop adoption on the profitability of farms operated by young and beginning farmers," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 71(1), pages 41-61, May.
    169. Daiki Maki, 2015. "Wild bootstrap tests for unit root in ESTAR models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(3), pages 475-490, September.
    170. Chan, Yue-Cheong, 2014. "How does retail sentiment affect IPO returns? Evidence from the internet bubble period," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 235-248.
    171. Sebastian Voigt & Oliver Hinz, 2017. "Assessing the economic effects of server launches in free-to-play MMO games," Journal of Business Economics, Springer, vol. 87(4), pages 421-464, May.
    172. Akinyosoye, Vincent O., 2007. "Demand For Dairy Products In Nigeria: Evidence From The Nigerian," Journal of Rural Economics and Development, University of Ibadan, Department of Agricultural Economics, vol. 16, pages 1-14.
    173. Samaniego, Roberto M., 2013. "Knowledge spillovers and intellectual property rights," International Journal of Industrial Organization, Elsevier, vol. 31(1), pages 50-63.
    174. Jonah B. Gelbach & Doug Miller & A. Colin Cameron, 2006. "Bootstrap-Based Improvements for Inference with Clustered Errors," Working Papers 128, University of California, Davis, Department of Economics.
    175. Kevin Zhu & Kenneth L. Kraemer, 2002. "e-Commerce Metrics for Net-Enhanced Organizations: Assessing the Value of e-Commerce to Firm Performance in the Manufacturing Sector," Information Systems Research, INFORMS, vol. 13(3), pages 275-295, September.
    176. Eduardo Roca & Victor Wong, 2008. "An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach," Applied Financial Economics, Taylor & Francis Journals, vol. 18(7), pages 583-597.
    177. Ferdinand A. Gul, 2006. "Auditors' Response to Political Connections and Cronyism in Malaysia," Journal of Accounting Research, Wiley Blackwell, vol. 44(5), pages 931-963, December.
    178. Ljungqvist, Alexander & Wilhelm Jr, William J, 2001. "The Seven Percent Solution? An International Perspective On Underwriting Spreads," CEPR Discussion Papers 2736, C.E.P.R. Discussion Papers.
    179. Lensink, Robert & Murinde, Victor & Green, Christopher J., 1999. "Are Polish firms risk-averting or risk-loving? : evidence on demand uncertainty and the capital-labour ratio in a transition economy," Research Report 99E13, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    180. Andrés Rodríguez-Pose & Vassilis Tselios, 2015. "Toward Inclusive Growth," International Regional Science Review, , vol. 38(1), pages 30-60, January.
    181. Austmann, Leonhard M. & Vigne, Samuel A., 2021. "Does environmental awareness fuel the electric vehicle market? A Twitter keyword analysis," Energy Economics, Elsevier, vol. 101(C).
    182. M. Badrul Haque & Charles R. Wartenberg, 1992. "Direct Effects Of Debt Overhang And Imf Programs," Review of Financial Economics, John Wiley & Sons, vol. 1(2), pages 30-39, March.
    183. Roberto Esposti, 2003. "Public R&D investment and cost structure in Italian agriculture, 1960--1995," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 30(4), pages 509-537, December.
    184. Geert Bekaert & Campbell R. Harvey, 1995. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc.
    185. Carlos Andrés Amaya G. & Peter Rowland, 2004. "Determinants Of Investment Flows Into Emerging Markets," Borradores de Economia 2334, Banco de la Republica.
    186. Dragos Stefan Oprea & Laura Brad, 2014. "Investor Sentiment and Stock Returns: Evidence from Romania," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(2), pages 19-25, April.
    187. Mary E. Barth & Greg Clinch, 1996. "International Accounting Differences and Their Relation to Share Prices: Evidence from U.K., Australian, and Canadian Firms," Contemporary Accounting Research, John Wiley & Sons, vol. 13(1), pages 135-170, March.
    188. Sensoy, Ahmet & Sobaci, Cihat, 2014. "Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey," Economic Modelling, Elsevier, vol. 43(C), pages 448-457.
    189. Arthur C. Brooks, 2001. "Private Philanthropy and the Economics of Public Radio," Center for Policy Research Working Papers 41, Center for Policy Research, Maxwell School, Syracuse University.
    190. Klaassen, F.J.G.M., 1998. "Improving Garch Volatility Forecasts," Discussion Paper 1998-52, Tilburg University, Center for Economic Research.
    191. Lindh, Thomas & Malmberg, Bo, 1998. "Age structure and inflation - a Wicksellian interpretation of the OECD data," Journal of Economic Behavior & Organization, Elsevier, vol. 36(1), pages 19-37, July.
    192. Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
    193. Alfred Garloff & Carsten Pohl & Norbert Schanne, 2013. "Do small labor market entry cohorts reduce unemployment?," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(15), pages 379-406.
    194. Hsieh, Nigel C. T. & Lin, Antsong & Swanson, Peggy E., 1999. "Global money market interrelationships," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 71-85, January.
    195. FLACHAIRE, Emmanuel, 1999. "A better way to bootstrap pairs," LIDAM Discussion Papers CORE 1999024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    196. Stolowy, Hervé & Jeanjean, Thomas & Erkens, Michael, 2011. "The economic consequences of increasing the international visibility of financial reports," HEC Research Papers Series 957, HEC Paris.
    197. Hefeker, Carsten & Busse, Matthias, 2005. "Political Risk, Institutions and Foreign Direct Investment," HWWA Discussion Papers 315, Hamburg Institute of International Economics (HWWA).
    198. Brian Duncan & Stephen J. Trejo, 2017. "The Complexity of Immigrant Generations: Implications for Assessing the Socioeconomic Integration of Hispanics and Asians," ILR Review, Cornell University, ILR School, vol. 70(5), pages 1146-1175, October.
    199. Oasis Kodila-Tedika & Simplice A. Asongu, 2014. "Does Intelligence Affect Economic Diversification?," Research Africa Network Working Papers 14/039, Research Africa Network (RAN).
    200. Sylvain Chassang & Erik Snowberg & Ben Seymour & Cayley Bowles, 2015. "Accounting for Behavior in Treatment Effects: New Applications for Blind Trials," PLOS ONE, Public Library of Science, vol. 10(6), pages 1-13, June.
    201. Keil, Alwin & Saint-Macary, Camille & Zeller, Manfred, 2011. "Agricultural Commercialization in the Uplands of Northern Vietnam: How to Achieve Both Poverty Reduction and Environmental Sustainability Goals?," 51st Annual Conference, Halle, Germany, September 28-30, 2011 114487, German Association of Agricultural Economists (GEWISOLA).
    202. Sara Markowitz, 2000. "The Role of Alcohol and Drug Consumption in Determining Physical Fights and Weapon Carrying by Teenagers," NBER Working Papers 7500, National Bureau of Economic Research, Inc.
    203. Chih-Wei Peng & Mei-Ling Yang, 2014. "The Effect of Corporate Social Performance on Financial Performance: The Moderating Effect of Ownership Concentration," Journal of Business Ethics, Springer, vol. 123(1), pages 171-182, August.
    204. Michael Thorpe & Zhaoyang Zhang, 2005. "Study of the Measurement and Determinants of Intra‐industry Trade in East Asia," Asian Economic Journal, East Asian Economic Association, vol. 19(2), pages 231-247, June.
    205. DUFOUR, Jean-Marie, 2001. "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche 2001-15, Universite de Montreal, Departement de sciences economiques.
    206. Craig W. Holden & Pamela S. Stuerke, 2008. "The Frequency of Financial Analysts' Forecast Revisions: Theory and Evidence about Determinants of Demand for Predisclosure Information," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(7‐8), pages 860-888, September.
    207. Ke, Bin & Petroni, Kathy & Safieddine, Assem, 1999. "Ownership concentration and sensitivity of executive pay to accounting performance measures: Evidence from publicly and privately-held insurance companies," Journal of Accounting and Economics, Elsevier, vol. 28(2), pages 185-209, December.
    208. Kevin Keasey & Helen Short, 1997. "Equity retention and initial public offerings: the influence of signalling and entrenchment effects," Applied Financial Economics, Taylor & Francis Journals, vol. 7(1), pages 75-85.
    209. Mohammad Reza Farzanegan & Bernd Hayo, 2019. "Sanctions and the shadow economy: empirical evidence from Iranian provinces," Applied Economics Letters, Taylor & Francis Journals, vol. 26(6), pages 501-505, March.
    210. Ross Guest & Nicholas Rohde & Saroja Selvanathan & Tommy Soesmanto, 2017. "Student satisfaction and online teaching," Discussion Papers in Economics economics:201707, Griffith University, Department of Accounting, Finance and Economics.
    211. Niklas Potrafke, 2013. "Policies against Human Trafficking: The Role of Religion and Political Institutions," CESifo Working Paper Series 4278, CESifo.
    212. Jeffrey Milyo & David M. Primo, 2005. "The Effects of Campaign Finance Laws on Turnout, 1950-2000," Working Papers 0516, Department of Economics, University of Missouri, revised 01 Feb 2006.
    213. Julia Campos & Neil R. Ericsson & David F. Hendry, 1987. "An analogue model of phase-averaging procedures," International Finance Discussion Papers 303, Board of Governors of the Federal Reserve System (U.S.).
    214. Nelson Areal & Maria Cortez & Florinda Silva, 2013. "The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 397-429, December.
    215. Evens Salies, 2008. "Mergers in the GB electricity market: effects on retail charges," SciencePo Working papers Main hal-03417027, HAL.
    216. Krahnen, Jan Pieter & Schmid, Frank A. & Theissen, Erik, 1997. "Performance and market share: Evidence from the German mutual fund industry," CFS Working Paper Series 1997/01, Center for Financial Studies (CFS).
    217. Lee, Gilsoo & Cho, Sam Yul & Arthurs, Jonathan & Lee, Eun Kyung, 2019. "CEO pay inequity, CEO-TMT pay gap, and acquisition premiums," Journal of Business Research, Elsevier, vol. 98(C), pages 105-116.
    218. Brito, Ricardo D. & Duarte, Angelo José Mont' Alverne & Guillen, Osmani Teixeira de Carvalho, 2004. "Overreaction of yield spreads and movements of Brazilian interest ratest," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 24(1), May.
    219. Kuhn, Dieter, 2011. "Delayering and Firm Performance: Evidence from Swiss firm-level Data," Working papers 2011/02, Faculty of Business and Economics - University of Basel.
    220. Sicsic, Jonathan & Ravesteijn, Bastian & Rapp, Thomas, 2020. "Are frail elderly people in Europe high-need subjects? First evidence from the SPRINTT data," Health Policy, Elsevier, vol. 124(8), pages 865-872.
    221. Belton, Willie & Cebula, Richard, 1992. "Budget Deficits and Economic Growth," MPRA Paper 61413, University Library of Munich, Germany.
    222. Horst Feldmann, 2008. "Business regulation and labor market performance around the world," Journal of Regulatory Economics, Springer, vol. 33(2), pages 201-235, April.
    223. Jones, Charles M. & Lamont, Owen & Lumsdaine, Robin L., 1998. "Macroeconomic news and bond market volatility," Journal of Financial Economics, Elsevier, vol. 47(3), pages 315-337, March.
    224. Russell, Bill & Chowdhury, Rosen Azad, 2012. "Estimating United States Phillips Curves With Expectations Consistent With The Statistical Process Of Inflation," SIRE Discussion Papers 2012-13, Scottish Institute for Research in Economics (SIRE).
    225. Niklas Potrafke, 2018. "Does public sector outsourcing decrease public employment? Empirical evidence from OECD countries," ifo Working Paper Series 267, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    226. Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2009. "The forward- and the equity-premium puzzles: two symptoms of the same illness?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 697, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    227. Niels-Hugo Blunch, 2015. "Bound to lose, bound to win? The financial crisis and the informal-formal sector earnings gap in Serbia," IZA Journal of Labor & Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-34, December.
    228. Baumgarten, Daniel & Geishecker, Ingo & Görg, Holger, 2010. "Offshoring, tasks, and the skill-wage pattern," University of Göttingen Working Papers in Economics 98, University of Goettingen, Department of Economics.
    229. Yu‐Luen Ma & B. Elango, 2008. "When Do International Operations Lead to Improved Performance? An Analysis of Property‐Liability Insurers," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 11(1), pages 141-155, March.
    230. Snaith, Stuart & Termprasertsakul, Santi & Wood, Andrew, 2017. "The exchange rate exposure puzzle: The long and the short of it," Economics Letters, Elsevier, vol. 159(C), pages 204-207.
    231. Fohlin, Caroline, 1996. "Fiduciari and Firm Liquidity Constraints: The Italian Experience with German-Style Universal Banking," Working Papers 948, California Institute of Technology, Division of the Humanities and Social Sciences.
    232. Cela, Enian & Kaneko, Shinji, 2011. "Determining the effectiveness of the Danish packaging tax policy: The case of paper and paperboard packaging imports," Resources, Conservation & Recycling, Elsevier, vol. 55(9), pages 836-841.
    233. Hansson, Pär, 1990. "The Discipline of Imports in the Light of 1992: The Case of Sweden," Working Paper Series 274, Research Institute of Industrial Economics.
    234. Ito, Akitoshi, 1999. "Profits on technical trading rules and time-varying expected returns: evidence from Pacific-Basin equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 283-330, August.
    235. Luigi Ermini & David F. Hendry, 1991. "Log Income vs. Linear Income: An Application of the Encompassing Principle," Working Papers 199111, University of Hawaii at Manoa, Department of Economics.
    236. Michelle Haynes & Steve Thompson, 1999. "Merger Activity and Employment: Evidence from the UK Mutual Sector," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 26(1), pages 39-54, March.
    237. Oasis Kodila-Tedika & Julius A. Agbor, 2015. "Does Trust Matter for Entrepreneurship: Evidence from A Cross-Section of Countries," Research Africa Network Working Papers 15/057, Research Africa Network (RAN).
    238. Levinsohn, J. & Mackie-Mason, J., 1989. "A Simple, Consistent Estimator For Disturbance Components In Financial Models," Papers 89-16, Michigan - Center for Research on Economic & Social Theory.
    239. Murillo, Maria Victoria & Urízar H., Carmen & Saavedra-Chanduví, Jaime & Menezes-Filho, Naercio Aquino & Ravina, Renato & Fachola, Gabriela & Sanguinetti, Juan & Pazello, Elaine & Kuhn, Peter & Lée, S, 2005. "What Difference Do Unions Make?: Their Impact on Productivity and Wages in Latin America," IDB Publications (Books), Inter-American Development Bank, number 327, December.
    240. Ancarani, A. & Di Mauro, C. & Giammanco, M.D., 2009. "The impact of managerial and organizational aspects on hospital wards' efficiency: Evidence from a case study," European Journal of Operational Research, Elsevier, vol. 194(1), pages 280-293, April.
    241. Miller, Darius P., 1999. "The market reaction to international cross-listings:: evidence from Depositary Receipts," Journal of Financial Economics, Elsevier, vol. 51(1), pages 103-123, January.
    242. Chrysovalantis Amountzias, 2018. "The Effects of Competition, Liquidity and Exports on Markups: Evidence from the UK Food and Beverages Sector," Journal of Industry, Competition and Trade, Springer, vol. 18(2), pages 187-208, June.
    243. Tran, N. & Wilson, N. & Hite, D., 2012. "Choosing the best model in the presence of zero trade: a fish product analysis," Monographs, The WorldFish Center, number 40064, April.
    244. Shaw, Kenneth W., 2008. "Revised pension rules and the cost of debt," Research in Accounting Regulation, Elsevier, vol. 20(C), pages 3-25.
    245. Bui, Dien Giau & Chen, Yan-Shing & Hasan, Iftekhar & Lin, Chih-Yung, 2018. "Can lenders discern managerial ability from luck? Evidence from bank loan contracts," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 187-201.
    246. Anu Bharadwaj & James B. Wiggins, 2003. "Trade Imbalances and Inventory Effects in Long‐term S&P 500 Index Options," The Financial Review, Eastern Finance Association, vol. 38(2), pages 293-309, May.
    247. Lee, Young, 1997. "Bank Loans, Self-Financing, and Grants in Chinese SOEs: Optimal Policy under Incomplete Information," Journal of Comparative Economics, Elsevier, vol. 24(2), pages 140-160, April.
    248. David F. Hendry, 2001. "Modelling UK inflation, 1875-1991," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 255-275.
    249. Brent W. Ambrose, 1990. "An Analysis of the Factors Affecting Light Industrial Property Valuation," Journal of Real Estate Research, American Real Estate Society, vol. 5(3), pages 355-370.
    250. Toya, Hideki & Skidmore, Mark, 2007. "Economic development and the impacts of natural disasters," Economics Letters, Elsevier, vol. 94(1), pages 20-25, January.
    251. Bergman, Peter & Kopko, Elizabeth & Rodriguez, Julio, 2021. "Using Predictive Analytics to Track Students: Evidence from a Seven-College Experiment," IZA Discussion Papers 14500, Institute of Labor Economics (IZA).
    252. Rosa, Carlo & Verga, Giovanni, 2006. "The impact of central bank announcements on asset prices in real time: testing the efficiency of the Euribor futures market," LSE Research Online Documents on Economics 19777, London School of Economics and Political Science, LSE Library.
    253. Kallunki, Juha-Pekka & Martikainen, Minna, 1999. "Do firms use industry-wide targets when managing earnings? Finnish evidence," The International Journal of Accounting, Elsevier, vol. 34(2), pages 249-259, June.
    254. Alan B. Krueger & David A. Schkade, 2007. "The Reliability of Subjective Well-Being Measures," NBER Working Papers 13027, National Bureau of Economic Research, Inc.
    255. Chen, Sheng-Syan & Chen, Hsien-Yi & Yang, Shu-Ling & Chang, Chong-Chuo, 2016. "Output spillovers from changes in sovereign credit ratings," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 48-63.
    256. Essaddam, Naceur & Karagianis, John M., 2014. "Terrorism, country attributes, and the volatility of stock returns," Research in International Business and Finance, Elsevier, vol. 31(C), pages 87-100.
    257. Carley, Sanya, 2009. "Distributed generation: An empirical analysis of primary motivators," Energy Policy, Elsevier, vol. 37(5), pages 1648-1659, May.
    258. Schmid, Thomas & Achleitner, Ann-Kristin & Ampenberger, Markus & Kaserer, Christoph, 2014. "Family firms and R&D behavior – New evidence from a large-scale survey," Research Policy, Elsevier, vol. 43(1), pages 233-244.
    259. Salvador Barrios & Holger Görg & Eric Strobl, "undated". "Multinational Enterprises and New Trade Theory: Evidence for the Convergence Hypothesis," Working Papers 2000-28, FEDEA.
    260. John B. Broughton & Don M. Chance & David M. Smith, 1995. "The impact of equity option expirations on the prices of non‐expiring options," Review of Financial Economics, John Wiley & Sons, vol. 4(2), pages 109-123, March.
    261. Don M. Autore & Irena Hutton & Tunde Kovacs, 2011. "Accelerated Equity Offers and Firm Quality," European Financial Management, European Financial Management Association, vol. 17(5), pages 835-859, November.
    262. May Elsayyad & Shima’a Hanafy, 2014. "Voting Islamist or voting secular? An empirical analysis of voting outcomes in Egypt’s “Arab Spring”," Public Choice, Springer, vol. 160(1), pages 109-130, July.
    263. Tsukioka, Yasutomo & Yanagi, Junya & Takada, Teruko, 2018. "Investor sentiment extracted from internet stock message boards and IPO puzzles," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 205-217.
    264. Connor, Jeffery D. & Ahmad, Mobin-ud-Din & King, Darran & Banerjee, Onil & Mainuddin, Mohammed & Gao, Lei, 2012. "Murray Darling Basin Irrigation Adaptation to Drought: A Statistical Evaluation," 2012 Conference (56th), February 7-10, 2012, Fremantle, Australia 124266, Australian Agricultural and Resource Economics Society.
    265. Marie Dreger & Hauke Langhoff & Cornelia Henschke, 2022. "Adoption of large-scale medical equipment: the impact of competition in the German inpatient sector," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 23(5), pages 791-805, July.
    266. Rajiv D. Banker & Gordon B. Davis & Sandra A. Slaughter, 1998. "Software Development Practices, Software Complexity, and Software Maintenance Performance: A Field Study," Management Science, INFORMS, vol. 44(4), pages 433-450, April.
    267. Hanna, Joseph & Lévi, Loïc & Petit, Sylvain, 2015. "Intra-tourism trade, income distribution and tourism endowment: an econometric investigation," MPRA Paper 62235, University Library of Munich, Germany.
    268. Ulrich Gunter & Irem Önder, 2018. "Determinants of Airbnb demand in Vienna and their implications for the traditional accommodation industry," Tourism Economics, , vol. 24(3), pages 270-293, May.
    269. Carlos Capistrán & Manuel Ramos‐Francia, 2010. "Does Inflation Targeting Affect the Dispersion of Inflation Expectations?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 113-134, February.
    270. Geraats, P. & Eijffinger, S.C.W. & van der Cruijsen, C.A.B., 2006. "Does Central Bank Transparency Reduce Interest Rates?," Other publications TiSEM fd5584c7-1654-4695-ac85-e, Tilburg University, School of Economics and Management.
    271. Lin, Xu & Lee, Lung-fei, 2010. "GMM estimation of spatial autoregressive models with unknown heteroskedasticity," Journal of Econometrics, Elsevier, vol. 157(1), pages 34-52, July.
    272. Jean-Marie Dufour, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers 2003s-49, CIRANO.
    273. Yin‐Wong Cheung & Eiji Fujii, 2006. "Cross‐country Relative Price Volatility: Effects of Market Structure," Review of International Economics, Wiley Blackwell, vol. 14(5), pages 836-848, November.
    274. A. Arize, 2000. "U.S. petroleum consumption behavior and oil price uncertainty: Tests of cointegration and parameter instability," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 28(4), pages 463-477, December.
    275. Annette Tomal, 1998. "The relationship between hospital mortality rates, and hospital, market and patient characteristics," Applied Economics, Taylor & Francis Journals, vol. 30(6), pages 717-725.
    276. Nicolas Scelles & Christophe Durand & Liliane Bonnal & Daniel Goyeau & Wladimir Andreff, 2013. "My teamis in contention? Nice, I go to the stadium! Competitive intensity in the French football Ligue 1," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00874479, HAL.
    277. Matthias Aistleitner & Christian Grimm & Jakob Kapeller, 2018. "Auftragsvergabe, Leistungsqualitaet und Kostenintensitaet im Schienenpersonenverkehr. Eine internationale Perspektive," ICAE Working Papers 86, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
    278. Correia Da Silva, L. & Goergen, M. & Renneboog, L.D.R., 2002. "When do German Firms Change their Dividends?," Other publications TiSEM c2343cc2-8f25-496b-9953-2, Tilburg University, School of Economics and Management.
    279. Richard Deaves & Angelo Melino & James E. Pesando, 1987. "The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money," NBER Working Papers 2125, National Bureau of Economic Research, Inc.
    280. Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi, 2012. "Measuring investor sentiment with mutual fund flows," Journal of Financial Economics, Elsevier, vol. 104(2), pages 363-382.
    281. Ken Cavalluzzo & John Wolken, 2005. "Small Business Loan Turndowns, Personal Wealth, and Discrimination," The Journal of Business, University of Chicago Press, vol. 78(6), pages 2153-2178, November.
    282. Martha L. Loudder & Bruce K. Behn, 1995. "Alternative Income Determination Rules and Earnings Usefulness: The Case of R&D Costs," Contemporary Accounting Research, John Wiley & Sons, vol. 12(1), pages 185-205, September.
    283. Richard Cebula & Christopher Coombs & Luther Lawson & Maggie Foley, 2013. "The Impacts of Promotions/Marketing, Scheduling, and Economic Factors on Total Gross Revenues for Minor League Baseball Teams," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 19(3), pages 249-257, August.
    284. Sharad Asthana, 1999. "Determinants of Funding Strategies and Actuarial Choices for Defined†Benefit Pension Plans," Contemporary Accounting Research, John Wiley & Sons, vol. 16(1), pages 39-74, March.
    285. Hooghiemstra, Reggy & Hermes, Niels & Oxelheim, Lars & Randøy, Trond, 2015. "The Impact of Board Internationalization on Earnings Management," Working Paper Series 1096, Research Institute of Industrial Economics.
    286. Hayo, Bernd & Neumeier, Florian, 2017. "The (In)validity of the Ricardian equivalence theorem-findings from a representative German population survey," Munich Reprints in Economics 55053, University of Munich, Department of Economics.
    287. Takaoka, Sumiko, 2018. "Is there a safety premium in the design of corporate bond contracts?," MPRA Paper 86422, University Library of Munich, Germany.
    288. Tsai, Alexander C. & Burns, Bridget F.O., 2015. "Syndemics of psychosocial problems and HIV risk: A systematic review of empirical tests of the disease interaction concept," Social Science & Medicine, Elsevier, vol. 139(C), pages 26-35.
    289. Cebula, Richard & Alexander, Gigi & Koch, James, 1991. "A Further Note on Determinants of Geographic Living-Cost Differentials," MPRA Paper 49397, University Library of Munich, Germany.
    290. Simon Burgess & Dan Mawson, 2003. "Aggregate Growth and the Efficiency of Labour Reallocation," CEP Discussion Papers dp0580, Centre for Economic Performance, LSE.
    291. Besanko, David & D'Souza, Julia & Thiagarajan, S Ramu, 2001. "The Effect of Wholesale Market Deregulation on Shareholder Wealth in the Electric Power Industry," Journal of Law and Economics, University of Chicago Press, vol. 44(1), pages 65-88, April.
    292. Waseem AHMAD* & Tanvir AHMED** & Bashir AHMAD***, 2017. "HEDONIC PRICING OF MILK AT RETAIL LEVEL: A Case of Faisalabad, Pakistan," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 27(1), pages 29-39.
    293. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers 2/08, Monash University, Department of Econometrics and Business Statistics.
    294. Hallmann, Kirstin, 2015. "Modelling the decision to volunteer in organised sports," Sport Management Review, Elsevier, vol. 18(3), pages 448-463.
    295. Amir KIA, 2009. "Developing a Market-Based Monetary Policy Transparency Index and Testing Its Impact on Risk and Volatility in the United States," EcoMod2009 21500052, EcoMod.
    296. Leslie Kren & Jeffrey Kerr, 1997. "The Effects of Outside Directors and Board Shareholdings on the Relation Between Chief Executive Compensation and Firm Performance," Accounting and Business Research, Taylor & Francis Journals, vol. 27(4), pages 297-309.
    297. Martin Bugeja & Zoltan Matolcsy & Wassila Mehdi & Helen Spiropoulos, 2017. "Is non-executive directors’ pay or industry expertise related to takeover premiums, abnormal returns and offer price revisions?," Australian Journal of Management, Australian School of Business, vol. 42(3), pages 355-375, August.
    298. Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
    299. S. Balcaen & S. Manigart & H. Ooghe, 2009. "From distress to exit: determinants of the time to exit," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/588, Ghent University, Faculty of Economics and Business Administration.
    300. Gordon Anderson & Ying Ge, 2004. "Do Economic Reforms Accelerate Urban Growth? The Case of China," Urban Studies, Urban Studies Journal Limited, vol. 41(11), pages 2197-2210, October.
    301. Kosack, Stephen, 2003. "Effective Aid: How Democracy Allows Development Aid to Improve the Quality of Life," World Development, Elsevier, vol. 31(1), pages 1-22, January.
    302. Ely, David P. & Robinson, Kenneth J., 2004. "The impact of banks' expanded securities powers on small-business lending," Review of Financial Economics, Elsevier, vol. 13(1-2), pages 79-102.
    303. Pablo Sanguinetti & Iulia Traistaru & Christian Volpe Martincus, 2004. "Economic Integration and Location of Manufacturing Activities: Evidence from Mercosur," ERSA conference papers ersa04p609, European Regional Science Association.
    304. Pudenz, Christopher C. & Schulz, Lee L., 2021. "Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 46(3), September.
    305. Brockman, Paul & Liebenberg, Ivonne & Schutte, Maria, 2010. "Comovement, information production, and the business cycle," Journal of Financial Economics, Elsevier, vol. 97(1), pages 107-129, July.
    306. Lynn Hodgkinson & Kevin Holland & Richard Jackson, 2006. "Dividend valuation, trading and transactions costs: the 1997 partial abolition of dividend tax credit repayments," Accounting and Business Research, Taylor & Francis Journals, vol. 36(4), pages 253-270.
    307. Gary Solon & Steven J. Haider & Jeffrey M. Wooldridge, 2015. "What Are We Weighting For?," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 301-316.
    308. Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers 2017-02, Department of Economics and Business Economics, Aarhus University.
    309. Chen, Shaoling & Gao, Qing & Peng, Qing & Yang, Haisheng, 2021. "Government-decentralized power: Measurement and effects," Emerging Markets Review, Elsevier, vol. 48(C).
    310. Yeomans, Michael & Al-Ubaydli, Omar, 2018. "How does fundraising affect volunteering? Evidence from a natural field experiment," Journal of Economic Psychology, Elsevier, vol. 64(C), pages 57-72.
    311. Neeraj Kaushal & Robert Kaestner & Cordelia Reimers, 2007. "Labor Market Effects of September 11th on Arab and Muslim Residents of the United States," Journal of Human Resources, University of Wisconsin Press, vol. 42(2).
    312. Hamidi, Shima & Zandiatashbar, Ahoura & Bonakdar, Ahmad, 2019. "The relationship between regional compactness and regional innovation capacity (RIC): Empirical evidence from a national study," Technological Forecasting and Social Change, Elsevier, vol. 142(C), pages 394-402.
    313. Craig A. Gallet, 2010. "The income elasticity of meat: a meta-analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 54(4), pages 477-490, October.
    314. Stavins, Robert & Plantinga, Andrew & Lubowski, Ruben, 2002. "The Effects of Potential Land Development on Agricultural Land Prices," RFF Working Paper Series dp-02-11-, Resources for the Future.
    315. Dipasha Sharma, 2018. "Stock Market Performance and Efficiency of Banks in a Developing Economy: Evidence from the Indian Banking Sector," IIM Kozhikode Society & Management Review, , vol. 7(2), pages 178-193, July.
    316. Sanjaya Malik, 2015. "Conditional technology spillovers from foreign direct investment: evidence from Indian manufacturing industries," Journal of Productivity Analysis, Springer, vol. 43(2), pages 183-198, April.
    317. Timothy Conley & Silvia Gonçalves & Christian Hansen, 2018. "Inference with Dependent Data in Accounting and Finance Applications," Journal of Accounting Research, Wiley Blackwell, vol. 56(4), pages 1139-1203, September.
    318. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2008. "Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation," Centre for Growth and Business Cycle Research Discussion Paper Series 109, Economics, The University of Manchester.
    319. Keiko Ito & Kyoji Fukao, 2010. "Determinants of the Profitability of Japanese Manufacturing Affiliates in China and Other Regions: Does Localisation of Procurement, Sales and Management Matter?," The World Economy, Wiley Blackwell, vol. 33(12), pages 1639-1671, December.
    320. Khalifa, Mariem & Trabelsi, Samir & Matoussi, Hamadi, 2022. "Leverage, R&D expenditures, and accounting conservatism: Evidence from technology firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 285-304.
    321. Douglas J. Hodgson & Christiane Hellmanzik, 2019. "Relationships between artistic movements and careers of modern artists: evidence from hedonic regressions with auction data," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 43(2), pages 309-337, June.
    322. Fargher, Neil & Wee, Marvin, 2019. "The impact of Ball and Brown (1968) on generations of research," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 55-72.
    323. Andrés Rodríguez-Pose & Vassilis Tselios, 2008. "Education and Income Inequality in the Regions of the European Union," SERC Discussion Papers 0011, Centre for Economic Performance, LSE.
    324. Andreas Bühn & Christian Lessmann & Gunther Markwardt, 2011. "Decentralization and the Shadow Economy: Oates Meets Allingham-Sandmo," CESifo Working Paper Series 3551, CESifo.
    325. Michael Wyrwich, 2011. "Regional Entrepreneurial Heritage in a Socialist and Post-socialist Economy," ERSA conference papers ersa10p495, European Regional Science Association.
    326. Carlos Jiménez-Angueira & Nathan Stuart, 2015. "Relative performance evaluation, pay-for-luck, and double-dipping in CEO compensation," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 701-732, May.
    327. Chennouf, Soheïl & Lévy-Garboua, Louis & Montmarquette, Claude, 1997. "Les effets de l’appartenance à un groupe de travail sur les salaires individuels," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 207-232, mars-juin.
    328. Alexander Kerl & Carolin Schürg & Andreas Walter, 2014. "The impact of Financial Times Deutschland news on stock prices: post-announcement drifts and inattention of investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(4), pages 409-436, November.
    329. Anastasios, Pappas, 2010. "Capital mobility and macroeconomic volatility: evidence from Greece," MPRA Paper 29106, University Library of Munich, Germany.
    330. Daniel L. Thornton, 2006. "The daily liquidity effect," Working Papers 2006-020, Federal Reserve Bank of St. Louis.
    331. Rodríguez-Álvarez, Ana & Fernandez, Victor & Lovell, Knox, 2003. "Allocative Inefficiency and its Cost: The Case of the Spanish Public Hospitals," Efficiency Series Papers 2003/04, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    332. Hayo, Bernd & Neuenkirch, Matthias, 2015. "Central bank communication in the financial crisis: Evidence from a survey of financial market participants," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 166-181.
    333. Galey Tenzin & Kozo Otsuka & Kaoru Natsuda, 2015. "Can Social Capital Reduce Poverty? A Study of Rural Households in Eastern Bhutan," Asian Economic Journal, East Asian Economic Association, vol. 29(3), pages 243-264, September.
    334. Bezmen, Trisha & Depken II, Craig A., 1998. "School Characteristics and the Demand for College," Economics of Education Review, Elsevier, vol. 17(2), pages 205-210, April.
    335. Angrist, Joshua D. & Pischke, Jorn-Steffen, 2017. "Undergraduate econometrics instruction: through our classes, darkly," LSE Research Online Documents on Economics 80663, London School of Economics and Political Science, LSE Library.
    336. Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Research Paper 9820, Federal Reserve Bank of New York.
    337. Paul A. Gompers & Andrew Metrick, "undated". "Institutional Investors and Equity Prices," Rodney L. White Center for Financial Research Working Papers 20-99, Wharton School Rodney L. White Center for Financial Research.
    338. Brunila, Anne, 1997. "Current income and private consumption: Saving decisions: Testing the finite horizon model," Bank of Finland Research Discussion Papers 6/1997, Bank of Finland.
    339. Blau, Benjamin M. & Wade, Chip, 2012. "Informed or speculative: Short selling analyst recommendations," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 14-25.
    340. Yang, Bingduo & Long, Wei & Yang, Zihui, 2022. "Testing predictability of stock returns under possible bubbles," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 246-260.
    341. Robert J. Barro, 1991. "Economic Growth in a Cross Section of Countries," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(2), pages 407-443.
    342. Belke, Ansgar & Volz, Ulrich, 2019. "Capital flows to emerging market and developing economies: Global liquidity and uncertainty versus country-specific pull factors," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203629, Verein für Socialpolitik / German Economic Association.
    343. Carlsson, Fredrik & Daruvala, Dinky & Johansson-Stenman, Olof, 2001. "Are People Inequality Averse Or Just Risk Averse?," Working Papers in Economics 43, University of Gothenburg, Department of Economics.
    344. Pierre L. Siklos, Matthias Neuenkirch, 2014. "How Monetary Policy is Made: Two Canadian Tales," LCERPA Working Papers 0075, Laurier Centre for Economic Research and Policy Analysis, revised 01 Mar 2014.
    345. Kalle Hirvonen & John Hoddinott, 2017. "Agricultural production and children's diets: evidence from rural Ethiopia," Agricultural Economics, International Association of Agricultural Economists, vol. 48(4), pages 469-480, July.
    346. Gregory, Allan W. & McCurdy, Thomas H., 1986. "The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany," European Economic Review, Elsevier, vol. 30(2), pages 365-381, April.
    347. Galindo, Arturo & Calderón, César & Chong, Alberto E., 2001. "Structure and Development of Financial Institutions and Links with Trust: Cross-Country Evidence," IDB Publications (Working Papers) 1343, Inter-American Development Bank.
    348. Gabriele B. Durrant & Sylke V. Schnepf, 2018. "Which schools and pupils respond to educational achievement surveys?: a focus on the English Programme for International Student Assessment sample," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(4), pages 1057-1075, October.
    349. Mason, Charles F. & Phillips, Owen R., 2001. "Dynamic learning in a two-person experimental game," Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1305-1344, September.
    350. Bernd Hayo & Florian Neumeier, 2020. "Between Fear Mongers and Samaritans: Does Information Provision Affect Attitudes towards the Right of Asylum in Germany?," MAGKS Papers on Economics 202031, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    351. Hautsch, Nikolaus & Huang, Ruihong, 2009. "The market impact of a limit order," CFS Working Paper Series 2009/23, Center for Financial Studies (CFS).
    352. Barth, Anne-Kathrin & Graf, Julia, 2011. "Irrationality rings! - Experimental evidence on mobile tariff choices," DICE Discussion Papers 36, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    353. Choi, Sungho & Francis, Bill B. & Hasan, Iftekhar, 2010. "Cross-border bank M&As and risk: evidence from the bond market," Bank of Finland Research Discussion Papers 4/2010, Bank of Finland.
    354. Nelson, James M., 2006. "The "CalPERS effect" revisited again," Journal of Corporate Finance, Elsevier, vol. 12(2), pages 187-213, January.
    355. Ali Nejadmalayeri & Sheri Faircloth & Jeanne Wendel & Surya Chelikani, 2017. "GASB mandatory disclosure rules and municipal bond yield spreads," Review of Quantitative Finance and Accounting, Springer, vol. 49(2), pages 379-405, August.
    356. Claudio E. Montenegro & Carmen Pages, 2003. "Who benefits from labor market regulations? Chile 1960-1998," Policy Research Working Paper Series 3143, The World Bank.
    357. Dumrose, Maurice & Rink, Sebastian & Eckert, Julia, 2022. "Disaggregating confusion? The EU Taxonomy and its relation to ESG rating," Finance Research Letters, Elsevier, vol. 48(C).
    358. Andrea Frazzini & Lasse Heje Pedersen, 2012. "Betting Against Beta," Swiss Finance Institute Research Paper Series 12-17, Swiss Finance Institute.
    359. Khemraj, Tarron & Pasha, Sukrishnalall, 2008. "Foreign exchange market bid-ask spread and market power in an underdeveloped economy," MPRA Paper 11422, University Library of Munich, Germany.
    360. Pancrazi, Roberto & Prosperi, Lorenzo, 2020. "Transparency, political conflict, and debt," Journal of International Economics, Elsevier, vol. 126(C).
    361. Brech, Viktor & Potrafke, Niklas, 2013. "Donor ideology and types of foreign aid," Munich Reprints in Economics 20229, University of Munich, Department of Economics.
    362. Saade, Samer, 2015. "Investor sentiment and the underperformance of technology firms initial public offerings," Research in International Business and Finance, Elsevier, vol. 34(C), pages 205-232.
    363. Daniel Czarnowske & Amrei Stammann, 2020. "Inference in Unbalanced Panel Data Models with Interactive Fixed Effects," Papers 2004.03414, arXiv.org.
    364. Herwartz, Helmut & Weber, Henning, 2008. "When, how fast and by how much do trade costs change in the Euro area?," SFB 649 Discussion Papers 2008-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    365. Biswajit Ghose & Kailash Chandra Kabra, 2019. "Capital Structure Dynamics and Financing Imbalance: Evidence from an Emerging Economy," Emerging Economy Studies, International Management Institute, vol. 5(2), pages 103-124, November.
    366. Rapp, Marc Steffen & Schmid, Thomas & Urban, Daniel, 2014. "The value of financial flexibility and corporate financial policy," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 288-302.
    367. Hong Yuan & Miguel I. Gómez & Vithala R. Rao, 2013. "Trade Promotion Decisions Under Demand Uncertainty: A Market Experiment Approach," Management Science, INFORMS, vol. 59(7), pages 1709-1724, July.
    368. Elijah Brewer & Julapa Jagtiani, 2007. "How much would banks be willing to pay to become \"too-big-to-fail\" and to capture other benefits?," Research Working Paper RWP 07-05, Federal Reserve Bank of Kansas City.
    369. Foa, Roberto, 2009. "Social and governance dimensions of climate change : implications for policy," Policy Research Working Paper Series 4939, The World Bank.
    370. Mohd Mohid Rahmat & Kamran Ahmed & Gerald J. Lobo, 2020. "Related Party Transactions, Value Relevance and Informativeness of Earnings: Evidence from Four Economies in East Asia," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 1-42, March.
    371. Srikanth Paruchuri, 2010. "Intraorganizational Networks, Interorganizational Networks, and the Impact of Central Inventors: A Longitudinal Study of Pharmaceutical Firms," Organization Science, INFORMS, vol. 21(1), pages 63-80, February.
    372. Robert S. Chirinko & Debdulal Mallick, 2014. "The Substitution Elasticity, Factor Shares, Long-Run Growth, and the Low-Frequency Panel Model," CESifo Working Paper Series 4895, CESifo.
    373. Juliana Araujo & Povilas Lastauskas & Chris Papageorgiou, 2016. "Evolution of Bilateral Capital Flows to Developing Countries at Intensive and Extensive Margins," Bank of Lithuania Working Paper Series 37, Bank of Lithuania.
    374. Greene, Kenneth V. & Kang, Byung-Goo, 2004. "The effect of public and private competition on high school outputs in New York State," Economics of Education Review, Elsevier, vol. 23(5), pages 497-506, October.
    375. François Rycx & Thierry Lallemand, 2006. "Establishment size and the dispersion of wages: evidence from European Countries," ULB Institutional Repository 2013/245698, ULB -- Universite Libre de Bruxelles.
    376. Evans, Mark & Lewis, Andrew C., 2005. "Dynamic metals demand model," Resources Policy, Elsevier, vol. 30(1), pages 55-69, March.
    377. William N. Evans & Doreen Neville & John D. Graham, 1991. "General Deterrence of Drunk Driving: Evaluation of Recent American Policies," Risk Analysis, John Wiley & Sons, vol. 11(2), pages 279-289, June.
    378. Björn Kauder & Niklas Potrafke & Christoph Schinke, 2017. "Manipulating Fiscal Forecasts: Evidence from the German States," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 73(2), pages 213-236, June.
    379. Blesse, Sebastian & Roesel, Felix, 2018. "Merging county administrations: Cross-national evidence of fiscal and political effects," ZEW Discussion Papers 18-031, ZEW - Leibniz Centre for European Economic Research.
    380. Chen, Sheng-Syan & Ho, Kim Wai & Lee, Cheng-few & Yeo, Gillian H. H., 2000. "Investment opportunities, free cash flow and market reaction to international joint ventures," Journal of Banking & Finance, Elsevier, vol. 24(11), pages 1747-1765, November.
    381. Kenneth W. Clements & Patricia Wang, 2001. "Who Cites What?," Economics Discussion / Working Papers 01-16, The University of Western Australia, Department of Economics.
    382. Robert R. Grauer and Nils H. Hakansson., 1998. "Applying the Grinblatt-Titman and the Conditional (Ferson-Schadt) Performance Measures: The Case of Industry Rotation Via the Dynamic Investment Model," Research Program in Finance Working Papers RPF-277, University of California at Berkeley.
    383. William J Carrington & John L Eltinge & Kristin McCue, 2000. "An Economist's Primer on Survey Samples," Working Papers 00-15, Center for Economic Studies, U.S. Census Bureau.
    384. David Gunawan & William Griffths & Anatasios Panagiotelis and Duangkamon Chotikapanich, 2017. "Bayesian Weighted Inference from Surveys "Abstract: Data from large surveys are often supplemented with sampling weights that are designed to reflect unequal probabilities of response and selecti," Department of Economics - Working Papers Series 2030, The University of Melbourne.
    385. Andrew Newell & Barry Reilly, 2000. "The Gender Pay Gap in the Transition from Communism: Some Empirical Evidence," William Davidson Institute Working Papers Series 305, William Davidson Institute at the University of Michigan.
    386. Mulry Mary H. & Kaputa Stephen & Thompson Katherine J., 2018. "Setting M-Estimation Parameters for Detection and Treatment of Influential Values," Journal of Official Statistics, Sciendo, vol. 34(2), pages 483-501, June.
    387. Kleibergen, F., 1996. "Reduced Rank of Regression Using Generalized Method of Moments Estimators," Discussion Paper 1996-20, Tilburg University, Center for Economic Research.
    388. Kaen, Fred R. & Sherman, Heidemarie C. & Tehranian, Hassan, 1997. "The effects of Bundesbank discount and Lombard rate changes on German bank stocks," Journal of Multinational Financial Management, Elsevier, vol. 7(1), pages 1-25, April.
    389. Ward-Warmedinger, Melanie E., 1999. "Salary and the Gender Salary Gap in the Academic Profession," IZA Discussion Papers 64, Institute of Labor Economics (IZA).
    390. Rafat Mahmood & Sundus Saleemi & Sajid Amin, 2016. "Impact of Climate Change on Electricity Demand: A Case Study of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(1), pages 29-47.
    391. Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto, 2019. "Realized Volatility Forecasting: Robustness to Measurement Errors," Econometrics Working Papers Archive 2019_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    392. Bedston, Stuart & Philip, Georgia & Youansamouth, Lindsay & Clifton, John & Broadhurst, Karen & Brandon, Marian & Hu, Yang, 2019. "Linked lives: Gender, family relations and recurrent care proceedings in England," Children and Youth Services Review, Elsevier, vol. 105(C), pages 1-1.
    393. Potrafke, Niklas, 2019. "Fiscal performance of minority governments: New empirical evidence for OECD countries," Munich Reprints in Economics 78253, University of Munich, Department of Economics.
    394. Nii Ayi Armah & Norman R. Swanson, 2008. "Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments," Working Papers 08-25, Federal Reserve Bank of Philadelphia.
    395. Mike Brewer & Thomas Crossley & Federico Zilio, 2019. "What do we really know about the employment effects of the UK’s National Minimum Wage?," IFS Working Papers W19/14, Institute for Fiscal Studies.
    396. Guido W. Imbens & Michal Kolesar, 2012. "Robust Standard Errors in Small Samples: Some Practical Advice," NBER Working Papers 18478, National Bureau of Economic Research, Inc.
    397. Tonya J. Hansen & Laura Kalambokidis, 2010. "How Are Businesses Responding to Minnesota’s Tax-Free Zone Program?," Economic Development Quarterly, , vol. 24(2), pages 180-192, May.
    398. Mullally, Conner, 2011. "Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103799, Agricultural and Applied Economics Association.
    399. Ané, 2005. "Do Power GARCH models really improve value-at-risk forecasts?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 29(3), pages 337-358, September.
    400. Arthur Caplan & John Gilbert, 2010. "Can fighting grade inflation help the bottom line?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(17), pages 1663-1667.
    401. Lu, Yao, 2012. "Household migration, social support, and psychosocial health: The perspective from migrant-sending areas," Social Science & Medicine, Elsevier, vol. 74(2), pages 135-142.
    402. Maria Iacovou, 2002. "Class Size in the Early Years: Is Smaller Really Better?," Education Economics, Taylor & Francis Journals, vol. 10(3), pages 261-290.
    403. Robert Witt & Alan Clarke & Nigel Fielding, 1998. "Crime, earnings inequality and unemployment in England and Wales," Applied Economics Letters, Taylor & Francis Journals, vol. 5(4), pages 265-267.
    404. Neil Karunaratne, 1997. "High-Tech Innovation, Growth and Trade Dynamics in Australia," Open Economies Review, Springer, vol. 8(2), pages 151-170, April.
    405. Ahearne, Alan G. & Griever, William L. & Warnock, Francis E., 2004. "Information costs and home bias: an analysis of US holdings of foreign equities," Journal of International Economics, Elsevier, vol. 62(2), pages 313-336, March.
    406. Harvey S. James Jr., 1996. "Economic Development and Strikes: An Examination of the Haas and Stack Model," Development and Comp Systems 9612001, University Library of Munich, Germany.
    407. Richter, Martin & Sørensen, Carsten, 2002. "Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans," Working Papers 2002-4, Copenhagen Business School, Department of Finance.
    408. Stefanescu, Răzvan & Dumitriu, Ramona, 2016. "The impact of the Great Lent and of the Nativity Fast on the Bucharest Stock Exchange," MPRA Paper 89023, University Library of Munich, Germany, revised 22 Dec 2016.
    409. Yoshio Higuchi, 2013. "The Dynamics of Poverty and the Promotion of Transition from Non-Regular to Regular Employment in Japan: Economic Effects of Minimum Wage Revision and Job Training Support," The Japanese Economic Review, Japanese Economic Association, vol. 64(2), pages 147-200, June.
    410. Philip Tomlinson, 2002. "The Real Effects of Transnational Activity upon Investment and Labour Demand within Japan's Machinery Industries," International Review of Applied Economics, Taylor & Francis Journals, vol. 16(2), pages 107-129.
    411. Kaplan, Sigal & Moraes Monteiro, Mayara & Anderson, Marie Karen & Nielsen, Otto Anker & Medeiros Dos Santos, Enilson, 2017. "The role of information systems in non-routine transit use of university students: Evidence from Brazil and Denmark," Transportation Research Part A: Policy and Practice, Elsevier, vol. 95(C), pages 34-48.
    412. Eugene Kang & Asghar Zardkoohi & Ramona Paetzold & Donald Fraser, 2013. "Relationship banking and escalating commitments to bad loans," Small Business Economics, Springer, vol. 40(4), pages 899-910, May.
    413. Han, Xu & Inoue, Atsushi, 2015. "Tests For Parameter Instability In Dynamic Factor Models," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1117-1152, October.
    414. Hans-Martin Krolzig, 2000. "Computer Automation of General-to-Specific Model Selection Procedures," Econometric Society World Congress 2000 Contributed Papers 0411, Econometric Society.
    415. Anne-Célia Disdier & Thierry Mayer, 2007. "Je t'aime, moi non plus: Bilateral opinions and international trade," SciencePo Working papers Main hal-01021880, HAL.
    416. Akbar, S, 2007. "The Separate Valuation Relevance of Earnings, Book Value and their Components in Profit and Loss Making Firms: UK Evidence," MPRA Paper 5665, University Library of Munich, Germany.
    417. M. Neuenkirch, P. Siklos, 2014. "When Is Lift-Off? Evaluating Forward Guidance From The Shadow," LCERPA Working Papers wm0066, Laurier Centre for Economic Research and Policy Analysis.
    418. Davina Jeganathan & Samir Ghannam & Martin Bugeja, 2021. "Practice makes perfect? The effect of CEO and director experience on acquisition performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(2), pages 3781-3796, June.
    419. Emmanuel Flachaire & Gilles Hacheme & Sullivan Hu'e & S'ebastien Laurent, 2022. "GAM(L)A: An econometric model for interpretable Machine Learning," Papers 2203.11691, arXiv.org.
    420. Kirstin Hallmann & Cristina Muñiz Artime & Christoph Breuer & Sören Dallmeyer & Magnus Metz, 2017. "Leisure participation: modelling the decision to engage in sports and culture," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 41(4), pages 467-487, November.
    421. Lambert, David K. & Shaw, W. Douglass, 2000. "Agricultural And Recreational Impacts From Surface Flow Changes Due To Gold Mining Operations," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 25(2), pages 1-14, December.
    422. Anjana Susarla, 2012. "Contractual Flexibility, Rent Seeking, and Renegotiation Design: An Empirical Analysis of Information Technology Outsourcing Contracts," Management Science, INFORMS, vol. 58(7), pages 1388-1407, July.
    423. Markus Eberhardt & Anindya Banerjee and J. James Reade, 2010. "Panel Estimation for Worriers," Economics Series Working Papers 514, University of Oxford, Department of Economics.
    424. Brunhart, Andreas, 2022. "Country Size and Exposure to International Economic Shocks: New Evidence from the Financial Crisis," EconStor Preprints 263310, ZBW - Leibniz Information Centre for Economics.
    425. Kjetil Storesletten & Chris Telmer & Amir Yaron, 2007. "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 519-548, October.
    426. Anderson, Heather M, 1997. "Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(4), pages 465-484, November.
    427. Olivier Deschenes & Michael Greenstone, 2004. "The Economic Impacts of Climate Change: Evidence from Agricultural Profits and Random," NBER Working Papers 10663, National Bureau of Economic Research, Inc.
    428. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," Departmental Working Papers 201118, Rutgers University, Department of Economics.
    429. Leventis, Stergios & Hasan, Iftekhar & Dedoulis, Emmanouil, 2013. "The cost of sin: The effect of social norms on audit pricing," Bank of Finland Research Discussion Papers 13/2013, Bank of Finland.
    430. Jonathan E. Alevy & Craig E. Landry & John A. List, 2011. "Field Experiments on Anchoring of Economic Valuations," Working Papers 2011-02, University of Alaska Anchorage, Department of Economics.
    431. Fadzlan Sufian, 2012. "Determinants of multinational banks’ subsidiary performance: the host and home country effects," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 28(2), pages 130-155, February.
    432. Davidson, Russell & MacKinnon, James G., 1992. "Regression-based methods for using control variates in Monte Carlo experiments," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 203-222.
    433. Meta Brown & Christopher Flinn & Andrew Schotter, 2009. "Real-Time Search in the Laboratory and the Market," Carlo Alberto Notebooks 135, Collegio Carlo Alberto.
    434. David Giles, 2007. "Increasing returns to information in the US popular music industry," Applied Economics Letters, Taylor & Francis Journals, vol. 14(5), pages 327-331.
    435. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales 1501, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    436. Christian M. Hafner & Helmut Herwartz, 2009. "Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(3), pages 294-323, August.
    437. Jean-Paul Azam & Catherine Bonjean, 1995. "La formation du prix du riz : théorie et application au cas d'Antananarivo (Madagascar) ," Revue Économique, Programme National Persée, vol. 46(4), pages 1145-1166.
    438. Michael W. Klein & Eric Rosengren, 1991. "Foreign exchange intervention as a signal of monetary policy," New England Economic Review, Federal Reserve Bank of Boston, issue May, pages 39-50.
    439. Focarelli, Dario & Pozzolo, Alberto Franco & Casolaro, Luca, 2008. "The pricing effect of certification on syndicated loans," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 335-349, March.
    440. Yao, Zhihua, 2021. "The choice of equity financing: Floating-priced warrants versus SEOs," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
    441. George Petrakos & Georgios Fotopoulos & Dimitris Kallioras, 2012. "Peripherality and Integration: Industrial Growth and Decline in the Greek Regions," Environment and Planning C, , vol. 30(2), pages 347-361, April.
    442. Steven Glazerman & Ali Protik & Bing-ru Teh & Julie Bruch & Neil Seftor, "undated". "Moving High-Performing Teachers: Implementation of Transfer Incentives in Seven Districts," Mathematica Policy Research Reports 4e7e4fbcdda44b5fb91bc7933, Mathematica Policy Research.
    443. William G. Hardin, III & Marvin L. Wolverton, 1996. "The Relationship between Foreclosure Status and Apartment Price," Journal of Real Estate Research, American Real Estate Society, vol. 12(1), pages 101-109.
    444. Mr. Marco Del Negro & Mr. Robin Brooks, 2005. "A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns," IMF Working Papers 2005/052, International Monetary Fund.
    445. Patrick Richard, 2014. "Bootstrap tests in linear models with many regressors," Cahiers de recherche 14-06, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    446. Edin, Per-Anders & Gustavsson, Magnus, 2005. "Time out of work and skill depreciation," Working Paper Series 2005:21, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    447. Boret, Ny & Gawande, Kishore & Kobb, Daniel P., 2021. "Can decentralization lower poverty? Cambodia’s Commune and Sangkat Fund," World Development, Elsevier, vol. 146(C).
    448. Nisvan Erkal & Lata Gangadharan & Nikos Nikiforakis, 2011. "Relative Earnings and Giving in a Real-Effort Experiment," American Economic Review, American Economic Association, vol. 101(7), pages 3330-3348, December.
    449. Slutskin, Lev, 2007. "The Generalized Method of Moments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 7(3), pages 119-133.
    450. Blumberg, Linda J. & Dubay, Lisa & Norton, Stephen A., 2000. "Did the Medicaid expansions for children displace private insurance? An analysis using the SIPP," Journal of Health Economics, Elsevier, vol. 19(1), pages 33-60, January.
    451. Ray C. Fair & Robert J. Shiller, 1988. "The Informational Content of Ex Ante Forecasts," Cowles Foundation Discussion Papers 857, Cowles Foundation for Research in Economics, Yale University.
    452. Mao-Wei Hung & Wen-Hsin Tsai, 2020. "Managerial optimism, CEO retention, and corporate performance: evidence from bankruptcy-filing firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 506-527, July.
    453. Andreas Brunhart, 2013. "Der Klein(st)staat Liechtenstein und seine grossen Nachbarländer: Eine wachstums- und konjunkturanalytische Gegenüberstellung," Arbeitspapiere 44, Liechtenstein-Institut.
    454. Peter Reinhard Hansen, 2021. "Relative Contagiousness of Emerging Virus Variants: An Analysis of the Alpha, Delta, and Omicron SARS-CoV-2 Variants," Papers 2110.00533, arXiv.org, revised Jan 2022.
    455. Alistair Davey, 2010. "Deregulation of wholesale petrol prices: what happened to capital city petrol prices?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 54(1), pages 81-98, January.
    456. Yi Zhang, 2022. "Analyst coverage and corporate social responsibility decoupling: Evidence from China," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(3), pages 620-634, May.
    457. Nikolaos Eriotis & Dimitrios Vasiliou & Vasileios Zisis, 2004. "The Asymmetric Timeliness in the Reporting of Good and Bad News of Firms That Trade in the Athens Stock Exchange," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 103-103.
    458. Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2012. "The short of it: Investor sentiment and anomalies," Journal of Financial Economics, Elsevier, vol. 104(2), pages 288-302.
    459. Doh-Khul Kim, 2005. "Unionization, Unemployment, and Growth in Korea: A Cointegration Approach," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 33(2), pages 225-233, June.
    460. Levin, Eric J. & Wright, Robert E., 2004. "Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(1), pages 1-19, February.
    461. Dah, Mustafa A. & Jizi, Mohammad I. & Kebbe, Reem, 2020. "CEO gender and managerial entrenchment," Research in International Business and Finance, Elsevier, vol. 54(C).
    462. Peter Z. Schochet, "undated". "Statistical Theory for the RCT-YES Software: Design-Based Causal Inference for RCTs," Mathematica Policy Research Reports a0c005c003c242308a92c02dc, Mathematica Policy Research.
    463. Hans Normann, Bradley Ruffle and Christopher Snyder, 2004. "Do Buyer-Size Discounts Depend on the Curvature of the Surplus Function? Experimental Tests of Bargaining Models," Royal Holloway, University of London: Discussion Papers in Economics 04/01, Department of Economics, Royal Holloway University of London, revised Apr 2004.
    464. Chen, Baizhu & Feng, Yi, 1996. "Some political determinants of economic growth: Theory and empirical implications," European Journal of Political Economy, Elsevier, vol. 12(4), pages 609-627, December.
    465. Jong-A-Pin, Richard, 2009. "On the measurement of political instability and its impact on economic growth," European Journal of Political Economy, Elsevier, vol. 25(1), pages 15-29, March.
    466. Daniel Sungyeon Kim & Hong Kee Sul, 2021. "Diversity Matters: A Study on the Relationship between Board Career Diversity and Firm Performance," Sustainability, MDPI, vol. 13(17), pages 1-24, August.
    467. Tesfaye, Wondimagegn & Tirivayi, Nyasha, 2020. "Crop diversity, household welfare and consumption smoothing under risk: Evidence from rural Uganda," World Development, Elsevier, vol. 125(C).
    468. Gregory, Allan W. & McCurdy, Thomas H., 1984. "Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis," Journal of International Money and Finance, Elsevier, vol. 3(3), pages 357-368, December.
    469. Berkowitz, Daniel & DeJong, David N., 2002. "Accounting for growth in post-Soviet Russia," Regional Science and Urban Economics, Elsevier, vol. 32(2), pages 221-239, March.
    470. Gniadkowska-Szymańska Agata, 2017. "The impact of trading liquidity on the rate of return on emerging markets: the example of Poland and the Baltic countries," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(4), pages 136-148, December.
    471. McCulloch, J. Huston, 2016. "Moment Ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 712-733.
    472. Aït-Sahalia, Yacine & Xiu, Dacheng, 2019. "A Hausman test for the presence of market microstructure noise in high frequency data," Journal of Econometrics, Elsevier, vol. 211(1), pages 176-205.
    473. Jácome, Luis I. & Vázquez, Francisco, 2008. "Is there any link between legal central bank independence and inflation? Evidence from Latin America and the Caribbean," European Journal of Political Economy, Elsevier, vol. 24(4), pages 788-801, December.
    474. G. William Schwert & Paul J. Seguin, 1989. "Heteroskedasticity in Stock Returns," NBER Working Papers 2956, National Bureau of Economic Research, Inc.
    475. Glen Dowell & Brad Killaly, 2009. "Effect of Resource Variation and Firm Experience on Market Entry Decisions: Evidence from U.S. Telecommunication Firms' International Expansion Decisions," Organization Science, INFORMS, vol. 20(1), pages 69-84, February.
    476. Xinkuo Xu & Liyan Han, 2017. "Diverse Effects of Consumer Credit on Household Carbon Emissions at Quantiles: Evidence from Urban China," Sustainability, MDPI, vol. 9(9), pages 1-25, September.
    477. C. N. V. Krishnan & Vasiliy Yakimenko, 2022. "Market Misreaction? Leverage and Mergers and Acquisitions," JRFM, MDPI, vol. 15(3), pages 1-21, March.
    478. Kang, Eugene & Ding, David K. & Charoenwong, Charlie, 2010. "Investor reaction to women directors," Journal of Business Research, Elsevier, vol. 63(8), pages 888-894, August.
    479. Lawrence, Edward R. & Nguyen, Dung T. & Upadhyay, Arun, 2021. "Are US founding families expropriators or stewards? Evidence from quasi-natural experiment," Journal of Corporate Finance, Elsevier, vol. 69(C).
    480. Philip Du Caju & François Ryckx & Ilan Tojerow, 2009. "Inter-industry wage differentials : How much does rent sharing matter ?," Working Paper Research 180, National Bank of Belgium.
    481. Nikolaos Mylonidis & Dimitrios Sideris, 2008. "Home bias and purchasing power parity: evidence from the G-7 countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 199-204.
    482. James M. Poterba, 1986. "Explaining the Yield Spread between Taxable and Tax-exempt Bonds: The Role of Expected Tax Policy," NBER Chapters, in: Studies in State and Local Public Finance, pages 5-52, National Bureau of Economic Research, Inc.
    483. Stephen Billings & Thomas Thibodeau, 2011. "Intrametropolitan Decentralization: Is Government Structure Capitalized in Residential Property Values?," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 416-450, May.
    484. Agathee, Ushad Subadar & Sannassee, Raja Vinesh & Brooks, Chris, 2012. "The underpricing of IPOs on the Stock Exchange of Mauritius," Research in International Business and Finance, Elsevier, vol. 26(2), pages 281-303.
    485. Ross McKitrick, 2006. "The politics of pollution: party regimes and air quality in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 39(2), pages 604-620, May.
    486. Bouzgarrou, Houssam & Navatte, Patrick, 2013. "Ownership structure and acquirers performance: Family vs. non-family firms," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 123-134.
    487. Elijah Brewer & Julapa Jagtiani, 2009. "How much did banks pay to become too-big-to-fail and to become systemically important?," Working Papers 09-34, Federal Reserve Bank of Philadelphia.
    488. Michelle Haynes & Richard Upward & Peter Wright, 2002. "Estimating the wage costs of inter- and intra- sectoral adjustment," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 138(2), pages 229-253, June.
    489. Rickard Sandberg, 2015. "M-estimator based unit root tests in the ESTAR framework," Statistical Papers, Springer, vol. 56(4), pages 1115-1135, November.
    490. Dominik Schreyer & Benno Torgler, 2018. "On the Role of Race Outcome Uncertainty in the TV Demand for Formula 1 Grands Prix," Journal of Sports Economics, , vol. 19(2), pages 211-229, February.
    491. Cynthia J. Brown & José A. Pagán & Eduardo Rodríguez-Oreggia, 1999. "Occupational Attainment and Gender Earnings Differentials in Mexico," ILR Review, Cornell University, ILR School, vol. 53(1), pages 123-135, October.
    492. Fletcher, Jonathan, 1999. "The evaluation of the performance of UK American unit trusts," International Review of Economics & Finance, Elsevier, vol. 8(4), pages 455-466, November.
    493. David Carroll & Chris Heaton & Massimiliano Tani, 2019. "Does It Pay to Graduate from an 'Elite' University in Australia?," The Economic Record, The Economic Society of Australia, vol. 95(310), pages 343-357, September.
    494. Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay, 2015. "Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 203-219.
    495. Huang, Xiaoran & Lin, Juan & Wang, Peng, 2022. "Are institutional investors marching into the crypto market?," Economics Letters, Elsevier, vol. 220(C).
    496. Pengguo Wang, 2013. "The role of disaggregation of earnings in stock valuation and earnings forecasting," Accounting and Business Research, Taylor & Francis Journals, vol. 43(5), pages 530-557, October.
    497. Jordan Silberman & Chun Wang & Shawn T Mason & Steven M Schwartz & Matthew Hall & Jason L Morrissette & Xin M Tu & Janet Greenhut, 2015. "The Avalanche Hypothesis and Compression of Morbidity: Testing Assumptions through Cohort-Sequential Analysis," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-16, May.
    498. Lingsheng Meng & Binzhen Wu & Zhaoguo Zhan, 2016. "Linear regression with an estimated regressor: applications to aggregate indicators of economic development," Empirical Economics, Springer, vol. 50(2), pages 299-316, March.
    499. Katherine Ho, 2006. "The welfare effects of restricted hospital choice in the US medical care market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 1039-1079.
    500. Rafael Lalive, 2003. "Social Interactions in Unemployment," Tinbergen Institute Discussion Papers 03-063/3, Tinbergen Institute.
    501. Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Research Working Paper RWP 09-10, Federal Reserve Bank of Kansas City.
    502. Isabel Abinzano & Luis Muga & Rafael Santamaria, 2017. "Behavioral Biases Never Walk Alone," Journal of Sports Economics, , vol. 18(2), pages 99-125, February.
    503. Milanez Ana, 2020. "Workforce Ageing and Labour Productivity Dynamics," Naše gospodarstvo/Our economy, Sciendo, vol. 66(3), pages 1-13, September.
    504. Vegard H. Larsen & Leif Anders Thorsrud, 2017. "Asset returns, news topics, and media effects," Working Paper 2017/17, Norges Bank.
    505. James A. Brickley & Susan F. Lu & Gerard J. Wedig, 2022. "Are firms with ‘deep pockets’ more responsive to tort liability? Evidence from nursing homes," Health Economics, John Wiley & Sons, Ltd., vol. 31(8), pages 1590-1617, August.
    506. Foley, Maggie & Angjellari-Dajci, Fiorentina, 2015. "Net Migration Determinants," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 45(01).
    507. Nick Drydakis, 2008. "Integrated Roma Earnings: A Multivariate Analysis for the Discrimination Hypothesis in Greece," Working Papers 0829, University of Crete, Department of Economics.
    508. Carson, R.T. & Mitchell, R.C. & Hanemann, W.M. & Kopp, R.J. & Presser, S. & Ruud, P.A., 1992. "A Contingent Valuation Study of Lost Passive Use Values Resulting From the Exxon Valdez Oil Spill," MPRA Paper 6984, University Library of Munich, Germany.
    509. Ravi Lonkani & Michael Firth, 2005. "The accuracy of IPO earnings forecasts in Thailand and their relationships with stock market valuation," Accounting and Business Research, Taylor & Francis Journals, vol. 35(3), pages 269-286.
    510. Rasmus Fatum & Yohei Yamamoto, 2012. "Does Foreign Exchange Intervention Volume Matter?," EPRU Working Paper Series 2012-03, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    511. Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan, 2013. "Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions - A Novel Approach Illustrated by the 'Death of Distance' in International Trade," Working Papers 2013:5, Lund University, Department of Economics.
    512. Ana Barreira & Rui Nuno Baleiras, 2000. "Cycles On Public Expenditure Composition Within the European Union," Regional and Urban Modeling 283600004, EcoMod.
    513. Jelena Laušev, 2012. "Public Sector Pay Gap In Serbia During Large-Scale Privatisation,By Educational Qualification," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(192), pages 7-24, January –.
    514. Byeongyong Paul Choi & Elyas Elyasiani, 2011. "Foreign-owned insurer performance in the US property-liability markets," Applied Economics, Taylor & Francis Journals, vol. 43(3), pages 291-306.
    515. Walton, Jonathan C. & Larson, James A. & Roberts, Roland K. & Lambert, Dayton M. & English, Burton C. & Larkin, Sherry L. & Marra, Michele C. & Martin, Steven W. & Paxton, Kenneth W. & Reeves, Jeanne , 2010. "Factors Influencing Farmer Adoption of Portable Computers for Site-Specific Management: A Case Study for Cotton Production," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 42(2), pages 193-209, May.
    516. John L. Campbell & Hye Seung “Grace” Lee & Hsin‐Min Lu & Logan B. Steele, 2020. "Express Yourself: Why Managers' Disclosure Tone Varies Across Time and What Investors Learn From It," Contemporary Accounting Research, John Wiley & Sons, vol. 37(2), pages 1140-1171, June.
    517. Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2012. "Decomposing Performance," Working Papers on Finance 1216, University of St. Gallen, School of Finance, revised Nov 2015.
    518. Hyo Eun Cho & Jon Jungbien Moon & Insik Jeong, 2022. "Equal ownership split in international joint ventures: performance implications in an emerging market," Asian Business & Management, Palgrave Macmillan, vol. 21(2), pages 205-230, April.
    519. Subrata Roy, 2016. "Another Look in Conditioning Alphas on Economic Information: Indian Evidence," Global Business Review, International Management Institute, vol. 17(1), pages 191-213, February.
    520. Merdad, Hesham Jamil & Kabir Hassan, M. & Hippler, William J., 2015. "The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 293-314.
    521. Oestmann, Marco & Bennöhr, Lars, 2015. "Determinants of house price dynamics. What can we learn from search engine data?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113198, Verein für Socialpolitik / German Economic Association.
    522. Alexander Brüggen & Jens Zehnder, 2014. "SG&A cost stickiness and equity-based executive compensation: does empire building matter?," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 25(3), pages 169-192, December.
    523. Gande, Amar & Puri, Manju & Saunders, Anthony, 1999. "Bank entry, competition, and the market for corporate securities underwriting," Journal of Financial Economics, Elsevier, vol. 54(2), pages 165-195, October.
    524. Dornbusch, Friedrich & Neuhäusler, Peter, 2015. "Composition of inventor teams and technological progress – The role of collaboration between academia and industry," Research Policy, Elsevier, vol. 44(7), pages 1360-1375.
    525. Nunnenkamp, Peter & Spatz, Julius, 2004. "Intellectual property rights and foreign direct investment: A disaggregated analysis," Open Access Publications from Kiel Institute for the World Economy 3395, Kiel Institute for the World Economy (IfW Kiel).
    526. Raphael André Fraser & Stuart R. Lipsitz & Debajyoti Sinha & Garrett M. Fitzmaurice & Yi Pan, 2016. "Approximate median regression for complex survey data with skewed response," Biometrics, The International Biometric Society, vol. 72(4), pages 1336-1347, December.
    527. Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm274, Yale School of Management, revised 01 Apr 2008.
    528. François Combarnous, 1999. "La mise en oeuvre du modèle logistique multinomial emboîté dans l'analyse de la participation au marché du travail," Documents de travail 39, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
    529. Konrad, K.A. & Morath, F. & Müller, W., 2010. "Taxation and Market Power," Discussion Paper 2010-03, Tilburg University, Center for Economic Research.
    530. Mickaël Portela & Camille Signoretto, 2015. "Qualité de l'emploi et aspirations professionnelles : quels liens avec la mobilité volontaire des jeunes salariés en CDI ?," Post-Print hal-01302288, HAL.
    531. Junji Shimada & Yoshihiko Tsukuda, 2004. "Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space," Econometric Society 2004 Far Eastern Meetings 611, Econometric Society.
    532. Anya Khanthavit, 2017. "Instrumental-Variable Estimation of Bangkok-Weather Effects in the Stock Exchange of Thailand," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 13(1), pages 83-111.
    533. Claessens, Stijn & Demirguc-Kunt, Asl[iota] & Huizinga, Harry, 2001. "How does foreign entry affect domestic banking markets?," Journal of Banking & Finance, Elsevier, vol. 25(5), pages 891-911, May.
    534. Reynolds, J. Kenneth & Francis, Jere R., 2000. "Does size matter? The influence of large clients on office-level auditor reporting decisions," Journal of Accounting and Economics, Elsevier, vol. 30(3), pages 375-400, December.
    535. Neuenkirch, Matthias, 2012. "Managing financial market expectations: The role of central bank transparency and central bank communication," European Journal of Political Economy, Elsevier, vol. 28(1), pages 1-13.
    536. Core, John E. & Guay, Wayne R. & Verdi, Rodrigo S., 2006. "Agency problems of excess endowment holdings in not-for-profit firms," Journal of Accounting and Economics, Elsevier, vol. 41(3), pages 307-333, September.
    537. Dominique Desbois, 2015. "La qualité du lait a-t-elle un prix ? Une estimation hédonique de la valeur des attributs spécifiques du lait de vache," Post-Print hal-01885126, HAL.
    538. Marta Disegna & Fabrizio Durante & Enrico Foscolo, 2013. "A multivariate nonlinear analysis of tourism expenditures," BEMPS - Bozen Economics & Management Paper Series BEMPS10, Faculty of Economics and Management at the Free University of Bozen.
    539. Marc Simpson & Jose Moreno & Teofilo Ozuna, 2012. "The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA," Review of Quantitative Finance and Accounting, Springer, vol. 38(3), pages 347-365, April.
    540. Yu-Luen Ma & Nat Pope, 2020. "The impact of Sarbanes–Oxley on property-casualty insurer loss reserve estimates," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(2), pages 313-334, April.
    541. Ferson, Wayne E., 2013. "Investment Performance: A Review and Synthesis," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 969-1010, Elsevier.
    542. Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch, "undated". "The UK Demand for Broad Money over the Long run," Economics Papers W29, Economics Group, Nuffield College, University of Oxford.
    543. Renneboog, Luc & Szilagyi, Peter G., 2011. "The role of shareholder proposals in corporate governance," Journal of Corporate Finance, Elsevier, vol. 17(1), pages 167-188, February.
    544. Chen Zhen & Justin L. Taylor & Mary K. Muth & Ephraim Leibtag, 2009. "Understanding Differences in Self-Reported Expenditures between Household Scanner Data and Diary Survey Data: A Comparison of Homescan and Consumer Expenditure Survey," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 31(3), pages 470-492, September.
    545. Beatty, Anne, 1995. "The cash flow and informational effects of employee stock ownership plans," Journal of Financial Economics, Elsevier, vol. 38(2), pages 211-240, June.
    546. Chan, Konan & Chen, Hung-Kun & Hu, Shing-yang & Liu, Yu-Jane, 2018. "Share pledges and margin call pressure," Journal of Corporate Finance, Elsevier, vol. 52(C), pages 96-117.
    547. Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2018. "The maximum bid-ask spread," Journal of Financial Markets, Elsevier, vol. 41(C), pages 1-16.
    548. Badinger, Harald & Tondl, Gabriele, 2002. "Trade, human capital and innovation: The engines of European regional growth in the 1990s," ERSA conference papers ersa02p043, European Regional Science Association.
    549. George Deltas & Thanasis Stengos & Eleftherios Zacharias, 2011. "Product line pricing in a vertically differentiated oligopoly," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(3), pages 907-929, August.
    550. William W. Lang & Loretta J. Mester & Todd A. Vermilyea, 2007. "Competitive effects of Basel II on U.S. bank credit card lending," Working Papers 07-9, Federal Reserve Bank of Philadelphia.
    551. Beth Ann Griffin & Megan S. Schuler & Elizabeth A. Stuart & Stephen Patrick & Elizabeth McNeer & Rosanna Smart & David Powell & Bradley Stein & Terry Schell & Rosalie Liccardo Pacula, 2020. "Variation in Performance of Commonly Used Statistical Methods for Estimating Effectiveness of State-Level Opioid Policies on Opioid-Related Mortality," NBER Working Papers 27029, National Bureau of Economic Research, Inc.
    552. Philip Du Caju & François Rycx & Ilan Tojerow, 2012. "Wage structure effects of international trade in a small open economy: the case of Belgium," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 297-331, June.
    553. Du, Ding & Denning, Karen & Zhao, Xiaobing, 2012. "Real aggregate activity and stock returns," Journal of Economics and Business, Elsevier, vol. 64(5), pages 323-337.
    554. Davidson, Russell & Flachaire, Emmanuel, 2008. "The wild bootstrap, tamed at last," Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
    555. Johan, Sofia A., 2010. "Listing standards as a signal of IPO preparedness and quality," International Review of Law and Economics, Elsevier, vol. 30(2), pages 128-144, June.
    556. Niklas Potrafke, 2018. "The Globalisation-Welfare State Nexus: Evidence from Asia," CESifo Working Paper Series 7330, CESifo.
    557. Ibrahim Mohammed & Chioma Nwafor, 2014. "Stock Market Consequences of the Suspension of the Central Bank of Nigeria’s Governor," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 12(4 (Winter), pages 371-394.
    558. Massimiliano Marcellino, "undated". "Instability and non-linearity in the EMU," Working Papers 211, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    559. Elena Bontempi & Roberto Golinelli & Giuseppe Parigi, 2007. "Why demand uncertainty curbs investment: Evidence froma a panel of Italian manufacturing firms," Temi di discussione (Economic working papers) 621, Bank of Italy, Economic Research and International Relations Area.
    560. Hrishikesh D. Vinod, 2008. "Heteroscedasticity and Autocorrelation Efficient (HAE) Estimation and Pivots for Jointly Evolving Series," Fordham Economics Discussion Paper Series dp2008-15, Fordham University, Department of Economics.
    561. Antonis Demos & Enrique Sentana, 1996. "Testing for GARCH Effects: A One-Sided Approach," Working Papers wp1996_9611, CEMFI.
    562. Jeff Boone & Inder K. Khurana & K. K. Raman, 2012. "Audit Market Concentration and Auditor Tolerance for Earnings Management," Working Papers 0014, College of Business, University of Texas at San Antonio.
    563. Gonçalves, Rute & Lopes, Patrícia & Craig, Russell, 2017. "Value relevance of biological assets under IFRS," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 29(C), pages 118-126.
    564. Rossi, Stefano & Volpin, Paolo F., 2004. "Cross-country determinants of mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 74(2), pages 277-304, November.
    565. Ciccotello, Conrad & Greene, Jason & Ling, Leng & Rakowski, David, 2011. "Capacity and factor timing effects in active portfoliomanagement," Journal of Financial Markets, Elsevier, vol. 14(2), pages 277-300, May.
    566. Mr. Michael Funke & Mr. Felix FitzRoy, 1995. "Skills, Wages, and Employment in East and West Germany," IMF Working Papers 1995/004, International Monetary Fund.
    567. Jianan Liu & Robert F. Stambaugh & Yu Yuan, 2018. "Size and Value in China," NBER Working Papers 24458, National Bureau of Economic Research, Inc.
    568. Azadegan, Arash & Golara, Sina & Kach, Andrew & Mousavi, Nasim, 2018. "Corporate environmental investments: A cross-national study on managerial decision making," International Journal of Production Economics, Elsevier, vol. 199(C), pages 47-64.
    569. Oberhofer, Harald & Philippovich, Tassilo & Winner, Hannes, 2010. "Distance matters in away games: Evidence from the German football league," Journal of Economic Psychology, Elsevier, vol. 31(2), pages 200-211, April.
    570. Marcelo Moreira & Geert Ridder, 2019. "Efficiency loss of asymptotically efficient tests in an instrumental variables regression," CeMMAP working papers CWP03/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    571. Philipp Harms & Heinrich W. Ursprung, 2002. "Do Civil and Political Repression Really Boost Foreign Direct Investments?," Economic Inquiry, Western Economic Association International, vol. 40(4), pages 651-663, October.
    572. Jorge Garza-Rodriguez & Natalia Almeida-Velasco & Susana Gonzalez-Morales & Alma P. Leal-Ornelas, 2020. "The Impact of Human Capital on Economic Growth: the Case of Mexico," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 11(2), pages 660-675, June.
    573. Salisu, Afees A. & Adediran, Idris A., 2019. "Assessing the inflation hedging potential of coal and iron ore in Australia," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
    574. Stomberg, Christopher & White, Halbert, 2000. "Bootstrapping the Information Matrix Test," University of California at San Diego, Economics Working Paper Series qt158451cr, Department of Economics, UC San Diego.
    575. Duca, Eric & Dutordoir, Marie & Veld, Chris & Verwijmeren, Patrick, 2012. "Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 2884-2899.
    576. Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damages," Working Papers 2020-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    577. Gagnon, Louis & Karolyi, G. Andrew, 2004. "Multi-market Trading and Arbitrage," Working Paper Series 2004-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    578. Jeff Madura & Nivine Richie, 2010. "Overreaction of Exchange-Traded Funds During the Bubble of 1998–2002," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 5, Edward Elgar Publishing.
    579. Aguayo, Ernesto & Chapa, Joana & Rangel, Erick & Treviño, Lourdes & Valero-Gil, Jorge, 2007. "Gender-bias in Education Opportunities for Population Aged 12-18 in Mexico: 1992-2004," MPRA Paper 3561, University Library of Munich, Germany.
    580. Bruce S. Shearer, 2022. "Piece‐rate cuts and ratchet effects," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(3), pages 1371-1403, August.
    581. Mark C. Anderson & Rajiv D. Banker & Sury Ravindran, 2006. "Value Implications of Investments in Information Technology," Management Science, INFORMS, vol. 52(9), pages 1359-1376, September.
    582. Graña, Fernando M. & del Mar Benavides-Espinosa, Maria & Roig-Dobón, Salvador, 2018. "Determinants of silent and explicit industrial design," Journal of Business Research, Elsevier, vol. 88(C), pages 314-320.
    583. Baller, Stefanie & Entrop, Oliver & Schober, Alexander & Wilkens, Marco, 2017. "What drives performance in the speculative market of short-term exchange-traded retail products?," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-26-17, University of Passau, Faculty of Business and Economics.
    584. Fuller, Frank H. & Beghin, John C. & Rozelle, Scott, 2007. "Consumption of Dairy Products in Urban China: Results from Beijing, Shangai and Guangzhou," Staff General Research Papers Archive 12730, Iowa State University, Department of Economics.
    585. Kim, Min Seong & Sun, Yixiao, 2013. "Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 177(1), pages 85-108.
    586. Khamis H. Al-Yahyaee, 2014. "Frequency and Motives for Stock Dividends in a Unique Environment," International Review of Finance, International Review of Finance Ltd., vol. 14(2), pages 295-318, June.
    587. Niklas Potrafke, 2019. "Dragnet-controls and government ideology," ifo Working Paper Series 288, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    588. Denisard Alves & Walter Belluzzo, 2005. "Salud y mortalidad infantil en Brasil," Research Department Publications 3188, Inter-American Development Bank, Research Department.
    589. Masulis, Ronald W. & Wang, Cong & Xie, Fei, 2012. "Globalizing the boardroom—The effects of foreign directors on corporate governance and firm performance," Journal of Accounting and Economics, Elsevier, vol. 53(3), pages 527-554.
    590. Nataša Teodorović, 2011. "Liquidity, Price Impact And Trade Informativeness – Evidence From The London Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(188), pages 91-124, January –.
    591. Lesley Chiou & Jennifer Pate, 2010. "Internet Auctions and Frictionless Commerce: Evidence from the Retail Gift Card Market," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 36(3), pages 295-304, May.
    592. Nico Lehmann, 2016. "The role of corporate governance in shaping accruals manipulation prior to acquisitions," Accounting and Business Research, Taylor & Francis Journals, vol. 46(4), pages 327-364, June.
    593. Rajiv Kohli & Sarv Devaraj, 2003. "Measuring Information Technology Payoff: A Meta-Analysis of Structural Variables in Firm-Level Empirical Research," Information Systems Research, INFORMS, vol. 14(2), pages 127-145, June.
    594. Chen, Ching-Lung & Chen, Chung-Yu & Weng, Pei-Yu, 2020. "Do related party transactions always deteriorate earnings informativeness?," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    595. Schertler, Andrea & Tykvová, Tereza, 2011. "Venture capital and internationalization," International Business Review, Elsevier, vol. 20(4), pages 423-439, August.
    596. Ole‐Kristian Hope, 2003. "Disclosure Practices, Enforcement of Accounting Standards, and Analysts' Forecast Accuracy: An International Study," Journal of Accounting Research, Wiley Blackwell, vol. 41(2), pages 235-272, May.
    597. Chiswick, Barry R. & Miller, Paul W., 2002. "Do Enclaves Matter in Immigrant Adjustment?," IZA Discussion Papers 449, Institute of Labor Economics (IZA).
    598. Glenn Boyle & Graeme Guthrie & Luke Gorton, 2010. "Holding onto Your Horses: Conflicts of Interest in Asset Management," Journal of Law and Economics, University of Chicago Press, vol. 53(4), pages 689-713.
    599. LaFountain, Courtney, 2005. "Where do firms locate? Testing competing models of agglomeration," Journal of Urban Economics, Elsevier, vol. 58(2), pages 338-366, September.
    600. A. Jung, 2013. "Policymakers’ Interest Rate Preferences: Recent Evidence for Three Monetary Policy Committees," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 150-197, September.
    601. Stefano Chiarlone, 2000. "Import demand with product differentiation: disaggregated estimation of italian sectoral elasticities," LIUC Papers in Economics 75, Cattaneo University (LIUC).
    602. Somendra Narayan & Jatinder S. Sidhu & Henk W. Volberda, 2021. "From Attention to Action: The Influence of Cognitive and Ideological Diversity in Top Management Teams on Business Model Innovation," Journal of Management Studies, Wiley Blackwell, vol. 58(8), pages 2082-2110, December.
    603. Umair Khalil & Alamgir & Amjad Ali & Dost Muhammad Khan & Sajjad Ahmad Khan & Zardad Khan, 2016. "Unit Root Testing and Estimation in Nonlinear ESTAR Models with Normal and Non-Normal Errors," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-11, November.
    604. Patrik Bauer, 2004. "Capital Structure of Listed Companies in Visegrad Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2004(2), pages 159-175.
    605. Henrik Braconier & Fredrik Sjöholm, 1998. "National and international spillovers from R&D: Comparing a neoclassical and an endogenous growth approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 134(4), pages 638-663, December.
    606. Julie Le Gallo, 2004. "Hétérogénéité spatiale : principes et méthodes," Économie et Prévision, Programme National Persée, vol. 162(1), pages 151-172.
    607. Bauer, Christian & Neuenkirch, Matthias, 2017. "Forecast uncertainty and the Taylor rule," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 99-116.
    608. Federico Belotti & Edoardo Di Porto & Gianluca Santoni, 2017. "Spatial Differencing: Estimation and Inference," Working Papers 2017-10, CEPII research center.
    609. William J. Mayew, 2008. "Evidence of Management Discrimination Among Analysts during Earnings Conference Calls," Journal of Accounting Research, Wiley Blackwell, vol. 46(3), pages 627-659, June.
    610. Andrés Rodríguez-Pose & Yannis Psycharis & Vassilis Tselios, 2012. "Public investment and regional growth and convergence: Evidence from Greece," Working Papers 2012-05, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    611. Stellner, Christoph & Klein, Christian & Zwergel, Bernhard, 2015. "Corporate social responsibility and Eurozone corporate bonds: The moderating role of country sustainability," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 538-549.
    612. Raquel Ortega-Argiles & Mariacristina Piva & Lesley Potters & Marco Vivarelli, 2009. "Is corporate R&D investment in high-tech sectors more effective? Some guidelines for European research policy," Jena Economics Research Papers 2009-038, Friedrich-Schiller-University Jena.
    613. Dunbar, Kwamie, 2021. "Pricing the hedging factor in the cross-section of stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    614. James Heckman & Anne Layne-Farrar & Petra Todd, 1995. "Does Measured School Quality Really Matter? An Examination of the Earnings-Quality Relationship," NBER Working Papers 5274, National Bureau of Economic Research, Inc.
    615. Mapa, Dennis S. & Lucagbo, Michael & Balisacan, Arsenio M. & Corpuz, Jose Rowell T. & Ignacio, Czarina Lei S., 2012. "Is Income Growth Enough to Reduce Total Fertility Rate in the Philippines? Empirical Evidence from Regional Panel Data," MPRA Paper 40750, University Library of Munich, Germany.
    616. David G. Barr & John Y. Campbell, 1996. "Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices," NBER Working Papers 5821, National Bureau of Economic Research, Inc.
    617. François Gardes & Greg Duncan & Patrice Gaubert & Marc Gurgand & Christophe Starzec, 2005. "Panel and Pseudo-Panel Estimation of Cross-Sectional and Time Series Elasticities of Food Consumption: The Case of American and Polish Data," Post-Print hal-00176109, HAL.
    618. Kaiser, Lutz C., 2014. "The Gender-Career Estimation Gap," IZA Discussion Papers 8185, Institute of Labor Economics (IZA).
    619. Chien, Yi-Hsin & Hung, Mao-Wei, 2020. "The impact of appointment-based CEO connectedness on firms’ performance and profitability," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
    620. Roosenboom, P.G.J. & van der Goot, T., 2003. "Takeover defenses and IPO firm value in the Netherlands," ERIM Report Series Research in Management ERS-2003-049-ORG, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    621. Kempf, Alexander & Korn, Olaf, 1999. "Market depth and order size1," Journal of Financial Markets, Elsevier, vol. 2(1), pages 29-48, February.
    622. Timothy F. Slaper & Karter M. Harmon & Barry M. Rubin, 2018. "Industry Clusters and Regional Economic Performance: A Study Across U.S. Metropolitan Statistical Areas," Economic Development Quarterly, , vol. 32(1), pages 44-59, February.
    623. Barón-Rivera, Juan David, 2012. "Sensibilidad de la oferta de migrantes internos a las condiciones del mercado laboral en las principales ciudades de Colombia," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 14, pages 584-626, Banco de la Republica de Colombia.
    624. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2020. "Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis," Econometrica, Econometric Society, vol. 88(1), pages 265-296, January.
    625. Bernd Hayo & Hiroyuki Ono, 2009. "Livelihood and Care of the Elderly: Determinants of Public Attitudes in Japan," MAGKS Papers on Economics 200912, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    626. Alessandro Palandri, 2020. "Size-Dependent Probability Bounds for t-Tests," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(3), pages 1-1.
    627. Robert S. Chirinko & Julie Ann Elston, 2003. "Finance, Control, and Profitability: The Influence of German Banks," CESifo Working Paper Series 1073, CESifo.
    628. Shigeru Iwata, 2001. "Recentered And Rescaled Instrumental Variable Estimation Of Tobit And Probit Models With Errors In Variables," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 319-335.
    629. Woo-Jin Chang & Rachel M. Hayes & Stephen A. Hillegeist, 2016. "Financial Distress Risk and New CEO Compensation," Management Science, INFORMS, vol. 62(2), pages 479-501, February.
    630. Ervin L. Black & Thomas A. Carnes & Tomas Jandik & B. Charlene Henderson, 2007. "The Relevance of Target Accounting Quality to the Long‐Term Success of Cross‐Border Mergers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 139-168, January.
    631. David K. Levine, 1983. "A Remark on Serial Correlation in Maximum Likelihood," Levine's Working Paper Archive 176, David K. Levine.
    632. Ekta Sikarwar & Roopak Gupta, 2019. "Economic exposure to exchange rate risk and financial hedging," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(4), pages 965-984, August.
    633. Sebastian Kaumanns, 2019. "“Some fuzzy math”: relational information on debt value adjustments by managers and the financial press," Business Research, Springer;German Academic Association for Business Research, vol. 12(2), pages 755-794, December.
    634. Willem Thorbecke, 2011. "The Effect Of Exchange Rate Changes On Trade In East Asia," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 85-102.
    635. Herwartz Helmut & Roestel Jan, 2009. "Monetary Independence under Floating Exchange Rates: Evidence Based on International Breakeven Inflation Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(4), pages 1-25, September.
    636. Sufian, Fadzlan, 2011. "Banks total factor productivity change in a developing economy: Does ownership and origins matter?," Journal of Asian Economics, Elsevier, vol. 22(1), pages 84-98, February.
    637. Premti, Arjan & Smith, Garrett, 2020. "Earnings management in the pre-IPO process: Biases and predictors," Research in International Business and Finance, Elsevier, vol. 52(C).
    638. A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2006. "Robust Inference with Multi-way Clustering," NBER Technical Working Papers 0327, National Bureau of Economic Research, Inc.
    639. Orazio Attanasio & Steven J. Davis, 1994. "Relative Wage Movements and the Distribution of Consumption," NBER Working Papers 4771, National Bureau of Economic Research, Inc.
    640. Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene M., 2004. "Why Do Countries Matter So Much for Corporate Governance?," Working Paper Series 2004-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    641. François Rycx & Ilan Tojerow, 2004. "Rent-sharing and the gender wage gap in Belgium," ULB Institutional Repository 2013/785, ULB -- Universite Libre de Bruxelles.
    642. Kai-Shi Chuang, 2020. "Private placements, market discounts and firm performance: the perspective of corporate life cycle analysis," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 541-564, February.
    643. Kempf, Alexander & Memmel, Christoph, 2005. "On the estimation of the global minimum variance portfolio," CFR Working Papers 05-02, University of Cologne, Centre for Financial Research (CFR).
    644. Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2018. "Forecasting multiple-term structures from interbank rates," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 40-56.
    645. Harold Glenn A. Valera & Mark J. Holmes & Gazi Hassan, 2017. "Stock market uncertainty and interest rate behaviour: a panel GARCH approach," Applied Economics Letters, Taylor & Francis Journals, vol. 24(11), pages 732-735, June.
    646. Jang, Hasung & Kang, Hyung Cheol & Park, Kyung Suh, 2005. "The Choice of Group Structure: Divide and Rule," CEI Working Paper Series 2005-6, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    647. Christian Ochsner & Felix Roesel, 2020. "Migrating Extremists," The Economic Journal, Royal Economic Society, vol. 130(628), pages 1135-1172.
    648. Reischmann, Markus, 2016. "Creative accounting and electoral motives: Evidence from OECD countries," Journal of Comparative Economics, Elsevier, vol. 44(2), pages 243-257.
    649. Quiroga, Sonia & Iglesias, Ana, 2009. "A comparison of the climate risks of cereal, citrus, grapevine and olive production in Spain," Agricultural Systems, Elsevier, vol. 101(1-2), pages 91-100, June.
    650. Yu-Li Huang & Chung-Hua Shen & Kun-Li Lin, 2022. "Did the rating standard for banks change after the crisis?," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1617-1663, May.
    651. Hung-pin Lai, 2013. "Estimation of the threshold stochastic frontier model in the presence of an endogenous sample split variable," Journal of Productivity Analysis, Springer, vol. 40(2), pages 227-237, October.
    652. Dimitris Vas. Seremetis & Anastasios P. Pappas, 2013. "Government bond yield spreads determination: a matter of fundamentals or market overreaction? Evidence from over-borrowed European countries," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 10(3), pages 342-358, December.
    653. González, Maximiliano & Guzmán, Alexander & Pombo, Carlos & Trujillo, María Andréa, 2012. "Family involvement and dividend policy in listed and non-listed firms," Galeras. Working Papers Series 034, Universidad de Los Andes. Facultad de Administración. School of Management.
    654. Chung-Hua Shen & Chih-Yung Lin, 2016. "Political connections, financial constraints, and corporate investment," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 343-368, August.
    655. Hendry David F & Mizon Grayham E, 2011. "Econometric Modelling of Time Series with Outlying Observations," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-26, February.
    656. Björn Kauder & Niklas Potrafke, 2013. "Government Ideology and Tuition Fee Policy: Evidence from the German States," CESifo Working Paper Series 4205, CESifo.
    657. Stefanie Behncke, 2012. "How Do Shocks to Non-Cognitive Skills Affect Test Scores?," Annals of Economics and Statistics, GENES, issue 107-108, pages 155-173.
    658. Perera, Luckmika & Jubb, Christine & Gopalan, Sandeep, 2019. "A comparison of voluntary and mandated climate change-related disclosure," Journal of Contemporary Accounting and Economics, Elsevier, vol. 15(2), pages 243-266.
    659. Chenchuan (Mark) Li & Ulrich K. Müller, 2021. "Linear regression with many controls of limited explanatory power," Quantitative Economics, Econometric Society, vol. 12(2), pages 405-442, May.
    660. Turnovsky, Stephen J. & Chattopadhyay, Pradip, 2003. "Volatility and growth in developing economies: some numerical results and empirical evidence," Journal of International Economics, Elsevier, vol. 59(2), pages 267-295, March.
    661. David J. Denis & Stephen B. Mckeon, 2010. "Debt Financing and Financial Flexibility Evidence from Pro-active Leverage Increases," Purdue University Economics Working Papers 1243, Purdue University, Department of Economics.
    662. David Fielding & Fred Gibson, 2012. "Aid and Dutch Disease in Sub-Saharan Africa," WIDER Working Paper Series wp-2012-026, World Institute for Development Economic Research (UNU-WIDER).
    663. Alves, Paulo & Morais, Francisco, 2018. "Cash holdings are increasing and financial crisis strenghts it," MPRA Paper 83799, University Library of Munich, Germany.
    664. Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022. "Stochastic Frontier Analysis: Foundations and Advances II," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 9, pages 371-408, Springer.
    665. J. Mutti & R. Sampson & B. Yeung, 2000. "The effects of the Uruguay round: empirical evidence from U.S. industry," Contemporary Economic Policy, Western Economic Association International, vol. 18(1), pages 59-69, January.
    666. Bertoni, Fabio & Colombo, Massimo G. & Grilli, Luca, 2011. "Venture capital financing and the growth of high-tech start-ups: Disentangling treatment from selection effects," Research Policy, Elsevier, vol. 40(7), pages 1028-1043, September.
    667. Bernd Hayo & Florian Neumeier, 2013. "Political Leaders Socioeconomic Background and Public Budget Deficits: Evidence from OECD Countries," MAGKS Papers on Economics 201308, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    668. James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
    669. Drakos, Konstantinos, 2004. "Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks," European Journal of Political Economy, Elsevier, vol. 20(2), pages 435-446, June.
    670. John Bound & David A. Jaeger, 1996. "On the Validity of Season of Birth as an Instrument in Wage Equations: A Comment on Angrist & Krueger's "Does Compulsory School Attendance Affect Scho," NBER Working Papers 5835, National Bureau of Economic Research, Inc.
    671. Benjamin Bittschi & Astrid Pennerstorfer & Ulrike Schneider, 2015. "Paid and Unpaid Labour in Non-Profit Organizations: Does the Substitution Effect Exist?," British Journal of Industrial Relations, London School of Economics, vol. 53(4), pages 789-815, December.
    672. Lee, Charles M.C. & Ng, David T.C., 2002. "Corruption and International Valuation: Does Virtue Pay?," Working Papers 127288, Cornell University, Department of Applied Economics and Management.
    673. de Moura, André Aroldo Freitas & Altuwaijri, Aljaohra & Gupta, Jairaj, 2020. "Did mandatory IFRS adoption affect the cost of capital in Latin American countries?," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 38(C).
    674. Craswell, Allen T. & Francis, Jere R. & Taylor, Stephen L., 1995. "Auditor brand name reputations and industry specializations," Journal of Accounting and Economics, Elsevier, vol. 20(3), pages 297-322, December.
    675. Lishuo Shi & Wen Chen & Jiaqi Xu & Li Ling, 2020. "Trends and Characteristics of Inter-Provincial Migrants in Mainland China and Its Relation with Economic Factors: A Panel Data Analysis from 2011 to 2016," Sustainability, MDPI, vol. 12(2), pages 1-23, January.
    676. Dodd, Olga & Louca, Christodoulos & Paudyal, Krishna, 2015. "The determinants of foreign trading volume of stocks listed in multiple markets," Journal of Economics and Business, Elsevier, vol. 79(C), pages 38-61.
    677. Martin Gassebner & Michael Lamla & Jan-Egbert Sturm, 2006. "Economic, demographic and political determinants of pollution reassessed," KOF Working papers 06-129, KOF Swiss Economic Institute, ETH Zurich.
    678. Carlo Rosa, 2012. "How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices," Staff Reports 560, Federal Reserve Bank of New York.
    679. Elizabeth Mack & Alessandra Faggian, 2013. "Productivity and Broadband," International Regional Science Review, , vol. 36(3), pages 392-423, July.
    680. Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2021. "Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter?," The World Economy, Wiley Blackwell, vol. 44(1), pages 188-233, January.
    681. Olivier Armantier, 2006. "Estimates of Own Lethal Risks and Anchoring Effects," Journal of Risk and Uncertainty, Springer, vol. 32(1), pages 37-56, January.
    682. Abernathy, John L. & Beyer, Brooke & Masli, Adi & Stefaniak, Chad, 2014. "The association between characteristics of audit committee accounting experts, audit committee chairs, and financial reporting timeliness," Advances in accounting, Elsevier, vol. 30(2), pages 283-297.
    683. Jan M Podivinsky & Chongcheul Cheong & Maozu Lu, 2004. "The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model," Econometric Society 2004 Far Eastern Meetings 657, Econometric Society.
    684. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1996. "On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates," NBER Technical Working Papers 0191, National Bureau of Economic Research, Inc.
    685. Kathleen M. Day & Rose Anne Devlin, 2004. "Do Government Expenditures Crowd Out Corporate Contributions?," Public Finance Review, , vol. 32(4), pages 404-425, July.
    686. Luintel, Kul B. & Khan, Mosahid, 2017. "Ideas production and international knowledge spillovers: Digging deeper into emerging countries," Research Policy, Elsevier, vol. 46(10), pages 1738-1754.
    687. Liam J.A. Lenten & Wayne Geerling & László Kónya, 2012. "A hedonic model of player wage determination from the Indian Premier League auction: Further evidence," Sport Management Review, Taylor & Francis Journals, vol. 15(1), pages 60-71, January.
    688. Benassy-Quere, Agnes, 1999. "Optimal Pegs for East Asian Currencies," Journal of the Japanese and International Economies, Elsevier, vol. 13(1), pages 44-60, March.
    689. Jin-Guan Lin & Li-Xing Zhu & Chun-Zheng Cao & Yong Li, 2011. "Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(7), pages 1509-1531, August.
    690. Veall, M. & Zimmermann, K., 1990. "Evaluating Pseudo-R2's for Binary Probit Models," Other publications TiSEM d425a232-37e3-4e5b-910e-c, Tilburg University, School of Economics and Management.
    691. Dastoor, Naorayex K., 1997. "Testing for conditional heteroskedasticity with misspecified alternative hypotheses," Journal of Econometrics, Elsevier, vol. 82(1), pages 63-80.
    692. Jintae Kim & Kangho Cho & Cheong K. Park, 2019. "Does CSR Assurance Affect the Relationship between CSR Performance and Financial Performance?," Sustainability, MDPI, vol. 11(20), pages 1-12, October.
    693. William C. Horrace & Kurt E. Schnier, 2008. "Fixed-Effect Estimation of Highly-Mobile Production Technologies," Center for Policy Research Working Papers 87, Center for Policy Research, Maxwell School, Syracuse University.
    694. M. Meuleman & S. Manigart & A. Lockett & M. Wright, 2006. "Transaction costs, behavioral uncertainty and the formation of interfirm cooperations: Syndication in the UK private equity market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/359, Ghent University, Faculty of Economics and Business Administration.
    695. Nicos Christodoulakis & Vassilis Sarantides, 2011. "External asymmetries in the euro area and the role of foreign direct investment," Working Papers 132, Bank of Greece.
    696. Godfrey, Leslie G., 1996. "Some results on the Glejser and Koenker tests for heteroskedasticity," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 275-299.
    697. Hooghiemstra, Reggy & Hermes, Niels & Oxelheim, Lars & Randøy, Trond, 2019. "Strangers on the board: The impact of board internationalization on earnings management of Nordic firms," International Business Review, Elsevier, vol. 28(1), pages 119-134.
    698. Paula Lopes & Alex Michaelides & Joachim Inkmann, 2009. "How deep is the annuity market participation puzzle?," 2009 Meeting Papers 239, Society for Economic Dynamics.
    699. Persson, Torsten & Tabellini, Guido, 1999. "The Size and Scope of Government: Comparative Politics With Rational Politicians," CEPR Discussion Papers 2051, C.E.P.R. Discussion Papers.
    700. Pagan, A.R. & Kearns, P., 1990. "Ustralian Stock Market Volatility: 1875-1987," RCER Working Papers 248, University of Rochester - Center for Economic Research (RCER).
    701. James, Hui Liang & Borah, Nilakshi & Lirely, Roger, 2022. "The effectiveness of board independence in high-discretion firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 103-117.
    702. Gielen, Anne C., 2007. "Working Hours Flexibility and Older Workers' Labor Supply," IZA Discussion Papers 2946, Institute of Labor Economics (IZA).
    703. Calderón, César & Valdés, Rodrigo & Chong, Alberto E., 2004. "Labor Market Regulations and Income Inequality: Evidence for a Panel of Countries," IDB Publications (Working Papers) 1541, Inter-American Development Bank.
    704. Scott Fuess, 2012. "Leisure in Japan, 1986–2006: A Revival?," Journal of Family and Economic Issues, Springer, vol. 33(2), pages 250-260, June.
    705. Kou, Wenchao & Hussain, Simon, 2007. "Predictive gains to segmental disclosure matrices, geographic information and industry sector comparability," The British Accounting Review, Elsevier, vol. 39(3), pages 183-195.
    706. Teodosio Perez Amaral, 1994. "Una aplicación de los contrastes M y de la matriz de información dinámica: el caso de la demanda de dinero norteamericana 1960-1984," Investigaciones Economicas, Fundación SEPI, vol. 18(1), pages 193-201, January.
    707. Gorton, Matthew & Sauer, Johannes & Peshevski, Mile & Bosev, Dane & Shekerinov, Darko & Quarrie, Steve, 2009. "Water Communities in the Republic of Macedonia: An Empirical Analysis of Membership Satisfaction and Payment Behavior," World Development, Elsevier, vol. 37(12), pages 1951-1963, December.
    708. Ghicas, Dimitrios C. & Iriotis, Nikolaos & Papadaki, Aphroditi & Walker, Martin, 2000. "Fundamental Analysis and the Valuation of IPOs in the Construction Industry," The International Journal of Accounting, Elsevier, vol. 35(2), pages 227-241, July.
    709. Benu Bidani & Niels-Hugo Blunch & Chor-Ching Goh & Christopher O'Leary, 2009. "Evaluating job training in two Chinese cities," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 7(1), pages 77-94.
    710. Benoit Mahy & François Rycx & Mélanie Volral, 2011. "Wage Dispersion and Firm Productivity in Different Working Environments," ULB Institutional Repository 2013/169520, ULB -- Universite Libre de Bruxelles.
    711. Robert Dixon & David Shepherd, 2013. "Regional Dimensions of the Australian Business Cycle," Regional Studies, Taylor & Francis Journals, vol. 47(2), pages 264-281, February.
    712. Saumitra N. Bhaduri, 2014. "The Empirical Relationship between Dividend and Investment," Review of Market Integration, India Development Foundation, vol. 6(2), pages 146-174, August.
    713. Timotheos Angelidis & Alexandros Benos, 2008. "Value-at-Risk for Greek Stocks," Multinational Finance Journal, Multinational Finance Journal, vol. 12(1-2), pages 67-104, March-Jun.
    714. Kuma, Tadesse & Dereje, Mekdim & Hirvonen, Kalle & Minten, Bart, 2016. "Cash crops and food security: Evidence from Ethiopian smallholder coffee producers," ESSP working papers 95, International Food Policy Research Institute (IFPRI).
    715. Jiang, Ling (Alice) & Zhu, Nibing & Yang, Zhilin & Xu, Shen & Jun, Minjoon, 2018. "The relationships between distance factors and international collaborative research outcomes: A bibliometric examination," Journal of Informetrics, Elsevier, vol. 12(3), pages 618-630.
    716. Bernd Hayo & Matthias Neuenkirch, 2016. "Central Banks’ Predictability: An Assessment by Financial Market Participants," MAGKS Papers on Economics 201619, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    717. Ferman, Bruno & Pinto, Cristine Campos de Xavier, 2015. "Inference in differences-in-differences with few treated groups and heteroskedasticity," Textos para discussão 406, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    718. Hansen, Christian B., 2007. "Asymptotic properties of a robust variance matrix estimator for panel data when T is large," Journal of Econometrics, Elsevier, vol. 141(2), pages 597-620, December.
    719. Ken Holden & John Thompson, 1997. "Combining forecasts, encompassing and the properties of UK macroeconomic forecasts," Applied Economics, Taylor & Francis Journals, vol. 29(11), pages 1447-1458.
    720. Asai, Manabu & Brugal, Ivan, 2013. "Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 202-213.
    721. Yeap, Claudia & Kwok, Simon S. & Choy, S. T. Boris, 2016. "A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases," Working Papers 2016-14, University of Sydney, School of Economics.
    722. Rene M. Stulz & Walter Wasserfallen, 1992. "Foreign Equity Investment Restrictions and Shareholder Wealth Maximization," NBER Working Papers 4217, National Bureau of Economic Research, Inc.
    723. Yong Bao & Shatakshee Dhongde, 2009. "Testing Convergence in Income Distribution," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 295-302, April.
    724. Holm, Morten & Kumar, V. & Plenborg, Thomas, 2016. "An investigation of Customer Accounting systems as a source of sustainable competitive advantage," Advances in accounting, Elsevier, vol. 32(C), pages 18-30.
    725. Ma, Xianghai, 1996. "Capital controls, market segmentation and stock prices: Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 219-239, July.
    726. Tao Zeng, 2010. "Ownership Concentration, State Ownership, and Effective Tax Rates: Evidence from China’s Listed Firms," Accounting Perspectives, John Wiley & Sons, vol. 9(4), pages 271-289, December.
    727. Cooney, John W. & Moeller, Thomas & Stegemoller, Mike, 2009. "The underpricing of private targets," Journal of Financial Economics, Elsevier, vol. 93(1), pages 51-66, July.
    728. Daniel Meyer & Peter Hans Matthews & Paul Sommers, 2001. "Net interstate migration revisited," Applied Economics Letters, Taylor & Francis Journals, vol. 8(2), pages 131-134.
    729. DuCharme, Larry L. & Malatesta, Paul H. & Sefcik, Stephan E., 2004. "Earnings management, stock issues, and shareholder lawsuits," Journal of Financial Economics, Elsevier, vol. 71(1), pages 27-49, January.
    730. Lars-H. R. Siemers, 2014. "A General Microsimulation Model for the EU VAT with a specific Application to Germany," MAGKS Papers on Economics 201445, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    731. Beltrán, Allan & Maddison, David & Elliott, Robert J. R., 2018. "Assessing the economic benefits of flood defenses: a repeat-sales approach," LSE Research Online Documents on Economics 90207, London School of Economics and Political Science, LSE Library.
    732. D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J., 2008. "Determinants of corporate cash holdings: Evidence from spin-offs," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1209-1220, July.
    733. J. Hidalgo & M. Schafgans, 2020. "Inference without smoothing for large panels with cross-sectional and temporal dependence," Papers 2006.14409, arXiv.org.
    734. G. William Schwert, 2000. "Hostility in Takeovers: In the Eyes of the Beholder?," Journal of Finance, American Finance Association, vol. 55(6), pages 2599-2640, December.
    735. Francine Lafontaine & Kathryn L. Shaw, 1999. "The Dynamics of Franchise Contracting: Evidence from Panel Data," Journal of Political Economy, University of Chicago Press, vol. 107(5), pages 1041-1080, October.
    736. Zeba Anjum & Paul J. Burke & Reyer Gerlagh & David I. Stern, 2014. "Modeling the Emissions-Income Relationship Using Long-Run Growth Rates," CCEP Working Papers 1403, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
    737. John Muellbauer, 2000. "Earnings, Unemployment, and Housing: Evidence from a Panel of British Regions," Econometric Society World Congress 2000 Contributed Papers 1608, Econometric Society.
    738. João Romão & Hisamitsu Saito, 2017. "A spatial analysis on the determinants of tourism performance in Japanese Prefectures," Asia-Pacific Journal of Regional Science, Springer, vol. 1(1), pages 243-264, April.
    739. Nijman, T. & Beetsma, R., 1990. "Empirical Tests Of A Simple Pricing Model For Sugar Futures," Papers 9068, Tilburg - Center for Economic Research.
    740. Elnathan, Dan & Gavious, Ilanit & Hauser, Shmuel, 2010. "An analysis of private versus public firm valuations and the contribution of financial experts," The International Journal of Accounting, Elsevier, vol. 45(4), pages 387-412, December.
    741. Colin Mayer & Julian Franks & Stefano Rossi, 2002. "The Origination and Evolution of Ownership and Control," Economics Series Working Papers 2003-FE-01, University of Oxford, Department of Economics.
    742. Charles Brown & James L. Medoff, 1989. "The Employer Size-Wage Effect," NBER Working Papers 2870, National Bureau of Economic Research, Inc.
    743. Solveig Osborg Ose & Jan Morten Dyrstad, 1999. "Absence and Overtime Work:Empirical Evidence from Norway," Working Paper Series 2602, Department of Economics, Norwegian University of Science and Technology.
    744. Goulart, Marco & da Costa, Newton C.A. & Andrade, Eduardo B. & Santos, André A.P., 2015. "Hedging against embarrassment," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 310-318.
    745. Samii, Cyrus & Aronow, Peter M., 2012. "On equivalencies between design-based and regression-based variance estimators for randomized experiments," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 365-370.
    746. Martin D.D. Evans & Richard K. Lyons, 1999. "Order Flow and Exchange Rate Dynamics," NBER Working Papers 7317, National Bureau of Economic Research, Inc.
    747. Slade, Margaret E, 1995. "Product Rivalry with Multiple Strategic Weapons: An Analysis of Price and Advertising Competition," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 4(3), pages 445-476, Fall.
    748. Stephen Keef & Melvin Roush, 2005. "Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index," Applied Financial Economics, Taylor & Francis Journals, vol. 15(2), pages 107-119.
    749. Sheng‐Syan Chen, 2008. "Organizational Form and the Economic Impact of Corporate New Product Strategies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(1‐2), pages 71-101, January.
    750. Sanjeev Dewan & Charles Shi & Vijay Gurbaxani, 2007. "Investigating the Risk-Return Relationship of Information Technology Investment: Firm-Level Empirical Analysis," Management Science, INFORMS, vol. 53(12), pages 1829-1842, December.
    751. Menkhoff, Lukas & Schmeling, Maik, 2010. "Whose trades convey information? Evidence from a cross-section of traders," Journal of Financial Markets, Elsevier, vol. 13(1), pages 101-128, February.
    752. Johannes Moenius & Daniel Berkowitz, 2004. "Institutional Change and Product Composition: Does the Initial Quality of Institutions Matter?," William Davidson Institute Working Papers Series 2004-662, William Davidson Institute at the University of Michigan.
    753. Towfiqul Islam Khan & Mashfique Ibne Akbar, 2015. "Illicit Financial Flow in view of Financing the Post-2015 Development Agenda," Southern Voice Occasional Paper 25, Southern Voice.
    754. Yoichi Arai & Hidehiko Ichimura, 2013. "Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design," CeMMAP working papers 27/13, Institute for Fiscal Studies.
    755. Fassil Fanta, 2012. "Macroeconomic uncertainty, excess liquidity and stability of money demand (M3) in Australia," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(4), pages 325-344.
    756. Korajczyk, Robert A., 1995. "A measure of stock market integration for developed and emerging markets," Policy Research Working Paper Series 1482, The World Bank.
    757. Darren T. Roulstone, 2003. "The Relation Between Insider‐Trading Restrictions and Executive Compensation," Journal of Accounting Research, Wiley Blackwell, vol. 41(3), pages 525-551, June.
    758. Alizadeh, Amir H., 2013. "Trading volume and volatility in the shipping forward freight market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 49(1), pages 250-265.
    759. Moskalev, Sviatoslav A., 2010. "Foreign ownership restrictions and cross-border markets for corporate control," Journal of Multinational Financial Management, Elsevier, vol. 20(1), pages 48-70, February.
    760. Tobias Koch & Martin Schultze & Jeremy Burrus & Richard D. Roberts & Michael Eid, 2015. "A Multilevel CFA-MTMM Model for Nested Structurally Different Methods," Journal of Educational and Behavioral Statistics, , vol. 40(5), pages 477-510, October.
    761. Abera Demeke & Alwin Keil & Manfred Zeller, 2011. "Using panel data to estimate the effect of rainfall shocks on smallholders food security and vulnerability in rural Ethiopia," Climatic Change, Springer, vol. 108(1), pages 185-206, September.
    762. Lai, Jung-Ho & Chen, Li-Yu & Song, Sangcheol, 2019. "How outside directors’ human and social capital create value for corporate international investments," Journal of World Business, Elsevier, vol. 54(2), pages 93-106.
    763. Dirk Engelmann & Alistair Munro & Marieta Valente, 2012. "On the behavioural relevance of optional and mandatory impure public goods: results from a laboratory experiment," GRIPS Discussion Papers 11-17, National Graduate Institute for Policy Studies.
    764. Bansal, Ravi & Dahlquist, Magnus, 1999. "The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies," CEPR Discussion Papers 2169, C.E.P.R. Discussion Papers.
    765. Kathuria, Vinish & Sterner, Thomas, 2006. "Monitoring and enforcement: Is two-tier regulation robust? -- A case study of Ankleshwar, India," Ecological Economics, Elsevier, vol. 57(3), pages 477-493, May.
    766. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.
    767. Anjum, Zeba & Burke, Paul J. & Gerlagh, Reyer & Stern, David I., 2014. "Rethinking the Emissions-Income Relationship in Terms of Growth Rates," 2014 Conference (58th), February 4-7, 2014, Port Macquarie, Australia 165876, Australian Agricultural and Resource Economics Society.
    768. Fabrice Hervé, 2008. "Fonds de retraite et performance:la famille compte-t-elle? - Pension Funds performance: does family matter?," Working Papers CREGO 1080503, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
    769. Entorf, Horst & Winkler, Peter, 2001. "The Economics of Crime: Investigating the Drugs-Crime Channel. Empirical Evidence from Panel Data of the German States," ZEW Discussion Papers 01-37, ZEW - Leibniz Centre for European Economic Research.
    770. Henssen, Bart & Voordeckers, Wim & Lambrechts, Frank & Koiranen, Matti, 2014. "The CEO autonomy–stewardship behavior relationship in family firms: The mediating role of psychological ownership," Journal of Family Business Strategy, Elsevier, vol. 5(3), pages 312-322.
    771. Donald W.K. Andrews, 1988. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Cowles Foundation Discussion Papers 877, Cowles Foundation for Research in Economics, Yale University.
    772. Vasquez, Orestes & Wright, Khaliela S. & Nelson, James R. & Hamilton, Joel R., 2002. "Determining The Effects Of Land Characteristics On Farmland Values In South-Central Idaho," 2002 Annual Meeting, July 28-31, 2002, Long Beach, California 36652, Western Agricultural Economics Association.
    773. López Pérez, Víctor, 2015. "Does uncertainty affect participation in the European Central Bank's Survey of Professional Forecasters?," Working Paper Series 1807, European Central Bank.
    774. Hübler, Olaf & Jirjahn, Uwe, 2001. "Works Councils and Collective Bargaining in Germany: The Impact on Productivity and Wages," IZA Discussion Papers 322, Institute of Labor Economics (IZA).
    775. Jacob A. Bikker & Laura Spierdijk & Roy P. M. M. Hoevenaars & Pieter Jelle Van der Sluis, 2008. "Forecasting market impact costs and identifying expensive trades," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 21-39.
    776. Shi, Qi, 2020. "A much robust and updated evidences of the alternative real-estate based asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    777. Jifeng Luo & Ying Rong & Huan Zheng, 2020. "Impacts of logistics information on sales: Evidence from Alibaba," Naval Research Logistics (NRL), John Wiley & Sons, vol. 67(8), pages 646-669, December.
    778. Mohamed Amine BOUTABA, 2009. "Does Carbon Affect European Oil Companies' Equity Values?," EcoMod2009 21500018, EcoMod.
    779. Speck, Christian, 2016. "Inflation Anchoring in the Euro Area," VfS Annual Conference 2016 (Augsburg): Demographic Change 145697, Verein für Socialpolitik / German Economic Association.
    780. Lee, Inmoo, 2002. "Insider trading and performance of seasoned equity offering firms after controlling for exogenous trading needs," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 59-72.
    781. Yoon-Jun Lee & Jeong-Dong Lee, 2008. "Strategy of start-ups for IPO timing across high technology industries," Applied Economics Letters, Taylor & Francis Journals, vol. 15(11), pages 869-877.
    782. Preston, Alison & Wright, Robert E., 2022. "Gender, Financial Literacy and Pension Savings," IZA Discussion Papers 15250, Institute of Labor Economics (IZA).
    783. Mr. Robin Brooks & Mr. Marco Del Negro, 2003. "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers 2003/055, International Monetary Fund.
    784. Palomino, Frederic & Renneboog, Luc & Zhang, Chendi, 2009. "Information salience, investor sentiment, and stock returns: The case of British soccer betting," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 368-387, June.
    785. Melanie Grosse & Stephan Klasen & Julius Spatz, 2005. "Creating National Poverty Profiles and Growth Incidence Curves with Incomplete Income or Consumption Expenditure Data: An Application to Bolivia," Ibero America Institute for Econ. Research (IAI) Discussion Papers 129, Ibero-America Institute for Economic Research.
    786. Rok Spruk & Mitja Kovac, 2018. "Inefficient Growth," Review of Economics and Institutions, Università di Perugia, vol. 9(2).
    787. Boubaker, Sabri & Cellier, Alexis & Rouatbi, Wael, 2014. "The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 226-246.
    788. Laurent Bergé, 2018. "Efficient estimation of maximum likelihood models with multiple fixed-effects: the R package FENmlm," DEM Discussion Paper Series 18-13, Department of Economics at the University of Luxembourg.
    789. Christian Deutscher & Bernd Frick & Oliver Gürtler & Joachim Prinz, 2013. "Sabotage in Tournaments with Heterogeneous Contestants: Empirical Evidence from the Soccer Pitch," Scandinavian Journal of Economics, Wiley Blackwell, vol. 115(4), pages 1138-1157, October.
    790. Walter Beckert, 2019. "A Note on Specification Testing in Some Structural Regression Models," CeMMAP working papers CWP22/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    791. Renneboog, L.D.R. & Szilagyi, P.G., 2009. "Shareholder Activism through the Proxy Process," Discussion Paper 2009-65, Tilburg University, Center for Economic Research.
    792. Paul Hribar & D. Craig Nichols, 2007. "The Use of Unsigned Earnings Quality Measures in Tests of Earnings Management," Journal of Accounting Research, Wiley Blackwell, vol. 45(5), pages 1017-1053, December.
    793. John R. Nofsinger & Corey A. Shank, 2019. "DEEP sleep: The impact of sleep on financial risk taking," Review of Financial Economics, John Wiley & Sons, vol. 37(1), pages 92-105, January.
    794. Romin Tafarodi & Greg Bonn & Hanyu Liang & Jiro Takai & Satoshi Moriizumi & Vivek Belhekar & Amruta Padhye, 2012. "What Makes for a Good Life? A Four-Nation Study," Journal of Happiness Studies, Springer, vol. 13(5), pages 783-800, October.
    795. Reschenhofer, Erhard & Lingler, Michaela, 2013. "Detecting synchronous cycles in financial time series of unequal length," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 1-9.
    796. Benjamin M. Blau & Scott E. Hein & Ryan J. Whitby, 2016. "The Financial Impact Of Lender-Of-Last-Resort Borrowing From The Federal Reserve During The Financial Crisis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(2), pages 179-206, June.
    797. Kenneth Daniels & Doğan Tirtiroğlu, 1998. "Total Factor Productivity Growth in U.S. Commercial Banking for 1935–1991: A Latent Variable Approach Using the Kalman Filter," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(2), pages 119-135, April.
    798. Johannes Blum, 2021. "Democracy’s third wave and national defense spending," Public Choice, Springer, vol. 189(1), pages 183-212, October.
    799. Alexander C. Lembcke, 2014. "Home Computers and Married Women's Labor Supply," CEP Discussion Papers dp1260, Centre for Economic Performance, LSE.
    800. Monica Fisher & Gerald E. Shively & Steven Buccola, 2005. "Activity Choice, Labor Allocation, and Forest Use in Malawi," Land Economics, University of Wisconsin Press, vol. 81(4).
    801. Gillman, Max & Otto, Glenn, 2003. "Money Demand in a Banking Time Economy," Discussion Paper Series 26221, Hamburg Institute of International Economics.
    802. Buchanan, Bonnie G. & Cao, Cathy Xuying & Wang, Shuhui, 2021. "Corporate social responsibility and inside debt: The long game," International Review of Financial Analysis, Elsevier, vol. 78(C).
    803. Paul L. Zador & Adrian K. Lund, 1993. "Note and Comment on “General Deterrence of Drunk Driving: Evaluation of Recent American Policies”," Risk Analysis, John Wiley & Sons, vol. 13(1), pages 17-20, February.
    804. Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques," Discussion Papers of DIW Berlin 982, DIW Berlin, German Institute for Economic Research.
    805. Sarantis, Nicholas & Stewart, Chris, 2003. "Liquidity constraints, precautionary saving and aggregate consumption: an international comparison," Economic Modelling, Elsevier, vol. 20(6), pages 1151-1173, December.
    806. Steven Salaga & Jason A. Winfree, 2015. "Determinants of Secondary Market Sales Prices for National Football League Personal Seat Licenses and Season Ticket Rights," Journal of Sports Economics, , vol. 16(3), pages 227-253, April.
    807. Yun W. Park & Toni Nelson & Mark R. Huson, 2001. "Executive Pay And The Disclosure Environment: Canadian Evidence," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(3), pages 347-365, September.
    808. Pick, Tobias & Knirsch, Deborah & Niemann, Rainer, 2008. "Substitutions- oder Komplementenhypothese im Rahmen der Ausschüttungspolitik schweizerischer Kapitalgesellschaften: Eine empirische Studie," arqus Discussion Papers in Quantitative Tax Research 53, arqus - Arbeitskreis Quantitative Steuerlehre.
    809. Ma, Ben & Song, Guojun & Smardon, Richard C. & Chen, Jing, 2014. "Diffusion of solar water heaters in regional China: Economic feasibility and policy effectiveness evaluation," Energy Policy, Elsevier, vol. 72(C), pages 23-34.
    810. Besley, Timothy J. & Rosen, Harvey S., 1998. "Vertical externalities in tax setting: evidence from gasoline and cigarettes," Journal of Public Economics, Elsevier, vol. 70(3), pages 383-398, December.
    811. Benson, Karen L. & Faff, Robert W., 2003. "A performance analysis of Australian international equity trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(1), pages 69-84, February.
    812. Fredrik Sjoholm, 1999. "Technology gap, competition and spillovers from direct foreign investment: Evidence from establishment data," Journal of Development Studies, Taylor & Francis Journals, vol. 36(1), pages 53-73.
    813. Linda Rosenberg & Mark Strayer & Stephanie Boraas & Brittany English & Deanna Khemani, "undated". "Providing Services to Veterans Through the Public Workforce System: Descriptive Findings from the WIA Gold Standard Evaluation, Volume I," Mathematica Policy Research Reports 038de59015374af0bc1f200f3, Mathematica Policy Research.
    814. Evens Salies and Catherine Waddams Price, 2004. "Charges, Costs and Market Power: the Deregulated UK Electricity Retail Market," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 19-36.
    815. Federico Gavazzoni & Ana Maria Santacreu, 2015. "International R&D Spillovers and Asset Prices," Working Papers 2015-41, Federal Reserve Bank of St. Louis.
    816. Rumokoy, Lawren J. & Neupane, Suman & Chung, Richard Y. & Vithanage, Kulunu, 2019. "Underwriter network structure and political connections in the Chinese IPO market," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 199-214.
    817. Bilinski, Pawel & Liu, Weimin & Strong, Norman, 2012. "Does liquidity risk explain low firm performance following seasoned equity offerings?," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2770-2785.
    818. A Bosch-Domènech & C Escribano, 1988. "Regional Allocation of Public Funds: An Evaluation Index," Environment and Planning A, , vol. 20(10), pages 1323-1333, October.
    819. Tim Jenkinson & William Wilhelm & Alexander Ljungqvist, 2000. "Has the introduction of bookbuilding increased the efficiency of international IPOs?," Economics Series Working Papers 2000-FE-04, University of Oxford, Department of Economics.
    820. Bernard Fortin & Guy Lacroix & Claude Montmarquette, 1997. "Are Underground Workers More Likely To Be Underground Consumers?," CIRANO Working Papers 97s-28, CIRANO.
    821. Ollinger, Michael & Wilkus, Jim, 2013. "Regulatory Oversight and the Food Safety of Ground Beef in the National School Lunch Program," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149967, Agricultural and Applied Economics Association.
    822. Kai Barron & Charles D.H. Parry & Debbie Bradshaw & Rob Dorrington & Pam Groenewald & Ria Laubscher & Richard Matzopoulos, 2022. "Alcohol, Violence and Injury-Induced Mortality: Evidence from a Modern-Day Prohibition," CESifo Working Paper Series 9595, CESifo.
    823. Gallagher, Liam A & Taylor, Mark P, 2001. "Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio," Economic Inquiry, Western Economic Association International, vol. 39(4), pages 524-536, October.
    824. Ting, Hsiu-I & Chueh, Horace & Chang, Pang-Ru, 2017. "CEO power and its effect on performance and governance: Evidence from Chinese banks," Emerging Markets Review, Elsevier, vol. 33(C), pages 42-61.
    825. Chen, Mei-Ping & Chen, Pei-Fen & Lee, Chien-Chiang, 2014. "Frontier stock market integration and the global financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 84-103.
    826. Steel, M.F.J. & Richard, J., 1989. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Other publications TiSEM 2978b800-0592-4480-a5db-3, Tilburg University, School of Economics and Management.
    827. Dufour, Jean-Marie, 2008. "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics we086027, Universidad Carlos III de Madrid. Departamento de Economía.
    828. Rasmus Fatum & Michael M. Hutchison, "undated". "Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach," EPRU Working Paper Series 99-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    829. Colin Mayer & Julian Franks & Stefano Rossi, 2003. "Ownership: Evolution and Regulation," Economics Series Working Papers 2003-FE-14, University of Oxford, Department of Economics.
    830. Blum, Johannes, 2019. "Arms production, national defense spending and arms trade: Examining supply and demand," Munich Reprints in Economics 78261, University of Munich, Department of Economics.
    831. Barabas, György & Kitlinski, Tobias & Schmidt, Christoph M. & Schmidt, Torsten & Siemers, Lars-H. & Brilon, Werner, 2010. "Verkehrsinfrastrukturinvestitionen: Wachstumsaspekte im Rahmen einer gestaltenden Finanzpolitik. Endbericht - Januar 2010. Forschungsprojekt im Auftrag des Bundesministeriums der Finanzen. Projektnumm," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 72601, November.
    832. Tsimpanos, Apostolos & Tsimbos, Cleon & Kalogirou, Stamatis, 2018. "Assessing spatial variation and heterogeneity of fertility in Greece at local authority level," MPRA Paper 100406, University Library of Munich, Germany.
    833. Jennifer Castle & Takamitsu Kurita, 2019. "Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks," Economics Series Working Papers 866, University of Oxford, Department of Economics.
    834. Trang Nguyen & Huu Nhan Duong & Harminder Singh, 2016. "Stock Market Liquidity and Firm Value: An Empirical Examination of the Australian Market," International Review of Finance, International Review of Finance Ltd., vol. 16(4), pages 639-646, December.
    835. Andros Gregoriou & Christos Ioannidis, 2006. "Information costs and liquidity effects from changes in the FTSE 100 list," The European Journal of Finance, Taylor & Francis Journals, vol. 12(4), pages 347-360.
    836. Christopher J. Neely, 2004. "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers 2002-017, Federal Reserve Bank of St. Louis.
    837. Ammermüller, Andreas & Heijke, Hans & Wößmann, Ludger, 2005. "Schooling quality in eastern Europe: Educational production during transition," Munich Reprints in Economics 20191, University of Munich, Department of Economics.
    838. Adler, Nicole & Liebert, Vanessa, 2014. "Joint impact of competition, ownership form and economic regulation on airport performance and pricing," Transportation Research Part A: Policy and Practice, Elsevier, vol. 64(C), pages 92-109.
    839. Groba, Jonatan & Lafuente, Juan A. & Serrano, Pedro, 2013. "The impact of distressed economies on the EU sovereign market," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2520-2532.
    840. Pena-Levano, Luis M. & Ramirez, Octavio & Renteria-Pinon, Mario, 2015. "Efficiency Gains in Commodity Forecasting with High Volatility in Prices using Different Levels of Data Aggregation," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205740, Agricultural and Applied Economics Association.
    841. Hyytinen, Ari & Pajarinen, Mika, 2005. "Why Are All New Entrepreneurs Better Than Average? Evidence from Subjective Failure Rate Expectations," Discussion Papers 987, The Research Institute of the Finnish Economy.
    842. Ravenna, Federico & Seppälä, Juha, 2006. "Monetary policy and rejections of the expectations hypothesis," Bank of Finland Research Discussion Papers 25/2006, Bank of Finland.
    843. Douglas Cumming & Sofia Johan, 2010. "The Differential Impact of the Internet on Spurring Regional Entrepreneurship," Entrepreneurship Theory and Practice, , vol. 34(5), pages 857-884, September.
    844. Feldmann, Horst, 2009. "Business regulation, labor force participation and employment in industrial countries," Journal of Economics and Business, Elsevier, vol. 61(3), pages 238-260.
    845. Martha J. Bailey & Tanya S. Byker & Elena Patel & Shanthi Ramnath, 2019. "The Long-Run Effects of California’s Paid Family Leave Act on Women’s Careers and Childbearing: New Evidence from a Regression Discontinuity Design and U.S. Tax Data," NBER Working Papers 26416, National Bureau of Economic Research, Inc.
    846. Arnold, Felix & Kauder, Björn & Potrafke, Niklas, 2014. "Outside earnings, absence, and activity: Evidence from German parliamentarians," European Journal of Political Economy, Elsevier, vol. 36(C), pages 147-157.
    847. Chung-Hua Shen & Haumin Chu & Yu-Chun Wang, 2012. "Who Furls the Umbrella on Rainy Days? The Role of Bank Ownership Type and Bank Size in SME Lending," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(0), pages 184-199, July.
    848. Sung S. Kwon & Jennifer Yin & Gordian A. Ndubizu, 2019. "Asymmetric sensitivity of executive bonus compensation to earnings and the effect of regulatory changes," Review of Quantitative Finance and Accounting, Springer, vol. 53(3), pages 845-869, October.
    849. Potrafke, Niklas, 2019. "Electoral cycles in perceived corruption: International empirical evidence," Munich Reprints in Economics 78256, University of Munich, Department of Economics.
    850. de Jong, F.C.J.M. & Nijman, T.E., 1995. "High frequency analysis of lead-lag relationships between financial markets," Discussion Paper 1995-34, Tilburg University, Center for Economic Research.
    851. de Albuquerquemello, Vinícius Phillipe & de Medeiros, Rennan Kertlly & da Nóbrega Besarria, Cássio & Maia, Sinézio Fernandes, 2018. "Forecasting crude oil price: Does exist an optimal econometric model?," Energy, Elsevier, vol. 155(C), pages 578-591.
    852. Jetter, Michael & Parmeter, Christopher F., 2015. "Trade openness and bigger governments: The role of country size revisited," European Journal of Political Economy, Elsevier, vol. 37(C), pages 49-63.
    853. Robert S. Chirinko & Edward P. Harper, 1993. "Buckle up or slow down? New estimates of offsetting behavior and their implications for automobile safety regulation," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 12(2), pages 270-296.
    854. Michael Plante & Nora Traum, 2012. "Time-Varying Oil Price Volatility and Macroeconomic Aggregates," CAEPR Working Papers 2012-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    855. Angelos Kanas, 2013. "The risk-return relation and VIX: evidence from the S&P 500," Empirical Economics, Springer, vol. 44(3), pages 1291-1314, June.
    856. Lookman, Aziz A., 2009. "Bank borrowing and corporate risk management," Journal of Financial Intermediation, Elsevier, vol. 18(4), pages 632-649, October.
    857. Rory Costello & Robert Thomson, 2010. "The policy impact of leadership in committees: Rapporteurs’ influence on the European Parliament’s opinions," European Union Politics, , vol. 11(2), pages 219-240, June.
    858. Benoit Julien & Paul Lanoie, 2002. "The Effect of Noise Barriers on the Market Value of Adjacent Residential Properties," CIRANO Working Papers 2002s-81, CIRANO.
    859. Dieter Pennerstorfer, 2011. "Export, Migration, and Costs of Market Entry: Evidence from Central European Firms," WIFO Working Papers 405, WIFO.
    860. Alves, Paulo & Silva, Paulo, 2017. "Abnormal Retained Earnings Around The World," MPRA Paper 80243, University Library of Munich, Germany.
    861. Deng, Lanfang & Tong, Tingting, 2020. "Parenting style and the development of noncognitive ability in children," China Economic Review, Elsevier, vol. 62(C).
    862. Katia Furlotti & Tatiana Mazza & Veronica Tibiletti & Silvia Triani, 2019. "Women in top positions on boards of directors: Gender policies disclosed in Italian sustainability reporting," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 26(1), pages 57-70, January.
    863. McPherson, Michael A., 1996. "Growth of micro and small enterprises in southern Africa," Journal of Development Economics, Elsevier, vol. 48(2), pages 253-277, March.
    864. Marcelo Leon & Gino Cornejo & Micaela Calderón & Erika González-Carrión & Hector Florez, 2022. "Effect of Deforestation on Climate Change: A Co-Integration and Causality Approach with Time Series," Sustainability, MDPI, vol. 14(18), pages 1-14, September.
    865. Bianca Piloto Sincerre & Joelson Sampaio & Rubéns Famá & Eduardo S Flores, 2019. "The Impact of Private Equity and Venture Capital Funds on post-IPO Operational and Financial Performance in Brazilian invested companies," Brazilian Business Review, Fucape Business School, vol. 16(1), pages 87-101, January.
    866. Richard Spady & Sami Stouli, 2018. "Simultaneous mean-variance regression," CeMMAP working papers CWP25/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    867. Yuko Hashimoto & Konstantin M. Wacker, 2012. "The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 124, Courant Research Centre PEG.
    868. de Sousa, Jose & Disdier, Anne-Celia, 2002. "Legal Framework as a Trade Barrier - Evidence from Transition Countries: Hungarian, Romanian and Slovene Examples," Discussion Paper Series 26300, Hamburg Institute of International Economics.
    869. Q. Farooq Akram & Ragnar Nymoen, 2009. "Model Selection for Monetary Policy Analysis: How Important is Empirical Validity?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(1), pages 35-68, February.
    870. Shiu, Yung-Ming, 2020. "How does reinsurance and derivatives usage affect financial performance? Evidence from the UK non-life insurance industry," Economic Modelling, Elsevier, vol. 88(C), pages 376-385.
    871. W. Kip Viscusi & Joseph E. Aldy, 2003. "The Value of a Statistical Life: A Critical Review of Market Estimates throughout the World," NBER Working Papers 9487, National Bureau of Economic Research, Inc.
    872. Donald E. Harter & Mayuram S. Krishnan & Sandra A. Slaughter, 2000. "Effects of Process Maturity on Quality, Cycle Time, and Effort in Software Product Development," Management Science, INFORMS, vol. 46(4), pages 451-466, April.
    873. Desiree F. Pacheco & Thomas J. Dean, 2015. "Firm responses to social movement pressures: A competitive dynamics perspective," Strategic Management Journal, Wiley Blackwell, vol. 36(7), pages 1093-1104, July.
    874. Unknown, 1990. "Book Reviews," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 34(2), pages 1-11, August.
    875. Bliss, Mark A. & Gul, Ferdinand A. & Majid, Abdul, 2011. "Do political connections affect the role of independent audit committees and CEO Duality? Some evidence from Malaysian audit pricing," Journal of Contemporary Accounting and Economics, Elsevier, vol. 7(2), pages 82-98.
    876. Jessy Troudart & Eric Lamarque, 2017. "The cross-border strategies of European banks: Effects on performance 2004-12," Post-Print hal-02536210, HAL.
    877. Ali T. Akarca, 2011. "Inter-Election Vote Swings For The Turkish Ruling Party: The Impact Of Economic Performance And Other Factors," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 6(3), pages 7-25, September.
    878. Gillespie, Jeffrey & Nehring, Richard, 2014. "Pasture-Based versus Conventional Milk Production: Where Is the Profit?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 46(4), pages 1-15, November.
    879. Englebert, Pierre, 2000. "Solving the Mystery of the AFRICA Dummy," World Development, Elsevier, vol. 28(10), pages 1821-1835, October.
    880. Graeme Camp & Aimee Comer & Janice C. Y. How, 2006. "Incentives to underprice," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(4), pages 537-551, December.
    881. Zhang, Qiyu & Zhang, Xiaoxiang & Chen, Ding & Strange, Roger, 2022. "Market discipline or rent extraction: Impacts of share trading by foreign institutional investors in different corporate governance and investor protection environments," International Review of Financial Analysis, Elsevier, vol. 79(C).
    882. David F. Hendry, 2013. "Econometric Modelling: The ‘Consumption Function’ In Retrospect," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(5), pages 495-522, November.
    883. Keating, Elizabeth K. & Fischer, Mary & Gordon, Teresa P. & Greenlee, Janet, 2005. "Assessing Financial Vulnerability in the Nonprofit Sector," Working Paper Series rwp05-002, Harvard University, John F. Kennedy School of Government.
    884. De Massis, Alfredo & Kotlar, Josip & Campopiano, Giovanna & Cassia, Lucio, 2013. "Dispersion of family ownership and the performance of small-to-medium size private family firms," Journal of Family Business Strategy, Elsevier, vol. 4(3), pages 166-175.
    885. Carolin Pommeranz & Bertram Ingolf Steininger, 2018. "Willingness or Market Power: What Induces Tenants to Pay for Energy Efficient Housing?," ERES eres2018_134, European Real Estate Society (ERES).
    886. Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & van der Meulen, S., 2010. "Mandatory IFRS Reporting and Stock Price Informativeness," Discussion Paper 2010-82, Tilburg University, Center for Economic Research.
    887. Seth W. Norton & Annette Tomal, 2009. "Religion and Female Educational Attainment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 961-986, August.
    888. Liao, Tsai-Ling & Lin, Wen-Chun, 2016. "Product market competition and earnings management around open-market repurchase announcements," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 187-203.
    889. Huang, Chia-Wei & Ho, Po-Hsin & Lin, Chih-Yung & Yen, Ju-Fang, 2014. "Firm age, idiosyncratic risk, and long-run SEO underperformance," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 246-266.
    890. Eickholt, Mathias, 2014. "Behavioral financial engineering in the fixed-income market: The influence of the coupon structure," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 16, University of Passau, Faculty of Business and Economics.
    891. Brainerd, Elizabeth & Siegler, Mark V, 2003. "The Economic Effects of the 1918 Influenza Epidemic," CEPR Discussion Papers 3791, C.E.P.R. Discussion Papers.
    892. Maria Grydaki & Stilianos Fountas, 2010. "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series 2010_10, Department of Economics, University of Macedonia, revised Jul 2010.
    893. Kalle Hirvonen & Bart Minten & Belay Mohammed & Seneshaw Tamru, 2021. "Food prices and marketing margins during the COVID‐19 pandemic: Evidence from vegetable value chains in Ethiopia," Agricultural Economics, International Association of Agricultural Economists, vol. 52(3), pages 407-421, May.
    894. Chan, Konan & Ikenberry, David L. & Lee, Inmoo, 2007. "Do managers time the market? Evidence from open-market share repurchases," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2673-2694, September.
    895. Alberto Giovannini, 1988. "How Do Fixed-Exchange-Rates Regimes Work: The Evidence From The Gold Standard, Bretton Woods and The EMS," NBER Working Papers 2766, National Bureau of Economic Research, Inc.
    896. Pender, John L. & Kerr, John M., 1999. "The effects of land sales restrictions: evidence from south India," Agricultural Economics, Blackwell, vol. 21(3), pages 279-294, December.
    897. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    898. Edward Wolff, 2006. "The growth of information workers in the US economy, 1950-2000: the role of technological change, computerization, and structural change," Economic Systems Research, Taylor & Francis Journals, vol. 18(3), pages 221-255.
    899. Stephen Shmanske, 2007. "Consistency or Heroics: Skewness, Performance, and Earnings on the PGA TOUR," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(4), pages 463-471, December.
    900. Jin-hui Luo & Xue Li & Linda C. Wang & Yue Liu, 2021. "Owner type, pyramidal structure and R&D Investment in China’s family firms," Asia Pacific Journal of Management, Springer, vol. 38(3), pages 1085-1111, September.
    901. Carlisle E. Moody & Thomas B. Marvell, 2019. "Do Right to Carry Laws Increase Violent Crime? A Comment on Donohue, Aneja, and Weber," Econ Journal Watch, Econ Journal Watch, vol. 16(1), pages 1-84–96, March.
    902. Campbell Leith & Jim Malley, 2002. "Estimated General Equilibrium Models for the Evaluation of Monetary Policy in the US and Europe," CESifo Working Paper Series 699, CESifo.
    903. Ebru Caglayan Akay & mer Faruk Bolukbasi & Engin Bekar, 2018. "Robust and Resistant Estimations of Hedonic Prices for Second Hand Cars: an Application to the Istanbul Car Market," International Journal of Economics and Financial Issues, Econjournals, vol. 8(1), pages 39-47.
    904. Spatz, Julius & Steiner, Susan, 2002. "Post-Reform Trends in Wage Inequality: The Case of Urban Bolivia," Documentos de trabajo 9/2002, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
    905. Elliott, Graham & Ito, Takatoshi, 1999. "Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 435-456, April.
    906. Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014. "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance icma-dp2014-16, Henley Business School, University of Reading.
    907. Zinna, Gabriele, 2013. "Sovereign default risk premia: Evidence from the default swap market," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 15-35.
    908. Jaewoo Kim & Bryce Schonberger & Charles Wasley & Hunter Land, 2020. "Intertemporal variation in the information content of aggregate earnings and its effect on the aggregate earnings-return relation," Review of Accounting Studies, Springer, vol. 25(4), pages 1410-1443, December.
    909. Monica Jain & Christopher S. Sutherland, 2018. "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," Staff Working Papers 18-2, Bank of Canada.
    910. R. Morris Coats & Gary M. Pecquet & Leon Taylor, 2005. "The pricing of gasoline grades and the third law of demand," Microeconomics 0506006, University Library of Munich, Germany.
    911. Hsiao, Ch., 1989. "Identification and Estimation of Dichotomous Latent Variables Models using Panel Data," Other publications TiSEM 9ec86b4c-4e68-4223-aca4-5, Tilburg University, School of Economics and Management.
    912. Mayer, Alexander, 2022. "On the local power of some tests of strict exogeneity in linear fixed effects models," Econometrics and Statistics, Elsevier, vol. 24(C), pages 49-74.
    913. Agüeros Manuel & Casares-Hontañón Pedro & Coto-Millán Pablo & Ángel Pesquera Miguel, 2015. "Technical Efficiency of the Generation of Knowledge in the European Union (2003-2010)," Bulletin of Geography. Socio-economic Series, Sciendo, vol. 27(27), pages 7-16, March.
    914. Ricardo Luiz Menezes da Silva & Paula Carolina Ciampaglia Nardi & Vinicius Aversari Martins & Milton Barossi-Filho, 2014. "Factors Affecting Stock Liquidity: Corporate Governance, ADRs and Economic Crisis," Brazilian Business Review, Fucape Business School, vol. 11(1), pages 1-24, January.
    915. Chiswick, Barry R & Miller, Paul M, 1996. "Ethnic Networks and Language Proficiency among Immigrants," Journal of Population Economics, Springer;European Society for Population Economics, vol. 9(1), pages 19-35, February.
    916. GrahamJr., Roger C. & Frankenberger, Kristina D., 2000. "The Contribution of Changes in Advertising Expenditures to Earnings and Market Values," Journal of Business Research, Elsevier, vol. 50(2), pages 149-155, November.
    917. Trojanowski, Grzegorz, 2008. "Equity block transfers in transition economies: Evidence from Poland," Economic Systems, Elsevier, vol. 32(3), pages 217-238, September.
    918. Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Other publications TiSEM a54d23f3-13a8-458c-9f80-2, Tilburg University, School of Economics and Management.
    919. Amporfu Eugenia, 2008. "Quality Effect of Early Discharge of Maternity Patients: Does Hospital Specialization Matter?," Forum for Health Economics & Policy, De Gruyter, vol. 11(2), pages 1-28, December.
    920. Christian Leßmann, 2006. "Fiscal Decentralization and Regional Disparity: A Panel Data Approach for OECD Countries," ifo Working Paper Series 25, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    921. Miozzo, Marcela & Desyllas, Panos & Lee, Hsing-fen & Miles, Ian, 2016. "Innovation collaboration and appropriability by knowledge-intensive business services firms," Research Policy, Elsevier, vol. 45(7), pages 1337-1351.
    922. James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West, 2016. "The Equilibrium Real Funds Rate: Past, Present, and Future," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 660-707, November.
    923. John Corgel, 2007. "Technological Change as Reflected in Hotel Property Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 257-279, February.
    924. Baginski, Stephen P. & Demers, Elizabeth & Kausar, Asad & Yu, Yingri Julia, 2018. "Linguistic tone and the small trader," Accounting, Organizations and Society, Elsevier, vol. 68, pages 21-37.
    925. Kohei Aono & Tokuo Iwaisako, 2010. "On the Predictability of Japanese Stock Returns Using Dividend Yield," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(2), pages 141-149, June.
    926. Gagnon, Louis & Karolyi, G. Andrew, 2009. "Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(4), pages 953-986, August.
    927. Mr. Roberto Perrelli & Mr. Christian B. Mulder, 2001. "Foreign Currency Credit Ratings for Emerging Market Economies," IMF Working Papers 2001/191, International Monetary Fund.
    928. Patrick M. Kline & Andres Santos, 2011. "Higher Order Properties of the Wild Bootstrap Under Misspecification," NBER Working Papers 16793, National Bureau of Economic Research, Inc.
    929. Mats Wilhelmsson & Jianyu Zhao, 2018. "Risk Assessment of Housing Market Segments: The Lender’s Perspective," JRFM, MDPI, vol. 11(4), pages 1-22, October.
    930. Thai Q. Nguyen & Giang K. Nguyen, 2020. "The impacts of civil society and inequality on the extractive capacity of authoritarian regimes: a conceptual model and the case study of Vietnam," Constitutional Political Economy, Springer, vol. 31(4), pages 489-508, December.
    931. Marco Allegrini & Giulio Greco, 2013. "Corporate boards, audit committees and voluntary disclosure: evidence from Italian Listed Companies," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 17(1), pages 187-216, February.
    932. Roeger, Werner, 1995. "Can Imperfect Competition Explain the Difference between Primal and Dual Productivity Measures? Estimates for U.S. Manufacturing," Journal of Political Economy, University of Chicago Press, vol. 103(2), pages 316-330, April.
    933. Jianakoplos, Nancy A. & Menchik, Paul L. & Irvine, F. Owen, 1996. "Saving behavior of older households: Rate-of-return, precautionary and inheritance effects," Economics Letters, Elsevier, vol. 50(1), pages 111-120, January.
    934. Manhwa Wu & Paoyu Huang & Yensen Ni, 2020. "The Impact of Institutional Shareholdings on Price Limits," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(3), pages 343-361, September.
    935. BŸhler, Stefan & Zava Aydemir, 2003. "Estimating Vertical Foreclosure in U.S. Gasoline Supply," Royal Economic Society Annual Conference 2003 33, Royal Economic Society.
    936. Balasingham Balachandran & Robert Faff & Roger Love & Andrew Menon, 2008. "The Impact of the Announcement of Acquisition of Divested Assets on Buyers’ Wealth - Asset Fit and Disclosure of Funds Used: Evidence from the U.K," Multinational Finance Journal, Multinational Finance Journal, vol. 12(3-4), pages 219-240, September.
    937. Bashir, Abdel-Hameed M., 2003. "Determinants Of Profitability In Islamic Banks: Some Evidence From The Middle East," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 11, pages 32-57.
    938. Davide E. Avino & Andrei Stancu & Chardin Wese Simen, 2021. "Dissecting Macroeconomic News," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 1047-1077, August.
    939. Thomas M. Fullerton & James T. Peach, 2016. "Major League Baseball 2015, What a Difference a Year Makes," Applied Economics Letters, Taylor & Francis Journals, vol. 23(18), pages 1289-1293, December.
    940. Glenn Boyle & Kelly Eckhold, 1997. "Capital structure choice and financial market liberalization: evidence from New Zealand," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 427-437.
    941. Walker, Scott, 2021. "Post-split underreaction: The importance of prior split history," International Review of Financial Analysis, Elsevier, vol. 78(C).
    942. Jacoby, Hanan G, 1995. "The Economics of Polygyny in Sub-Saharan Africa: Female Productivity and the Demand for Wives in Cote d'Ivoire," Journal of Political Economy, University of Chicago Press, vol. 103(5), pages 938-971, October.
    943. Sonia R Bhalotra & Chris Heady, 2000. "Child Farm Labour: Theory and Evidence," STICERD - Development Economics Papers - From 2008 this series has been superseded by Economic Organisation and Public Policy Discussion Papers 24, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    944. Hafezali Iqbal Hussain, 2014. "Do Firms Time the Equity Market in a Non-Linear Manner? Evidence from the UK," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(4), pages 63-74.
    945. Smirnoff, James P. & Hicks, Michael J., 2008. "The impact of economic factors and acquisition reforms on the cost of defense weapon systems," Review of Financial Economics, Elsevier, vol. 17(1), pages 3-13.
    946. Karlsson, Anders & Norden, Lars, 2007. "Home sweet home: Home bias and international diversification among individual investors," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 317-333, February.
    947. Ray C. Fair & Robert J. Shiller, 1987. "Econometric Modeling as Information Aggregation," Cowles Foundation Discussion Papers 833R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1988.
    948. Cohen, Joseph N, 2011. "“Economic freedom” and economic growth: questioning the claim that freer markets make societies more prosperous," MPRA Paper 33758, University Library of Munich, Germany.
    949. Lieven Baele, 2010. "The Determinants of Stock and Bond Return Comovements," The Review of Financial Studies, Society for Financial Studies, vol. 23(6), pages 2374-2428, June.
    950. Cook, Douglas O. & Schellhorn, Carolin D. & Spellman, Lewis J., 2003. "Lender certification premiums," Journal of Banking & Finance, Elsevier, vol. 27(8), pages 1561-1579, August.
    951. Mishkin, F.S., 1988. "What Does The Term Structure Tell Us About Future Inflation?," Papers fb-_88-29, Columbia - Graduate School of Business.
    952. Khalifa, Ali Abd Elaal & El-Batran, Mohsen Mahmoud & Atta, Sahra Khaleel & Shehata, Emad Abd Elmessih, 2003. "دراسة قياسية لسوق العمل فى مصر بإستخدام نموذج التوازن العام [An Econometric Study for Labor Market in Egypt by Using the General Equilibrium Model]," MPRA Paper 42605, University Library of Munich, Germany, revised 24 Sep 2003.
    953. Sarah Feldman & David S. Scharfstein, 2000. "Managed Care and Provider Volume," NBER Chapters, in: The Changing Hospital Industry: Comparing Not-for-Profit and For-Profit Institutions, pages 229-248, National Bureau of Economic Research, Inc.
    954. Rute Gonçalves & Patrícia Lopes, 2015. "Value-Relevance of Biological Assets under IFRS," FEP Working Papers 556, Universidade do Porto, Faculdade de Economia do Porto.
    955. James G. MacKinnon & Russell Davidson, 1999. "Artificial Regressions," Working Paper 978, Economics Department, Queen's University.
    956. Vincent Louis Ovlia & David Enke & Michael C. Davis, 2008. "The Effects Of Congressional Elections On Future Equity Market Returns," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 2(1), pages 1-15.
    957. Fatih Ozatay, 1992. "The Role of Public Sector Prices in Price Dynamics in Turkey and the Lucas Critique," Discussion Papers 9208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    958. Kasman Adnan & Turgutlu Evrim, 2008. "Competitive Conditions in the Turkish Non-Life Insurance Industry," Review of Middle East Economics and Finance, De Gruyter, vol. 4(1), pages 81-96, January.
    959. Soo-Wah Low, 2008. "A cross-sectional analysis of Malaysian unit trust fund expense ratios," Journal of Asset Management, Palgrave Macmillan, vol. 9(4), pages 270-277, October.
    960. Mats Johansson & Bjorn Gustafsson, 1997. "In Search for a Smoking Gun: What Makes Income Inequality Vary Over Time in Different Countries?," LIS Working papers 172, LIS Cross-National Data Center in Luxembourg.
    961. Mohamed Jellal & François-Charles Wolff, 2002. "Cultural evolutionary altruism: theory and evidence," Post-Print hal-03913044, HAL.
    962. Rejesus, Roderick M. & Mutuc-Hensley, Maria & Mitchell, Paul D. & Coble, Keith H. & Knight, Thomas O., 2013. "U.S. Agricultural Producer Perceptions of Climate Change," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 45(4), pages 701-718, November.
    963. Keil, Alwin & Saint-Macary, Camille & Zeller, Manfred, 2013. "Intensive Commercial Agriculture in Fragile Uplands of Vietnam: How to Harness its Poverty Reduction Potential while Ensuring Environmental Sustainability?," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 52(01), pages 1-25, February.
    964. Allers, Maarten & de Haan, Jakob & Sterks, Cees, 2001. "Partisan Influence on the Local Tax Burden in the Netherlands," Public Choice, Springer, vol. 106(3-4), pages 351-363, March.
    965. Zimmermann, Klaus F., 1995. "Flexibility in the face of demand fluctuations: Employment, capacity utilization, and industry structure," International Journal of Industrial Organization, Elsevier, vol. 13(2), pages 179-193.
    966. Headey, Derek D., 2015. "Synopsis: An analysis of trends and determinants of child undernutrition in Ethiopia, 2000-2011," ESSP research notes 38, International Food Policy Research Institute (IFPRI).
    967. Miki Seko & Kazuto Sumita, 2007. "Japanese Housing Tenure Choice and Welfare Implications after the Revision of the Tenant Protection Law," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 357-383, October.
    968. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," BIS Working Papers 271, Bank for International Settlements.
    969. Chad Cotti & Richard A. Dunn & Nathan Tefft, 2013. "Alcohol-Related Motor Vehicle Crash Risk and the Location of Alcohol Purchase," Working Papers 23, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
    970. Casey Warman, 2006. "Ethnic Enclaves And Immigrant Earnings Growth," Working Paper 1261, Economics Department, Queen's University.
    971. Beata Gavurova & Viera Ivankova & Martin Rigelsky & Ladislav Suhanyi, 2020. "Impact of Gender Inequalities in the Causes of Mortality on the Competitiveness of OECD Countries," IJERPH, MDPI, vol. 17(10), pages 1-17, May.
    972. Narayan, Paresh Kumar & Bannigidadmath, Deepa, 2015. "Are Indian stock returns predictable?," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 506-531.
    973. Misund, Bård, 2015. "Accounting for Oil and Gas Exploration Activities: A Triumph of Economics over Politics," UiS Working Papers in Economics and Finance 2015/15, University of Stavanger.
    974. Busse, Matthias, 2003. "Democracy and FDI," Discussion Paper Series 26260, Hamburg Institute of International Economics.
    975. Robert Ślepaczuk & Igor Wabik, 2020. "The impact of the results of football matches on the stock prices of soccer clubs," Working Papers 2020-35, Faculty of Economic Sciences, University of Warsaw.
    976. Kilponen, Juha & Mayes, David & Vilmunen, Jouko, 1999. "Labour Market Flexibility in Northern Europe," ERSA conference papers ersa99pa088, European Regional Science Association.
    977. Reizer, Balázs, 2022. "Employment and Wage Consequences of Flexible Wage Components," Labour Economics, Elsevier, vol. 78(C).
    978. Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban, 2016. "Time-varying Volatility, Financial Intermediation and Monetary Policy," IWH Discussion Papers 19/2016, Halle Institute for Economic Research (IWH).
    979. Finger, Robert, 2010. "Evidence of slowing yield growth - The example of Swiss cereal yields," Food Policy, Elsevier, vol. 35(2), pages 175-182, April.
    980. Hadeel Yaseen & Ghassan Omet & Morad Abdel-Halim, 2015. "The 2008 Global Financial Crisis: The Case of a Market with Consistent Losses Ever Since," Eurasian Journal of Business and Management, Eurasian Publications, vol. 3(1), pages 8-19.
    981. Craig A. Gallet, 2012. "A Meta-Analysis of the Price Elasticity of Meat: Evidence of Regional Differences," Business and Economic Research, Macrothink Institute, vol. 2(2), pages 14-25, December.
    982. Marcelo Yoshio Takam, 2014. "Short-Term Drivers Of Sovereign Cds Spreads," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 130, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    983. Bernd Hayo & Matthias Wrede, 2004. "Fiscal equalisation: Principles and an application to the European Union," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 23(3), pages 333-348, December.
    984. Richard J. Cebula & Gigi M. Alexander, 2020. "Economic and Noneconomic Factors Influencing Geographic Differentials in Homelessness: An Exploratory State‐Level Analysis," American Journal of Economics and Sociology, Wiley Blackwell, vol. 79(2), pages 511-540, March.
    985. Daiki Maki & Yasushi Ota, 2021. "Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1167-1182, April.
    986. Bornholt, Graham & Gharaibeh, Omar & Malin, Mirela, 2015. "Industry long-term return reversal," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 65-78.
    987. Jean-Paul Lam & Greg Tkacz, 2004. "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(I), pages 89-126, March.
    988. Janice C. Y. How & Yion K. Phung & Peter Verhoeven, 2005. "Accuracy of Analysts' Earnings Forecasts: Evidence from Mergers and Acquisitions in Australia," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 1(1), pages 67-80.
    989. Rodolfo Metulini & Paolo Sgrignoli & Stefano Schiavo & Massimo Riccaboni, 2018. "The network of migrants and international trade," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(3), pages 763-787, December.
    990. Ampenberger, Markus & Schmid, Thomas & Achleitner, Ann-Kristin & Kaserer, Christoph, 2009. "Capital structure decisions in family firms: empirical evidence from a bank-based economy," CEFS Working Paper Series 2009-05, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
    991. Erik Theissen, 2002. "Floor versus Screen Trading: Evidence from the German Stock Market," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 158(1), pages 32-54, March.
    992. Fabrice Hervé, 2006. "Famille de fonds de pension, performance et persistance de la performance," Working Papers CREGO 1060903, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
    993. Christine Barnet-Verzat & François-Charles Wolff, 2003. "Choix d'éducation et composition par sexe de la fratrie," Post-Print hal-03913204, HAL.
    994. L.A. Sjaastad, 1991. "PPP and the Real Exchange Rate: The Swiss case," Economics Discussion / Working Papers 91-24, The University of Western Australia, Department of Economics.
    995. Tsiboe, Francis & Nalley, Lawton Lanier & Dixon, Bruce L. & Popp, Jennie S. & Luckstead, Jeff, 2014. "Cost-Benefit Analysis of the Cocoa Livelihoods Program in Sub-Saharan Africa," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 195775, Southern Agricultural Economics Association.
    996. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Tests for Random Coefficient Variation in Vector Autoregressive Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 1-35, Emerald Group Publishing Limited.
    997. Karehnke, Paul, 2014. "Portfolio choice and asset pricing with endogenous beliefs and skewness preference," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14624 edited by Jouini, Elyès & Roon, Frans Adrianus de.
    998. Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175914, HAL.
    999. Abdul Wahab, Nor Shaipah & Ntim, Collins G. & Mohd Adnan, Mohd Muttaqin & Tye, Wei Ling, 2018. "Top management team heterogeneity, governance changes and book-tax differences," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 32(C), pages 30-46.
    1000. Graham, Roger C. & King, Raymond D., 2013. "Decision usefulness of whole-asset operating lease capitalizations," Advances in accounting, Elsevier, vol. 29(1), pages 60-73.
    1001. Hector M. Nunez & Jesus Otero, 2017. "Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology," The Energy Journal, , vol. 38(2), pages 1-26, March.
    1002. Loy, Jens-Peter & Glauben, Thomas & Weiss, Christoph, 2015. "Asymmetric Cost Pass-Through? Empirical Evidence on the Role of Market Power, Search and Menu Costs," 2015 Conference, August 9-14, 2015, Milan, Italy 212156, International Association of Agricultural Economists.
    1003. Peter Reinhard Hansen & Asger Lunde, 2005. "A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, vol. 3(4), pages 525-554.
    1004. Niels-Hugo Blunch & Victor Sulla, 2014. "World gone wrong: the financial crisis, labor market transitions and earnings in Serbia," Economic Change and Restructuring, Springer, vol. 47(3), pages 187-226, August.
    1005. Manganelli, Simone, 2006. "A new theory of forecasting," Working Paper Series 584, European Central Bank.
    1006. Joseph P. Romano & Michael Wolf, 2014. "Resurrecting weighted least squares," ECON - Working Papers 172, Department of Economics - University of Zurich, revised Oct 2016.
    1007. Chung, Huimin, 2006. "Investor protection and the liquidity of cross-listed securities: Evidence from the ADR market," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1485-1505, May.
    1008. Sucarrat, Genaro, 2009. "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-33.
    1009. Jeroen Hinloopen & Charles van Marrewijk, 2005. "Comparing Distributions: The Harmonic Mass Index," Tinbergen Institute Discussion Papers 05-122/1, Tinbergen Institute, revised 30 Dec 2005.
    1010. Cai, Ye & Sevilir, Merih, 2012. "Board connections and M&A transactions," Journal of Financial Economics, Elsevier, vol. 103(2), pages 327-349.
    1011. Bauman, Mark P., 2007. "Proportionate consolidation versus the equity method: Additional evidence on the association with bond ratings," International Review of Financial Analysis, Elsevier, vol. 16(5), pages 496-507.
    1012. Misund, Bård & Oglend, Atle, 2015. "Supply and Demand Determinants of Natural Gas Price Volatility in the U.K.: A Vector Autoregression Approach," UiS Working Papers in Economics and Finance 2015/10, University of Stavanger.
    1013. Gabriele Soffritti, 2021. "Estimating the Covariance Matrix of the Maximum Likelihood Estimator Under Linear Cluster-Weighted Models," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 594-625, October.
    1014. Tao, Hung-Lin, 2004. "Property crime distribution and equal police deployment--an empirical study of Taiwan," Journal of Urban Economics, Elsevier, vol. 55(1), pages 165-178, January.
    1015. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2021. "The impact of hedging on risk-averse agents’ output decisions," Economic Modelling, Elsevier, vol. 104(C).
    1016. Tanner, Evan, 1995. "Intertemporal solvency and indexed debt: evidence from Brazil, 1976-1991," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 549-573, August.
    1017. Glen Dowell & Stuart Hart & Bernard Yeung, 2000. "Do Corporate Global Environmental Standards Create or Destroy Market Value?," Management Science, INFORMS, vol. 46(8), pages 1059-1074, August.
    1018. Bob Thompson & Sotiris Tsolacos, 1999. "Rent Adjustments and Forecasts in the Industrial Market," Journal of Real Estate Research, Taylor & Francis Journals, vol. 17(2), pages 151-167, January.
    1019. Björn Kauder & Niklas Potrafke, 2019. "Conservative Politicians and Voting on Same‐sex Marriage," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 600-617, November.
    1020. Cebula, Richard, 2007. "Small Firm Size and Health Insurance: A Private Enterprise Perspective," MPRA Paper 50939, University Library of Munich, Germany, revised 10 Apr 2007.
    1021. Umar Farooq & Muhammad Ali Jibran Qamar & Krishna Reddy, 2020. "Impact Size and Determinants of Indirect Cost of Financial Distress: Role of Receivable and Inventory Management," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 16(2), pages 179-207.
    1022. Äijö, Janne, 2008. "Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices," Global Finance Journal, Elsevier, vol. 18(3), pages 290-302.
    1023. Wang, Zhiqiang & Su, Bingbai & Coakley, Jerry & Shen, Zhe, 2018. "Prospect theory and IPO returns in China," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 726-751.
    1024. Chen, Hung-Kun & Liao, Yin-Chi & Lin, Chih-Yung & Yen, Ju-Fang, 2018. "The effect of the political connections of government bank CEOs on bank performance during the financial crisis," Journal of Financial Stability, Elsevier, vol. 36(C), pages 130-143.
    1025. Martin D D Evans, 2015. "External Balances, Trade and Financial Conditions," Working Papers gueconwpa~15-15-08, Georgetown University, Department of Economics.
    1026. Rose, Morgan J., 2009. "Heterogeneous impacts of staggered boards by ownership concentration," Journal of Corporate Finance, Elsevier, vol. 15(1), pages 113-128, February.
    1027. Felix Mutter & Tim Pawlowski, 2014. "Role models in sports – Can success in professional sports increase the demand for amateur sport participation?," Sport Management Review, Taylor & Francis Journals, vol. 17(3), pages 324-336, July.
    1028. John Anderson & Hendrik van den Berg, 1998. "Fiscal Decentralization and Government Size: An International Test for Leviathan Accounting for Unmeasured Economic Activity," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 5(2), pages 171-186, May.
    1029. Dziechciarz-Duda Marta & Król Anna, 2017. "The Application of Multivariate Statistical Analysis to the Valuation of Durable Goods Brands," Statistics in Transition New Series, Statistics Poland, vol. 18(1), pages 75-90, March.
    1030. Cecilia Speroni & Nan Maxwell, "undated". "Bridging the Gap in Workforce and Education Services: Career Coaching in the Virginia RETHINKS Health Sciences Education TAACCCT Program," Mathematica Policy Research Reports 64e33937281d44b2bda706cd3, Mathematica Policy Research.
    1031. Michael Baker, 1999. "The Retirement Behavior of Married Couples: Evidence from the Spouse's Allowance," NBER Working Papers 7138, National Bureau of Economic Research, Inc.
    1032. Dennis J. Whalen & Charles D. Collver, 2004. "Informed Trading Around Earnings Announcements: Another Look," The Financial Review, Eastern Finance Association, vol. 39(3), pages 409-434, August.
    1033. International Monetary Fund, 2004. "Risk Instability and the Pattern of Foreign Direct Investment in the Middle East and North Africa Region," IMF Working Papers 2004/139, International Monetary Fund.
    1034. Fatih Karanfil & Luc Désiré Omgba, 2023. "The energy transition and export diversification in oil-dependent countries: The role of structural factors," Post-Print hal-03987530, HAL.
    1035. Kenji Kutsuna & William Dimovski & Robert Brooks, 2007. "The Pricing and Underwriting Costs of Japanese REIT IPOs," Discussion Papers 2007-37, Kobe University, Graduate School of Business Administration.
    1036. Bradbury, Katharine L. & Mayer, Christopher J. & Case, Karl E., 2001. "Property tax limits, local fiscal behavior, and property values: evidence from Massachusetts under Proposition," Journal of Public Economics, Elsevier, vol. 80(2), pages 287-311, May.
    1037. Tabellini, Guido, 1990. "A Positive Theory of Social Security," CEPR Discussion Papers 394, C.E.P.R. Discussion Papers.
    1038. Huguenin, Jean-Marc, 2015. "Adjusting for the environment in DEA: A comparison of alternative models based on empirical data," Socio-Economic Planning Sciences, Elsevier, vol. 52(C), pages 41-54.
    1039. Xia, Chang & Zhang, Anqi & Wang, Haijun & Zhang, Boen & Zhang, Yan, 2019. "Bidirectional urban flows in rapidly urbanizing metropolitan areas and their macro and micro impacts on urban growth: A case study of the Yangtze River middle reaches megalopolis, China," Land Use Policy, Elsevier, vol. 82(C), pages 158-168.
    1040. Yuan Liao & Xiye Yang, 2017. "Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models," Papers 1711.04392, arXiv.org, revised Dec 2018.
    1041. Goolsbee, Austan, 2004. "Taxes and the quality of capital," Journal of Public Economics, Elsevier, vol. 88(3-4), pages 519-543, March.
    1042. Haroon Jamal & Amir Jahan Khan, 2005. "Impact of Ownership and Concentration of Land on Schooling," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 10(2), pages 1-14, Jul-Dec.
    1043. Eiji Fujii, 2015. "Reconsidering The Price–Income Relationship Across Countries," Pacific Economic Review, Wiley Blackwell, vol. 20(5), pages 733-760, December.
    1044. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
    1045. Hans-Peter Kohler & Kaare Christensen & Lisbeth B. Knudsen & Axel Skytthe, 2002. "The Fertility Pattern of Twins and the General Population Compared: Evidence from Danish Cohorts 1945-64," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 6(14), pages 383-408.
    1046. Ricardo Luiz Menezes da Silva & Paula Carolina Ciampaglia Nardi & Maisa de Souza Ribeiro, 2015. "Earnings Management and Valuation of Biological Assets," Brazilian Business Review, Fucape Business School, vol. 12(4), pages 1-26, June.
    1047. Ma, C.-t.A. & McGuirem T.G., 1998. "Network Incentives in Managed Health Care," Papers 94, Boston University - Department of Economics.
    1048. Georgina Benou & Kimberly C. Gleason & Jeff Madura, 2007. "Impact of Visibility and Investment Advisor Credibility on the Valuation Effects of High‐Tech Cross‐Border Acquisitions," Financial Management, Financial Management Association International, vol. 36(1), pages 69-89, March.
    1049. Li, Eric A.L., 2014. "Test for the real option in consumer behavior," Research in Economics, Elsevier, vol. 68(1), pages 70-83.
    1050. Amr Hosny, 2020. "Non-Resident Holdings of Domestic Debt in Nigeria: Internal or External Driven?," IMF Working Papers 2020/063, International Monetary Fund.
    1051. Gary Gorton & Frank A. Schmid, 1996. "Universal Banking and the Performance of German Firms," NBER Working Papers 5453, National Bureau of Economic Research, Inc.
    1052. Camille Tevenart & Marielle Brunette, 2019. "Role of farmers' risk and ambiguity preferences on fertilization decisions: An experiment," Working Papers 1903, Chaire Economie du climat.
    1053. Marco Pagano & Christian Wagner & Josef Zechner, 2020. "Disaster Resilience and Asset Prices," EIEF Working Papers Series 2008, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2021.
    1054. Mehmet Kutluay & Roy Brouwer & Richard S. J. Tol, 2019. "Valuing malaria morbidity: results from a global meta-analysis," Journal of Environmental Economics and Policy, Taylor & Francis Journals, vol. 8(3), pages 301-321, July.
    1055. Dennis Shen & Peng Ding & Jasjeet Sekhon & Bin Yu, 2022. "Same Root Different Leaves: Time Series and Cross-Sectional Methods in Panel Data," Papers 2207.14481, arXiv.org, revised Oct 2022.
    1056. Petri Rouvinen, 2002. "R&D—Productivity Dynamics: Causality, Lags, and ‘Dry Holes’," Journal of Applied Economics, Taylor & Francis Journals, vol. 5(1), pages 123-156, May.
    1057. TA. Rhoads & S. Gerking, 2000. "Educational contributions, academic quality, and athletic success," Contemporary Economic Policy, Western Economic Association International, vol. 18(2), pages 248-258, April.
    1058. Agrawal, Vipin & Kothare, Meeta & Rao, Ramesh K. S. & Wadhwa, Pavan, 2004. "Bid-ask spreads, informed investors, and the firm's financial condition," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(1), pages 58-76, February.
    1059. Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019. "Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(1), pages 449-479, February.
    1060. Daniel Sullivan, 1989. "Monopsony Power in the Market for Nurses," NBER Working Papers 3031, National Bureau of Economic Research, Inc.
    1061. Tyrvainen, Liisa & Miettinen, Antti, 2000. "Property Prices and Urban Forest Amenities," Journal of Environmental Economics and Management, Elsevier, vol. 39(2), pages 205-223, March.
    1062. Narayan, Paresh Kumar & Bannigidadmath, Deepa, 2021. "Financial news and CDS spreads," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    1063. Koller, Lena & Schnabel, Claus & Wagner, Joachim, 2008. "Freistellung von Betriebsräten - Eine Beschäftigungsbremse? (Does the obligation to release works councillors from work dampen employment growth?)," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 41(2/3), pages 305-326.
    1064. Brunhart, Andreas, 2015. "The Swiss business cycle and the lead of small neighbor Liechtenstein," EconStor Preprints 130154, ZBW - Leibniz Information Centre for Economics.
    1065. Kraus, Margit, 2004. "Schätzung von Kostenfunktionen für die bundesdeutsche Hochschulausbildung: Ein konzeptioneller Ansatz im empirischen Test," ZEW Discussion Papers 04-36, ZEW - Leibniz Centre for European Economic Research.
    1066. Omar Gharaibeh, 2017. "Strong and Weak Price Momentum Components: Evidence from 10 Arabic Market Indices," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 7(1), pages 151-161, January.
    1067. Heckman, James J & Payner, Brook S, 1989. "Determining the Impact of Federal Antidiscrimination Policy on the Economic Status of Blacks: A Study of South Carolina," American Economic Review, American Economic Association, vol. 79(1), pages 138-177, March.
    1068. George Petrakos & Panagiotis Artelaris, 2009. "European Regional Convergence Revisited: A Weighted Least Squares Approach," Growth and Change, Wiley Blackwell, vol. 40(2), pages 314-331, June.
    1069. Natalie Schock & Lieny Jeon, 2021. "ECE Program Supports and Teacher-Perceived Support from Families: Are They Connected?," Social Sciences, MDPI, vol. 10(10), pages 1-22, September.
    1070. Emmanuel Carré & Jézabel Couppey-Soubeyran & Salim Dehmej, 2015. "La coordination entre politique monétaire et politique macroprudentielle. Que disent les modèles DSGE ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01299318, HAL.
    1071. William R. Nelson, 1999. "Evidence of excess returns on firms that issue or repurchase equity," Finance and Economics Discussion Series 1999-06, Board of Governors of the Federal Reserve System (U.S.).
    1072. Pablo Brañas-Garza & Javier Rodero-Cosano, 2004. "Neighbourhood attributes and housing prices: An empirical investigation," IESA Working Papers Series 0414, Institute for Social Syudies of Andalusia - Higher Council for Scientific Research.
    1073. Byung T. Ro, 1989. "Earnings news and the firm size effect," Contemporary Accounting Research, John Wiley & Sons, vol. 6(1), pages 177-195, September.
    1074. Blunch, Niels-Hugo, 2018. "My Choice: Female Contraceptive Use Autonomy in Bangladesh," GLO Discussion Paper Series 224, Global Labor Organization (GLO).
    1075. Marc Simpson & Sanjay Ramchander & James Webb, 2007. "The Asymmetric Response of Equity REIT Returns to Inflation," The Journal of Real Estate Finance and Economics, Springer, vol. 34(4), pages 513-529, May.
    1076. Eugen Dimant & Tim Krieger & Margarete Redlin, 2014. "A Crook is a Crook ... But is He Still a Crook Abroad? On the Effect of Immigration on Destination-Country Corruption," CESifo Working Paper Series 5032, CESifo.
    1077. Carlos A. Silva & Xavier Ordeñana & Paul Vera-Gilces & Alfredo Jiménez, 2021. "Global Imbalances: The Role of Institutions, Financial Development and FDI in the Context of Financial Crises," Sustainability, MDPI, vol. 13(1), pages 1-20, January.
    1078. Hervé Stolowy & Thomas Jeanjean, 2009. "Determinants of Board Members Financial Expertise - Empirical Evidence from France," Post-Print hal-00491688, HAL.
    1079. Leventis, Stergios & Weetman, Pauline & Caramanis, Constantinos, 2011. "Agency costs and product market competition: The case of audit pricing in Greece," The British Accounting Review, Elsevier, vol. 43(2), pages 112-119.
    1080. Björn Kauder & Niklas Potrafke, 2022. "Rewarding conservative politicians? Evidence from voting on same-sex marriage," Public Choice, Springer, vol. 191(1), pages 161-172, April.
    1081. Elyas Elyasiani & Elena Kalotychou & Sotiris Staikouras & Gang Zhao, 2015. "Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(1), pages 21-52, August.
    1082. Okmyung Biny & Stephen Polasky, 2004. "Effects of Flood Hazards on Property Values: Evidence Before and After Hurricane Floyd," Land Economics, University of Wisconsin Press, vol. 80(4).
    1083. Leila Ali & Marie Lebreton, 2007. "The ERM breakdown: a spatial econometric approach," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 197-201.
    1084. Kevin Sheppard & Andrew J. Patton, 2008. "Evaluating Volatility and Correlation Forecasts," Economics Series Working Papers 2008fe22, University of Oxford, Department of Economics.
    1085. Frino, Alex & Forrest, Peter & Duffy, Matthew, 1999. "Life in the pits: competitive market making and inventory control--further Australian evidence," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 373-385, November.
    1086. Aykut Karakaya & Ayten Turan Kurtaran & Ahmet Kurtaran, 2017. "Firm Value and External Financing Needs," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(6), pages 69-81, June.
    1087. Animesh Animesh & Vandana Ramachandran & Siva Viswanathan, 2005. "Quality Uncertainty And Adverse Selection In Sponsored Search Markets," Working Papers 05-27, NET Institute, revised Oct 2005.
    1088. Aissia, Dorsaf Ben, 2014. "IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors," Review of Financial Economics, Elsevier, vol. 23(3), pages 148-154.
    1089. Fatima Olanike Kareem & Olayinka Idowu Kareem, 2014. "Specification and Estimation of Gravity Models: A Review of the Issues in the Literature," RSCAS Working Papers 2014/74, European University Institute.
    1090. Rosa Arroyo & Lidón Mars & Tomás Ruiz, 2018. "Perceptions of Pedestrian and Cyclist Environments, Travel Behaviors, and Social Networks," Sustainability, MDPI, vol. 10(9), pages 1-21, September.
    1091. Chakrabarti, Sandip, 2018. "Can highway development promote employment growth in India?," Transport Policy, Elsevier, vol. 69(C), pages 1-9.
    1092. Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Discussion Papers 05/2021, Deutsche Bundesbank.
    1093. Costly Adjustment Under Rational Expectations: A Generalization, 1988. "UCLA, Trinity College (Cambridge)," UCLA Economics Working Papers 480, UCLA Department of Economics.
    1094. Nath, 2015. "Repo market - A tool to manage liquidity in financial institutions," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 8(3), pages 286-305, November.
    1095. Cassell, Cory A. & Huang, Shawn X. & Manuel Sanchez, Juan & Stuart, Michael D., 2012. "Seeking safety: The relation between CEO inside debt holdings and the riskiness of firm investment and financial policies," Journal of Financial Economics, Elsevier, vol. 103(3), pages 588-610.
    1096. Théophile T. Azomahou & Jalal El Ouardighi & Phu Nguyen Van & Thi Kim Cuong Pham, 2006. "Estimation semi-paramétrique de la convergence des régions européennes," Post-Print hal-00279381, HAL.
    1097. Tzavalis, Elias & Wickens, Michael, 1998. "A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 229-239, July.
    1098. Martha J. Bailey & Connor Cole & Morgan Henderson & Catherine Massey, 2020. "How Well Do Automated Linking Methods Perform? Lessons from US Historical Data," Journal of Economic Literature, American Economic Association, vol. 58(4), pages 997-1044, December.
    1099. Li, Shaofang & Marinč, Matej, 2016. "Competition in the clearing and settlement industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 134-162.
    1100. Leonardo A. Rocha & Denis Vieira Sarmento & Carlos Alano S. Almeida & Napiê G.A. Silva, 2020. "Spillover, public investment and innovation: the impact of public investment in R&D on business innovation," Economics Bulletin, AccessEcon, vol. 40(3), pages 2344-2360.
    1101. Warusawitharana, Missaka, 2018. "Time-varying volatility and the power law distribution of stock returns," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 123-141.
    1102. Chalak, Karim & Kim, Daniel, 2020. "Measurement error in multiple equations: Tobin’s q and corporate investment, saving, and debt," Journal of Econometrics, Elsevier, vol. 214(2), pages 413-432.
    1103. Nelson Manuel Areal & Manuel Jose Da Rocha Armada, 2002. "The long-horizon returns behaviour of the Portuguese stock market1," The European Journal of Finance, Taylor & Francis Journals, vol. 8(1), pages 93-122.
    1104. Paul Dudgeon, 2017. "Some Improvements in Confidence Intervals for Standardized Regression Coefficients," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 928-951, December.
    1105. Takala, Kari & Virén, Matti, 1995. "Testing nonlinear dynamics, long memory and chaotic behaviour with macroeconomic data," Bank of Finland Research Discussion Papers 9/1995, Bank of Finland.
    1106. Howard Beales, J. III & Muris, Timothy J., 1995. "The foundations of franchise regulation: Issues and evidence," Journal of Corporate Finance, Elsevier, vol. 2(1-2), pages 157-197, October.
    1107. Luc Anselin & Attila Varga & Zoltan Acs, 2008. "Local Geographic Spillovers Between University Research and High Technology Innovations," Chapters, in: Entrepreneurship, Growth and Public Policy, chapter 9, pages 95-121, Edward Elgar Publishing.
    1108. Elijah Brewer & Hesna Genay & William C. Hunter & George G. Kaufman, 2002. "The value of banking relationships during a financial crisis: evidence from failures of Japanese banks," Pacific Basin Working Paper Series 2002-09, Federal Reserve Bank of San Francisco.
    1109. Caglayan, Mustafa & Muñoz Torres, Rebeca I., 2008. "The Effect of the Exchange Rates on Investment in Mexican Manufacturing Industry," The Warwick Economics Research Paper Series (TWERPS) 846, University of Warwick, Department of Economics.
    1110. Brunetti, Aymo & Weder, Beatrice, 2003. "A free press is bad news for corruption," Journal of Public Economics, Elsevier, vol. 87(7-8), pages 1801-1824, August.
    1111. César Calderón & Alberto Chong, 2004. "Volume and Quality of Infrastructure and the Distribution of Income: An Empirical Investigation," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 50(1), pages 87-106, March.
    1112. Marcelo Bianconi, 2004. "The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply," Discussion Papers Series, Department of Economics, Tufts University 0413, Department of Economics, Tufts University.
    1113. Rajashri Chatterjee & Debdas Rakshit, 2023. "Association Between Earnings Management and Corporate Governance Mechanisms: A Study Based on Select Firms in India," Global Business Review, International Management Institute, vol. 24(1), pages 152-170, February.
    1114. Wang, Li-Hsun, 2017. "Accounting quality and information asymmetry of foreign direct investment firms," Research in International Business and Finance, Elsevier, vol. 42(C), pages 950-958.
    1115. Paula Hill & Nicholas Wilson, 2006. "Value Gains on Flotation and IPO Underpricing," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(9‐10), pages 1435-1459, November.
    1116. Haenssgen, Marco J. & Savage, Jessica & Yeboah, Godwin & Charoenboon, Nutcha & Srenh, Sorn, 2021. "In a network of lines that intersect: The socio-economic development impact of marine resource management and conservation in Southeast Asia," World Development, Elsevier, vol. 146(C).
    1117. Wayne E. Ferson & Campbell R. Harvey, 1999. "Conditioning Variables and the Cross-Section of Stock Returns," NBER Working Papers 7009, National Bureau of Economic Research, Inc.
    1118. Tuomo Vuolteenaho, 2002. "What Drives Firm‐Level Stock Returns?," Journal of Finance, American Finance Association, vol. 57(1), pages 233-264, February.
    1119. Lee, Sang-Hyop & Mason, Andrew, 2007. "Who gains from the demographic dividend? Forecasting income by age," International Journal of Forecasting, Elsevier, vol. 23(4), pages 603-619.
    1120. Bradley S. Blaylock & Jimmy F. Downes & Mollie E. Mathis & Scott D. White, 2022. "Do bondholders incorporate expected repatriation taxes into their pricing of debt?," Review of Accounting Studies, Springer, vol. 27(4), pages 1457-1492, December.
    1121. Guo, Li-Yang & Feng, Chao & Yang, Jun, 2022. "Can energy predict the regional prices of carbon emission allowances in China?," International Review of Financial Analysis, Elsevier, vol. 82(C).
    1122. Jared F. Egginton & Garrett A. McBrayer, 2019. "Does it pay to be forthcoming? Evidence from CSR disclosure and equity market liquidity," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 26(2), pages 396-407, March.
    1123. Michael R. King & Maksym Padalko, 2005. "Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Staff Working Papers 05-3, Bank of Canada.
    1124. Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2009. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," CIRANO Working Papers 2009s-18, CIRANO.
    1125. Benjamin Blau & Tyler Brough, 2015. "Are put-call ratios a substitute for short sales?," Review of Derivatives Research, Springer, vol. 18(1), pages 51-73, April.
    1126. Gabor Kezdi, 2005. "Robus Standard Error Estimation in Fixed-Effects Panel Models," Econometrics 0508018, University Library of Munich, Germany.
    1127. David Card & Jörg Heining & Patrick Kline, 2013. "Workplace Heterogeneity and the Rise of West German Wage Inequality," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 128(3), pages 967-1015.
    1128. Brida, Juan Gabriel & Disegna, Marta & Scuderi, Raffaele, 2012. "Visitors of two types of museums: do expenditure patterns differ?," MPRA Paper 38841, University Library of Munich, Germany.
    1129. Buch, Claudia M., 2001. "Distance and International Banking," Kiel Working Papers 1043, Kiel Institute for the World Economy (IfW Kiel).
    1130. Wilson Luiz Rotatori & Jan M Podivinsky, 2007. "Dynamic Macroeconometric Modelling: Evidence on the Brazilian Monetary System," EcoMod2007 23900078, EcoMod.
    1131. Hussain, M. Haider & Ahmed, Qazi Masood, 2006. "Estimating the Black Economy through Monetary Approach: A Case Study of Pakistan," MPRA Paper 8153, University Library of Munich, Germany.
    1132. Awojobi, Omotola & Amel, Roya & Norouzi, Safoura, 2011. "Analysing Risk Management in Banks: Evidence of Bank Efficiency and Macroeconomic Impact," MPRA Paper 33590, University Library of Munich, Germany, revised 17 Jul 2011.
    1133. Qian Long Kweh & Irene Wei Kiong Ting & Hanh Thi My Le & Mohammad Nourani, 2021. "Nonlinear impacts of board independence on debt financing: Contingent on the shareholdings of the largest shareholder," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2289-2306, April.
    1134. Andrew I. Friedson, 2018. "Medical Scribes as an Input in Health-Care Production: Evidence from a Randomized Experiment," American Journal of Health Economics, MIT Press, vol. 4(4), pages 479-503, Fall.
    1135. Pérez-Amaral, Teodosio & Gijón, Covadonga & Garín-Muñoz, Teresa & López, Rafael, 2013. "Residential mobile phone users complaints' in Spain," 24th European Regional ITS Conference, Florence 2013 88537, International Telecommunications Society (ITS).
    1136. Alston, Julian M. & Carman, Hoy F. & Chalfant, James A. & Crespi, John M. & Sexton, Richard J. & Venner, Raymond J., 1998. "The California Prune Board's Promotion Program: An Evaluation," Research Reports 11926, University of California, Davis, Giannini Foundation.
    1137. Lichtenberg, Frank R., 1989. "How elastic is the government's demand for weapons?," Journal of Public Economics, Elsevier, vol. 40(1), pages 57-78, October.
    1138. Zhuan Pei & David Card & David S. Lee & Andrea Weber, 2012. "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," Working Papers 60, Brandeis University, Department of Economics and International Business School.
    1139. Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
    1140. Rasmus Fatum & Michael M. Hutchison, "undated". "Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan," EPRU Working Paper Series 02-11, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    1141. Fukao, Kyoji & 深尾, 京司 & フカオ, キョウジ & Ishido, Hikari & 石戸, 光 & イシド, ヒカリ & Ito, Keiko & 伊藤, 恵子, 2003. "Vertical Intra-Industry Trade and Foreign Direct Investment in East Asia," Discussion Paper Series a434, Institute of Economic Research, Hitotsubashi University.
    1142. Björn Kauder & Manuela Krause & Niklas Potrafke, 2021. "Do Left-wing Governments Decrease Wage Inequality among Civil Servants? Empirical Evidence from the German States," Public Finance Review, , vol. 49(1), pages 106-135, January.
    1143. Cebula, Richard & Tullock, Gordon, 2005. "An Extension of the Rational Voter Model," MPRA Paper 56764, University Library of Munich, Germany.
    1144. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2017. "Robust Linear Static Panel Data Models Using ε-Contamination," Center for Policy Research Working Papers 208, Center for Policy Research, Maxwell School, Syracuse University.
    1145. Ovi, Nafisa & Bose, Sudipta & Gunasekarage, Abeyratna & Shams, Syed, 2020. "Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks," Journal of Contemporary Accounting and Economics, Elsevier, vol. 16(1).
    1146. Julio H. Cole & Andrés Marroquín Gramajo, 2009. "Homicide Rates in a Cross‐Section of Countries: Evidence and Interpretations," Population and Development Review, The Population Council, Inc., vol. 35(4), pages 749-776, December.
    1147. Nan Maxwell & Albert Liu & Nathan Wozny & Caroline Massad Francis, 2013. "Addressing Return-to-Work Issues in the Federal Employees' Compensation Act with Administrative Data," Mathematica Policy Research Reports 8e3f929cbea0422e8272f03ab, Mathematica Policy Research.
    1148. Şahin AKKAYA & Ferda Yerdelen TATOĞLU & Ufuk BAKKAL, 2021. "Fiscal competition and public expenditure composition in the era of globalization: Panel data analysis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(626), S), pages 167-182, Spring.
    1149. Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014. "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, vol. 183(2), pages 202-210.
    1150. Taiwo, Kayode, 2020. "Intergovernmental Transfers and Own Revenues of Subnational Governments in Nigeria," MPRA Paper 104374, University Library of Munich, Germany.
    1151. Elizabeth Delmelle & Jean-Claude Thill & Hoe-Hun Ha, 2012. "Spatial epidemiologic analysis of relative collision risk factors among urban bicyclists and pedestrians," Transportation, Springer, vol. 39(2), pages 433-448, March.
    1152. Carmen Díaz-Roldán & María del Carmen Ramos-Herrera, 2021. "Innovations and ICT: Do They Favour Economic Growth and Environmental Quality?," Energies, MDPI, vol. 14(5), pages 1-17, March.
    1153. Bragoudakis, Zacharias & Degiannakis, Stavros & Filis, George, 2020. "Oil and pump prices: Testing their asymmetric relationship in a robust way," Energy Economics, Elsevier, vol. 88(C).
    1154. Nisha Nataraj & Julie Simmons Ivy & Fay Cobb Payton & Joseph Norman, 2018. "Diabetes and the hospitalized patient," Health Care Management Science, Springer, vol. 21(4), pages 534-553, December.
    1155. R. Golinelli & R. Rovelli, 2011. "Did Growth and Reforms Increase Citizens Support for the Transition?," Working Papers wp771, Dipartimento Scienze Economiche, Universita' di Bologna.
    1156. Heinemann, Friedrich & Tanz, Benjamin, 2008. "The Impact of Trust on Reforms," ZEW Discussion Papers 08-053, ZEW - Leibniz Centre for European Economic Research.
    1157. Tong Lu & Konduru Sivaramakrishnan & Yanyan Wang & Lisheng Yu, 2021. "The Real Effects of Mandatory Corporate Social Responsibility Reporting in China," Production and Operations Management, Production and Operations Management Society, vol. 30(5), pages 1493-1516, May.
    1158. Kübler, D. & Müller, W., 2002. "Simultaneous and sequential price competition on heterogeneous duopoly markets : Experimental evidence," Other publications TiSEM f2d9029e-d44e-48af-8187-f, Tilburg University, School of Economics and Management.
    1159. Harold Stevens Ávila Aguirre, 2013. "Comportamiento de la demanda de dinero en Colombia durante el periodo 2000: I-2010: IV," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, June.
    1160. Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," IZA Discussion Papers 1996, Institute of Labor Economics (IZA).
    1161. Maki, Daiki, 2015. "Wild bootstrap testing for cointegration in an ESTAR error correction model," Economic Modelling, Elsevier, vol. 47(C), pages 292-298.
    1162. Josep-Maria Espinet & Modest Fluvià & Ricard Rigall-I-Torrent & Albert Saló, 2012. "Hotel Characteristics and Seasonality in Prices: An Analysis Using Spanish Tour Operators' Brochures," Tourism Economics, , vol. 18(4), pages 749-767, August.
    1163. Sofia Johan & Dorra Najar, 2010. "The Role of Corruption, Culture, and Law in Investment Fund Manager Fees," Journal of Business Ethics, Springer, vol. 95(2), pages 147-172, September.
    1164. Klein, Michael W. & Rosengren, Eric, 1994. "The real exchange rate and foreign direct investment in the United States : Relative wealth vs. relative wage effects," Journal of International Economics, Elsevier, vol. 36(3-4), pages 373-389, May.
    1165. Niels-Hugo Blunch & David C. Ribar & Mark Western, 2020. "Under pressure? Assessing the roles of skills and other personal resources for work-life strains," Review of Economics of the Household, Springer, vol. 18(3), pages 883-906, September.
    1166. Hao, Yamin & Li, Shuo, 2021. "Does firm visibility matter to debtholders? Evidence from credit ratings," Advances in accounting, Elsevier, vol. 52(C).
    1167. Markku Lanne & Timo Vesalay, 2005. "The Effect of a Transaction Tax on Exchange Rate Volatility," Economics Working Papers ECO2005/19, European University Institute.
    1168. Ben Naceur, Samy & Kandil, Magda, 2009. "The impact of capital requirements on banks' cost of intermediation and performance: The case of Egypt," Journal of Economics and Business, Elsevier, vol. 61(1), pages 70-89.
    1169. Larry W. Hunter, 2000. "What Determines Job Quality in Nursing Homes?," ILR Review, Cornell University, ILR School, vol. 53(3), pages 463-481, April.
    1170. Bottazzi, Renata & Jappelli, Tullio & Padula, Mario, 2006. "Retirement expectations, pension reforms, and their impact on private wealth accumulation," CFS Working Paper Series 2006/10, Center for Financial Studies (CFS).
    1171. Alexander, John Jr. & Spivey, Michael F., 1997. "The impact of the WARN Act on firm value," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 905-921.
    1172. Schleich, Joachim & Hillenbrand, Thomas, 2009. "Determinants of residential water demand in Germany," Ecological Economics, Elsevier, vol. 68(6), pages 1756-1769, April.
    1173. Selahattin Güriş & Ebru Çağlayan, 2012. "Returns to education and wages in Turkey: robust and resistant regression," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(5), pages 1407-1416, August.
    1174. Jens Krueger & Uwe Cantner & Horst Hanusch, 1998. "Explaining International Productivity Differences," Discussion Paper Series 179, Universitaet Augsburg, Institute for Economics.
    1175. Dubé, Jean & Rosiers, François Des & Thériault, Marius & Dib, Patricia, 2011. "Economic impact of a supply change in mass transit in urban areas: A Canadian example," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(1), pages 46-62, January.
    1176. Mihir A. Desai & Dhammika Dharmapala & Winnie Fung, 2005. "Taxation and the Evolution of Aggregate Corporate Ownership Concentration," NBER Working Papers 11469, National Bureau of Economic Research, Inc.
    1177. Éric Jondeau & Roland Ricart, 1998. "La théorie des anticipations de la structure par terme : test à partir de titres publics français," Annals of Economics and Statistics, GENES, issue 52, pages 1-22.
    1178. Melvin Stephens Jr., 2001. "Worker Displacement and the Added Worker Effect," NBER Working Papers 8260, National Bureau of Economic Research, Inc.
    1179. Amir Kia, 2020. "Impact of Public Debt, Deficit and Debt Financing on Private Investment in a Large Country: Evidence from the United States," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(2), pages 139-161, December.
    1180. Hassink, W.H.J. & Broersma, L., 1993. "Labour demand and job-to-job movement : macro-consequences as a result from micro-economic behaviour," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    1181. George M. Holmes, "undated". "How Extreme Weather Events Affect Student Test Performance," Working Papers 0108, East Carolina University, Department of Economics.
    1182. Craig Depken, 1999. "Free-Agency and the Competitiveness of Major League Baseball," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 14(3), pages 205-217, May.
    1183. Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2019. "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(8), pages 1841-1856, June.
    1184. Franks, Julian & Becht, Marco & Wagner, Hannes & Grant, Jeremy, 2015. "The Returns to Hedge Fund Activism: An International Study," CEPR Discussion Papers 10507, C.E.P.R. Discussion Papers.
    1185. Trang Cam Hoang & Indra Abeysekera & Shiguang Ma, 2018. "Board Diversity and Corporate Social Disclosure: Evidence from Vietnam," Journal of Business Ethics, Springer, vol. 151(3), pages 833-852, September.
    1186. Fletcher, Jonathan & Hillier, Joe, 2002. "On the usefulness of linear factor models in predicting expected returns in mean-variance analysis," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 449-466.
    1187. Andrea Chegut & Piet Eichholtz & Nils Kok, 2014. "Supply, Demand and the Value of Green Buildings," Urban Studies, Urban Studies Journal Limited, vol. 51(1), pages 22-43, January.
    1188. Kumpmann Ingmar & Gühne Michael & Buscher Herbert S., 2012. "Armut im Alter – Ursachenanalyse und eine Projektion für das Jahr 2023: Old Age Poverty – Causes and a Projection for 2023," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(1), pages 61-83, February.
    1189. Biswajit Ghose & S. Joplinshisha Paliar & Liha Mena, 2018. "Does Legal Status Affect Performance of Microfinance Institutions?: Empirical Evidence from India," Vision, , vol. 22(3), pages 316-328, September.
    1190. Xiaoran Huang & Zheng Qiao & Lei Zhang, 2021. "The real effects of institutional spatial concentration," Financial Management, Financial Management Association International, vol. 50(4), pages 1113-1167, December.
    1191. Cuadras-Morató Xavier & Raya Josep Maria, 2016. "Boycott or Buycott?: Internal Politics and Consumer Choices," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 16(1), pages 185-218, January.
    1192. Shan, Yuan George & Troshani, Indrit & Richardson, Grant, 2015. "An empirical comparison of the effect of XBRL on audit fees in the US and Japan," Journal of Contemporary Accounting and Economics, Elsevier, vol. 11(2), pages 89-103.
    1193. Aju Fenn & Peter Allmen & Stacey Brook & Thomas Preissing, 2005. "The Influence of Structural Changes and International Players on Competitive Balance in the NHL," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 33(2), pages 215-224, June.
    1194. Polk, Christopher & Thompson, Samuel & Vuolteenaho, Tuomo, 2006. "Cross-sectional forecasts of the equity premium," Journal of Financial Economics, Elsevier, vol. 81(1), pages 101-141, July.
    1195. Chen, I-Ju, 2014. "Financial crisis and the dynamics of corporate governance: Evidence from Taiwan's listed firms," International Review of Economics & Finance, Elsevier, vol. 32(C), pages 3-28.
    1196. Bollerslev, Tim & Engle, Robert F. & Nelson, Daniel B., 1986. "Arch models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 49, pages 2959-3038, Elsevier.
    1197. Lay, Jann & Omar Mahmoud, Toman, 2004. "Bananas, oil, and development: examining the resource curse and its transmission channels by resource type," Kiel Working Papers 1218, Kiel Institute for the World Economy (IfW Kiel).
    1198. Jr-Tsung Huang & An-Pang Kao & Wen-Chuan Hung, 2006. "The Influence of College Tuition and Fees on Fertility Rate in Taiwan," Journal of Family and Economic Issues, Springer, vol. 27(4), pages 626-642, December.
    1199. Gordon De Brouwer & Neil R. Ericsson, 1995. "Modelling inflation in Australia," International Finance Discussion Papers 530, Board of Governors of the Federal Reserve System (U.S.).
    1200. Hsiao, C., 1989. "Identification And Estimation Of Dichotomous Latent Variables Models Using Panel Data," Papers 8944, Tilburg - Center for Economic Research.
    1201. Jens Stegmaier, 2012. "Effects of Works Councils on Firm-Provided Further Training in Germany," British Journal of Industrial Relations, London School of Economics, vol. 50(4), pages 667-689, December.
    1202. Jeff Desimone, 2006. "The Relationship Between Illegal Drug Prices At The Retail User And Seller Levels," Contemporary Economic Policy, Western Economic Association International, vol. 24(1), pages 64-73, January.
    1203. Dennis Vink & Frank Fabozzi, 2009. "Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings," Yale School of Management Working Papers amz2493, Yale School of Management.
    1204. Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2019. "Market concentration and bank M&As: Evidence from the European sovereign debt crisis," MPRA Paper 95739, University Library of Munich, Germany.
    1205. Jonas Gusset & Heinz Zimmermann, 2014. "Why not use SDF rather than beta models in performance measurement?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(4), pages 307-336, November.
    1206. Heather Rhodes, 2018. "Asymmetric Information in the Market for IPOs," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 7(3), pages 01-19, July.
    1207. Torsten Persson & Guido Tabellini, 1991. "Is Inequality Harmful for Growth? Theory and Evidence," NBER Working Papers 3599, National Bureau of Economic Research, Inc.
    1208. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Papers 2205.03285, arXiv.org.
    1209. Mohammad Razib Hossain, 2021. "Inward foreign direct investment in Bangladesh: Do we need to rethink about some of the macro-level quantitative determinants?," SN Business & Economics, Springer, vol. 1(3), pages 1-23, March.
    1210. Guglielmo Maria Caporale & Nikitas Pittis, 1998. "Term structure and interest differentials as predictors of future inflation changes and inflation differentials," Applied Financial Economics, Taylor & Francis Journals, vol. 8(6), pages 615-625.
    1211. Ana María Iregui & Jesús Otero, 2013. "A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data," Agribusiness, John Wiley & Sons, Ltd., vol. 29(4), pages 497-508, September.
    1212. Piazza, Alessandro & Perretti, Fabrizio, 2019. "Firm Behavior and the Evolution of Activism: Strategic Decisions and the Emergence of Protest in U.S. Communities," OSF Preprints dnhgw, Center for Open Science.
    1213. Zulkhibri, Muhamed & Sukmana, Raditya, 2016. "Financing Channel and Monetary Policy: Evidence from Islamic Banking in Indonesia," Working Papers 2016-1, The Islamic Research and Teaching Institute (IRTI).
    1214. Sara Fisher Ellison & Christopher M. Snyder, 2010. "Countervailing Power In Wholesale Pharmaceuticals," Journal of Industrial Economics, Wiley Blackwell, vol. 58(1), pages 32-53, March.
    1215. Basher, Syed A. & Balli, Faruk & Louis, Rosmy, 2009. "Channels of risk-sharing among Canadian provinces: 1961–2006," MPRA Paper 17300, University Library of Munich, Germany.
    1216. Rosa, Carlo, 2013. "Market efficiency broadcasted live: ECB code words and euro exchange rates," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 167-178.
    1217. Zand, Fardad & Van Beers, Cees & Van Leeuwen, George, 2011. "Information technology, organizational change and firm productivity: A panel study of complementarity effects and clustering patterns in Manufacturing and Services," MPRA Paper 46469, University Library of Munich, Germany.
    1218. Eliste, Paavo & Fredriksson, Per G., 2002. "Environmental Regulations, Transfers, and Trade: Theory and Evidence," Journal of Environmental Economics and Management, Elsevier, vol. 43(2), pages 234-250, March.
    1219. Heiman, Amir & Just, David R. & McWilliams, Bruce P. & Zilberman, David, 2015. "A prospect theory approach to assessing changes in parameters of insurance contracts with an application to money-back guarantees," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 54(C), pages 105-117.
    1220. Johanna K. Loy & Nicki-Nils Seitz & Elin K. Bye & Paul Dietze & Carolin Kilian & Jakob Manthey & Kirsimarja Raitasalo & Renate Soellner & Björn Trolldal & Jukka Törrönen & Ludwig Kraus, 2021. "Changes in Alcoholic Beverage Choice and Risky Drinking among Adolescents in Europe 1999–2019," IJERPH, MDPI, vol. 18(20), pages 1-25, October.
    1221. Sandra Poncet & Jean Barthélémy, 2008. "Ampleur et déterminants des cycles d'activité en Chine," Post-Print hal-00649301, HAL.
    1222. Sheng-Syan Chen & Yan-Shing Chen & Yanzhi Wang, 2015. "Does Labor Power Affect the Likelihood of a Share Repurchase?," Financial Management, Financial Management Association International, vol. 44(3), pages 623-653, September.
    1223. T. Aldrich Finegan & John J. Siegfried, 2000. "Are Student Ratings of Teaching Effectiveness Influenced by Instructors' English Language Proficiency?," The American Economist, Sage Publications, vol. 44(2), pages 17-29, October.
    1224. Joliet, Robert & Muller, Aline, 2013. "Capital structure effects of international expansion," Journal of Multinational Financial Management, Elsevier, vol. 23(5), pages 375-393.
    1225. Sebastian Brauer & Frank Westermann, 2013. "On the time series measure of conservatism: a threshold autoregressive model," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 111-129, July.
    1226. DELL'ANNO, Roberto & VILLA, Stefania, 2012. "Growth in Transition Countries: Big Bang versus Gradualism," CELPE Discussion Papers 122, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
    1227. Rogerio S. Victer, 2020. "Connectivity knowledge and the degree of structural formalization: a contribution to a contingency theory of organizational capability," Journal of Organization Design, Springer;Organizational Design Community, vol. 9(1), pages 1-22, December.
    1228. Martin C. Arnold & Christoph Hanck, 2019. "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions," JRFM, MDPI, vol. 12(3), pages 1-22, July.
    1229. Brian Duncan & Stephen Trejo, 2009. "Ancestry versus Ethnicity: The Complexity and Selectivity of Mexican Identification in the United States," RF Berlin - CReAM Discussion Paper Series 0901, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
    1230. Warren Thomson, 2016. "Influence of market states on industry returns," Journal of Asset Management, Palgrave Macmillan, vol. 17(2), pages 119-134, March.
    1231. Zhiyang Liu & Zhiqi Chen, 2014. "Venture Capital Networks and Investment Performance in China," Carleton Economic Papers 14-12, Carleton University, Department of Economics.
    1232. Brockman, Paul & Chung, Dennis Y., 2001. "Managerial timing and corporate liquidity: *1: evidence from actual share repurchases," Journal of Financial Economics, Elsevier, vol. 61(3), pages 417-448, September.
    1233. Steven R. Cunningham, 1993. "Unit Root Testing: A Critique From Chaos Theory," Review of Financial Economics, John Wiley & Sons, vol. 3(1), pages 1-18, September.
    1234. Robert D. J. Anderson, 2008. "US Consumer Inflation Expectations: Evidence Regarding Learning, Accuracy and Demographics," Centre for Growth and Business Cycle Research Discussion Paper Series 99, Economics, The University of Manchester.
    1235. Bernd Hayo & Kentaro Iwatsubo, 2019. "Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan," MAGKS Papers on Economics 201917, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    1236. Roosenboom, P.G.J. & Schramade, W.L.J., 2005. "The Price Of Power: Valuing The Controlling Position Of Owner-Managers In French Ipo Firms," ERIM Report Series Research in Management ERS-2005-011-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    1237. Amir Kia & Norman Gardner, 2009. "Analyzing the Fiscal Process under a Stochastic Environment: Evidence from Egypt," Working Papers 475, Economic Research Forum, revised Mar 2009.
    1238. Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017. "Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions," Other publications TiSEM e3b3753d-87d4-46d6-be12-3, Tilburg University, School of Economics and Management.
    1239. Datta, Sudip & Iskandar-Datta, Mai, 1996. "Takeover defenses and wealth effects on securityholders: The case of poison pill adoptions," Journal of Banking & Finance, Elsevier, vol. 20(7), pages 1231-1250, August.
    1240. Q.Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2006. "Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 333-377, Emerald Group Publishing Limited.
    1241. Bernd Hayo & Florian Neumeier, 2017. "Explaining Central Bank Trust in an Inflation Targeting Country: The Case of the Reserve Bank of New Zealand," MAGKS Papers on Economics 201728, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    1242. Hendrik Dalen & George Groenewold & Jeannette Schoorl, 2005. "Out of Africa: what drives the pressure to emigrate?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 18(4), pages 741-778, November.
    1243. Michael Rusinek & François Rycx, 2008. "Rent-sharing under different bargaining regimes : Evidence from linked employer-employee data," Working Paper Research 152, National Bank of Belgium.
    1244. Mateev, Miroslav & Andonov, Kristiyan, 2016. "Do cross-border and domestic bidding firms perform differently? New evidence from continental Europe and the UK," Research in International Business and Finance, Elsevier, vol. 37(C), pages 327-349.
    1245. Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan, 2009. "The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks," CFR Working Papers 09-07, University of Cologne, Centre for Financial Research (CFR).
    1246. James R Hines Jr & Niklas Potrafke & Marina Riem & Christoph Schinke, 2015. "Inter vivos transfers of ownership in family firms," Working Papers 1523, Oxford University Centre for Business Taxation.
    1247. José R. Aragonés & Carlos Blanco & Pablo García Estévez, 2007. "Neural network volatility forecasts," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 15(3‐4), pages 107-121, July.
    1248. David F. Hendry & Carlos Santos, 2004. "Regression Models with Data-based Indicator Variables," Economics Papers 2004-W13, Economics Group, Nuffield College, University of Oxford.
    1249. Mohamed Saidane & Christian Lavergne, 2009. "Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models," Computational Economics, Springer;Society for Computational Economics, vol. 34(4), pages 323-364, November.
    1250. Bates, Laurie J. & Santerre, Rexford E., 2003. "The impact of a state mandated expenditure floor on aggregate property values," Journal of Urban Economics, Elsevier, vol. 53(3), pages 531-540, May.
    1251. Cassoni, Adriana & Allen, Steven G. & Labadie, Gastón J., 2000. "Unions and Employment in Uruguay," IDB Publications (Working Papers) 3265, Inter-American Development Bank.
    1252. Aboody, David & Johnson, Nicole Bastian & Kasznik, Ron, 2010. "Employee stock options and future firm performance: Evidence from option repricings," Journal of Accounting and Economics, Elsevier, vol. 50(1), pages 74-92, May.
    1253. Sapienza, Paola & Vissing-Jørgensen, Annette & Hochberg, Yael, 2007. "A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002," CEPR Discussion Papers 6201, C.E.P.R. Discussion Papers.
    1254. Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.
    1255. Ito, Keiko, 2004. "Foreign ownership and plant productivity in the Thai automobile industry in 1996 and 1998: a conditional quantile analysis," Journal of Asian Economics, Elsevier, vol. 15(2), pages 321-353, April.
    1256. Carlos Santos & Maria Alberta Oliveira, 2007. "Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling," Working Papers de Economia (Economics Working Papers) 10, Católica Porto Business School, Universidade Católica Portuguesa.
    1257. Hip lit Torr, 2019. "The Response of European Energy Prices to ECB Monetary Policy," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 1-9.
    1258. Demirguc-Kunt, Asli & Huizinga, Harry, 1992. "Barriers to portfolio investments in emerging stock markets," Policy Research Working Paper Series 984, The World Bank.
    1259. Helmut Herwartz & Leonardo Morales-Arias, 2009. "In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors," The European Journal of Finance, Taylor & Francis Journals, vol. 15(1), pages 1-28.
    1260. Juan Antonio Campos-Soria & Bienvenido Ortega-Aguaza & Miguel Angel Ropero-García, 2009. "Gender Segregation and Wage Difference in the Hospitality Industry," Tourism Economics, , vol. 15(4), pages 847-866, December.
    1261. Dumitriu, Ramona & Stefanescu, Răzvan, 2019. "The extended Friday the 13th Effect in the US stock returns," MPRA Paper 95296, University Library of Munich, Germany, revised 22 Jul 2019.
    1262. Frank Asche & Bård Misund, 2016. "Who’s a major? A novel approach to peer group selection: Empirical evidence from oil and gas companies," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1264538-126, December.
    1263. Drakos, Konstantinos & Kutan, Ali M., 2001. "Opposites attract: The case of Greek and Turkish financial markets," ZEI Working Papers B 06-2001, University of Bonn, ZEI - Center for European Integration Studies.
    1264. M. V. Shyam Kumar, 2010. "Differential Gains Between Partners in Joint Ventures: Role of Resource Appropriation and Private Benefits," Organization Science, INFORMS, vol. 21(1), pages 232-248, February.
    1265. Herwartz, Helmut & Reimers, Hans-Eggert, 2001. "Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications," SFB 373 Discussion Papers 2001,83, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    1266. Rockinger, M. & Jondeau, E., 2001. "Conditional Dependency of Financial Series: An Application of Copulas," Working papers 82, Banque de France.
    1267. Gu, Chen & Chen, Denghui & Stan, Raluca & Shen, Aizhong, 2022. "It is not just What you say, but How you say it: Why tonality matters in central bank communication," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 216-231.
    1268. Cronqvist, Henrik & Heyman, Fredrik & Nilsson, Mattias & Svaleryd, Helena & Vlachos, Jonas, 2006. "Do Entrenched Manager Pay Their Workers More?," SIFR Research Report Series 47, Institute for Financial Research.
    1269. Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2002. "The Empirical (ir)Relevance of the New Keynesian Phillips Curve," Working Paper Series 2102, Department of Economics, Norwegian University of Science and Technology.
    1270. Bowman, Chakriya, 2005. "Yen bloc or koala bloc? Currency relationships after the East Asian crisis," Japan and the World Economy, Elsevier, vol. 17(1), pages 83-96, January.
    1271. Kristy Eastough & Paul W. Miller, 2003. "The Gender Wage Gap in Paid and Self-Employment in Australia," Economics Discussion / Working Papers 03-24, The University of Western Australia, Department of Economics.
    1272. Pierani, Pierpaolo & Rizzi, Pier Luigi, 2003. "Technology and efficiency in a panel of Italian dairy farms: an SGM restricted cost function approach," Agricultural Economics, Blackwell, vol. 29(2), pages 195-209, October.
    1273. Vy Ngoc Tra Nguyen, Long Hai Vo, 2018. "Bank Lending Decision under Uncertainty: The Case of Borrowers From European Peripheral Countries in the Sovereign Debt Crisis," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 3(1), pages 3-22, March.
    1274. Andrew B. Whitford, 2002. "Decentralization and Political Control of the Bureaucracy," Journal of Theoretical Politics, , vol. 14(2), pages 167-193, April.
    1275. Edward B. Montgomery & Kathryn Shaw & Mary Ellen Benedict, 1990. "Pensions and Wages: An Hedonic Price Theory Approach," NBER Working Papers 3458, National Bureau of Economic Research, Inc.
    1276. John McDonald, 2012. "The relative efficiency of king's, ecclesiastical, and lay estates in Domesday Essex, 1086," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 52(3), pages 250-269, November.
    1277. Hayo, Bernd & Voigt, Stefan, 2007. "Explaining de facto judicial independence," International Review of Law and Economics, Elsevier, vol. 27(3), pages 269-290, September.
    1278. Chen, Hsuan-Chi & Hao, (Grace) Qing, 2011. "Insider trading law enforcement and gross spreads of ADR IPOs," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1907-1917, August.
    1279. Hafezali Iqbal Hussain & Azlan Ali & Hassanudin Mohd Thas Thaker & Mohsin Ali, 2019. "Firm Performance and Family Related Directors: Empirical Evidence from an Emerging Market," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 13(2), June.
    1280. Yesuf, Mahmud & Köhlin, Gunnar, 2008. "Market Imperfections and Farm Technology Adoption Decisions: A Case Study from the Highlands of Ethiopia," RFF Working Paper Series dp-08-04-efd, Resources for the Future.
    1281. C.R. McKenzie & Sumiko Takaoka, 2004. "The Impact of Bank Entry in the Japanese Corporate Bond Underwriting Market," Econometric Society 2004 Australasian Meetings 128, Econometric Society.
    1282. Ram, Rati, 1997. "Tropics and economic development: An empirical investigation," World Development, Elsevier, vol. 25(9), pages 1443-1452, September.
    1283. Patrik Bauer & Vít Bubák, 2003. "Informative value of firm capital structure," Prague Economic Papers, Prague University of Economics and Business, vol. 2003(3), pages 233-248.
    1284. Thijs van den Broek & Emily Grundy, 2018. "Parental health limitations, caregiving and loneliness among women with widowed parents: longitudinal evidence from France," European Journal of Ageing, Springer, vol. 15(4), pages 369-377, December.
    1285. Soloaga, Isidro & Wilson, John S. & Mejia, Alejandro, 2006. "Moving forward faster : trade facilitation reform and Mexican competitiveness," Policy Research Working Paper Series 3953, The World Bank.
    1286. Iqbal, Abdullah & Akbar, Saeed & Shiwakoti, Radha K., 2013. "The long run performance of UK firms making multiple rights issues," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 156-165.
    1287. Morshed, A.K.M. Mahbub, 2011. "Border effects in the variability of rice price in the Indian subcontinent: Results from a natural experiment," Journal of Asian Economics, Elsevier, vol. 22(4), pages 295-301, August.
    1288. Bhanu Pratap Singh Thakur & M. Kannadhasan & Vinay Goyal, 2018. "Determinants of corporate credit spread: evidence from India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 45(1), pages 59-73, March.
    1289. Rouvinen, Petri & Tsupari, Pekka, 2004. "Inter-firm Collaboration and Electronic Business: Effects on Profitability in Finalnd," Discussion Papers 895, The Research Institute of the Finnish Economy.
    1290. Christian C. Starck, 1989. "How are the key Finnish market interest rates determined?," Finnish Economic Papers, Finnish Economic Association, vol. 2(1), pages 39-47, Spring.
    1291. Ghosal, Vivek, 1996. "Does uncertainty influence the number of firms in an industry?," Economics Letters, Elsevier, vol. 50(2), pages 229-236, February.
    1292. Auer, Benjamin R. & Rottmann, Horst, 2018. "Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?," Weidener Diskussionspapiere 64, University of Applied Sciences Amberg-Weiden (OTH).
    1293. Robert Plasman & François Rycx & Ilan Tojerow, 2007. "Wage differentials in Belgium: the role of worker and employer characteristics," DULBEA Working Papers 07-12.RS, ULB -- Universite Libre de Bruxelles.
    1294. Gregory C. Chow, 2003. "Rates of Return to Schooling in China," Labor and Demography 0306001, University Library of Munich, Germany.
    1295. Saurabh Mishra & Sachin B. Modi & Michael A. Wiles, 2022. "Economic policy uncertainty and shareholder wealth: the role of marketing, operations, and R&D capabilities," Journal of the Academy of Marketing Science, Springer, vol. 50(5), pages 1011-1031, September.
    1296. Alessandro Mechelli & Riccardo Cimini, 2021. "The effect of corporate governance and investor protection environments on the value relevance of new accounting standards: the case of IFRS 9 and IAS 39," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 25(4), pages 1241-1266, December.
    1297. Clatworthy, Mark A. & Peel, David A. & Pope, Peter F., 2007. "Evaluating the properties of analysts’ forecasts: A bootstrap approach," The British Accounting Review, Elsevier, vol. 39(1), pages 3-13.
    1298. Budd, J.W. & McCall, B.P., 1994. "The Effect of Unions on the Receipt of Unemployment Insurance Benefits," Papers 94-08, Minnesota - Industrial Relations Center.
    1299. Ilias Lekkos, 2003. "Cross‐sectional Restrictions on the Spot and Forward Term Structures of Interest Rates and Panel Unit Root Tests," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(5‐6), pages 799-828, June.
    1300. Thomas M. Springer & Neil G. Waller, 1996. "Maintenance of Residential Rental Property: An Empirical Analysis," Journal of Real Estate Research, American Real Estate Society, vol. 12(1), pages 89-100.
    1301. Kleimeier, S. & Megginson, W.L., 2002. "An empirical analysis of limited recourse project finance," Research Memorandum 066, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    1302. Nat Pope & Yu‐Luen Ma, 2008. "The Market Structure–Performance Relationship in the International Insurance Sector," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(4), pages 947-966, December.
    1303. Inder Sekhar Yadav & Debasis Pahi & Rajesh Gangakhedkar, 2019. "Financial Markets Development and Financing Choice of Firms: New Evidence from Asia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(4), pages 429-451, December.
    1304. Mark Pin & Shahidur Khandker & Signe-Mary Mckernan & M. Latif, 1999. "Credit programs for the poor and reproductive behavior in low-income countries: Are the reported causal relationships the result of heterogeneity bias?," Demography, Springer;Population Association of America (PAA), vol. 36(1), pages 1-21, February.
    1305. Xinpeng Xu, 2000. "International Trade and Environmental Regulation: Time Series Evidence and Cross Section Test," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 17(3), pages 233-257, November.
    1306. Durré, Alain & Evjen, Snorre & Pilegaard, Rasmus, 2003. "Estimating risk premia in money market rates," Working Paper Series 221, European Central Bank.
    1307. Murphy, Kevin J., 2000. "Performance standards in incentive contracts," Journal of Accounting and Economics, Elsevier, vol. 30(3), pages 245-278, December.
    1308. G. William Schwert, 1989. "Indexes of United States Stock Prices From 1802 to 1987," NBER Working Papers 2985, National Bureau of Economic Research, Inc.
    1309. Fabbri, D & Robone, S, 2008. "The geography of hospital admission in a National Health Service with patient choice: evidence from Italy," Health, Econometrics and Data Group (HEDG) Working Papers 08/29, HEDG, c/o Department of Economics, University of York.
    1310. Elena Cefis & Franco Malerba & Orietta Marsili & Luigi Orsenigo, 2021. "Time to exit: “revolving door effect” or “Schumpeterian gale of creative destruction”?," Journal of Evolutionary Economics, Springer, vol. 31(5), pages 1465-1494, November.
    1311. Alan J. Auerbach, 1994. "The U.S. Fiscal Problem: Where We Are, How We Got Here and Where We're Going," NBER Working Papers 4709, National Bureau of Economic Research, Inc.
    1312. Ryan D. Leece & Todd P. White, 2017. "The effects of firms’ information environment on analysts’ herding behavior," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 503-525, February.
    1313. Yu, Jialin, 2011. "Disagreement and return predictability of stock portfolios," Journal of Financial Economics, Elsevier, vol. 99(1), pages 162-183, January.
    1314. Liang, Hsin-Yu & Chen, I-Ju & Chen, Sheng-Syan, 2016. "Does corporate governance mitigate bank diversification discount?," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 129-143.
    1315. de Mendonça, Helder Ferreira & Nascimento, Natalia Cunha, 2020. "Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    1316. Manuel Arellano & Olympia Bover, 1990. "La econometría de datos de panel," Investigaciones Economicas, Fundación SEPI, vol. 14(1), pages 3-45, January.
    1317. Julien Gourdon & Nicolas Maystre & Jaime de Melo, 2008. "Openness, inequality and poverty: Endowments matter," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 17(3), pages 343-378.
    1318. Kwong-C. Cheung & J. Andrew Coutts, 2001. "A note on weak form market efficiency in security prices: evidence from the Hong Kong stock exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 8(6), pages 407-410.
    1319. David Roodman & James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2018. "Fast And Wild: Bootstrap Inference In Stata Using Boottest," Working Paper 1406, Economics Department, Queen's University.
    1320. Gow‐Cheng Huang & Kartono Liano & Herman Manakyan & Ming‐Shiun Pan, 2013. "Open‐Market Stock Repurchases by Insurance Companies and Signaling," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(1), pages 47-69, March.
    1321. David Brownstone & Robert Valletta, 2001. "The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 129-141, Fall.
    1322. Javalgi, Rajshekhar (Raj) G. & Deligonul, Seyda & Ghosh, Amit K. & Lambert, Douglas M. & Cavusgil, S. Tamer, 2010. "Foreign market entry mode behavior as a gateway to further entries: The NAFTA experience," International Business Review, Elsevier, vol. 19(3), pages 209-222, June.
    1323. Zhang, Yeqing & Zhang, Xueyong, 2020. "Patent growth and the long-run performance of VC-backed IPOs," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 33-47.
    1324. Frank Kleibergen, 2004. "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings 408, Econometric Society.
    1325. A. Colin Cameron & Douglas L. Miller, 2015. "A Practitioner’s Guide to Cluster-Robust Inference," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 317-372.
    1326. Alexander, Gigi & Cebula, Richard, 2010. "Non-Economic and Economic Factors in the Decision to Obtain a Pap Smear: The Case of Women Residents in the State of Florida," MPRA Paper 49221, University Library of Munich, Germany, revised 02 Jan 2011.
    1327. Francisco Cribari-Neto & Maria Lima, 2010. "Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1053-1082, December.
    1328. Abdul Wahab, Nor Shaipah & Ntim, Collins G. & Tye, Wei Ling & Shakil, Mohammad Hassan, 2022. "Book-tax differences and risk: Does shareholder activism matter?," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 48(C).
    1329. Reid, Gavin C & Xu, Zhibin, 2012. "Growth and Survival Determinants of Chinese Private Firms: Fieldwork evidence and econometric estimates," SIRE Discussion Papers 2012-26, Scottish Institute for Research in Economics (SIRE).
    1330. Nicola Gennaioli & Stefano Rossi & Alberto Martin, 2016. "Banks, Government Bonds, and Default: what do the Data Say?," Working Papers 910, Barcelona School of Economics.
    1331. Bella Gabriel Di & Grigoli Francesco & Ramírez Francisco, 2020. "Is unemployment on steroids in advanced economies?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-17, January.
    1332. Cheung, Yan-Leung & Rau, P. Raghavendra & Stouraitis, Aris, 2006. "Tunneling, propping, and expropriation: evidence from connected party transactions in Hong Kong," Journal of Financial Economics, Elsevier, vol. 82(2), pages 343-386, November.
    1333. Lin, Yan-Ting & Nienhaus, Martin, 2015. "The non-diversifiable risk of financial reporting system: Evidence from the German market," Advances in accounting, Elsevier, vol. 31(2), pages 197-208.
    1334. Ortuño-Padilla, Armando & Fernández-Aracil, Patricia, 2013. "Impact of fuel price on the development of the urban sprawl in Spain," Journal of Transport Geography, Elsevier, vol. 33(C), pages 180-187.
    1335. Zeynep Ton, 2008. "The Effect of Labor on Profitability: The Role of Quality," Harvard Business School Working Papers 09-040, Harvard Business School, revised Jul 2009.
    1336. Graham, John R., 1996. "Debt and the marginal tax rate," Journal of Financial Economics, Elsevier, vol. 41(1), pages 41-73, May.
    1337. Robert Comment & G. William Schwert, 1993. "Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures," NBER Working Papers 4316, National Bureau of Economic Research, Inc.
    1338. John S. Wilson & Catherine L. Mann & Tsunehiro Otsuki, 2005. "Assessing The Potential Benefit Of Trade Facilitation: A Global Perspective," World Scientific Book Chapters, in: Philippa Dee & Michael Ferrantino (ed.), Quantitative Methods For Assessing The Effects Of Non-Tariff Measures And Trade Facilitation, chapter 8, pages 121-160, World Scientific Publishing Co. Pte. Ltd..
    1339. Skinner, Douglas J., 1997. "Earnings disclosures and stockholder lawsuits," Journal of Accounting and Economics, Elsevier, vol. 23(3), pages 249-282, November.
    1340. Miriam Rinawi & Uschi Backes-Gellner, 2020. "Firms’ method of pay and the retention of apprentices," Oxford Economic Papers, Oxford University Press, vol. 72(1), pages 269-291.
    1341. Rasmus Fatum & Michael M. Hutchison, 2006. "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series 06-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    1342. Daniel Stockemer, 2017. "Electoral Participation: How to Measure Voter Turnout?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(3), pages 943-962, September.
    1343. Plasman, Robert & Rycx, François & Tojerow, Ilan, 2006. "Industry Wage Differentials, Unobserved Ability, and Rent-Sharing: Evidence from Matched Worker-Firm Data, 1995-2002," IZA Discussion Papers 2387, Institute of Labor Economics (IZA).
    1344. Andrew Martinez, 2017. "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series) 1717, Federal Reserve Bank of Cleveland.
    1345. Miron, Jeffrey A, 2001. "Violence, Guns, and Drugs: A Cross-Country Analysis," Journal of Law and Economics, University of Chicago Press, vol. 44(2), pages 615-633, October.
    1346. Frederic S. Mishkin & John Simon, 1994. "An Empirical Examination of the Fisher Effect in Australia," RBA Research Discussion Papers rdp9410, Reserve Bank of Australia.
    1347. Frank J. Fabozzi & Dennis Vink, 2012. "Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset†Backed Securities," European Financial Management, European Financial Management Association, vol. 18(4), pages 515-542, September.
    1348. Alves, Denisard & Belluzzo, Walter, 2004. "Infant mortality and child health in Brazil," Economics & Human Biology, Elsevier, vol. 2(3), pages 391-410, December.
    1349. Karras, Georgios, 2010. "Land and population growth in the Solow growth model: Some empirical evidence," Economics Letters, Elsevier, vol. 109(2), pages 66-68, November.
    1350. Jeffrey Milyo & David M. Primo & Matthew L. Jacobsmeier, 2006. "Estimating the Impact of State Policies and Institutions with Mixed-Level Data," Working Papers 0603, Department of Economics, University of Missouri.
    1351. Michael Pfaffermayr & Matthias Stöckl & Hannes Winner, 2012. "Capital Structure, Corporate Taxation and Firm Age," WIFO Working Papers 424, WIFO.
    1352. Nadeem A. Burney & Mohammad Alenezi & Nadia Al-Musallam & Ahmed Al-Khayat, 2016. "The demand for medical care services: evidence from Kuwait based on households’ out-of-pocket expenses," Applied Economics, Taylor & Francis Journals, vol. 48(28), pages 2636-2650, June.
    1353. Vik Singh, 2005. "Estimating a third-order translog demand system using Canadian micro-data," Econometrics 0512011, University Library of Munich, Germany.
    1354. M S Mohanty & Marc Klau, 2001. "What determines inflation in emerging market economies?," BIS Papers chapters, in: Bank for International Settlements (ed.), Modelling aspects of the inflation process and the monetary transmission mechanism in emerging market countries, volume 8, pages 1-38, Bank for International Settlements.
    1355. Michel Peytrignet & Christof Stahel, 1998. "Stability of money demand in Switzerland: A comparison of the M2 and M3 cases," Empirical Economics, Springer, vol. 23(3), pages 437-454.
    1356. Miguel Martinez Sedano, 2003. "Legal constraints, transaction costs and the evaluation of mutual funds," The European Journal of Finance, Taylor & Francis Journals, vol. 9(3), pages 199-218.
    1357. Michaela Fuchs & Antje Weyh, 2014. "Demographic change and unemployment in East Germany: how close are the ties?," ERSA conference papers ersa14p220, European Regional Science Association.
    1358. Mihir A. Desai & Dhammika Dharmapala, 2005. "Corporate Tax Avoidance and Firm Value," NBER Working Papers 11241, National Bureau of Economic Research, Inc.
    1359. Gábor Békés & Jörn Kleinert & Farid Toubal, 2009. "Spillovers from Multinationals to Heterogeneous Domestic Firms: Evidence from Hungary," Working Papers 2009-31, CEPII research center.
    1360. Arunima Haldar & S. V. D. Nageswara Rao & Kirankumar S. Momaya, 2016. "Can Flexibility in Corporate Governance Enhance International Competitiveness? Evidence from Knowledge-Based Industries in India," Global Journal of Flexible Systems Management, Springer;Global Institute of Flexible Systems Management, vol. 17(4), pages 389-402, December.
    1361. Gordon H. Hanson, 1994. "Localization Economies, Vertical Organization and Trade," NBER Working Papers 4744, National Bureau of Economic Research, Inc.
    1362. Hellmann, Thomas F. & Puri, Manju, 2000. "Venture Capital and the Professionalization of Start-up Firms: Empirical Evidence," Research Papers 1661, Stanford University, Graduate School of Business.
    1363. Peter Cheng & Paul Man & Cheong H. Yi, 2013. "The impact of product market competition on earnings quality," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(1), pages 137-162, March.
    1364. Raquel Ortega-Argilés & Lesley Potters & Marco Vivarelli, 2011. "R&D and productivity: testing sectoral peculiarities using micro data," Empirical Economics, Springer, vol. 41(3), pages 817-839, December.
    1365. Bruno Giancarlo & Lupi Claudio, 2003. "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," ISAE Working Papers 33, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    1366. Taylor, Grantley & Richardson, Grant, 2014. "Incentives for corporate tax planning and reporting: Empirical evidence from Australia," Journal of Contemporary Accounting and Economics, Elsevier, vol. 10(1), pages 1-15.
    1367. Christopher E.S. WARBURTON, 2012. "Globalization And Structural Change In The US Manufacturing Sector, 1987-2010," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(1).
    1368. Gabriele di Filippo, 2017. "What drives gross flows in equity and investment fund shares in Luxembourg?," BCL working papers 112, Central Bank of Luxembourg.
    1369. Matthias Neuenkirch & Peter Tillmann, 2013. "Does a Good Central Banker make a Difference?," MAGKS Papers on Economics 201354, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    1370. Timo Teräsvirta & Yukai Yang, 2014. "Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications," CREATES Research Papers 2014-08, Department of Economics and Business Economics, Aarhus University.
    1371. Cronqvist, Henrik & Yu, Frank, 2017. "Shaped by their daughters: Executives, female socialization, and corporate social responsibility," Journal of Financial Economics, Elsevier, vol. 126(3), pages 543-562.
    1372. Sanghoon Lee, 2021. "Social Tolerance and Economic Development," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 158(3), pages 1087-1103, December.
    1373. Halicioglu, Ferda, 2004. "The Gibson Paradox: An Empirical Investigation for Turkey," MPRA Paper 3556, University Library of Munich, Germany.
    1374. Ping-Huang Chou & Huimin Chung & Erh-Yin Sun, 2005. "Detecting mutual fund timing ability using the threshold model," Applied Economics Letters, Taylor & Francis Journals, vol. 12(13), pages 829-834.
    1375. Mary J. Becker & Thomas J. Zlatoper, 2022. "Relationship Between Smoking and Motor Vehicle Death Rates in the U.S," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 50(1), pages 53-65, June.
    1376. McGuinness, Paul B., 2021. "Board member age, stock seasoning and the evolution of capital structure in Chinese firms," International Business Review, Elsevier, vol. 30(3).
    1377. Keddad, Benjamin & Sato, Kiyotaka, 2022. "The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    1378. Bretó, Carles, 2014. "On idiosyncratic stochasticity of financial leverage effects," Statistics & Probability Letters, Elsevier, vol. 91(C), pages 20-26.
    1379. Dennis Ridley & Aryanne de Silva, 2020. "Game Theoretic Choices Between Corrupt Dictatorship Exit Emoluments and Nation-Building CDR Benefits: Is There a Nash Equilibrium?," The American Economist, Sage Publications, vol. 65(1), pages 51-77, March.
    1380. Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2011. "How Prediction Markets Can Save Event Studies," CEPR Discussion Papers 8351, C.E.P.R. Discussion Papers.
    1381. Arie Melnik & Doron Nissim, 2003. "Debt issue costs and issue characteristics in the Eurobond market," ICER Working Papers 09-2003, ICER - International Centre for Economic Research.
    1382. Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo, 2019. "The Economic Effects of Trade Policy Uncertainty," International Finance Discussion Papers 1256, Board of Governors of the Federal Reserve System (U.S.).
    1383. Raphaëlle Bellando & Linh Tran-Dieu, 2011. "La relation entre flux d'entrées nets et performance des fonds. Une étude appliquée au cas des opcvm actions français," Revue économique, Presses de Sciences-Po, vol. 62(2), pages 255-275.
    1384. Semenova, Natalia & Hassel, Lars & Nilsson, Henrik, 2009. "The Value Relevance of Environmental and Social Performance: Evidence from Swedish SIX 300 Companies," Sustainable Investment and Corporate Governance Working Papers 2009/4, Sustainable Investment Research Platform.
    1385. Danielle Galliano & Nicolas Souli�, 2012. "Organizational and Spatial Determinants of the Multi-unit Firm: Evidence from French Industry," Regional Studies, Taylor & Francis Journals, vol. 46(7), pages 907-926, October.
    1386. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003. "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, vol. 93(1), pages 324-343, March.
    1387. Blunch, Niels-Hugo & Sulla, Victor, 2011. "The Financial Crisis, Labor Market Transitions and Earnings: A Gendered Panel Data Analysis for Serbia," IZA Discussion Papers 6151, Institute of Labor Economics (IZA).
    1388. Yanrui Wu, 2011. "Energy Intensity and its Determinants in China's Regional Economies," Economics Discussion / Working Papers 11-25, The University of Western Australia, Department of Economics.
    1389. Sebastian Gundel & Heiko Peters, 2007. "Assimilation and Cohort Effects for German Immigrants," SOEPpapers on Multidisciplinary Panel Data Research 64, DIW Berlin, The German Socio-Economic Panel (SOEP).
    1390. Sebastian Brauer & Carl-Friedrich Leuschner & Frank Westermann, 2011. "Does the Introduction of IFRS Change the Timeliness of Loss Recognition? Evidence from German Firms," IEER Working Papers 87, Institute of Empirical Economic Research, Osnabrueck University.
    1391. Joachim Wagner, 1990. "Le test de fonctions de gains : résultats pour cinq pays," Économie et Prévision, Programme National Persée, vol. 92(1), pages 61-66.
    1392. Poudyal, Neelam C. & Siry, Jacek P. & Bowker, J.M., 2010. "Urban forests' potential to supply marketable carbon emission offsets: A survey of municipal governments in the United States," Forest Policy and Economics, Elsevier, vol. 12(6), pages 432-438, July.
    1393. Finn, Mary, 1989. "An econometric analysis of the intertemporal general-equilibrium approach to exchange rate and current account determination," Journal of International Money and Finance, Elsevier, vol. 8(4), pages 467-486, December.
    1394. Wu, Steven Y. & Roe, Brian E. & Sporleder, Thomas L., 2007. "Mixed Tournaments, Common Shocks, and Disincentives: An Experimental Study," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9703, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    1395. Domowitz, Ian & Elbadawi, Ibrahim, 1987. "An error-correction approach to money demand : The case of Sudan," Journal of Development Economics, Elsevier, vol. 26(2), pages 257-275, August.
    1396. Nan‐Kuang Chen & Hung‐Jen Wang, 2008. "Identifying the Demand and Supply Effects of Financial Crises on Bank Credit—Evidence from Taiwan," Southern Economic Journal, John Wiley & Sons, vol. 75(1), pages 26-49, July.
    1397. P.W. Miller & S. Rummery, 1989. "Gender Wage Discrimination in Australia: A reassessment," Economics Discussion / Working Papers 89-21, The University of Western Australia, Department of Economics.
    1398. Janice C.Y. How, 2000. "Initial and Long-Run Performance of Mining IPOs in Australia," Australian Journal of Management, Australian School of Business, vol. 25(1), pages 95-118, June.
    1399. BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie, 2001. "A Spatial Econometric Analysis of Geographic Spillovers and Growth for European Regions, 1980-1995," LATEC - Document de travail - Economie (1991-2003) 2001-04, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
    1400. Henrekson, Magnus & Torstensson, Johan & Torstensson, Rasha, 1995. "Growth Effects of European Integration," Working Paper Series 439, Research Institute of Industrial Economics.
    1401. Fosu, Augustin Kwasi, 2010. "Does inequality constrain poverty reduction programs? Evidence from Africa," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 818-827, November.
    1402. Richard Cebula & Franklin Mixon & Mark Montez, 2015. "Teachers’ salaries and human capital, and their effects on academic performance: an institution-level analysis of Los Angeles County high schools," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 347-356, April.
    1403. Daniel L. Thornton, 1992. "The market's reaction to discount changes: what's behind the announcement effect?," Working Papers 1992-003, Federal Reserve Bank of St. Louis.
    1404. Rosellon Cifuentes, M.A., 1999. "Essays on financial policy, liquidation values and product markets," Other publications TiSEM 802f644e-3e93-4815-bf33-8, Tilburg University, School of Economics and Management.
    1405. Oded Palmon & Ben J. Sopranzetti, 2017. "On the relationship between the number of a broker’s real estate listings and transaction outcomes," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 65-89, July.
    1406. Xiaolong Liu, 2013. "Spatial and Temporal Dependence in House Price Prediction," The Journal of Real Estate Finance and Economics, Springer, vol. 47(2), pages 341-369, August.
    1407. Andres Mauricio Gomez Sanchez & Claudia Liceth Fajardo Hoyos & Juliana Isabel Sarmiento Castillo, 2016. "Líneas de Pobreza en el Cauca: Una medición subvalorada," Revista de Economía del Caribe 14792, Universidad del Norte.
    1408. Philipp M. Lersch, 2019. "Fewer Siblings, More Wealth? Sibship Size and Wealth Attainment," European Journal of Population, Springer;European Association for Population Studies, vol. 35(5), pages 959-986, December.
    1409. Michael Fritsch & Oliver Falck, 2003. "New Firm Formation by Industry over Space and Time: A Multi-Level Analysis," Discussion Papers of DIW Berlin 322, DIW Berlin, German Institute for Economic Research.
    1410. Harris, T.S. & Glenn Hubbard, R. & Kemsley, D., 2000. "The Share Price Effects of Dividend Taxes and Tax Imputation Credits," Papers 00-02, Columbia - Graduate School of Business.
    1411. Matthias Neuenkirch, 2013. "Predicting Bank of England's asset purchase decisions with MPC voting records," Applied Economics Letters, Taylor & Francis Journals, vol. 20(13), pages 1275-1278, September.
    1412. Renneboog, L.D.R. & Szilagyi, P.G., 2006. "How do Mergers and Acquisitions Affect Bondholders in Europe? Evidence on the Impact and Spillover of Governance and Legal Standards," Discussion Paper 2006-55, Tilburg University, Center for Economic Research.
    1413. Fletcher, Jonathan, 2001. "An examination of predictable risk and return in UK stock returns," Journal of Economics and Business, Elsevier, vol. 53(6), pages 527-546.
    1414. Toubia, Olivier & Simester, Duncan & Hauser, John & Dahan, Ely, 2003. "Fast Polyhedral Adaptive Conjoint Estimation," Working papers 4279-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
    1415. Tierney, Heather L.R., 2011. "Forecasting and tracking real-time data revisions in inflation persistence," MPRA Paper 34439, University Library of Munich, Germany.
    1416. Bailey, Warren & Mao, Connie X. & Sirodom, Kulpatra, 2007. "Investment restrictions and the cross-border flow of information: Some empirical evidence," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 1-25, February.
    1417. Marcus Asplund, 2000. "What Fraction of a Capital Investment is Sunk Costs?," Journal of Industrial Economics, Wiley Blackwell, vol. 48(3), pages 287-304, September.
    1418. Ising, Jan & Schiereck, Dirk & Simpson, Marc W. & Thomas, Thomas W., 2006. "Stock returns following large 1-month declines and jumps: Evidence of overoptimism in the German market," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 598-619, September.
    1419. Hans J. Baumgartner, 2004. "Are There Any Class Size Effects on Early Career Earnings in West Germany?," Discussion Papers of DIW Berlin 417, DIW Berlin, German Institute for Economic Research.
    1420. Johanna CHOUMERT & Ariane Manuela AMIN, 2013. "Development and biodiversity conservation in Sub-Saharan Africa: A spatial analysis," Working Papers 201302, CERDI.
    1421. Dorothée Boccanfuso & Jonathan Goyette & Cho Euphrasie Monique ANGBO, 2014. "Constraints to women’s entrepreneurship and welfare in developing countries," EcoMod2014 6844, EcoMod.
    1422. Michael E. S. Hoffman, 2005. "Politico-Economic Determinants of American Trade Policy Attitudes," International Trade 0510017, University Library of Munich, Germany.
    1423. Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Paper 687, Economics Department, Queen's University.
    1424. Randolph & Xiao Qin & Tan Gee Kwang, 2004. "Unit Root Tests with Markov-Switching," Econometric Society 2004 Australasian Meetings 145, Econometric Society.
    1425. Gäbler, Stefanie & Potrafke, Niklas & Rösel, Felix, 2017. "Compulsory Voting, Voter Turnout and Asymmetrical Habit-formation," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168074, Verein für Socialpolitik / German Economic Association.
    1426. Daines, Robert, 2001. "Does Delaware law improve firm value?," Journal of Financial Economics, Elsevier, vol. 62(3), pages 525-558, December.
    1427. Jacobs, Heiko, 2016. "Market maturity and mispricing," Journal of Financial Economics, Elsevier, vol. 122(2), pages 270-287.
    1428. Jappelli, Tullio, 1995. "Does social security reduce the accumulation of private wealth? Evidence from Italian survey data," Ricerche Economiche, Elsevier, vol. 49(1), pages 1-31, March.
    1429. Cheung, Joseph K. & Kim, Jeong-Bon & Lee, Jason, 1999. "The Impact of Institutional Characteristics on Return-Earnings Associations in Japan," The International Journal of Accounting, Elsevier, vol. 34(4), pages 571-596, 010.
    1430. Hirota, Shinichi, 1999. "Are Corporate Financing Decisions Different in Japan? An Empirical Study on Capital Structure," Journal of the Japanese and International Economies, Elsevier, vol. 13(3), pages 201-229, September.
    1431. Andrew C. Chang & Trace J. Levinson, 2020. "Raiders of the Lost High-Frequency Forecasts: New Data and Evidence on the Efficiency of the Fed's Forecasting," Finance and Economics Discussion Series 2020-090, Board of Governors of the Federal Reserve System (U.S.).
    1432. Joanne S. Muller & Nicole Hiekel & Aart C. Liefbroer, 2020. "The Long-Term Costs of Family Trajectories: Women’s Later-Life Employment and Earnings Across Europe," Demography, Springer;Population Association of America (PAA), vol. 57(3), pages 1007-1034, June.
    1433. Landsman, Wayne R. & Maydew, Edward L. & Thornock, Jacob R., 2012. "The information content of annual earnings announcements and mandatory adoption of IFRS," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 34-54.
    1434. Gleason, Katherine I. & Klock, Mark, 2006. "Intangible capital in the pharmaceutical and chemical industry," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 300-314, May.
    1435. Robert F. Stambaugh & Yu Yuan, 2015. "Mispricing Factors," NBER Working Papers 21533, National Bureau of Economic Research, Inc.
    1436. Gropp, Reint E. & Köhler, Matthias, 2010. "Bank owners or bank managers: who is keen on risk? Evidence from the financial crisis," ZEW Discussion Papers 10-013, ZEW - Leibniz Centre for European Economic Research.
    1437. Gordon H. Hanson, 1998. "Market Potential, Increasing Returns, and Geographic Concentration," NBER Working Papers 6429, National Bureau of Economic Research, Inc.
    1438. Woo Sung Kim & Kunsu Park & Sang Hoon Lee & Hongyoung Kim, 2018. "R&D Investments and Firm Value: Evidence from China," Sustainability, MDPI, vol. 10(11), pages 1-17, November.
    1439. Ana Teresa Tavares & Stephen Young, 2006. "Sourcing patterns of foreign-owned multinational subsidiaries in Europe," Regional Studies, Taylor & Francis Journals, vol. 40(6), pages 583-600.
    1440. Mojon, Benoît, 2008. "When did unsystematic monetary policy have an effect on inflation?," European Economic Review, Elsevier, vol. 52(3), pages 487-497, April.
    1441. Patrick Puhani, 2000. "The Heckman Correction for Sample Selection and Its Critique," Journal of Economic Surveys, Wiley Blackwell, vol. 14(1), pages 53-68, February.
    1442. Jacob Wood, 2017. "An Industrial Sector Analysis of the Factors Influencing FTA Negotiation Outcomes," Global Business Review, International Management Institute, vol. 18(4), pages 895-910, August.
    1443. Zhang, Lin & Cui, Lin & Li, Sali & Lu, Jiangyong, 2018. "Who rides the tide of regionalization: Examining the effect of the China-ASEAN Free Trade Area on the exports of Chinese firms," International Business Review, Elsevier, vol. 27(3), pages 501-513.
    1444. Philipp Harms & Matthias Lutz, 2003. "Aid, Governance, and Private Foreign Investment: Some Puzzling Findings and a Possible Explanation," Working Papers 03.04, Swiss National Bank, Study Center Gerzensee.
    1445. Bishu, Kinfe & O'Reilly, Seamus & Lahiff, Edward & Steiner, Bodo, 2016. "Cattle farmers’ perceptions of risk and risk management strategies," MPRA Paper 74954, University Library of Munich, Germany.
    1446. Kenneth A. Bollen & J. Scott Long, 1992. "Tests for Structural Equation Models," Sociological Methods & Research, , vol. 21(2), pages 123-131, November.
    1447. Mur, Jesús & Trivez, F. Javier, 2000. "Scale Elements In Spatial Autocorrelation Tests," ERSA conference papers ersa00p97, European Regional Science Association.
    1448. Stephen Knowles, 2005. "Inequality and Economic Growth: The Empirical Relationship Reconsidered in the Light of Comparable Data," Journal of Development Studies, Taylor & Francis Journals, vol. 41(1), pages 135-159.
    1449. Baldauf, Markus & Santos Silva, J.M.C., 2012. "On the use of robust regression in econometrics," Economics Letters, Elsevier, vol. 114(1), pages 124-127.
    1450. David E. A. Giles, 2006. "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers 0603, Department of Economics, University of Victoria.
    1451. de Grip, Andries & Fouarge, Didier & Sauermann, Jan, 2009. "What Affects International Migration of European Science and Engineering Graduates?," IZA Discussion Papers 4268, Institute of Labor Economics (IZA).
    1452. Roosenboom, Peter & van der Goot, Tjalling, 2005. "The effect of ownership and control on market valuation: Evidence from initial public offerings in The Netherlands," International Review of Financial Analysis, Elsevier, vol. 14(1), pages 43-59.
    1453. Mireille Laroche, 2000. "Health Status and Health Services Utilization of Canada's Immigrant and Non-Immigrant Populations," Canadian Public Policy, University of Toronto Press, vol. 26(1), pages 51-75, March.
    1454. Hollander, S., 2007. "The merits and economic consequences of reputation : Three essays," Other publications TiSEM d9932a90-7aac-4b23-bf99-6, Tilburg University, School of Economics and Management.
    1455. Brockman, Paul & Luo, Juan & Xu, Limin, 2020. "The impact of short-selling pressure on corporate employee relations," Journal of Corporate Finance, Elsevier, vol. 64(C).
    1456. François Desmoulins-Lebeault & Luc Meunier, 2018. "Moment Risks: Investment for Self and for a Firm," Decision Analysis, INFORMS, vol. 15(4), pages 242-266, December.
    1457. San Segundo, María Jesús, 1991. "Evaluación del sistema educativo a partir de datos individuales," DE - Documentos de Trabajo. Economía. DE 3003, Universidad Carlos III de Madrid. Departamento de Economía.
    1458. Walid Ben‐Amar & Mohamed Chelli, 2018. "What drives voluntary corporate water disclosures? The effect of country‐level institutions," Business Strategy and the Environment, Wiley Blackwell, vol. 27(8), pages 1609-1622, December.
    1459. Neil G. Bennett & Hsien-Hen Lu & Younghwan Song, 2002. "Welfare Reform and Changes in the Economic Well-Being of Children," NBER Working Papers 9399, National Bureau of Economic Research, Inc.
    1460. Charles R. Nelson & Myung J. Kim, 1990. "Predictable Stock Returns: Reality or Statistical Illusion?," NBER Working Papers 3297, National Bureau of Economic Research, Inc.
    1461. Gupta, Dipak K. & Madhavan, M. C. & Blee, Andrew, 1998. "Democracy, economic growth and political instability: An integrated perspective," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 27(5), pages 587-611.
    1462. Dimitris Andriosopoulos & Leonidas G. Barbopoulos, 2017. "Relative equity market valuation conditions and acquirers’ gains," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 855-884, October.
    1463. Guo, Ming & Li, Zhan & Tu, Zhiyong, 2012. "A unique “T+1 trading rule” in China: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 575-583.
    1464. Lepage-Saucier, Nicolas, 2016. "The consumption response to temporary layoffs and hours losses," Labour Economics, Elsevier, vol. 41(C), pages 177-193.
    1465. Antti Moisio, 2001. "On Local Government Spending and Taxation Behaviour - Effect of population size and economic condition," ERSA conference papers ersa01p170, European Regional Science Association.
    1466. Berger, Philip G. & Ofek, Eli & Swary, Itzhak, 1996. "Investor valuation of the abandonment option," Journal of Financial Economics, Elsevier, vol. 42(2), pages 257-287, October.
    1467. Amir Kia, 2004. "Deficits, Debt Financing, Monetary Policy and Inflation in Developing Countries: Internal or External Factors?," Carleton Economic Papers 04-15, Carleton University, Department of Economics.
    1468. Demir, Firat, 2007. "Private Investment and Cash Flow Relationship Revisited: Capital Market Imperfections and Financialization of Real Sectors in Emerging Markets," MPRA Paper 3081, University Library of Munich, Germany.
    1469. Orley Ashenfelter & Michael Greenstone, 2002. "Using Mandated Speed Limits to Measure the Value of a Statistical Life," NBER Working Papers 9094, National Bureau of Economic Research, Inc.
    1470. Kurov, Alexander, 2010. "Investor sentiment and the stock market's reaction to monetary policy," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 139-149, January.
    1471. Kornelius Kraft, 1994. "Wage differentials between skilled and unskilled workers," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(2), pages 329-349, June.
    1472. Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2020. "Flights to Safety," The Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 689-746.
    1473. Schertler, Andrea & Tykvová, Tereza, 2012. "What lures cross-border venture capital inflows?," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1777-1799.
    1474. Neckermann, Susanne & Cueni, Reto & Frey, Bruno S., 2012. "Awards at work," ZEW Discussion Papers 12-004, ZEW - Leibniz Centre for European Economic Research.
    1475. Tetsuji Okazaki & Michiru Sawada, 2012. "Interbank networks in prewar Japan: structure and implications," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 21(2), pages 463-506, April.
    1476. Christian Schröder, 2009. "Financial System and Innovations: Determinants of Early Stage Venture Capital in Europe," EIIW Discussion paper disbei167, Universitätsbibliothek Wuppertal, University Library.
    1477. Sauer, J. & Zilbermann, D., 2010. "Innovation Behaviour At Farm Level – Selection And Identification," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 45, March.
    1478. Hidalgo, Javier & Schafgans, Marcia, 2021. "Inference without smoothing for large panels with cross-sectional and temporal dependence," LSE Research Online Documents on Economics 107426, London School of Economics and Political Science, LSE Library.
    1479. Söderlind, Paul & Dahlquist, Magnus & Martinez, José Vicente, 2012. "Individual Investor Activity and Performance," CEPR Discussion Papers 8744, C.E.P.R. Discussion Papers.
    1480. Robert S. Chirinko & Daniel J. Wilson, 2010. "Can Lower Tax Rates be Bought? Business Rent-Seeking and Tax Competition among U.S. States," CESifo Working Paper Series 3121, CESifo.
    1481. Jessica Schicks, 2012. "Over-Indebtedness in Microfinance – An Empirical Analysis of Related Factors on the Borrower Level," Working Papers CEB 12-017, ULB -- Universite Libre de Bruxelles.
    1482. Flavio Bazzana & Anna Zadorozhnaya & Roberto Gabriele, 2014. "The role of covenants in bond issue and investment policy. The case of Russian companies," DEM Discussion Papers 2014/05, Department of Economics and Management.
    1483. Opler, Tim & Pinkowitz, Lee & Stulz, Rene & Williamson, Rohan, 1999. "The determinants and implications of corporate cash holdings," Journal of Financial Economics, Elsevier, vol. 52(1), pages 3-46, April.
    1484. Gerhard Arminger & Ronald Schoenberg, 1989. "Pseudo maximum likelihood estimation and a test for misspecification in mean and covariance structure models," Psychometrika, Springer;The Psychometric Society, vol. 54(3), pages 409-425, September.
    1485. Haucap, Justus & Muck, Johannes, 2013. "What drives the relevance and reputation of economics journals? An update from a survey among economists," DICE Discussion Papers 103, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    1486. Brandon Saliba & Jonathan Spiteri & Dominic Cortis, 2022. "Insurance and wearables as tools in managing risk in sports: Determinants of technology take-up and propensity to insure and share data," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(3), pages 499-519, July.
    1487. Erik Hille & Patrick Möbius, 2019. "Environmental Policy, Innovation, and Productivity Growth: Controlling the Effects of Regulation and Endogeneity," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(4), pages 1315-1355, August.
    1488. Lee, Tingko & Chu, Wenyi, 2017. "The relationship between entrepreneurial orientation and firm performance: Influence of family governance," Journal of Family Business Strategy, Elsevier, vol. 8(4), pages 213-223.
    1489. Baller, Stefanie, 2017. "Risk taking in the market of speculative exchange-traded retail products: Do socio-economic factors matter?," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-27-17, University of Passau, Faculty of Business and Economics.
    1490. Dimitrios Ghicas & Victor Pastena, 1989. "The acquisition value of oil and gas firms: The role of historical costs, reserve recognition accounting, and analysts' appraisals," Contemporary Accounting Research, John Wiley & Sons, vol. 6(1), pages 125-142, September.
    1491. James C. Brau & Andrew Holmes, 2001. "Using REITs to Extricate the Effect of Managerial Signalling in Open Market Share Repurchase Announcements," ERES eres2001_123, European Real Estate Society (ERES).
    1492. Liang, Woan-lih, 2016. "Sensitivity to investor sentiment and stock performance of open market share repurchases," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 75-94.
    1493. Ferguson, Andrew & Lam, Peter, 2016. "Government policy uncertainty and stock prices: The case of Australia's uranium industry," Energy Economics, Elsevier, vol. 60(C), pages 97-111.
    1494. Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame, 2014. "Asset Prices and Asymmetric Reasoning," Bristol Economics Discussion Papers 14/640, School of Economics, University of Bristol, UK.
    1495. Kris Boudt & Sébastien Laurent & Asger Lunde & Rogier Quaedvlieg & Orimar Sauri, 2017. "Positive semidefinite integrated covariance estimation, factorizations and asynchronicity," Post-Print hal-01505775, HAL.
    1496. Blau, Benjamin M. & Roseman, Brian S., 2014. "The reaction of European credit default swap spreads to the U.S. credit rating downgrade," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 131-141.
    1497. Richard J. Cebula, 2009. "Migration and the Tiebout‐Tullock Hypothesis Revisited," American Journal of Economics and Sociology, Wiley Blackwell, vol. 68(2), pages 541-551, April.
    1498. Courtault, Jean-Michel & Hayek, Naïla & Rimbaux, Eric & Zhu, Tong, 2010. "Research in economics and management in France: A bibliometric study using the h-index," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 39(2), pages 329-337, April.
    1499. Omar Gharaibeh, 2015. "The Inter-Firm Value Effect in the Qatar Stock Market: 2005-2014," International Journal of Business and Management, Canadian Center of Science and Education, vol. 11(1), pages 189-189, December.
    1500. Chung‐Hua Shen & Hsing‐Hua Hsu, 2022. "The determinants of Asian banking crises—Application of the panel threshold logit model," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 248-277, March.
    1501. Medhioub, Imed, 2007. "Asymétrie des cycles économiques et changement de régimes : cas de la Tunisie," L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(4), pages 529-553, décembre.
    1502. Alessandro Olper, 2001. "Determinants of Agricultural Protection: The Role of Democracy and Institutional Setting Alessandro Olper," Journal of Agricultural Economics, Wiley Blackwell, vol. 52(2), pages 75-92, May.
    1503. Ben-David, Itzhak & Birru, Justin & Rossi, Andrea, 2019. "Industry familiarity and trading: Evidence from the personal portfolios of industry insiders," Journal of Financial Economics, Elsevier, vol. 132(1), pages 49-75.
    1504. Michal Engelman & Christopher L. Seplaki & Ravi Varadhan, 2017. "A Quiescent Phase in Human Mortality? Exploring the Ages of Least Vulnerability," Demography, Springer;Population Association of America (PAA), vol. 54(3), pages 1097-1118, June.
    1505. David Fielding & Sebastian Torres, 2006. "A simultaneous equation model of economic development and income inequality," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 4(3), pages 279-301, December.
    1506. Bams, Dennis & Wolff, Christian C. P., 2003. "Risk premia in the term structure of interest rates: a panel data approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 211-236, July.
    1507. Guillaume Pouyanne & Laëtitia Guilhot & André Meunié, 2018. "L'usage de l'automobile et la structure spatiale en Chine : le modèle de ville compacte en question," Post-Print halshs-02090774, HAL.
    1508. Boone, Christophe & Wezel, Filippo Carlo & van Witteloostuijn, Arjen, 2013. "Joining the pack or going solo? A dynamic theory of new firm positioning," Journal of Business Venturing, Elsevier, vol. 28(4), pages 511-527.
    1509. Mueller, Richard E. & Rockerbie, Duane, 2005. "Determining demand for university education in Ontario by type of student," Economics of Education Review, Elsevier, vol. 24(4), pages 469-483, August.
    1510. Benjamin L. Collier & Andrew F. Haughwout & Howard C. Kunreuther & Erwann O. Michel‐Kerjan, 2020. "Firms’ Management of Infrequent Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1329-1359, September.
    1511. Plummer, Elizabeth, 2006. "The effects of state funding on property tax rates and school construction," Economics of Education Review, Elsevier, vol. 25(5), pages 532-542, October.
    1512. Yu Wang & Haicheng Shu, 2019. "Evaluating the Performance of Factor Pricing Models for Different Stock Market Trends: Evidence from China," Working Papers 2019-10-10, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    1513. Blau, Benjamin M. & Tew, Philip L., 2014. "Short sales and class-action lawsuits," Journal of Financial Markets, Elsevier, vol. 20(C), pages 79-100.
    1514. Mark S. Carey & Michael B. Gordy, 2016. "The Bank as Grim Reaper : Debt Composition and Bankruptcy Thresholds," Finance and Economics Discussion Series 2016-069, Board of Governors of the Federal Reserve System (U.S.).
    1515. Pavlidis Efthymios G & Paya Ivan & Peel David A, 2010. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-40, May.
    1516. Lin, Chih-Yung & Bui, Dien Giau & Lin, Tse-Chun, 2020. "Do short sellers exploit risky business models of banks? Evidence from two banking crises," Journal of Financial Stability, Elsevier, vol. 46(C).
    1517. Herb J. Schuetze, "undated". "Taxes, Economic Conditions And Recent Trends in Male Self-Employment: A Canada-U.S. Comparison," Canadian International Labour Network Working Papers 11, McMaster University.
    1518. Kenji Kutsuna & Yuji Honjo, 2006. "Start-up Financing Choice and Post-entry Performance," Discussion Papers 2006-33, Kobe University, Graduate School of Business Administration.
    1519. Takahisa Yokoi, 2011. "Efficient Maximum Likelihood Estimation of Spatial Autoregressive Models with Normal but Heteroskedastic Disturbances," ERSA conference papers ersa10p536, European Regional Science Association.
    1520. Charlie Weir & David Laing, 2000. "The Performance-Governance Relationship: The Effects of Cadbury Compliance on UK Quoted Companies," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 4(4), pages 265-281, December.
    1521. Kazi Abrar Hossain & Sharjil Muktafi Haque & A.K. Enamul Haque, 2015. "An Analysis of the Determinants of Wage and Salary Differentials in Bangladesh," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 16(2), pages 295-308, September.
    1522. A. Rashad Abdel†Khalik, 1990. "The jointness of audit fees and demand for MAS: A self†selection analysis," Contemporary Accounting Research, John Wiley & Sons, vol. 6(2), pages 295-322, March.
    1523. Pena-Levano, Luis M & Foster, Kenneth, 2016. "Efficiency gains in commodity forecasting using disaggregated levels versus more aggregated predictions," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235792, Agricultural and Applied Economics Association.
    1524. Walid Saleh, 2007. "Overreaction: the sensitivity of defining the duration of the formation period," Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 45-61.
    1525. Thomas Kaspereit & Kerstin Lopatta & Zoltan Matolcsy, 2016. "Board Gender Diversity and Dimensions of Corporate Social Responsibility," Journal of Management and Sustainability, Canadian Center of Science and Education, vol. 6(2), pages 50-66, June.
    1526. Gropper, Daniel M. & Jahera, John S. & Park, Jung Chul, 2015. "Political power, economic freedom and Congress: Effects on bank performance," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 76-92.
    1527. Giacomo Morri & Pat McAllister & Charles Ward, 2005. "Explaining Deviations From NAV In UK Property Companies: Rationality And Sentimentality," Real Estate & Planning Working Papers rep-wp2005-20, Henley Business School, University of Reading.
    1528. Kevin K. Li & Richard G. Sloan, 2017. "Has goodwill accounting gone bad?," Review of Accounting Studies, Springer, vol. 22(2), pages 964-1003, June.
    1529. Chowdhury, Rajib & Doukas, John A. & Park, Jong Chool, 2021. "Stakeholder orientation and the value of cash holdings: Evidence from a natural experiment," Journal of Corporate Finance, Elsevier, vol. 69(C).
    1530. Banker, Rajiv D. & Potter, Gordon & Schroeder, Roger G., 1995. "An empirical analysis of manufacturing overhead cost drivers," Journal of Accounting and Economics, Elsevier, vol. 19(1), pages 115-137, February.
    1531. Söderström, Ulf, 1999. "Predicting monetary policy using federal funds futures prices," SSE/EFI Working Paper Series in Economics and Finance 307, Stockholm School of Economics.
    1532. Seth W. Norton, 2003. "Economic Institutions and Human Well-Being: A Cross-National Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 29(1), pages 23-40, Winter.
    1533. Liebig, Stefan & Schupp, Jürgen, 2008. "Leistungs- oder Bedarfsgerechtigkeit? Über einen normativen Zielkonflikt des Wohlfahrtsstaats und seiner Bedeutung für die Bewertung des eigenen Erwerbseinkommens," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 59(1), pages 7-30.
    1534. Hoechle, Daniel & Ruenzi, Stefan & Schaub, Nic & Schmid, Markus, 2014. "The Impact of Financial Advice on Trade Performance and Behavioral Biases," Working Papers on Finance 1419, University of St. Gallen, School of Finance, revised Dec 2015.
    1535. Bergman, Oscar & Ellingsen, Tore & Johannesson, Magnus & Svensson, Cicek, 2010. "Anchoring and cognitive ability," Economics Letters, Elsevier, vol. 107(1), pages 66-68, April.
    1536. Cebula, Richard & McGrath, Richard & Saadatmand, Yassamand & Toma, Michael, 2001. "An Empirical Note on the Impact of the Price of Imported Crude Oil on Inflation in the United Kingdom," MPRA Paper 58075, University Library of Munich, Germany.
    1537. Wang, Chengqi & Kafouros, Mario & Yi, Jingtao & Hong, Junjie & Ganotakis, Panagiotis, 2020. "The role of government affiliation in explaining firm innovativeness and profitability in emerging countries: Evidence from China," Journal of World Business, Elsevier, vol. 55(3).
    1538. Gennaioli, Nicola & Rossi, Stefano & Martín, Alberto, 2010. "Sovereign Default, Domestic Banks and Financial Institutions," CEPR Discussion Papers 7955, C.E.P.R. Discussion Papers.
    1539. Montserrat Grau & Theodore Groves, 1997. "The Oil Spill Process: The Effect of Coast Guard Monitoring on Oil Spills," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 10(4), pages 315-339, December.
    1540. Cebula, Richard, 2011. "Budget Deficits, Economic Freedom, and Economic Growth in OECD Nations: P2SLS Fixed-Effects Estimates, 2003-2008," MPRA Paper 53203, University Library of Munich, Germany.
    1541. Mion, Giordano, 2004. "Spatial externalities and empirical analysis: the case of Italy," Journal of Urban Economics, Elsevier, vol. 56(1), pages 97-118, July.
    1542. S. Seo, 2014. "Estimating Tropical Cyclone Damages Under Climate Change in the Southern Hemisphere Using Reported Damages," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 58(3), pages 473-490, July.
    1543. Christou, Costas, 2001. "Differential Borrowing Constraints and Investment in Human Capital," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 277-295, April.
    1544. Inga Chira & Jeff Madura, 2013. "Impact Of The Galleon Case On Informed Trading Before Merger Announcements," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(3), pages 325-346, September.
    1545. Pagan, Adrian & Ullah, Aman, 1988. "The Econometric Analysis of Models with Risk Terms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 87-105, April.
    1546. Hafner, Christian, 2021. "Teaching statistical inference without normality," LIDAM Discussion Papers ISBA 2021027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    1547. Alesina, Alberto & Perotti, Roberto, 1996. "Income distribution, political instability, and investment," European Economic Review, Elsevier, vol. 40(6), pages 1203-1228, June.
    1548. Hagen, Tobias & Mohl, Philipp, 2009. "How does EU cohesion policy work? Evaluating its effects on fiscal outcome variables," ZEW Discussion Papers 09-051, ZEW - Leibniz Centre for European Economic Research.
    1549. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003 05, Stata Users Group.
    1550. Martin Halla & Friedrich Schneider & Alexander Wagner, 2013. "Satisfaction with democracy and collective action problems: the case of the environment," Public Choice, Springer, vol. 155(1), pages 109-137, April.
    1551. Chung-Hua Shen & Yehning Chen & Hsing-Hua Hsu & Chih-Yung Lin, 2020. "Banking Crises and Market Timing: Evidence from M&As in the Banking Sector," Journal of Financial Services Research, Springer;Western Finance Association, vol. 57(3), pages 315-347, June.
    1552. Scholz, Theresa, 2012. "Employers' selection behavior during short-time work," IAB-Discussion Paper 201218, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    1553. Kryzanowski, Lawrence & Zhang, Hao, 1995. "Introduction of dual-class shares: Further evidence on Canadian pro-rata distributions," International Review of Financial Analysis, Elsevier, vol. 4(1), pages 67-79.
    1554. Yi, Jingtao & Teng, Da & Meng, Shuang, 2018. "Foreign ownership and bribery: Agency and institutional perspectives," International Business Review, Elsevier, vol. 27(1), pages 34-45.
    1555. Hafner, Christian M. & Herwartz, Helmut, 2001. "Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis," Journal of Empirical Finance, Elsevier, vol. 8(1), pages 1-34, March.
    1556. Söderström, Ulf & Söderlind, Paul & Vredin, Anders, 2002. "New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts," SSE/EFI Working Paper Series in Economics and Finance 511, Stockholm School of Economics, revised 01 Oct 2003.
    1557. Branisa, Boris & Peres-Cajías, Jose & Caspa, Nigel, 2020. "The biological standard of living in La Paz (Bolivia), 1880s–1920s: Persistent stagnation and inequality," Economics & Human Biology, Elsevier, vol. 37(C).
    1558. Paulo Esteves & António Rua, 2015. "Is there a role for domestic demand pressure on export performance?," Empirical Economics, Springer, vol. 49(4), pages 1173-1189, December.
    1559. Russell, Clifford S. & Smith, V. Kerry, 1988. "Demands For Data And Analysis Induced By Environmental Policy," Department of Economics and Business - Archive 259436, North Carolina State University, Department of Economics.
    1560. Euwals, R.W., 1997. "Empirical studies on individual labour market behaviour," Other publications TiSEM 0ccdaeec-7067-453e-a450-b, Tilburg University, School of Economics and Management.
    1561. Spanos, Aris, 1995. "On theory testing in econometrics : Modeling with nonexperimental data," Journal of Econometrics, Elsevier, vol. 67(1), pages 189-226, May.
    1562. Reis, Hugo J. & Santos Silva, J.M.C., 2006. "Hedonic prices indexes for new passenger cars in Portugal (1997-2001)," Economic Modelling, Elsevier, vol. 23(6), pages 890-908, December.
    1563. Douglas Holtz-Eakin & Harvey S. Rosen, 1990. "Municipal Labor Demand in the Presence of Uncertainty: An Econometric Approach," NBER Working Papers 3516, National Bureau of Economic Research, Inc.
    1564. Lori J. Curtis & Martin D. Dooley & Ellen L. Lipman & David H. Feeny, 2001. "The role of permanent income and family structure in the determination of child health in Canada," Health Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 287-302, June.
    1565. Dechun Wang, 2006. "Founding Family Ownership and Earnings Quality," Journal of Accounting Research, Wiley Blackwell, vol. 44(3), pages 619-656, June.
    1566. Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016. "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 582-594.
    1567. Juha Seppala & Federico Ravenna, 2007. "Monetary Policy, Expected Inflation, and Inflation Risk Premium," 2007 Meeting Papers 513, Society for Economic Dynamics.
    1568. Marijke Verpoorten & Lode Berlage, 2004. "Genocide and Land Scarcity: Can Rwandan Rural Households Manage?," Development and Comp Systems 0409061, University Library of Munich, Germany.
    1569. Chia-Ying Chan & Iftekhar Hasan & Chih-Yung Lin, 2021. "Agency cost of CEO perquisites in bank loan contracts," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1221-1258, May.
    1570. Arie Preminger & Uri Ben-zion & David Wettstein, 2007. "The extended switching regression model: allowing for multiple latent state variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 457-473.
    1571. Ferreira, José & Gama, Ana, 2020. "The Relationship Between The Factors Of Risk In Asset Evaluation Models And Future Economic Growth: Evidence From Three Regional Markets," Journal of Tourism, Sustainability and Well-being, Cinturs - Research Centre for Tourism, Sustainability and Well-being, University of Algarve, vol. 8(4), pages 300-319.
    1572. Marcellino, Massimiliano & Jordà , Òscar, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
    1573. Roxani Karagiannis, 2015. "A system-of-equations two-stage DEA approach for explaining capacity utilization and technical efficiency," Annals of Operations Research, Springer, vol. 227(1), pages 25-43, April.
    1574. Wicker, Pamela & Prinz, Joachim & von Hanau, Tassilo, 2012. "Estimating the value of national sporting success," Sport Management Review, Elsevier, vol. 15(2), pages 200-210.
    1575. Moy, Ronald L. & Lee, Ahyee & Chen, Thomas P., 1997. "Multivariate tests of the capm under heteroskedasticity: A note," International Review of Economics & Finance, Elsevier, vol. 6(4), pages 431-439.
    1576. Landon, Stuart & Smith, Constance, 1997. "The Use of Quality and Reputation Indicators by Consumers: The Case of Bordeaux Wine," MPRA Paper 9283, University Library of Munich, Germany.
    1577. Autore, Don M. & Kumar, Raman & Shome, Dilip K., 2008. "The revival of shelf-registered corporate equity offerings," Journal of Corporate Finance, Elsevier, vol. 14(1), pages 32-50, February.
    1578. Tao Zeng, 2016. "Corporate Social Responsibility, Tax Aggressiveness, and Firm Market Value," Accounting Perspectives, John Wiley & Sons, vol. 15(1), pages 7-30, March.
    1579. Phillips, Gordon M., 1995. "Increased debt and industry product markets An empirical analysis," Journal of Financial Economics, Elsevier, vol. 37(2), pages 189-238, February.
    1580. Castle, Jennifer L. & Kurita, Takamitsu, 2021. "A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
    1581. Oliveira, Rodrigo & Moura, Klebson & Viana, Jorge & Tigre, Robson & Sampaio, Breno, 2015. "Commute duration and health: Empirical evidence from Brazil," Transportation Research Part A: Policy and Practice, Elsevier, vol. 80(C), pages 62-75.
    1582. Brennan S Thompson & Matthew D Webb, 2019. "A simple, graphical approach to comparing multiple treatments," The Econometrics Journal, Royal Economic Society, vol. 22(2), pages 188-205.
    1583. Rodney D. Boehme & Sorin M. Sorescu, 2002. "The Long‐run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?," Journal of Finance, American Finance Association, vol. 57(2), pages 871-900, April.
    1584. Gift Dafuleya & Fiona Tregenna, 2021. "How effectively do households insure food consumption and assets against funeral expenses? The case of urban Zimbabwe," Review of Economics of the Household, Springer, vol. 19(4), pages 987-1021, December.
    1585. Lewis, David A. & Hunt, Gary L. & Plantinga, Andrew J., 2001. "Public Conservation Land And Employment Growth In The Northern Forest Region," 2001 Annual meeting, August 5-8, Chicago, IL 20748, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    1586. Ayturk, Yusuf, 2017. "The effects of government borrowing on corporate financing: Evidence from Europe," Finance Research Letters, Elsevier, vol. 20(C), pages 96-103.
    1587. Harold J. Brumm, 2005. "Money Growth, Output Growth, and Inflation: A Reexamination of the Modern Quantity Theory's Linchpin Prediction," Southern Economic Journal, John Wiley & Sons, vol. 71(3), pages 661-667, January.
    1588. Pellini, Elisabetta, 2021. "Estimating income and price elasticities of residential electricity demand with Autometrics," Energy Economics, Elsevier, vol. 101(C).
    1589. Buettner, Thiess, 2001. "Local business taxation and competition for capital: the choice of the tax rate," Regional Science and Urban Economics, Elsevier, vol. 31(2-3), pages 215-245, April.
    1590. Chen, Yanyan, 2022. "Does political turnover affect corporate investment? Evidence from China," Emerging Markets Review, Elsevier, vol. 51(PA).
    1591. Paul A. Volker, 1983. "A Note on Factors Influencing the Utilization of Bankcard," The Economic Record, The Economic Society of Australia, vol. 59(3), pages 281-289, September.
    1592. Ingvild Svendsen, 1999. "Female labour participation rates in Norway - trends and cycles," Discussion Papers 253, Statistics Norway, Research Department.
    1593. Tom S. Lee & I.P.L. Png, 2004. "Loss Leaders: An Indirect Empirical Test," Industrial Organization 0401008, University Library of Munich, Germany.
    1594. Lütkepohl, Helmut & Milunovich, George & Yang, Minxian, 2020. "Inference in partially identified heteroskedastic simultaneous equations models," Journal of Econometrics, Elsevier, vol. 218(2), pages 317-345.
    1595. Chin‐Hwa Lu & Chung‐Hua Shen, 2020. "Do networks or performance impact the promotion of Chinese officials? Evidence from prefecture‐level cities," Pacific Economic Review, Wiley Blackwell, vol. 25(4), pages 539-573, October.
    1596. Sébastien Breau & Dieter F. Kogler & Kenyon C. Bolton, 2014. "On the Relationship between Innovation and Wage Inequality: New Evidence from Canadian Cities," Economic Geography, Taylor & Francis Journals, vol. 90(4), pages 351-373, October.
    1597. Ignazio Angeloni & Alessandro Prati, 1996. "The identification of liquidity effects in the EMS: Italy 1991–1992," Open Economies Review, Springer, vol. 7(3), pages 275-293, July.
    1598. Ramajo, Julián & Márquez, Miguel A. & Hewings, Geoffrey J.D. & Salinas, María M., 2008. "Spatial heterogeneity and interregional spillovers in the European Union: Do cohesion policies encourage convergence across regions?," European Economic Review, Elsevier, vol. 52(3), pages 551-567, April.
    1599. Moinas, Sophie & Nguyen, Minh & Valente, Giorgio, 2017. "Funding Constraints and Market Illiquidity in the European Treasury Bond Market," TSE Working Papers 17-814, Toulouse School of Economics (TSE).
    1600. Mark Aleksanyan & Khondkar Karim, 2013. "Searching for value relevance of book value and earnings: a case of premium versus discount firms," Review of Quantitative Finance and Accounting, Springer, vol. 41(3), pages 489-511, October.
    1601. Emmanuel Flachaire, 2002. "Bootstrapping heteroskedasticity consistent covariance matrix estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175897, HAL.
    1602. Carneiro, Pedro & Loken, Katrine Vellesen & Salvanes, Kjell G., 2011. "A Flying Start? Maternity Leave Benefits and Long Run Outcomes of Children," IZA Discussion Papers 5793, Institute of Labor Economics (IZA).
    1603. Marco Angrisani & Kevin Foster & Marcin Hitczenko, 2015. "The 2013 Survey of Consumer Payment Choice: technical appendix," Research Data Report 15-5, Federal Reserve Bank of Boston.
    1604. Lopez, Rigoberto A. & Matschke, Xenia, 2005. "Food Protection for Sale," Research Reports 25195, University of Connecticut, Food Marketing Policy Center.
    1605. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).
    1606. Francisco Lasso & Cristian Camilo Frasser, 2013. "Calidad del empleo y bienestar: un análisis con escalas de equivalencia," Borradores de Economia 791, Banco de la Republica de Colombia.
    1607. Filip, Andrei & Huang, Zhongwei & Lui, Daphne, 2020. "Cross-listing and corporate malfeasance: Evidence from P-chip firms," Journal of Corporate Finance, Elsevier, vol. 63(C).
    1608. Hiroaki Chigira & Tsunemasa Shiba, 2012. "Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series gd12-248, Institute of Economic Research, Hitotsubashi University.
    1609. Edward E. Leamer, 1991. "Heteroscedasticity Diagnostics Based on "Corrected" Standard Errors," NBER Technical Working Papers 0094, National Bureau of Economic Research, Inc.
    1610. DeFond, Mark L. & Park, Chul W., 1997. "Smoothing income in anticipation of future earnings," Journal of Accounting and Economics, Elsevier, vol. 23(2), pages 115-139, July.
    1611. Selvam, Srinivasan, 2020. "Effects of customer industry competition on suppliers: Evidence from product market competition shocks," Journal of Banking & Finance, Elsevier, vol. 114(C).
    1612. Xiaoting Hao & Juwon Jang & Eunju Lee, 2020. "High accruals momentum," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3647-3679, December.
    1613. Michel Coulmont & Chantale Roy & Patrick Fougeyrollas, 2008. "Contrôle Budgétaire Des Établissements De Réadaptation Basé Sur Un Système De Classification : Une Expérimentation Chez Les Personnes Âgées Référées En Déficience Visuelle," Post-Print halshs-00522498, HAL.
    1614. Daniel G. Sullivan, 2001. "A note on the estimation of linear regression models with Heteroskedastic measurement errors," Working Paper Series WP-01-23, Federal Reserve Bank of Chicago.
    1615. Kim-Leng Goh & Kim-Lian Kok, 2006. "Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 5(1), pages 41-59, April.
    1616. Azam, Jean-Paul, 1996. "The impact of floods on the adoption rate of high-yielding rice varieties in Bangladesh," Agricultural Economics, Blackwell, vol. 13(3), pages 179-189, February.
    1617. Timothy J. Brailsford & Barry R. Oliver & Sandra L. H. Pua, 2002. "On the relation between ownership structure and capital structure," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 42(1), pages 1-26, March.
    1618. Fatima, Amber & Shahbaz, Muhammad & Islam, Faridul, 2012. "Nexus of Trade, Investment and Poverty: Evidence from Pakistan," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 35(2), pages 87-108, June.
    1619. Eleftherios Angelopoulos & Antonios Georgopoulos, 2015. "The Determinants of Shareholder Value in Retail Banking During Crisis Years: The Case of Greece," Multinational Finance Journal, Multinational Finance Journal, vol. 19(2), pages 109-147, June.
    1620. Sam Y. Cho & Jonathan D. Arthurs & David M. Townsend & Douglas R. Miller & Jeffrey Q. Barden, 2016. "Performance deviations and acquisition premiums: The impact of CEO celebrity on managerial risk‐taking," Strategic Management Journal, Wiley Blackwell, vol. 37(13), pages 2677-2694, December.
    1621. Barbopoulos, Leonidas & Sudarsanam, Sudi, 2012. "Determinants of earnout as acquisition payment currency and bidder’s value gains," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 678-694.
    1622. Yih-Chyi Chuang & Chi-Mei Lin, 1999. "Foreign direct investment, R&D and spillover efficiency: Evidence from Taiwan's manufacturing firms," Journal of Development Studies, Taylor & Francis Journals, vol. 35(4), pages 117-137.
    1623. Ulrich Bindseil & Kjell G. Nyborg & Ilya A. Strebulaev, 2009. "Repo Auctions and the Market for Liquidity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1391-1421, October.
    1624. Yue-Cheong Chan & Congsheng Wu & Chuck Kwok, 2007. "Valuation of global IPOs: a stochastic frontier approach," Review of Quantitative Finance and Accounting, Springer, vol. 29(3), pages 267-284, October.
    1625. Ericsson, Neil R., 1992. "Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 465-495, August.
    1626. Miguel A. Delgado & Thomas J. Kniesner, 1997. "Count Data Models With Variance Of Unknown Form: An Application To A Hedonic Model Of Worker Absenteeism," The Review of Economics and Statistics, MIT Press, vol. 79(1), pages 41-49, February.
    1627. Seoki Lee & Michael C. Dalbor, 2013. "Short-Term Debt and Firm Performance in the US Restaurant Industry: The Moderating Role of Economic Conditions," Tourism Economics, , vol. 19(3), pages 565-581, June.
    1628. Rhys Andrews, 2012. "Local Government Size and Efficiency in Labour Intensive Public Services: Evidence from Local Educational Authorities in England," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1214, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
    1629. Jonathan Aylen & Kevin Albertson & Gina Cavan, 2014. "The impact of weather and climate on tourist demand: the case of Chester Zoo," Climatic Change, Springer, vol. 127(2), pages 183-197, November.
    1630. In Choi, 2019. "Unit Root Tests for Dependent Micropanels," The Japanese Economic Review, Japanese Economic Association, vol. 70(2), pages 145-167, June.
    1631. Bernd Hayo & Doh Shin, 2002. "Popular Reaction to the Intervention by the IMF in the Korean Economic Crisis," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 5(2), pages 89-100.
    1632. Richard J. Cebula, 1996. "Geographic Differentials In The Rate Of Return On Savings And Loan Assets," The Review of Regional Studies, Southern Regional Science Association, vol. 26(1), pages 41-53, Summer.
    1633. Lukáš Frýd, 2020. "Alternativní pojetí Feldsteinova-Horiokova modelu za předpokladu proměnlivých parametrů: studie dopadu vstupu České republiky do Evropské unie [Alternative Concept of the Feldstein-Horioka Model un," Politická ekonomie, Prague University of Economics and Business, vol. 2020(2), pages 121-141.
    1634. Berger, Philip G. & Ofek, Eli, 1995. "Diversification's effect on firm value," Journal of Financial Economics, Elsevier, vol. 37(1), pages 39-65, January.
    1635. So Im, Kyung, 1998. "Efficient estimation with grouped data," Economics Letters, Elsevier, vol. 59(2), pages 169-174, May.
    1636. Hayo, Bernd & Voigt, Stefan, 2013. "Endogenous constitutions: Politics and politicians matter, economic outcomes don’t," Journal of Economic Behavior & Organization, Elsevier, vol. 88(C), pages 47-61.
    1637. Martin Conyon & Annita Florou, 2002. "Top executive dismissal, ownership and corporate performance," Accounting and Business Research, Taylor & Francis Journals, vol. 32(4), pages 209-225.
    1638. Young, Chaur-Shiuh & Tsai, Liu-Ching, 2008. "The sensitivity of compensation to social capital: Family CEOs vs. nonfamily CEOs in the family business groups," Journal of Business Research, Elsevier, vol. 61(4), pages 363-374, April.
    1639. Claudia M. Buch & Stefan M. Golder, 2000. "Foreign competition and disintermediation: no threat to the German banking system?," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 53(213), pages 107-133.
    1640. Wayne E. Ferson & Ravi Jagannathan, 1996. "Econometric evaluation of asset pricing models," Staff Report 206, Federal Reserve Bank of Minneapolis.
    1641. Paula Hill, 2007. "Declared investment plans and IPO firm value," Applied Financial Economics, Taylor & Francis Journals, vol. 18(1), pages 23-39.
    1642. Hongfei Tang & Xiaoqing Eleanor Xu, 2019. "Dissecting the tracking performance of regular and leveraged VIX ETPs," Review of Derivatives Research, Springer, vol. 22(2), pages 261-327, July.
    1643. Otavio Ribeiro De Medeiros & Alberto Shigueru Matsumoto, 2004. "Market Reaction and Volatility in the Brazilian Stock Market," Finance 0412020, University Library of Munich, Germany.
    1644. de Jong, Eelke, 2002. "Why are price stability and statutory independence of central banks negatively correlated? The role of culture," European Journal of Political Economy, Elsevier, vol. 18(4), pages 675-694, November.
    1645. W. D. Walls, "undated". "The market for motion pictures in Thailand: Rank, revenue, and survival at the box office," Working Papers 2014-54, Department of Economics, University of Calgary, revised 23 Sep 2014.
    1646. Mark Wooden, 2000. "Union Wage Effects in the Presence of Enterprise Bargaining," Melbourne Institute Working Paper Series wp2000n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    1647. John Considine & Liam A. Gallagher, 2004. "UK Debt Sustainability: Some Nonlinear Evidence and Theoretical Implications," Money Macro and Finance (MMF) Research Group Conference 2004 59, Money Macro and Finance Research Group.
    1648. Paulo Maio, 2013. "Intertemporal CAPM with Conditioning Variables," Management Science, INFORMS, vol. 59(1), pages 122-141, April.
    1649. Stella Min & Miles G. Taylor, 2018. "Racial and Ethnic Variation in the Relationship Between Student Loan Debt and the Transition to First Birth," Demography, Springer;Population Association of America (PAA), vol. 55(1), pages 165-188, February.
    1650. Fadzlan Sufian & Muhamed Zulkhibri Abdul Majid, 2009. "Bank efficiency and share prices in China: empirical evidence from a three-stage banking model," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(1), pages 23-47.
    1651. Markus Natter, 2018. "Options‐based benchmark indices—A review of performance and (in)appropriate measures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(2), pages 271-288, February.
    1652. Jushan Bai & Sung Hoon Choi & Yuan Liao, 2019. "Standard Errors for Panel Data Models with Unknown Clusters," Papers 1910.07406, arXiv.org, revised May 2020.
    1653. David C. Wheelock & Paul W. Wilson, 2008. "Are credit unions too small?," Working Papers 2008-033, Federal Reserve Bank of St. Louis.
    1654. Chen, Zhian & Li, Donghui & Moshirian, Fariborz, 2005. "China's financial services industry: The intra-industry effects of privatization of the Bank of China Hong Kong," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2291-2324, August.
    1655. Carine Van De Voorde & Eddy Van Doorslaer & Erik Schokkaert, 2001. "Effects of cost sharing on physician utilization under favourable conditions for supplier‐induced demand," Health Economics, John Wiley & Sons, Ltd., vol. 10(5), pages 457-471, July.
    1656. Laurie J. Bates & Rexford E. Santerre, 2005. "Do Agglomeration Economies Exist in the Hospital Services Industry," Eastern Economic Journal, Eastern Economic Association, vol. 31(4), pages 617-628, Fall.
    1657. Karl E. Case & Christopher J. Mayer, 1995. "Housing price dynamics within a metropolitan area," Working Papers 95-3, Federal Reserve Bank of Boston.
    1658. Choonsik Lee & Heungju Park, 2016. "Financial constraints, board governance standards, and corporate cash holdings," Review of Financial Economics, John Wiley & Sons, vol. 28(1), pages 21-34, January.
    1659. Dhatt, Manjeet S. & Kim, Yong H. & Mukherji, Sandip, 1996. "Seasoned equity issues: The Korean experience," Pacific-Basin Finance Journal, Elsevier, vol. 4(1), pages 31-43, May.
    1660. Linda M. Hooks & Kenneth J. Robinson, 1996. "Moral hazard and Texas banking in the 1920s," Financial Industry Studies Working Paper 96-1, Federal Reserve Bank of Dallas.
    1661. Nauro F. Campos & Dean Jolliffe, 2002. "After, Before and During: Returns to Education in the Hungarian Transition," William Davidson Institute Working Papers Series 475, William Davidson Institute at the University of Michigan.
    1662. Richard Cebula, 2013. "A panel data analysis of the impacts of regional economic factors, marketing and promotions, and team performance on minor league baseball attendance," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 51(3), pages 695-710, December.
    1663. Sharon G. M. Goh & Grace H.Y. Lee & Eduard Bomhoff, 2016. "The Dynamics of Public Opinion towards Inequality in Malaysia," Monash Economics Working Papers 02-16, Monash University, Department of Economics.
    1664. Evangelia Papapetrou & Dimitrios Bakas, 2013. "The Greek labour market during the crisis: unemployment, employment and labour force participation," Economic Bulletin, Bank of Greece, issue 38, pages 65-83, November.
    1665. Feess, Eberhard & Frick, Bernd & Muehlheusser, Gerd, 2004. "Legal Restrictions on Buyout Fees: Theory and Evidence from German Soccer," IZA Discussion Papers 1180, Institute of Labor Economics (IZA).
    1666. Justin McCrary & Heather Royer, 2006. "The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth," NBER Working Papers 12329, National Bureau of Economic Research, Inc.
    1667. Tomáš HAVRà NEK & Zuzana IRÅ OVÃ, 2010. "On the Intensity of International Subsidy Competition for FDI," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 2(2(543)), pages 25-54, February.
    1668. Furtan, William Hartley & Sauer, Johannes, 2008. "Determinants Of Food Industry Performance – Survey Data And Regressions For Denmark," 82nd Annual Conference, March 31 - April 2, 2008, Royal Agricultural College, Cirencester, UK 36851, Agricultural Economics Society.
    1669. Pfaff, Tobias & Hirata, Johannes, 2013. "Testing the Easterlin hypothesis with panel data: The dynamic relationship between life satisfaction and economic growth in Germany and in the UK," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79965, Verein für Socialpolitik / German Economic Association.
    1670. Vadlamannati, Krishna Chaitanya, 2009. "Growth effects of U.S. FDI in 64 developing economies, 1980 – 2007: The role of absoptive capabilities," MPRA Paper 14709, University Library of Munich, Germany.
    1671. Gunter Coenen & Juan Luis Vega, 2000. "The Demand for M3 in the Euro Area," Econometric Society World Congress 2000 Contributed Papers 0976, Econometric Society.
    1672. An, Mark Yuying, 1996. "Semiparametric Estimation of Willingness to Pay Distributions," Working Papers 96-20, Duke University, Department of Economics.
    1673. Richard J. Cebula, 2000. "The Impact of Structural Budget Deficits on Commercial Bank Interest Rates: Reply," Public Finance Review, , vol. 28(3), pages 195-198, May.
    1674. Spiros Bougheas & Panicos O. Demetriades & Edgar L. W. Morgenroth, 2001. "International Aspects of Public Infrastructure Investment," Discussion Papers in Economics 01/4, Division of Economics, School of Business, University of Leicester.
    1675. Zhong-qin Su & Hung-Gay Fung, 2013. "Political Connections and Firm Performance in Chinese Companies," Pacific Economic Review, Wiley Blackwell, vol. 18(3), pages 283-317, August.
    1676. Cziraki, P. & Renneboog, L.D.R. & Szilagyi, P.G., 2009. "Shareholder Activism through Proxy Proposals : The European Perspective," Discussion Paper 2009-44, Tilburg University, Center for Economic Research.
    1677. Vieru, Markku & Schadewitz, Hannu, 2010. "Impact of IFRS transition on audit and non-audit fees: evidence from small and medium-sized listed companies in Finland," MPRA Paper 44664, University Library of Munich, Germany.
    1678. Krämer, Jörg W., 1994. "Zinsgewichtete Geldmengenaggregate und Preisniveau," Kiel Working Papers 635, Kiel Institute for the World Economy (IfW Kiel).
    1679. Memmel, Christoph, 2010. "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Discussion Paper Series 2: Banking and Financial Studies 2010,07, Deutsche Bundesbank.
    1680. Sharad Asthana, 2007. "Do Highly Compensated Participants Influence The Management Of Qualified Pension Plans?," Working Papers 0025, College of Business, University of Texas at San Antonio.
    1681. Hiraki, Takato & Ito, Akitoshi, 2009. "Investor biases in Japan: Another pathology of Keiretsu," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 100-124, January.
    1682. Charles, Amelie & Darne, Olivier, 2006. "Large shocks and the September 11th terrorist attacks on international stock markets," Economic Modelling, Elsevier, vol. 23(4), pages 683-698, July.
    1683. Belke, Ansgar & Volz, Ulrich, 2019. "The Yen exchange rate and the hollowing out of the Japanese industry," Ruhr Economic Papers 818, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    1684. Ian Garrett & Mark Kamstra & Lisa Kramer, 2004. "Winter blues and time variation in the price of risk," FRB Atlanta Working Paper 2004-8, Federal Reserve Bank of Atlanta.
    1685. Samuel Adomako & Mai Dong Tran, 2022. "Stakeholder management, CSR commitment, corporate social performance: The moderating role of uncertainty in CSR regulation," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(5), pages 1414-1423, September.
    1686. Cattaneo, Matias D & Jansson, Michael & Newey, Whitney K, 2018. "Inference in Linear Regression Models with Many Covariates and Heteroscedasticity," Department of Economics, Working Paper Series qt6rp7p9gs, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    1687. Carlos J. O. Trejo‐Pech & Michael A. Gunderson & Dayton M. Lambert, 2021. "Mergers and acquisitions in the U.S. agribusiness sector, 1990–2017," Agribusiness, John Wiley & Sons, Ltd., vol. 37(4), pages 713-730, October.
    1688. Takatoshi Ito & Wen-Ling Lin, 1993. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Working Papers 4592, National Bureau of Economic Research, Inc.
    1689. Xu, Cheng Kenneth, 2000. "The microstructure of the Chinese stock market," China Economic Review, Elsevier, vol. 11(1), pages 79-97.
    1690. Hou, Han & Cheng, Su-Yin, 2017. "The dynamic effects of banking, life insurance, and stock markets on economic growth," Japan and the World Economy, Elsevier, vol. 41(C), pages 87-98.
    1691. Kyulee Shin & Sukkyung You & Mihye Kim, 2021. "A Comparison of Two-Stage Least Squares (TSLS) and Ordinary Least Squares (OLS) in Estimating the Structural Relationship between After-School Exercise and Academic Performance," Mathematics, MDPI, vol. 9(23), pages 1-13, December.
    1692. Cardoza, Guillermo & Fornes, Gaston & Farber, Vanina & Gonzalez Duarte, Roberto & Ruiz Gutierrez, Jaime, 2016. "Barriers and public policies affecting the international expansion of Latin American SMEs: Evidence from Brazil, Colombia, and Peru," Journal of Business Research, Elsevier, vol. 69(6), pages 2030-2039.
    1693. James Harrigan & Egon Zakrajšek, 2000. "Factor supplies and specialization in the world economy," Staff Reports 107, Federal Reserve Bank of New York.
    1694. El-Sharif, Idris & Brown, Dick & Burton, Bruce & Nixon, Bill & Russell, Alex, 2005. "Evidence on the nature and extent of the relationship between oil prices and equity values in the UK," Energy Economics, Elsevier, vol. 27(6), pages 819-830, November.
    1695. Arena, Matteo P. & Dewally, Michaël, 2012. "Firm location and corporate debt," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1079-1092.
    1696. Vasquez, Orestes & Wright, Khaliela S. & Nelson, James R. & Hamilton, Joel R., 2002. "Determining The Effects Of Land Characteristics On Farmland Values In South-Central Idaho," A.E. Research Series 305034, University of Idaho, Department of Agricultural Economics and Rural Sociology.
    1697. Ciccotello, Conrad S & Hornyak, Martin J & Piwowar, Michael S, 2004. "Research and Development Alliances: Evidence from a Federal Contracts Repository," Journal of Law and Economics, University of Chicago Press, vol. 47(1), pages 123-166, April.
    1698. Eva Sierminska & Yelena Takhtamanova, 2007. "Wealth effects out of financial and housing wealth: cross country and age group comparisons," Working Paper Series 2007-01, Federal Reserve Bank of San Francisco.
    1699. Firth, Michael & Fung, Peter M.Y. & Rui, Oliver M., 2006. "Corporate performance and CEO compensation in China," Journal of Corporate Finance, Elsevier, vol. 12(4), pages 693-714, September.
    1700. Cem Ertur & Julie Le Gallo & Catherine Baumont, 2006. "The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?," Post-Print halshs-00009638, HAL.
    1701. Chen, Anlin & Lu, Cheng-Shou, 2015. "The effect of managerial overconfidence on the market timing ability and post-buyback performance of open market repurchases," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 234-251.
    1702. Vogelsang, Timothy J., 2012. "Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects," Journal of Econometrics, Elsevier, vol. 166(2), pages 303-319.
    1703. Psaradakis, Zacharias & Sola, Martin, 1996. "On the power of tests for superexogeneity and structural invariance," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 151-175.
    1704. Azmat, Saad & Skully, Michael & Brown, Kym, 2014. "Issuer's choice of Islamic bond type," Pacific-Basin Finance Journal, Elsevier, vol. 28(C), pages 122-135.
    1705. Viladecans-Marsal, Elisabet, 2000. "External Economies And Location Of Industrial Activities. An Analysis Of The Spanish Case," ERSA conference papers ersa00p95, European Regional Science Association.
    1706. Goerlich Gisbert Francisco J. & Mas Ivars Matilde, 2008. "Los motores de la aglomeración en España. Geografía versus historia," Working Papers 201080, Fundacion BBVA / BBVA Foundation.
    1707. Prakash, Navendu & Srivastava, Bhavya & Singh, Shveta & Sharma, Seema & Jain, Sonali, 2022. "Effectiveness of social distancing interventions in containing COVID-19 incidence: International evidence using Kalman filter," Economics & Human Biology, Elsevier, vol. 44(C).
    1708. Shaanan, Joseph, 1997. "Idle sunk cost capacity, entry, and profitability: An empirical study," Journal of Economics and Business, Elsevier, vol. 49(3), pages 267-283.
    1709. Namazie, Ceema Zahra, 2002. "Who bore the burden of wage arrears in the Kyrgyz republic?," LSE Research Online Documents on Economics 6555, London School of Economics and Political Science, LSE Library.
    1710. Hemantha S. B. Herath & A. William Richardson & Raafat R. Roubi & Mark Tippett, 2015. "Non-linear Equity Valuation: An Empirical Analysis," Abacus, Accounting Foundation, University of Sydney, vol. 51(1), pages 86-115, March.
    1711. Sakari Lähdemäki, 2017. "Traditional convergence tests with Penn World Table 9.0," Working Papers 309, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE.
    1712. Shen, Chung-Hua & Bui, Dien Giau & Lin, Chih-Yung, 2017. "Do political factors affect stock returns during presidential elections?," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 180-198.
    1713. Nilsson, Helena, 2020. "IKEA entry - Effects on firms in retail and hospitality," HFI Working Papers 11, Institute of Retail Economics (Handelns Forskningsinstitut).
    1714. Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'reilly, 2007. "UK Stock Returns and the Impact of Domestic Monetary Policy Shocks," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(5‐6), pages 872-888, June.
    1715. Ali Kutan, 1998. "Dynamics of parallel and official exchange rates: The experience of hungary," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(1), pages 54-65, March.
    1716. Rajiv Kalra & Kam C. Chan, 1994. "Censored Sample Bias, Macroeconomic Factors, and Time on Market of Residential Housing," Journal of Real Estate Research, American Real Estate Society, vol. 9(2), pages 253-262.
    1717. Kyriacos Kyriacou & Kul B. Luintel & Bryan Mase, 2010. "Private Information in Executive Stock Option Trades: Evidence of Insider Trading in the UK," Economica, London School of Economics and Political Science, vol. 77(308), pages 751-774, October.
    1718. Andrew Young & Russell Sobel, 2013. "Recovery and Reinvestment Act spending at the state level: Keynesian stimulus or distributive politics?," Public Choice, Springer, vol. 155(3), pages 449-468, June.
    1719. Carlsson, Fredrik & Lundstrom, Susanna, 2002. "Economic Freedom and Growth: Decomposing the Effects," Public Choice, Springer, vol. 112(3-4), pages 335-344, September.
    1720. Alex D Washburne & Joshua W Burby & Daniel Lacker, 2016. "Novel Covariance-Based Neutrality Test of Time-Series Data Reveals Asymmetries in Ecological and Economic Systems," PLOS Computational Biology, Public Library of Science, vol. 12(9), pages 1-14, September.
    1721. Lancker, Kira & Bronmann, Julia, 2020. "Quantifying consumers’ love for marine biodiversity," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304214, Agricultural and Applied Economics Association.
    1722. Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
    1723. Fumio Hayashi & Ravi Jagannathan, 1990. "Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology," NBER Working Papers 3421, National Bureau of Economic Research, Inc.
    1724. Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
    1725. Matilde Mas Ivars & Francisco José Goerlich Gisbert, 1999. "- Desigualdad Y Convergencia," Working Papers. Serie EC 1999-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    1726. Vajanne, Laura, . "The Exchange Rate Under Target Zones," ETLA A, The Research Institute of the Finnish Economy, number 16, June.
    1727. Muradoğlu, Yaz Gülnur & Onay, Ceylan & Phylaktis, Kate, 2014. "European integration and corporate financing," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 138-157.
    1728. L.A. Sjaastad & M. Manzur, 1996. "Protection and Real Exchange Rate Volatility," Economics Discussion / Working Papers 96-08, The University of Western Australia, Department of Economics.
    1729. Bauman, Mark P. & Francis, Rick, 2008. "An examination of supplemental disclosure requirements for development stage enterprises," Research in Accounting Regulation, Elsevier, vol. 20(C), pages 155-174.
    1730. Berkowitz, Daniel & DeJong, David N., 2003. "Regional integration: an empirical assessment of Russia," Journal of Urban Economics, Elsevier, vol. 53(3), pages 541-559, May.
    1731. Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan, 2017. "Anomalies Abroad: Beyond Data Mining," NBER Working Papers 23809, National Bureau of Economic Research, Inc.
    1732. Peltomäki, Jarkko, 2008. "Emerging market hedge funds and the yen carry trade," Emerging Markets Review, Elsevier, vol. 9(3), pages 220-229, September.
    1733. Roberto Dell’Anno & Désirée Teobaldelli, 2015. "Keeping both corruption and the shadow economy in check: the role of decentralization," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(1), pages 1-40, February.
    1734. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales 1504, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    1735. Hu, Xiaoqiang, 1997. "Macroeconomic uncertainty and the risk premium in the foreign exchange market1," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 699-718, September.
    1736. Meghir, Costas & Whitehouse, Edward, 1996. "The Evolution of Wages in the United Kingdom: Evidence from Micro Data," Journal of Labor Economics, University of Chicago Press, vol. 14(1), pages 1-25, January.
    1737. Dokken, Therere, 2013. "Land tenure in Tigray: How large is the gender bias?," CLTS Working Papers 5/13, Norwegian University of Life Sciences, Centre for Land Tenure Studies, revised 10 Oct 2019.
    1738. M. S. Krishnan & C. H. Kriebel & Sunder Kekre & Tridas Mukhopadhyay, 2000. "An Empirical Analysis of Productivity and Quality in Software Products," Management Science, INFORMS, vol. 46(6), pages 745-759, June.
    1739. Gustavsson, Patrik & Hansson, Pär & Lundberg, Lars, 1996. "Technology, Resource Endowments and International Competitiveness," Working Paper Series 138, Trade Union Institute for Economic Research.
    1740. Paula E. GOBBI & Juliane Parys & Gregor Schwerhoff, 2015. "Intra-Household Allocation of Parental Leave," LIDAM Discussion Papers IRES 2015020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    1741. Dragos Stefan Oprea, 2014. "Does Investor Sentiment Matter in Post-Communist East European Stock Markets?," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(8), pages 356-366, August.
    1742. Lundström, Susanna, 2002. "Decomposed Effects of Democracy on Economic Freedom," Working Papers in Economics 74, University of Gothenburg, Department of Economics.
    1743. Henderson, Daniel J. & Sheehan, Alice, 2018. "Kernel-based testing with skewed and heavy-tailed data: Evidence from a nonparametric test for heteroskedasticity," Economics Letters, Elsevier, vol. 172(C), pages 8-11.
    1744. Sakawa, Hideaki & Ubukata, Masato & Watanabel, Naoki, 2014. "Market liquidity and bank-dominated corporate governance: Evidence from Japan," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 1-11.
    1745. Moura, Rodrigo Leandro de & Neri, Marcelo Côrtes, 2006. "Impactos da Nova Lei de Pisos Salariais Estaduais," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 625, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    1746. Charles Cao & Jing-Zhi Huang, 2007. "Determinants of S&P 500 index option returns," Review of Derivatives Research, Springer, vol. 10(1), pages 1-38, January.
    1747. Cochran, Bruce & Rose, Lawrence C. & Fraser, Donald R., 1995. "A market evaluation of FDIC assisted transactions," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 261-279, May.
    1748. Chen, Gongmeng & Firth, Michael & Kim, Jeong-Bon, 2004. "IPO underpricing in China's new stock markets," Journal of Multinational Financial Management, Elsevier, vol. 14(3), pages 283-302, July.
    1749. Mehran, Hamid, 1995. "Executive compensation structure, ownership, and firm performance," Journal of Financial Economics, Elsevier, vol. 38(2), pages 163-184, June.
    1750. Yochanan Shachmurove, "undated". "The Premium in Black Dollar Markets," Penn CARESS Working Papers 548187587176633874d82ee38, Penn Economics Department.
    1751. Mogens Fosgerau, 2005. "Speed and Income," Journal of Transport Economics and Policy, University of Bath, vol. 39(2), pages 225-240, May.
    1752. Christos Staikouras & Emmanuel Mamatzakis & Anastasia Koutsomanoli-Filippaki, 2007. "Operating Performance of the Banking Industry: An Empirical Investigation of the South Eastern European Region," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 5(2), pages 245-266.
    1753. Bayerlein, Michael, 2021. "Chasing the Other 'Populist Zeitgeist'? Mainstream Parties and the Rise of Right-Wing Populism," Open Access Publications from Kiel Institute for the World Economy 240403, Kiel Institute for the World Economy (IfW Kiel).
    1754. FLEURBAEY, Marc & LUCHINI, Stéphane & SCHOKKAERT, Erik & VAN de VOORDE, Carine, 2012. "Evaluation des politiques de santé: pour une prise en compte équitable des intérêts des populations," LIDAM Reprints CORE 2487, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    1755. Çağlayan Ebru & Astar Melek, 2012. "An Econometric Analysis of Engel’s Curve: Household Food and Clothing Consumption in Turkey," Scientific Annals of Economics and Business, Sciendo, vol. 59(1), pages 313-319, July.
    1756. Valev, Neven & Buyukkarabacak, Berrak & Beck, Thorsten & Rioja, Felix, 2009. "Who Gets the Credit? And Does It Matter? Household vs. Firm Lending across Countries," CEPR Discussion Papers 7400, C.E.P.R. Discussion Papers.
    1757. Hao, (Grace) Qing, 2011. "Securities litigation, withdrawal risk and initial public offerings," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 438-456, June.
    1758. Steffen Altmann & Armin Falk & Simon Jäger & Florian Zimmermann, 2015. "Learning about Job Search: A Field Experiment with Job Seekers in Germany," CESifo Working Paper Series 5355, CESifo.
    1759. Panos Pashardes & Nicoletta Pashourtidou, 2011. "Consumer welfare from publicly supplemented private goods: age and income effects on demand for health care," Empirical Economics, Springer, vol. 41(3), pages 865-885, December.
    1760. Feldmann, Horst, 2009. "The unemployment effects of labor regulation around the world," Journal of Comparative Economics, Elsevier, vol. 37(1), pages 76-90, March.
    1761. Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei, 2023. "Reserves and risk: Evidence from China," Journal of International Money and Finance, Elsevier, vol. 134(C).
    1762. Carlos A. Molina & Lorenzo A. Preve, 2009. "Trade Receivables Policy of Distressed Firms and Its Effect on the Costs of Financial Distress," Financial Management, Financial Management Association International, vol. 38(3), pages 663-686, September.
    1763. Fabio MONTOBBIO & Valerio STERZI, 2012. "The globalization of technology in emerging markets: a gravity model on the determinants of international patent collaborations," Cahiers du GREThA (2007-2019) 2012-05, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    1764. Golder, Stefan M., 2000. "Endowment or Discrimination? An Analysis of Immigrant-Native Earnings Differentials in Switzerland," Kiel Working Papers 967, Kiel Institute for the World Economy (IfW Kiel).
    1765. Todd E. Clark & Michael W. McCracken, 2002. "Forecast-based model selection in the presence of structural breaks," Research Working Paper RWP 02-05, Federal Reserve Bank of Kansas City.
    1766. Feng Xu & Mohamad Sepehri & Jian Hua & Sergey Ivanov & Julius N. Anyu, 2018. "Time-Series Forecasting Models for Gasoline Prices in China," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(12), pages 1-43, December.
    1767. Walpole, Sandra C. & Lockwood, Michael, 1999. "Influence of remnant native vegetation on rural land values: a hedonic pricing application," 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand 125032, Australian Agricultural and Resource Economics Society.
    1768. Paul, Satya & Shankar, Sriram, 2018. "On estimating efficiency effects in a stochastic frontier model," European Journal of Operational Research, Elsevier, vol. 271(2), pages 769-774.
    1769. Michael K. Lettau, 2003. "New Estimates for Wage Rate Inequality Using the Employment Cost Index," Journal of Human Resources, University of Wisconsin Press, vol. 38(4).
    1770. Katsushi Imai & Per A. Eklund & Agro Resource Systems Group & Sweden & Fabrizio Felloni & International Fund for Agricultural Development & Italy, 2003. "Women`s Organisations, Maternal Knowledge, and Social Capital to Reduce Prevalence of Stunted Children - Evidence from Rural Nepal," Economics Series Working Papers 144, University of Oxford, Department of Economics.
    1771. David F. Hendry, 2013. "Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220'," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(5), pages 523-525, November.
    1772. Demirguc-Kunt, A. & Huizinga, H.P., 1993. "Barriers to portfolio investments in emerging stock markets (Revised)," Other publications TiSEM 23d1ec4e-05a4-4c30-a612-5, Tilburg University, School of Economics and Management.
    1773. Hennessy, Christopher A. & Levy, Amnon & Whited, Toni M., 2007. "Testing Q theory with financing frictions," Journal of Financial Economics, Elsevier, vol. 83(3), pages 691-717, March.
    1774. Alexander T. Nicolai & Ann‐Christine Schulz & Thomas W. Thomas, 2010. "What Wall Street Wants – Exploring the Role of Security Analysts in the Evolution and Spread of Management Concepts," Journal of Management Studies, Wiley Blackwell, vol. 47(1), pages 162-189, January.
    1775. Torbjørn Lorentzen, 2020. "Climate change and winter road maintenance," Climatic Change, Springer, vol. 161(1), pages 225-242, July.
    1776. Kenneth S. Corts, 2001. "The Strategic Effects of Vertical Market Structure: Common Agency and Divisionalization in the US Motion Picture Industry," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 10(4), pages 509-528, December.
    1777. Reena Aggarwal & Nagpurnanand R. Prabhala & Manju Puri, 2002. "Institutional Allocation in Initial Public Offerings: Empirical Evidence," Journal of Finance, American Finance Association, vol. 57(3), pages 1421-1442, June.
    1778. Abdul Rasheed & Muhammad Khalid Sohail & Shahab-Ud Din & Muhammad Ijaz, 2018. "How Do Investment Banks Price Initial Public Offerings? An Empirical Analysis of Emerging Market," IJFS, MDPI, vol. 6(3), pages 1-19, September.
    1779. Beck, Thorsten & Behr, Patrick & Güttler, Andre, 2009. "Gender and Banking: Are Women Better Loan Officers?," CEPR Discussion Papers 7409, C.E.P.R. Discussion Papers.
    1780. Sheikh, Shahbaz, 2022. "CEO power and the likelihood of paying dividends: Effect of profitability and cash flow volatility," Journal of Corporate Finance, Elsevier, vol. 73(C).
    1781. Ashiya, M. & Doi, T., 1999. "Herd Behavior of Japanese Economists," ISER Discussion Paper 0479, Institute of Social and Economic Research, The University of Osaka.
    1782. Martin Abraham & Sebastian Bähr & Mark Trappmann, 2019. "Gender differences in willingness to move for interregional job offers," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 40(53), pages 1537-1602.
    1783. Gurgul, Henryk & Lach, Łukasz, 2011. "The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition," MPRA Paper 52260, University Library of Munich, Germany.
    1784. Mr. Muthukumara Mani & Mr. Per G. Fredriksson, 2001. "Trade Integration and Political Turbulence: Environmental Policy Consequences," IMF Working Papers 2001/150, International Monetary Fund.
    1785. Beck A. Taylor & Justin G. Trogdon, 2002. "Losing to Win: Tournament Incentives in the National Basketball Association," Journal of Labor Economics, University of Chicago Press, vol. 20(1), pages 23-41, January.
    1786. Bedford, James & Bilotkach, Volodymyr, 2022. "Competition on the UK-Australasia market: Evidence from transaction data," Transport Policy, Elsevier, vol. 122(C), pages 54-63.
    1787. Baltagi, Badi H. & Egger, Peter & Pfaffermayr, Michael, 2003. "A generalized design for bilateral trade flow models," Economics Letters, Elsevier, vol. 80(3), pages 391-397, September.
    1788. Sherrill Shaffer, 2008. "Financial Performance Of Small Business Loans: Indirect Evidence," CAMA Working Papers 2008-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    1789. Foreman, R. Dean, 2003. "A logistic analysis of bankruptcy within the US local telecommunications industry," Journal of Economics and Business, Elsevier, vol. 55(2), pages 135-166.
    1790. Billio, Monica & Lo, Andrew W. & Pelizzon, Loriana & Getmansky, Mila & Zareei, Abalfazl, 2021. "Global realignment in financial market dynamics: Evidence from ETF networks," SAFE Working Paper Series 304, Leibniz Institute for Financial Research SAFE.
    1791. Dahlberg, Matz & Lindstrom, Tomas, 1998. "Are Local Governments Governed by Forward Looking Decision Makers?: An Investigation of Spending Patterns in Swedish Municipalities," Journal of Urban Economics, Elsevier, vol. 44(2), pages 254-271, September.
    1792. Atanu Saha & Arthur Havenner & Hovav Talpaz, 1997. "Stochastic production function estimation: small sample properties of ML versus FGLS," Applied Economics, Taylor & Francis Journals, vol. 29(4), pages 459-469.
    1793. Eva Moreno‐Galbis & Jeremy Tanguy & Ahmed Tritah & Catherine Laffineur, 2019. "Immigrants’ Wage Performance in a Routine Biased Technological Change Era: France 1994–2012," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 58(4), pages 623-673, October.
    1794. Koschmann, Anthony & Bowman, Douglas, 2018. "Evaluating marketplace synergies of ingredient brand alliances," International Journal of Research in Marketing, Elsevier, vol. 35(4), pages 575-590.
    1795. Chamblee, John F. & Dehring, Carolyn A. & Depken, Craig A., 2009. "Watershed development restrictions and land prices: Empirical evidence from southern Appalachia," Regional Science and Urban Economics, Elsevier, vol. 39(3), pages 287-296, May.
    1796. Fadzlan Sufian, 2009. "Factors Influencing Bank Profitability in a Developing Economy," Global Business Review, International Management Institute, vol. 10(2), pages 225-241, July.
    1797. Steven Ongena & Alexander Popov, 2016. "Gender Bias and Credit Access," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1691-1724, December.
    1798. Stephen P. Ferris & David Javakhadze & Tijana Rajkovic, 2019. "An international analysis of CEO social capital and corporate risk‐taking," European Financial Management, European Financial Management Association, vol. 25(1), pages 3-37, January.
    1799. Björn Kauder & Niklas Potrafke, 2015. "Supermajorities and Political Rent Extraction," CESifo Working Paper Series 5512, CESifo.
    1800. Eden Hatzvi & Glenn Otto, 2008. "Prices, Rents and Rational Speculative Bubbles in the Sydney Housing Market," The Economic Record, The Economic Society of Australia, vol. 84(267), pages 405-420, December.
    1801. Scott J. Callan & Janet M. Thomas, 2009. "Corporate financial performance and corporate social performance: an update and reinvestigation," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 16(2), pages 61-78, March.
    1802. Antonio Gledson de Carvalho & Joao Amaro de Matos & Douglas Beserra Pinheiro & Marcio de Sa Mello, 2015. "Conflicts of interest in the underwriting of IPOs and price stabilization," Nova SBE Working Paper Series wp596, Universidade Nova de Lisboa, Nova School of Business and Economics.
    1803. J. Davies & Jonathan Fletcher & Andrew Marshall, 2015. "Testing index-based models in U.K. stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 337-362, August.
    1804. Hendry, David F. & Mizon, Grayham E., 2014. "Unpredictability in economic analysis, econometric modeling and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 186-195.
    1805. Pierre-Alexandre Mahieu & François-Charles Wolff & Jason Shogren & Pascal Gastineau, 2017. "Interval bidding in a distribution elicitation format," Applied Economics, Taylor & Francis Journals, vol. 49(51), pages 5200-5211, November.
    1806. Stanislao Maldonado, 2018. "The Non-Monotonic Political Effects of Resource Booms," Working Papers 121, Peruvian Economic Association.
    1807. Münzel, Christiane & Plötz, Patrick & Sprei, Frances & Gnann, Till, 2019. "How large is the effect of financial incentives on electric vehicle sales? – A global review and European analysis," Energy Economics, Elsevier, vol. 84(C).
    1808. Alizadeh, Amir H. & Muradoglu, Gulnur, 2014. "Stock market efficiency and international shipping-market information," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 445-461.
    1809. Robert Durand & Marta Simon, 2008. "Beyond greed, fear and the iron curtain," Applied Financial Economics, Taylor & Francis Journals, vol. 18(4), pages 275-293.
    1810. R A Cropf & G D Wendel, 1998. "The Determinants of Municipal Debt Policy: A Pooled Time-Series Analysis," Environment and Planning C, , vol. 16(2), pages 211-224, April.
    1811. Narayan, Paresh Kumar & Narayan, Seema & Phan, Dinh Hoang Bach, 2022. "Terrorism and international stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    1812. Berry K. Wilson & Edward J. Kane, 1996. "The Demise of Double Liability as an Optimal Contract for Large-Bank Stockholders," NBER Working Papers 5848, National Bureau of Economic Research, Inc.
    1813. Menten, Fabio & Chèze, Benoît & Patouillard, Laure & Bouvart, Frédérique, 2013. "A review of LCA greenhouse gas emissions results for advanced biofuels: The use of meta-regression analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 26(C), pages 108-134.
    1814. Juha-Pekka Kallunki & Minna Martikainen, 2003. "Earnings management as a predictor of future profitability of Finnish firms," European Accounting Review, Taylor & Francis Journals, vol. 12(2), pages 311-325.
    1815. Helena Isidro & John O’Hanlon & Steven Young, 2006. "Dirty surplus accounting flows and valuation errors," Abacus, Accounting Foundation, University of Sydney, vol. 42(3‐4), pages 302-344, September.
    1816. Nicholas Rohde & KK Tang & Lars Osberg, 2017. "The self-reinforcing dynamics of economic insecurity and obesity," Applied Economics, Taylor & Francis Journals, vol. 49(17), pages 1668-1678, April.
    1817. Pamela Ragazzi, 2012. "Climate Change and Migration: A Gravity Model Approach," Working Papers 2012031, University of Ferrara, Department of Economics.
    1818. Lyu, Meng & Christine Sun, Xiaojie & Wang, Bing, 2022. "Does CFO vertical duality affect financial outcomes? Evidence from the CFO acting as the head of accounting," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 49(C).
    1819. Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012. "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1155-1185, December.
    1820. Abel, Ernest & Fletcher, Jonathan, 2004. "An empirical examination of UK emerging market unit trust performance," Emerging Markets Review, Elsevier, vol. 5(4), pages 389-408, December.
    1821. Jatrana, Santosh & Pasupuleti, Samba Siva Rao & Richardson, Ken, 2014. "Nativity, duration of residence and chronic health conditions in Australia: Do trends converge towards the native-born population?," Social Science & Medicine, Elsevier, vol. 119(C), pages 53-63.
    1822. Olivier Gossner & Karl H. Schlag, 2013. "Finite-sample exact tests for linear regressions with bounded dependent variables," Post-Print halshs-00879792, HAL.
    1823. David Hendry & Carlos Santos, 2010. "An Automatic Test of Super Exogeneity," Economics Series Working Papers 476, University of Oxford, Department of Economics.
    1824. Pagiola, Stefano & Rios, Ana R. & Arcenas, Agustin, 2007. "Poor Household Participation in Payments for Environmental Services: Lessons from the Silvopastoral Project in Quindío, Colombia," MPRA Paper 4794, University Library of Munich, Germany.
    1825. Enqvist, Julius & Graham, Michael & Nikkinen, Jussi, 2014. "The impact of working capital management on firm profitability in different business cycles: Evidence from Finland," Research in International Business and Finance, Elsevier, vol. 32(C), pages 36-49.
    1826. Sharad Asthana & Steven Balsam & Sungsoo Kim, 2009. "The effect of Enron, Andersen, and Sarbanes‐Oxley on the US market for audit services," Accounting Research Journal, Emerald Group Publishing Limited, vol. 22(1), pages 4-26, July.
    1827. Yildirim, Ramazan & Masih, Mansur & Bacha, Obiyathulla, 2017. "Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms," MPRA Paper 90280, University Library of Munich, Germany, revised 26 May 2018.
    1828. Xavier D'Haultf{oe}uille & Purevdorj Tuvaandorj, 2022. "A Robust Permutation Test for Subvector Inference in Linear Regressions," Papers 2205.06713, arXiv.org, revised Sep 2023.
    1829. Reşit Çelik, 2017. "A new test to detect monotonic and non-monotonic types of heteroscedasticity," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(2), pages 342-361, January.
    1830. Jim Engle-Warnick & Diego Pulido & Marine de Montaignac, 2016. "A Comparison of Survey and Incentivized-Based Risk Attitude Elicitation," CIRANO Working Papers 2016s-40, CIRANO.
    1831. Hoek, Henk & Lucas, Andre & van Dijk, Herman K., 1995. "Classical and Bayesian aspects of robust unit root inference," Journal of Econometrics, Elsevier, vol. 69(1), pages 27-59, September.
    1832. Lee, Tae-Hwy & Tse, Yiuman, 1996. "Cointegration tests with conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 73(2), pages 401-410, August.
    1833. Kalm, Matias, 2012. "The Impact of Networking on Firm Performance - Evidence from Small and Medium-Sized Firms in Emerging Technology Areas," Discussion Papers 1278, The Research Institute of the Finnish Economy.
    1834. R. D. Brooks & R. W. Faff & M. McKenzie, 2002. "Time varying country risk: an assessment of alternative modelling techniques," The European Journal of Finance, Taylor & Francis Journals, vol. 8(3), pages 249-274.
    1835. Dean Jolliffe & Nauro F. Campos, 2004. "Does Market Liberalisation Reduce Gender Discrimination? Econometric Evidence from Hungary, 1986???1998," William Davidson Institute Working Papers Series 2004-678, William Davidson Institute at the University of Michigan.
    1836. Luo, Jiawen & Ji, Qiang & Klein, Tony & Todorova, Neda & Zhang, Dayong, 2020. "On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks," Energy Economics, Elsevier, vol. 89(C).
    1837. Barrientos Quiroga, Paola Andrea, 2013. "Convergence Clubs determined by Economic History in Latin America," MPRA Paper 50191, University Library of Munich, Germany.
    1838. Boisvert, Richard N. & Regmi, Anita & Schmidt, Todd M., 1996. "Policy Implications of Ranking Distributions of Nitrate Runoff and Leaching by Farm, Region, and Soil Productivity," Working Papers 127932, Cornell University, Department of Applied Economics and Management.
    1839. Guta, Dawit Diriba, 2014. "Effect of fuelwood scarcity and socio-economic factors on household bio-based energy use and energy substitution in rural Ethiopia," Energy Policy, Elsevier, vol. 75(C), pages 217-227.
    1840. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013. "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers 201422, University of California at Riverside, Department of Economics, revised Apr 2012.
    1841. Hamid Baghestani, 2010. "Evaluating Blue Chip forecasts of the trade-weighted dollar exchange rate," Applied Financial Economics, Taylor & Francis Journals, vol. 20(24), pages 1879-1889.
    1842. Cohen Goldner, Sarit & Paserman, M. Daniele, 2004. "The Dynamic Impact of Immigration on Natives' Labor Market Outcomes: Evidence from Israel," IZA Discussion Papers 1315, Institute of Labor Economics (IZA).
    1843. SUZUKI, Tomohiro & TAKASU, Yusuke, 2013. "Does Management Forecast Drive Growth of the Firm?," Working Paper Series 172, Center for Japanese Business Studies (HJBS), Graduate School of Commerce and Management Hitotsubashi University.
    1844. Aiken, Adam L. & Lee, Choonsik, 2020. "Let's talk sooner rather than later: The strategic communication decisions of activist blockholders," Journal of Corporate Finance, Elsevier, vol. 62(C).
    1845. Battalio, Robert & Hatch, Brian & Loughran, Tim, 2011. "Who benefited from the disclosure mandates of the 1964 Securities Acts Amendments?," Journal of Corporate Finance, Elsevier, vol. 17(4), pages 1047-1063, September.
    1846. Björn Kauder & Niklas Potrafke, 2015. "Globalization and Social Justice in OECD Countries," CESifo Working Paper Series 5210, CESifo.
    1847. Liu, Jia & Wu, Yuliang & Ye, Qing & Zhang, Dayong, 2019. "Do seasoned offerings improve the performance of issuing firms? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 104-123.
    1848. Hallberg, Daniel & Johansson, Per, 2002. "Turnover and Price in the Housing Market: Causation, Association or Independence?," Working Paper Series 2002:12, Uppsala University, Department of Economics.
    1849. Janet Currie, 2000. "Do Children of Immigrants Make Differential Use of Public Health Insurance?," NBER Chapters, in: Issues in the Economics of Immigration, pages 271-308, National Bureau of Economic Research, Inc.
    1850. B. Merlevede & G. Rayp & S. Van Parys & T. Verbeke, 2011. "Do EU15 countries compete over labour taxes?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/750, Ghent University, Faculty of Economics and Business Administration.
    1851. Utz Weitzel & Gerhard Kling, 2018. "Sold Below Value? Why Takeover Offers Can Have Negative Premiums," Financial Management, Financial Management Association International, vol. 47(2), pages 421-450, June.
    1852. Prakash, Navendu & Singh, Shveta & Sharma, Seema, 2021. "Technological diffusion, banking efficiency and Solow's paradox: A frontier-based parametric and non-parametric analysis," Structural Change and Economic Dynamics, Elsevier, vol. 58(C), pages 534-551.
    1853. Agnès Bénassy-Quéré & Amina Lahrèche-Revil, 1998. "Pegging the CEECs Currencies to the Euro," Working Papers 1998-04, CEPII research center.
    1854. Hoffmann, Mathias, 2005. "Saving, investment and the net foreign asset position," CFR Working Papers 05-09, University of Cologne, Centre for Financial Research (CFR).
    1855. Christina Dargenidou & Alan Gregory & Shan Hua, 2016. "How far does financial reporting allow us to judge whether M&A activity is successful?," Accounting and Business Research, Taylor & Francis Journals, vol. 46(5), pages 467-499, August.
    1856. Kotomin, Vladimir & Smith, Stanley D. & Winters, Drew B., 2008. "Preferred habitat for liquidity in international short-term interest rates," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 240-250, February.
    1857. Carole Gresse & Laurence Porteu de la Morandière, 2015. "Rising and Senior Stars in European Financial Analyst Rankings: The Talented and the Famous," Working Papers 01, Groupe ESC Pau, Research Department, revised Jan 2015.
    1858. Jong-Seo Choi & Chongwoo Choe, 1996. "Explanatory Factors for Trading Volume Responses to Annual Earnings Announcements: Evidence from the Korean Stock Market," Working Papers 1996.07, School of Economics, La Trobe University.
    1859. Fritzsche, Carolin & Vandrei, Lars, 2017. "The German Real Estate Transfer Tax: Evidence for Single-Family Home Transactions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168307, Verein für Socialpolitik / German Economic Association.
    1860. Kertlly de Medeiros, Rennan & da Nóbrega Besarria, Cássio & Pitta de Jesus, Diego & Phillipe de Albuquerquemello, Vinicius, 2022. "Forecasting oil prices: New approaches," Energy, Elsevier, vol. 238(PC).
    1861. Garay, Urbi, 2021. "Determinants of art prices and performance by movements: Long-run evidence from an emerging market," Journal of Business Research, Elsevier, vol. 127(C), pages 413-426.
    1862. Rebitzer, James B., 1995. "Is there a trade-off between supervision and wages? An empirical test of efficiency wage theory," Journal of Economic Behavior & Organization, Elsevier, vol. 28(1), pages 107-129, September.
    1863. Habib, Ahsan, 2008. "The role of accruals and cash flows in explaining security returns: Evidence from New Zealand," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 17(1), pages 51-66.
    1864. Kelejian, Harry H. & Robinson, Dennis P., 1998. "A suggested test for spatial autocorrelation and/or heteroskedasticity and corresponding Monte Carlo results," Regional Science and Urban Economics, Elsevier, vol. 28(4), pages 389-417, July.
    1865. Masulis, Ronald W. & Mobbs, Shawn, 2014. "Independent director incentives: Where do talented directors spend their limited time and energy?," Journal of Financial Economics, Elsevier, vol. 111(2), pages 406-429.
    1866. David Soave & Lei Sun, 2017. "A generalized Levene's scale test for variance heterogeneity in the presence of sample correlation and group uncertainty," Biometrics, The International Biometric Society, vol. 73(3), pages 960-971, September.
    1867. Young-Sook Lee & Tae-Hwan Kim & Paul Newbold, 2005. "Revisiting the Martingale hypothesis for exchange rates," Money Macro and Finance (MMF) Research Group Conference 2005 19, Money Macro and Finance Research Group.
    1868. Folster, Stefan & Henrekson, Magnus, 1999. "Growth and the public sector: a critique of the critics," European Journal of Political Economy, Elsevier, vol. 15(2), pages 337-358, June.
    1869. Yong Bao, 2018. "The asymptotic covariance matrix of the QMLE in ARMA models," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 309-324, April.
    1870. Leporia, Benedetto & Geuna, Aldo & Mira, Antonietta, 2018. "Scientific Output of US and European Universities Scales Super-linearly with Resources," Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation "Franco Momigliano", Bureau of Research in Innovation, Complexity and Knowledge, Collegio 201806, University of Turin.
    1871. Ana González Galán & Juan José García del Hoyo & Félix García Ordaz, 2021. "Investment and Decapitalization in the Fishing Industry: The Case of the Spanish Crustacean Freezer Trawler Fleet," Sustainability, MDPI, vol. 13(16), pages 1-22, August.
    1872. Víctor Pérez-Segura & Raquel Caro-Carretero & Antonio Rua, 2021. "Multivariate Analysis of Risk Factors of the COVID-19 Pandemic in the Community of Madrid, Spain," IJERPH, MDPI, vol. 18(17), pages 1-14, September.
    1873. Michael R. Baye & J. Rupert J. Gatti & Paul Kattuman & John Morgan, 2006. "Clicks, Discontinuities, and Firm Demand Online," Working Papers 2006-21, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    1874. Jon Faust & Charles H. Whiteman, 1997. "General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and crit," International Finance Discussion Papers 576, Board of Governors of the Federal Reserve System (U.S.).
    1875. Kim, Teakdong & Koo, Bonwoo & Park, Minsoo, 2013. "Role of financial regulation and innovation in the financial crisis," Journal of Financial Stability, Elsevier, vol. 9(4), pages 662-672.
    1876. Norbäck, Pehr-Johan, 1999. "Multinational Firms, Technology and Location," Working Paper Series 512, Research Institute of Industrial Economics, revised 19 Jun 2000.
    1877. Broersma, L., 1992. "Profits and employment in the United States 1970-1991," Serie Research Memoranda 0039, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    1878. Barniv, Ran, 2009. "Does foreign investor demand for information affect forecast accuracy? Evidence from the Chinese stock markets," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 18(2), pages 101-118.
    1879. Derek Johnston, 2006. "Managing Stock Option Expense: The Manipulation of Option†Pricing Model Assumptions," Contemporary Accounting Research, John Wiley & Sons, vol. 23(2), pages 395-425, June.
    1880. Bureau, Jean-Christophe & Disdier, Anne-Célia & Gauroy, Christine & Tréguer, David, 2010. "A quantitative assessment of the determinants of the net energy value of biofuels," Energy Policy, Elsevier, vol. 38(5), pages 2282-2290, May.
    1881. Adland, Roar & Jia, Haiying & Strandenes, Siri P., 2018. "The determinants of vessel capacity utilization: The case of Brazilian iron ore exports," Transportation Research Part A: Policy and Practice, Elsevier, vol. 110(C), pages 191-201.
    1882. David Urbano & Sebastian Aparicio & Victor Querol, 2016. "Social progress orientation and innovative entrepreneurship: an international analysis," Journal of Evolutionary Economics, Springer, vol. 26(5), pages 1033-1066, December.
    1883. Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2017. "Testing for fundamental vector moving average representations," Quantitative Economics, Econometric Society, vol. 8(1), pages 149-180, March.
    1884. Ranajit Kumar Bairagi & William Dimovski, 2010. "The underpricing of US REIT IPOs: 1996--2010," Journal of Property Research, Taylor & Francis Journals, vol. 28(3), pages 233-248, December.
    1885. Craig Maher & Mark Skidmore, 2008. "Changing Education Finance Policy, School Referenda Activity, and Success Rates," Public Finance Review, , vol. 36(4), pages 431-455, July.
    1886. Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
    1887. James M. Mahoney & Joseph T. Mahoney & Chamu Sundaramurthy, 1995. "Board structure, antitakeover provisions, and stockholder wealth," Research Paper 9516, Federal Reserve Bank of New York.
    1888. Rafa Madariaga & Joan Carles Martori & Ramon Oller, 2011. "Income, distance and spatial effects in the Monocentric model. The Barcelona Metropolitan Area case," ERSA conference papers ersa11p511, European Regional Science Association.
    1889. Nishtha Langer & Sandra A. Slaughter & Tridas Mukhopadhyay, 2014. "Project Managers' Practical Intelligence and Project Performance in Software Offshore Outsourcing: A Field Study," Information Systems Research, INFORMS, vol. 25(2), pages 364-384, June.
    1890. Chahine, Salim & Arthurs, Jonathan D. & Filatotchev, Igor & Hoskisson, Robert E., 2012. "The effects of venture capital syndicate diversity on earnings management and performance of IPOs in the US and UK: An institutional perspective," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 179-192.
    1891. Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler, 2021. "Firm-specific risk-neutral distributions with options and CDS," BIS Working Papers 921, Bank for International Settlements.
    1892. Karim Chalak, 2012. "Identification of Average Random Coefficients under Magnitude and Sign Restrictions on Confounding," Boston College Working Papers in Economics 816, Boston College Department of Economics.
    1893. Cheng, Minying & Lin, Bingxuan & Wei, Minghai, 2013. "How does the relationship between multiple large shareholders affect corporate valuations? Evidence from China," Journal of Economics and Business, Elsevier, vol. 70(C), pages 43-70.
    1894. Blau, Benjamin M. & Brough, Tyler J. & Thomas, Diana W., 2013. "Corporate lobbying, political connections, and the bailout of banks," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3007-3017.
    1895. G. Booth & Mustafa Chowdhury & Teppo Martikainen, 1994. "The effect of foreign ownership restrictions on stock price dynamics," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(4), pages 730-746, December.
    1896. Poudyal, Neelam C. & Hodges, Donald G. & Tonn, Bruce & Cho, Seong-Hoon, 2009. "Valuing diversity and spatial pattern of open space plots in urban neighborhoods," Forest Policy and Economics, Elsevier, vol. 11(3), pages 194-201, May.
    1897. Andres, Christian, 2008. "Large shareholders and firm performance--An empirical examination of founding-family ownership," Journal of Corporate Finance, Elsevier, vol. 14(4), pages 431-445, September.
    1898. Chanwit Phengpis & Peggy E. Swanson, 2009. "iShares and the US Market Risk Exposure," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7‐8), pages 972-986, September.
    1899. Kallunki, Juha-Pekka & Martikainen, Teppo, 1997. "The lead-lag structure of stock returns and accounting earnings: Implications to the returns-earnings relation in Finland," International Review of Financial Analysis, Elsevier, vol. 6(1), pages 37-47.
    1900. Dhakal, Bhubaneswor & Yao, Richard T. & Turner, James A. & Barnard, Tim, 2012. "Recreational users' willingness to pay and preferences for changes in planted forest features," Forest Policy and Economics, Elsevier, vol. 17(C), pages 34-44.
    1901. Robert S. Chirinko & Daniel J. Wilson, 2007. "State Investment Tax Incentives: A Zero-Sum Game?," CESifo Working Paper Series 1895, CESifo.
    1902. Daniel Rees & David Lancaster & Richard Finlay, 2014. "A State-space Approach to Australian GDP Measurement," RBA Research Discussion Papers rdp2014-12, Reserve Bank of Australia.
    1903. Carmelo Giaccotto & Alain Krapl, 2014. "Good News and Bad News about Firm-Level Stock Returns of Internationally Exposed Firms," International Review of Finance, International Review of Finance Ltd., vol. 14(4), pages 523-550, December.
    1904. Clausen, Volker & Hayo, Bernd, 2002. "Monetary policy in the Euro area: Lessons from the first years," ZEI Working Papers B 09-2002, University of Bonn, ZEI - Center for European Integration Studies.
    1905. Dirk Brounen & Piet Eichholtz & David Ling, 2009. "The Liquidity of Property Shares: An International Comparison," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 413-445, September.
    1906. Young, Alwyn, 2022. "Consistency without inference: instrumental variables in practical application," LSE Research Online Documents on Economics 115011, London School of Economics and Political Science, LSE Library.
    1907. Hutzschenreuter, Thomas & Horstkotte, Julian, 2013. "Managerial services and complexity in a firm’s expansion process: An empirical study of the impact on the growth of the firm," European Management Journal, Elsevier, vol. 31(2), pages 137-151.
    1908. Nola Agha, 2013. "The Economic Impact of Stadiums and Teams," Journal of Sports Economics, , vol. 14(3), pages 227-252, June.
    1909. Dietmar Harhoff, 1998. "Vertical Organization, Technology Flows and R&D Incentives: An Exploratory Analysis," CIG Working Papers FS IV 98-02, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
    1910. Jairo Guillermo Isaza Castro, 2014. "Occupational segregation, selection effects and gender wage differences: evidence from urban Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, June.
    1911. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
    1912. Peter M. Clarkson & Alex Dontoh & Gordon Richardson & Stephan E. Sefcik, 1992. "The voluntary inclusion of earnings forecasts in IPO prospectuses," Contemporary Accounting Research, John Wiley & Sons, vol. 8(2), pages 601-616, March.
    1913. Alan B. Krueger & Kenneth N. Fortson, 1996. "Do Markets Respond More To More Reliable Labor Market Data? A Test of Market Rationality," Working Papers 746, Princeton University, Department of Economics, Industrial Relations Section..
    1914. Mollah, Sabur & Quoreshi, A.M.M. Shahiduzzaman & Zafirov, Goran, 2016. "Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 151-167.
    1915. Jonathan Meer & Douglas L. Miller & Harvey S. Rosen, 2003. "Exploring the Health-Wealth Nexus," NBER Working Papers 9554, National Bureau of Economic Research, Inc.
    1916. Douglas Holtz-Eakin & Harvey S . Rosen, 1988. "Tax Deductibility and Municipal Budget Structure," NBER Chapters, in: Fiscal Federalism: Quantitative Studies, pages 107-136, National Bureau of Economic Research, Inc.
    1917. Machado, Jose A. F. & Silva, J. M. C. Santos, 2000. "Glejser's test revisited," Journal of Econometrics, Elsevier, vol. 97(1), pages 189-202, July.
    1918. Tien Manh Vu & Hisakazu Matsushige, 2016. "Gender, Sibling Order, and Differences in the Quantity and Quality of Education: Evidence from Japanese Twins," Asian Economic Journal, East Asian Economic Association, vol. 30(2), pages 147-170, June.
    1919. Yunmi Kim & Sang-Wook Lee & Tae-Hwan Kim, 2020. "Does Political Orientation Affect Happiness? The Case of South Korea," Working papers 2020rwp-163, Yonsei University, Yonsei Economics Research Institute.
    1920. Garicano, Luis & Hubbard, Thomas N, 2007. "Managerial Leverage Is Limited by the Extent of the Market: Hierarchies, Specialization, and the Utilization of Lawyers' Human Capital," Journal of Law and Economics, University of Chicago Press, vol. 50(1), pages 1-43, February.
    1921. Strickland, Deon & Wiles, Kenneth W. & Zenner, Marc, 1996. "A requiem for the USA Is small shareholder monitoring effective?," Journal of Financial Economics, Elsevier, vol. 40(2), pages 319-338, February.
    1922. Rory Costello & Robert Thomson, 2011. "The nexus of bicameralism: Rapporteurs’ impact on decision outcomes in the European Union," European Union Politics, , vol. 12(3), pages 337-357, September.
    1923. David Hendry & Grayham E. Mizon, 2016. "Improving the Teaching of Econometrics," Economics Series Working Papers 785, University of Oxford, Department of Economics.
    1924. Chung, Richard & Firth, Michael & Kim, Jeong-Bon, 2002. "Institutional monitoring and opportunistic earnings management," Journal of Corporate Finance, Elsevier, vol. 8(1), pages 29-48, January.
    1925. Joshua D. Angrist & Peter D. Hull & Parag A. Pathak & Christopher R. Walters, 2017. "Leveraging Lotteries for School Value-Added: Testing and Estimation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(2), pages 871-919.
    1926. Marvin Wolverton & Jimmy Senteza, 2000. "Hedonic Estimates of Regional Constant Quality House Prices," Journal of Real Estate Research, Taylor & Francis Journals, vol. 19(3), pages 235-253, January.
    1927. Cam Donaldson & Andrew Jones & Tracy Mapp & Jan Abel Olson, 1998. "Limited dependent variables in willingness to pay studies: applications in health care," Applied Economics, Taylor & Francis Journals, vol. 30(5), pages 667-677.
    1928. Mikhail, Michael B. & Walther, Beverly R. & Willis, Richard H., 2004. "Do security analysts exhibit persistent differences in stock picking ability?," Journal of Financial Economics, Elsevier, vol. 74(1), pages 67-91, October.
    1929. Siwabhorn Pipitpukdee & Witsanu Attavanich & Somskaow Bejranonda, 2020. "Impact of Climate Change on Land Use, Yield and Production of Cassava in Thailand," Agriculture, MDPI, vol. 10(9), pages 1-14, September.
    1930. Alistair Davey, 2009. "The Impact Of Clean Fuel Specifications On Adelaide Retail Petrol Prices," Australian Economic Papers, Wiley Blackwell, vol. 48(1), pages 1-18, March.
    1931. Richard, Patrick, 2017. "Robust heteroskedasticity-robust tests," Economics Letters, Elsevier, vol. 159(C), pages 28-32.
    1932. Thierry Lallemand & Robert Plasman & François Rycx, 2007. "The establishment-size wage premium: evidence from European countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(5), pages 427-451, December.
    1933. Refet S. Gürkaynak & Jonathan H. Wright, 2013. "Identification and Inference Using Event Studies," Manchester School, University of Manchester, vol. 81, pages 48-65, September.
    1934. Coro Chasco & Julie Le Gallo & Fernando López, 2018. "A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid," Post-Print hal-01868546, HAL.
    1935. Sergey Smetanin, 2022. "Pulse of the Nation: Observable Subjective Well-Being in Russia Inferred from Social Network Odnoklassniki," Mathematics, MDPI, vol. 10(16), pages 1-38, August.
    1936. Farrell, Susan & Manning, Willard G. & Finch, Michael D., 2003. "Alcohol dependence and the price of alcoholic beverages," Journal of Health Economics, Elsevier, vol. 22(1), pages 117-147, January.
    1937. David E. A. Giles, 2002. "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers 0203, Department of Economics, University of Victoria.
    1938. Jiali Fang & Ben Jacobsen & Yafeng Qin, 2014. "Predictability of the simple technical trading rules: An out‐of‐sample test," Review of Financial Economics, John Wiley & Sons, vol. 23(1), pages 30-45, January.
    1939. Li, Daye & Nishimura, Yusaku & Men, Ming, 2016. "The long memory and the transaction cost in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 312-320.
    1940. Knack, Stephen, 1998. "Election Day Registration: The Second Wave," MPRA Paper 25011, University Library of Munich, Germany, revised 1999.
    1941. Dimopoulos, Theodosios & Sacchetto, Stefano, 2014. "Preemptive bidding, target resistance, and takeover premiums," Journal of Financial Economics, Elsevier, vol. 114(3), pages 444-470.
    1942. Terence Cooke & Teruyo Omura & Roger Willett, 2009. "Consistency, Value Relevance and Sufficiency of Book for Market Values in Five Japanese Conglomerates Over the Period 1950–2004," Abacus, Accounting Foundation, University of Sydney, vol. 45(1), pages 88-123, March.
    1943. Goss, Allen & Roberts, Gordon S., 2011. "The impact of corporate social responsibility on the cost of bank loans," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1794-1810, July.
    1944. Sylvain Petit & Neelu Seetaram, 2019. "Measuring The Effect Of Revealed Cultural Preferences On Measuring The Effect Of Revealed Cultural Preferences On Tourism Exports," Post-Print hal-01924443, HAL.
    1945. Joshua Aizenman & Nancy P. Marion, 1996. "Volatility and the Investment Response," NBER Working Papers 5841, National Bureau of Economic Research, Inc.
    1946. Davey, Alistair, 2010. "Deregulation of wholesale petrol prices: what happened to capital city petrol prices?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 54(01), pages 1-18.
    1947. Apergis, Nicholas, 1997. "Inflation uncertainty, money demand, and monetary deregulation: Evidence from a univariate ARCH model and cointegration tests," Journal of Policy Modeling, Elsevier, vol. 19(3), pages 279-293, June.
    1948. Sonia Bhalotra, 2007. "Is Child Work Necessary?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(1), pages 29-55, February.
    1949. Marcin Hitczenko, 2015. "Estimating Population Means in the 2012 Survey of Consumer Payment Choice," Consumer Payments Research Data Reports 2015-02, Federal Reserve Bank of Atlanta.
    1950. Bernd Hofmann, 2005. "Procyclicality: The Macroeconomic Impact of Risk-Based Capital Requirements," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(2), pages 179-200, August.
    1951. Yujun Lian & Mohamad Sepehri & Maggie Foley, 2011. "Corporate Cash Holdings and Financial Crisis: An Empirical Study of Chinese Companies," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 1(2), pages 112-124, December.
    1952. Demirguc-Kunt, Asli & Detragiache, Enrica, 1994. "Interest rates, official lending, and the debt crisis: A reassessment," Journal of Development Economics, Elsevier, vol. 44(2), pages 263-285, August.
    1953. Guy Shaojia Liu & Haiyan Song, 2003. "A Dual-Price Demand Theory for Economies under Transition," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 1(2), pages 185-203.
    1954. Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2011. "How Sovereign Is Sovereign Credit Risk?," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 75-103, April.
    1955. Pagiola, Stefano & Rios, Ana R. & Arcenas, Agustin, 2007. "Can the Poor Participate in Payments for Environmental Services?: Lessons from the Silvopastoral Project in Nicaragua," MPRA Paper 3705, University Library of Munich, Germany.
    1956. Dimitris Papanikolaou & Lawrence D W Schmidt, 2022. "Working Remotely and the Supply-Side Impact of COVID-19 [The unprecedented stock market reaction to COVID-19]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 53-111.
    1957. Gunther Schnabl & Christina Ziegler, 2008. "Exchange Rate Regime and Wage Determination in Central and Eastern Europe," CESifo Working Paper Series 2471, CESifo.
    1958. Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2004. "Cyclical Dynamics in Idiosyncratic Labor Market Risk," Journal of Political Economy, University of Chicago Press, vol. 112(3), pages 695-717, June.
    1959. Manuela Krause & Niklas Potrafke, 2020. "The Real Estate Transfer Tax and Government Ideology: Evidence from the German States," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 76(1), pages 100-120.
    1960. Andrew T. Levin & Fabio M. Natalucci & Egon Zakrajšek, 2004. "The magnitude and cyclical behavior of financial market frictions," Finance and Economics Discussion Series 2004-70, Board of Governors of the Federal Reserve System (U.S.).
    1961. Ahrens, Ralf, 1999. "Predicting recessions with interest rate spreads: A multicountry regime-switching analysis," CFS Working Paper Series 1999/15, Center for Financial Studies (CFS).
    1962. Edward Chow, 1994. "Debt rescheduling and the choice between bonds and loans for LDCs' foreign debt," Open Economies Review, Springer, vol. 5(2), pages 139-157, March.
    1963. Gauri Bhat & Ole‐Kristian Hope & Tony Kang, 2006. "Does corporate governance transparency affect the accuracy of analyst forecasts?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(5), pages 715-732, December.
    1964. Haifeng Qian & Kingsley Haynes, 2014. "Beyond innovation: the Small Business Innovation Research program as entrepreneurship policy," The Journal of Technology Transfer, Springer, vol. 39(4), pages 524-543, August.
    1965. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
    1966. Friedrich Dornbusch & Sidonia von Proff & Thomas Brenner, 2013. "The organizational and regional determinants of inter-regional collaborations – Academic inventors as bridging agents," Working Papers on Innovation and Space 2013-11, Philipps University Marburg, Department of Geography.
    1967. Brämer, Patrick & Gischer, Horst & Richter, Toni & Weiß, Mirko, 2013. "Competition in banks’ lending business and its interference with ECB monetary policy," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 144-162.
    1968. Andros Gregoriou & Christos Ioannidis & Len Skerratt, 2005. "Information Asymmetry and the Bid‐Ask Spread: Evidence From the UK," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(9‐10), pages 1801-1826, November.
    1969. George E. Halkos & Apostolos S. Tsirivis, 2023. "Electricity Production and Sustainable Development: The Role of Renewable Energy Sources and Specific Socioeconomic Factors," Energies, MDPI, vol. 16(2), pages 1-21, January.
    1970. Shen, Chan & Tina Shih, Ya-Chen, 2016. "Therapeutic substitutions in the midst of new technology diffusion: The case of treatment for localized prostate cancer," Social Science & Medicine, Elsevier, vol. 151(C), pages 110-120.
    1971. Azmat, Saad & Skully, Michael & Brown, Kym, 2017. "The (little) difference that makes all the difference between Islamic and conventional bonds," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 46-59.
    1972. Basu, Sudipta & Markov, Stanimir, 2004. "Loss function assumptions in rational expectations tests on financial analysts' earnings forecasts," Journal of Accounting and Economics, Elsevier, vol. 38(1), pages 171-203, December.
    1973. Laeven, Luc, 2002. "International evidence on the value of deposit insurance," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(4), pages 721-732.
    1974. Fahlenbrach, Rudiger, 2008. "Shareholder Rights, Boards, and CEO Compensation," Working Paper Series 2008-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    1975. Baumohl, Eduard & Lyocsa, Stefan, 2013. "Volatility and dynamic conditional correlations of European emerging stock markets," MPRA Paper 49898, University Library of Munich, Germany.
    1976. Liow, Kim Hiang, 2003. "Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective," The Journal of Real Estate Finance and Economics, Springer, vol. 27(2), pages 235-255, September.
    1977. Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2017. "Research in finance: A review of influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 188-199.
    1978. Cronqvist, Henrik & Low, Angie & Nilsson, Mattias, 2007. "Does Corporate Culture Matter for Firm Policies?," Working Paper Series 2007-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    1979. Cederburg, Scott & O’Doherty, Michael S. & Wang, Feifei & Yan, Xuemin (Sterling), 2020. "On the performance of volatility-managed portfolios," Journal of Financial Economics, Elsevier, vol. 138(1), pages 95-117.
    1980. Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2009. "Political connections and the process of going public: Evidence from China," Journal of International Money and Finance, Elsevier, vol. 28(4), pages 696-719, June.
    1981. Ben Hoen & Jason Brown & Thomas Jackson & Mark Thayer & Ryan Wiser & Peter Cappers, 2015. "Spatial Hedonic Analysis of the Effects of US Wind Energy Facilities on Surrounding Property Values," The Journal of Real Estate Finance and Economics, Springer, vol. 51(1), pages 22-51, July.
    1982. Abadie, Alberto & Athey, Susan & Imbens, Guido W. & Wooldridge, Jeffrey M., 2017. "Sampling-Based vs. Design-Based Uncertainty in Regression Analysis," Research Papers 3349, Stanford University, Graduate School of Business.
    1983. Neil Bhutta & Daniel R. Ringo, 2017. "The Effect of Interest Rates on Home Buying : Evidence from a Discontinuity in Mortgage Insurance Premiums," Finance and Economics Discussion Series 2017-086, Board of Governors of the Federal Reserve System (U.S.).
    1984. Hirokatsu Asano, 2010. "Estimating irreversible investment with financial constraints: an application of switching regression models," Applied Economics, Taylor & Francis Journals, vol. 42(2), pages 211-222.
    1985. Karapanagiotidis, Paul, 2014. "Dynamic modeling of commodity futures prices," MPRA Paper 56805, University Library of Munich, Germany.
    1986. Mobbs, Shawn, 2018. "Firm CFO board membership and departures," Journal of Corporate Finance, Elsevier, vol. 51(C), pages 316-331.
    1987. Ding, Yuan & Hope, Ole-Kristian & Jeanjean, Thomas & Stolowy, Herve, 2007. "Differences between domestic accounting standards and IAS: Measurement, determinants and implications," Journal of Accounting and Public Policy, Elsevier, vol. 26(1), pages 1-38.
    1988. Hirvonen, Kalle & Hoddinott, John F. & Minten, Bart & Stifel, David, 2016. "Children’s diets, nutrition knowledge, and access to markets," ESSP working papers 84, International Food Policy Research Institute (IFPRI).
    1989. Haan, Jakob de & Sturm, Jan-Egbert, 1999. "On the relationship between economic freedom and economic growth," CCSO Working Papers 199903, University of Groningen, CCSO Centre for Economic Research.
    1990. Nikolaev, V. & van Lent, L.A.G.M., 2005. "The endogeneity bias in the relation between cost-of-debt capital and corporate disclosure policy," Other publications TiSEM 04869b30-e8a9-4ecf-84ae-6, Tilburg University, School of Economics and Management.
    1991. Glenn Otto, 2003. "Can an Intertemporal Model Explain Australia's Current Account Deficit?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 36(3), pages 350-359, September.
    1992. Zhe Shen & Jerry Coakley & Norvald Instefjord, 2014. "Earnings management and IPO anomalies in China," Review of Quantitative Finance and Accounting, Springer, vol. 42(1), pages 69-93, January.
    1993. Qiao, Penghua & Long, Yang & Fung, Hung-Gay & Kao, Erin Hui-Chuan, 2022. "Narcissistic leaders and corporate cash Holdings: Evidence in China," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    1994. Konstantijn Maes, 2004. "Interest Rate Risk in the Belgian Banking Sector," Financial Stability Review, National Bank of Belgium, vol. 2(1), pages 157-179, June.
    1995. Mahmoud MOURAD, 2021. "Impact of Socio-Economic Variables on Life Expectancy: An Empirical Study for 138 Countries," Journal of Public Administration and Governance, Macrothink Institute, vol. 11(1), pages 330346-3303, December.
    1996. Soederlind, Paul, 2015. "Testing Competing Factor Pricing Models," Working Papers on Finance 1524, University of St. Gallen, School of Finance, revised May 2016.
    1997. Magerman, Glenn & Studnicka, Zuzanna & Van Hove, Jan, 2015. "Distance and border effects in international trade: A comparison of estimation methods," Economics Discussion Papers 2015-69, Kiel Institute for the World Economy (IfW Kiel).
    1998. Lars Nordén & Therese Strand, 2011. "Shareholder activism among portfolio managers: rational decisions or 15 minutes of fame?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 15(3), pages 375-391, August.
    1999. Syed Moudud-Ul-Huq, 2021. "The Impact of Business Cycle on Banks’ Capital Buffer, Risk and Efficiency: A Dynamic GMM Approach from a Developing Economy," Global Business Review, International Management Institute, vol. 22(4), pages 921-940, August.
    2000. Stiroh, Kevin J., 1997. "The evolution of an industry: US thrifts in the 1990s," Journal of Banking & Finance, Elsevier, vol. 21(10), pages 1375-1394, October.
    2001. Robert Mercer & W. Robert Reed, 2015. "A Replication of “Economic Development and the Impacts of Natural Disasters†(Economics Letters 2007)," Public Finance Review, , vol. 43(2), pages 155-178, March.
    2002. Sinan Aral & Peter Weill, 2007. "IT Assets, Organizational Capabilities, and Firm Performance: How Resource Allocations and Organizational Differences Explain Performance Variation," Organization Science, INFORMS, vol. 18(5), pages 763-780, October.
    2003. Vadim Kufenko & Niels Geiger, 2017. "Stylized Facts of the Business Cycle: Universal Phenomenon, or Institutionally Determined?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 165-187, November.
    2004. Dee, Carol Callaway & Lulseged, Ayalew & Nowlin, Tanya S., 2005. "Executive compensation and risk: The case of internet firms," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 80-96, December.
    2005. Mary E. Barth & Greg Clinch, 2009. "Scale Effects in Capital Markets‐Based Accounting Research," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(3‐4), pages 253-288, April.
    2006. Lixiong Guo & Patrick Lach & Shawn Mobbs, 2015. "Tradeoffs between Internal and External Governance: Evidence from Exogenous Regulatory Shocks," Financial Management, Financial Management Association International, vol. 44(1), pages 81-114, March.
    2007. Teresa Maria García-Muñoz & Juliette Milgram-Baleix & Omar Odeh-Odeh, 2019. "Inequality and Life Satisfaction in Low- and Middle-Income Countries: The Role of Opportunity," Societies, MDPI, vol. 9(2), pages 1-25, May.
    2008. Alexandre Rands, 2008. "How to Make Bankers Richer: The Brazilian Financial Market with Public and Private Banks," Working Papers 37, Datamétrica Consultoria Econômica, revised 2008.
    2009. Kelly Busche & W. David Walls, 2001. "Breakage and betting market efficiency: evidence from the horse track," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 601-604.
    2010. Walkshäusl, Christian & Lobe, Sebastian, 2012. "Islamic investing," Review of Financial Economics, Elsevier, vol. 21(2), pages 53-62.
    2011. Sias, Richard W. & Starks, Laura T., 1997. "Return autocorrelation and institutional investors," Journal of Financial Economics, Elsevier, vol. 46(1), pages 103-131, October.
    2012. Atanasov, Vladimir, 2005. "How much value can blockholders tunnel? Evidence from the Bulgarian mass privatization auctions," Journal of Financial Economics, Elsevier, vol. 76(1), pages 191-234, April.
    2013. Anne-Célia Disdier & Silvio Tai & Lionel Fontagné & Thierry Mayer, 2009. "Bilateral trade of cultural goods [Le commerce bilatéral de biens culturels]," SciencePo Working papers Main hal-03622936, HAL.
    2014. Jith Jayaratne & Philip E. Strahan, 1997. "Entry restrictions, industry evolution, and dynamic efficiency: evidence from commercial banking," Staff Reports 22, Federal Reserve Bank of New York.
    2015. Emmanuel Flachaire, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Post-Print halshs-00175910, HAL.
    2016. Greenwell C MATCHAYA & Pius CHILONDA, 2012. "Estimating Effects Of Constraints On Food Security In Malawi: Policy Lessons From Regressions Quantiles," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(2).
    2017. Ali Uyar & Simone Pizzi & Fabio Caputo & Cemil Kuzey & Abdullah S. Karaman, 2022. "Do shareholders reward or punish risky firms due to CSR reporting and assurance?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(5), pages 1596-1620, July.
    2018. Alison Preston, 1997. "Where Are We Now With Human Capital Theory in Australia?," The Economic Record, The Economic Society of Australia, vol. 73(220), pages 51-78, March.
    2019. Kugler, Adriana & Pica, Giovanni, 2005. "Effects of Employment Protection on Worker and Job Flows: Evidence from the 1990 Italian Reform," IZA Discussion Papers 1743, Institute of Labor Economics (IZA).
    2020. Titelman Kardonsky, Daniel & Martner Fanta, Ricardo, 1992. "La demanda de dinero en Chile: una comparación de métodos alternativos de estimación de vectores de cointegración," Series Históricas 9584, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    2021. Ángel Luis Martin Roman & Alfonso Moral de Blas, 2002. "Efectos de las variaciones en el tiempo de trabajo sobre la ocupación adolescente y juvenil en el sector industrial: un análisis regional," Revista de Estudios Regionales, Universidades Públicas de Andalucía, vol. 1, pages 51-77.
    2022. Firth, Michael & Liau-Tan, Chee Keng, 1997. "Signalling models and the valuation of new issues: An examination of IPOs in Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 5(5), pages 511-526, December.
    2023. Eduard Baum??hl & ??tefan Ly??csa, 2014. "How smooth is the stock market integration of CEE-3?," William Davidson Institute Working Papers Series wp1079, William Davidson Institute at the University of Michigan.
    2024. da Costa, Carlos E. & Issler, João V. & Matos, Paulo F., 2015. "A Note On The Forward And The Equity Premium Puzzles: Two Symptoms Of The Same Illness?," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 446-464, March.
    2025. Lumengo Bonga-Bonga & Ekerete Umoetok, 2016. "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," Applied Economics, Taylor & Francis Journals, vol. 48(42), pages 3999-4018, September.
    2026. Georgopoulos, George & Hejazi, Walid, 2009. "The Feldstein-Horioka puzzle revisited: Is the home-bias much less?," International Review of Economics & Finance, Elsevier, vol. 18(2), pages 341-350, March.
    2027. Philip Arestis & Ana Rosa Gonzales-Martinez, 2017. "Economic precariousness: A new channel in the housing market cycle," FMM Working Paper 12-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    2028. Alex Frino & Stephen Satchell & Brad Wong & Hui Zheng, 2013. "How much does an Illegal Insider Trade?," International Review of Finance, International Review of Finance Ltd., vol. 13(2), pages 241-263, June.
    2029. Dieter Pennerstorfer, 2016. "Export, Migration and Costs of Trade: Evidence from Central European Firms," Regional Studies, Taylor & Francis Journals, vol. 50(5), pages 848-863, May.
    2030. R Sivitanidou & P Sivitanides, 1995. "Industrial Rent Differentials: The Case of Greater Los Angeles," Environment and Planning A, , vol. 27(7), pages 1133-1146, July.
    2031. Lijuan Huo & Jin Seo Cho, 2021. "Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 293-317, June.
    2032. Daske, Stefan & Ehrhardt, Olaf, 2002. "Kursunterschiede und Renditen deutscher Stamm- und Vorzugsaktien," SFB 373 Discussion Papers 2002,5, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    2033. Maria Abreu & Henride Groot & Raymond Florax, 2004. "Spatial Patterns of Technology Diffusion: An Empirical Analysis Using TFP," ERSA conference papers ersa04p425, European Regional Science Association.
    2034. Kwan, Yum K., 1998. "Asymptotic Bayesian analysis based on a limited information estimator," Journal of Econometrics, Elsevier, vol. 88(1), pages 99-121, November.
    2035. Michael Wyrwich, 2011. "New business formation and regional growth across regions with distinct initial industry structures," ERSA conference papers ersa10p656, European Regional Science Association.
    2036. Robert Brooks & Edwyna Harris & Yovina Joymungul, 2013. "Price clustering in Australian water markets," Applied Economics, Taylor & Francis Journals, vol. 45(6), pages 677-685, February.
    2037. Spatz, Julius, 2003. "The Impact of Structural Reforms on Wages and Employment: The Case of Formal versus Informal Workers in Bolivia," Kiel Working Papers 1186, Kiel Institute for the World Economy (IfW Kiel).
    2038. Abdulaleem Isiaka & Alexander Mihailov & Giovanni Razzi, 2022. "Reallocating Government Spending to Reduce Income Inequality: Panel Data Evidence from the Middle-Income Countries," Economics Discussion Papers em-dp2022-08, Department of Economics, University of Reading.
    2039. Richard Cantor & Kevin Cole & Frank Packer, 1997. "Split ratings and the pricing of credit risk," Research Paper 9711, Federal Reserve Bank of New York.
    2040. Joseph P. Hughes & William W. Lang & Loretta J. Mester, 1998. "The dollars and sense of bank consolidation," Working Papers 98-10, Federal Reserve Bank of Philadelphia.
    2041. Güth, W. & Müller, W. & Spiegel, Y., 2006. "Noisy leadership : An experimental approach," Other publications TiSEM e4796461-8862-4085-a867-8, Tilburg University, School of Economics and Management.
    2042. Niels-Hugo Blunch & Jeffrey S. Hammer, 2018. "The Last of the Lost Generations? Formal and Non-Formal Education in Ghana during Times of Economic Decline and Recovery," Journal of African Development, African Finance and Economic Association (AFEA), vol. 20(2), pages 35-60.
    2043. Lado-Sestayo, Rubén & Otero-González, Luis & Vivel-Búa, Milagros & Martorell-Cunill, Onofre, 2016. "Impact of location on profitability in the Spanish hotel sector," Tourism Management, Elsevier, vol. 52(C), pages 405-415.
    2044. James Heckman & Anne Layne-Farrar & Petra Todd, 1995. "The Schooling Quality-Earnings Relationship: Using Economic Theory to Interpret Functional Forms Consistent with the Evidence," NBER Working Papers 5288, National Bureau of Economic Research, Inc.
    2045. Olaoye, Olumide O. & Eluwole, Oluwatosin O. & Ayesha, Aziz & Afolabi, Olugbenga O., 2020. "Government spending and economic growth in ECOWAS: An asymmetric analysis," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    2046. Lewis R. Gale & Will Carrington Heath, 2000. "Elderly Internal Migration in the United States Revisited," Public Finance Review, , vol. 28(2), pages 153-170, March.
    2047. Wang, Shaoping & Li, Yanglin & Wen, Kuangyu, 2021. "Recursive adjusted unit root tests under non-stationary volatility," Economics Letters, Elsevier, vol. 205(C).
    2048. Adeabah, David & Andoh, Charles, 2019. "Market power, efficiency and welfare performance of banks: evidence from the Ghanaian banking industry," EconStor Preprints 192967, ZBW - Leibniz Information Centre for Economics.
    2049. Cheng, Liubing & Chen, Yanyan & Zhang, Yan, 2022. "Business groups and corporate bond costs: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    2050. William Comanor & H. Frech & Richard Miller, 2006. "Is the United States an outlier in health care and health outcomes? A preliminary analysis," International Journal of Health Economics and Management, Springer, vol. 6(1), pages 3-23, March.
    2051. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
    2052. C. Y. Cyrus Chu & Ruey S. Tsay & Huoying Wu, 2004. "Transmission of Sex Preferences Across Generations: The Allocation of Educational Resources Among Siblings," IEAS Working Paper : academic research 04-A013, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    2053. Chen, Yan-Shing & Chen, Yehning & Lin, Chih-Yung & Sharma, Zenu, 2016. "Is there a bright side to government banks? Evidence from the global financial crisis," Journal of Financial Stability, Elsevier, vol. 26(C), pages 128-143.
    2054. J. Jones & S. Nadeau & W. Walsh, 1997. "The wages of sin: Employment and salary effects of violence in the national hockey league," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(2), pages 191-206, June.
    2055. William Forbes & Aloysius Igboekwu, 2015. "The explanatory power of representative agent earnings momentum models," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 473-492, April.
    2056. Bernhard Mahlberg & Thomas Url, 2003. "Die Rolle der versicherungstechnischen Rückstellungen in der Versicherungswirtschaft," WIFO Studies, WIFO, number 24098.
    2057. Marco Angrisani & Kevin Foster & Marcin Hitczenko, 2020. "The 2016 and 2017 Surveys of Consumer Payment Choice: Technical Appendix," Consumer Payments Research Data Reports 2018-4, Federal Reserve Bank of Atlanta.
    2058. Francesca Lotti & Enrico Santarelli & Marco Vivarelli, 2002. "The Post-entry Size Adjustment of New small Firms," LEM Papers Series 2002/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    2059. Bakke, Einar & Leite, Tore E. & Thorburn, Karin S., 2010. "Public information and IPO underpricing," Discussion Papers 2010/6, Norwegian School of Economics, Department of Business and Management Science.
    2060. Acar Yasin & Gürdal Temel & Ekeryılmaz Şebnem, 2018. "Environmental Kuznets Curve for CO2 emissions: An analysis for developing, Middle East, OECD and OPEC countries," Environmental & Socio-economic Studies, Sciendo, vol. 6(4), pages 48-58, December.
    2061. Batten, Jonathan A. & Vo, Xuan Vinh, 2015. "Foreign ownership in emerging stock markets," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 15-24.
    2062. McDonald, John & Snooks, G. D., 1986. "Domesday Economy: A New Approach to Anglo-Norman History," OUP Catalogue, Oxford University Press, number 9780198285243.
    2063. Barry Reilly, 2015. "The Demand for League of Ireland Football," The Economic and Social Review, Economic and Social Studies, vol. 46(4), pages 485-509.
    2064. Keil, A. & Saint-Marcary, C. & Zeller, M., 2012. "Agricultural Commercialization In The Uplands Of Northern Vietnam: How To Achieve Both Poverty Reduction And Environmental Sustainability Goals?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 47, March.
    2065. Albring, Susan & Huang, Shawn & Pereira, Raynolde & Xu, Xiaolu, 2020. "Disclosure and liquidity management: Evidence from regulation fair disclosure," Journal of Contemporary Accounting and Economics, Elsevier, vol. 16(3).
    2066. Chang, Eric C. & Dong, Sen, 2006. "Idiosyncratic volatility, fundamentals, and institutional herding: Evidence from the Japanese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 135-154, April.
    2067. Giuseppe Alesii, 2006. "Fundamentals Efficiency of the Italian Stock Market: Some Long Run Evidence," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 5(3), pages 245-264, December.
    2068. Hu, Fang & Pan, Xiaofei & Tian, Gary, 2013. "Does CEO pay dispersion matter in an emerging market? Evidence from China's listed firms," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 235-255.
    2069. Lasse Niemi & W. Robert Knechel & Hannu Ojala & Jill Collis, 2018. "Responsiveness of Auditors to the Audit Risk Standards: Unique Evidence from Big 4 Audit Firms," Accounting in Europe, Taylor & Francis Journals, vol. 15(1), pages 33-54, January.
    2070. Derek Leslie, 2005. "Why people from the UK's minority ethnic communities achieve weaker degree results than whites," Applied Economics, Taylor & Francis Journals, vol. 37(6), pages 619-632.
    2071. Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002. "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance 508, Stockholm School of Economics.
    2072. Peralta, Gustavo & Zareei, Abalfazl, 2016. "A network approach to portfolio selection," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 157-180.
    2073. Daniel Berkowitz & David DeJong & Steven Husted, 1997. "Transition in Russia: It's Happening," William Davidson Institute Working Papers Series 33, William Davidson Institute at the University of Michigan.
    2074. Murayama, Kota & Nirei, Makoto & Shimizu, Hiroshi, 2015. "Management of science, serendipity, and research performance: Evidence from a survey of scientists in Japan and the U.S," Research Policy, Elsevier, vol. 44(4), pages 862-873.
    2075. Christopher J. Boudreaux & Anand Jha & Monica Escaleras, 2023. "Natural disasters, entrepreneurship activity, and the moderating role of country governance," Small Business Economics, Springer, vol. 60(4), pages 1483-1508, April.
    2076. Ammermueller, Andreas & Kuckulenz, Anja & Zwick, Thomas, 2009. "Aggregate unemployment decreases individual returns to education," Economics of Education Review, Elsevier, vol. 28(2), pages 217-226, April.
    2077. Fredriksson, Per G. & Mamun, Khawaja A., 2008. "Vertical externalities in cigarette taxation: Do tax revenues go up in smoke?," Journal of Urban Economics, Elsevier, vol. 64(1), pages 35-48, July.
    2078. Surajit Ray & B. Ravikumar & N. Eugene Savin, 1998. "Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance," Econometrics 9802002, University Library of Munich, Germany.
    2079. Potrafke, Niklas & Roesel, Felix, 2020. "Opening hours of polling stations and voter turnout: Evidence from a natural experiment," Munich Reprints in Economics 84723, University of Munich, Department of Economics.
    2080. Bai, Jushan & Ng, Serena, 2006. "Evaluating latent and observed factors in macroeconomics and finance," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 507-537.
    2081. Jonathan Fletcher & Patricia Ntozi‐Obwale, 2008. "Arbitrage Bounds and UK Unit Trust Performance," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(3‐4), pages 580-600, April.
    2082. Andersson, Linda, 2008. "Net Taxes,Income Stabilization and Regional Job Flows in Sweden," Working Papers 2008:5, Örebro University, School of Business.
    2083. Vermont, Bruno & De Cara, Stéphane, 2010. "How costly is mitigation of non-CO2 greenhouse gas emissions from agriculture?: A meta-analysis," Ecological Economics, Elsevier, vol. 69(7), pages 1373-1386, May.
    2084. Jin-hui Luo & Zeyue Huang & Ruichao Zhu, 2021. "Does media coverage help firms “lobby” for government subsidies? Evidence from China," Asia Pacific Journal of Management, Springer, vol. 38(1), pages 259-290, March.
    2085. Martínez-Sánchez, Francisco & Romeu, Andrés, 2018. "Technological development and software piracy," Economics Discussion Papers 2018-4, Kiel Institute for the World Economy (IfW Kiel).
    2086. Randall S. Kroszner & Thomas Stratmann, 2000. "Does Political Ambiguity Pay? Corporate Campaign Contributions and the Rewards to Legislator Reputation," NBER Working Papers 7475, National Bureau of Economic Research, Inc.
    2087. Edward J. Kane & Robert Hendershott, 1994. "The Federal Deposit Insurance Fund That Didn't Put A Bite on U.S. Tax Payers," NBER Working Papers 4648, National Bureau of Economic Research, Inc.
    2088. Chahine, Salim, 2007. "Investor interest, trading volume, and the choice of IPO mechanism in France," International Review of Financial Analysis, Elsevier, vol. 16(2), pages 116-135.
    2089. Carey, Peter & Steen, Adam, 2006. "Changing conditions in the Hong Kong new issues market," Pacific-Basin Finance Journal, Elsevier, vol. 14(5), pages 484-500, November.
    2090. Blau, Benjamin M. & Van Ness, Robert A. & Warr, Richard S., 2012. "Short selling of ADRs and foreign market short-sale constraints," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 886-897.
    2091. Adeel Ahmad DAR & Taj MUHAMMAD & M. Wasif SIDDIQI, 2020. "Bureaucratic Quality and FDI Inflows Nexus: A South Asian Perspective," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 149-168, September.
    2092. John Bound & Harry J. Holzer, 1996. "Demand Shifts, Population Adjustments, and Labor Market Outcomes during the 1980s," NBER Working Papers 5685, National Bureau of Economic Research, Inc.
    2093. Gibellato, Simone & Ballestra, Luca Vincenzo & Fiano, Fabio & Graziano, Domenico & Luca Gregori, Gian, 2023. "The impact of education on the Energy Trilemma Index: A sustainable innovativeness perspective for resilient energy systems," Applied Energy, Elsevier, vol. 330(PB).
    2094. Antoni, Manfred & Heineck, Guido, 2012. "Do literacy and numeracy pay off? : on the relationship between basic skills and earnings," IAB-Discussion Paper 201221, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    2095. Gonzalo Villa-Cox & Paul Herrera & Ramón Villa-Cox & Elvia Merino-Gaibor, 2017. "Small and Mid-Sized Farmer Irrigation Adoption in the Context of Public Provision of Hydric Infrastructure in Latin America and Caribbean," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(14), pages 4617-4631, November.
    2096. Bin, Okmyung & Polasky, Stephen, 2005. "Evidence on the Amenity Value of Wetlands in a Rural Setting," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 37(3), pages 589-602, December.
    2097. Ren, Siewan & Wright, Anna & Wyatt, Anne, 2012. "Stock option use by Australian IPOs," Journal of Contemporary Accounting and Economics, Elsevier, vol. 8(1), pages 1-22.
    2098. Jeffrey Harrison & Joseph Coombs, 2012. "The Moderating Effects from Corporate Governance Characteristics on the Relationship Between Available Slack and Community-Based Firm Performance," Journal of Business Ethics, Springer, vol. 107(4), pages 409-422, June.
    2099. Gabriela Mihaela Mure?an & Cristian Mihai Dragos & Codru?a Mare & Simona Laura Dragos & Alexandra Pintea, 2021. "Socio-Economic and Macro-Financial Determinants and Spatial Effects on European Private Health Insurance Markets," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 23(56), pages 290-290, February.
    2100. Drobetz, Wolfgang & Erdmann, Thomas & Zimmermann, Heinz, 2007. "Predictability in the cross-section of European bank stock returns," Working papers 2007/21, Faculty of Business and Economics - University of Basel.
    2101. Richard Chisik & Ronald B. Davies, 2001. "Asymmetric FDI and Tax-Treaty Bargaining: Theory and Evidence"," University of Oregon Economics Department Working Papers 2001-2, University of Oregon Economics Department, revised 01 Jun 2002.
    2102. Hsiu-I Ting, 2017. "Financial development, role of government, and bank profitability: evidence from the 2008 financial crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 370-391, April.
    2103. Boubacar Maïnassara, Yacouba & Raïssi, Hamdi, 2015. "Semi-strong linearity testing in linear models with dependent but uncorrelated errors," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 110-115.
    2104. Amir Kia & Hilde Patron, 2004. "Market-Based Monetary Policy Transparency Index, Risk and Volatility - The Case of the United States," Carleton Economic Papers 04-07, Carleton University, Department of Economics.
    2105. Beltrán, Allan & Maddison, David & Elliott, Robert J R, 2018. "Is Flood Risk Capitalised Into Property Values?," Ecological Economics, Elsevier, vol. 146(C), pages 668-685.
    2106. Dung, Truong Quang & Bonney, Lawrence Bryan & Adhikari, Rajendra & Miles, Morgan P., 2021. "Entrepreneurial orientation and vertical knowledge acquisition by smallholder agricultural firms in transitional economies: The role of interfirm collaboration in value-chains," Journal of Business Research, Elsevier, vol. 137(C), pages 327-335.
    2107. Anichul Hoque Khan & Kazi Nazrul Islam, 2012. "Power of a Deposit Insurance Scheme¡¯s Authority and a Banking Crisis," Journal of Business Administration Research, Journal of Business Administration Research, Sciedu Press, vol. 1(2), pages 88-98, October.
    2108. Simon Stevenson, 2000. "International Real Estate Diversification: Empirical Tests using Hedged Indices," Journal of Real Estate Research, American Real Estate Society, vol. 19(1), pages 105-131.
    2109. John B. Taylor & Harald Uhlig, 1989. "Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods," NBER Working Papers 3117, National Bureau of Economic Research, Inc.
    2110. Michael Hanke & Michael Kirchler, 2010. "Football Championships and Jersey Sponsors' Stock Prices: An Empirical Investigation," Working Papers 2010-07, Faculty of Economics and Statistics, Universität Innsbruck.
    2111. Chengguang Li & Rodrigo Isidor & Luis Alfonso Dau & Rudy Kabst, 2018. "The More the Merrier? Immigrant Share and Entrepreneurial Activities," Entrepreneurship Theory and Practice, , vol. 42(5), pages 698-733, September.
    2112. Ortega-Argilés, Raquel & Piva, Mariacristina & Vivarelli, Marco, 2011. "Productivity Gains from R&D Investment: Are High-Tech Sectors Still Ahead?," IZA Discussion Papers 5975, Institute of Labor Economics (IZA).
    2113. Sanjeev Dewan & Jui Ramaprasad, 2012. "Research Note ---Music Blogging, Online Sampling, and the Long Tail," Information Systems Research, INFORMS, vol. 23(3-part-2), pages 1056-1067, September.
    2114. Howe, John S. & Lee, Hongbok, 2006. "The long-run stock performance of preferred stock issuers," Review of Financial Economics, Elsevier, vol. 15(3), pages 237-250.
    2115. Chang, Eric C. & Wong, Sonia M.L., 2004. "Political control and performance in China's listed firms," Journal of Comparative Economics, Elsevier, vol. 32(4), pages 617-636, December.
    2116. Hevia, Andrea & Crabiffosse, Alejandra & Álvarez-González, Juan Gabriel & Ruiz-González, Ana Daria & Majada, Juan, 2017. "Novel approach to assessing residual biomass from pruning: A case study in Atlantic Pinus pinaster Ait. timber forests," Renewable Energy, Elsevier, vol. 107(C), pages 620-628.
    2117. Hsuan-Chi Chen & Robert Fok & Chiuling Lu, 2011. "An Analysis of Lockups in REIT IPOs," The Journal of Real Estate Finance and Economics, Springer, vol. 43(3), pages 359-384, October.
    2118. Rime, Dagfinn & Sucarrat, Genaro, 2007. "Exchange rate variability, market activity and heterogeneity," UC3M Working papers. Economics we077039, Universidad Carlos III de Madrid. Departamento de Economía.
    2119. Abbasiharofteh, Milad & Kogler, Dieter F. & Lengyel, Balázs, 2023. "Atypical combinations of technologies in regional co-inventor networks," Research Policy, Elsevier, vol. 52(10).
    2120. Martin Bugeja & Natalie Gallery, 2006. "Is older goodwill value relevant?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(4), pages 519-535, December.
    2121. Carter, Richard B. & Strader, Troy J., 2009. "The market versus the analyst: Biases and predictive ability," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 398-416, May.
    2122. Hanna Ågren & Matz Dahlberg & Eva Mörk, 2007. "Do politicians’ preferences correspond to those of the voters? An investigation of political representation," Public Choice, Springer, vol. 130(1), pages 137-162, January.
    2123. Petit, Sylvain, 2016. "International trade in services and inequalities: Empirical evaluation and role of tourism services," MPRA Paper 75206, University Library of Munich, Germany.
    2124. Benedikt M. Potscher & David Preinerstorfer, 2021. "Valid Heteroskedasticity Robust Testing," Papers 2104.12597, arXiv.org, revised Jul 2023.
    2125. Yenn-Ru Chen & Carl R. Chen & Chih-Kang Chu, 2014. "The Effect of Executive Stock Options on Corporate Innovative Activities," Financial Management, Financial Management Association International, vol. 43(2), pages 271-290, June.
    2126. Jonsson, Gunnar, 1997. "Monetary politics and unemployment persistence," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 303-325, July.
    2127. Konstantinos Metaxoglou, 2021. "Canadian Journal of Economics: A historic overview," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(3), pages 1418-1453, November.
    2128. Jahn Karl Hakes & W. Kip Viscusi, 2004. "Dead Reckoning: Demographic Determinants of the Accuracy of Mortality Risk Perceptions," Risk Analysis, John Wiley & Sons, vol. 24(3), pages 651-664, June.
    2129. Chi-Lin Yang & Jung-Ho Lai, 2021. "Influence of Cross-Listing on the Relationship between Financial Leverage and R&D Investment: A Sustainable Development Strategy," Sustainability, MDPI, vol. 13(18), pages 1-14, September.
    2130. T. D. Stanley, 2004. "Does unemployment hysteresis falsify the natural rate hypothesis? a meta‐regression analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 18(4), pages 589-612, September.
    2131. Bineau, Yannick, 2010. "Une méta-analyse des études sur la mesure de la mobilité internationale du capital selon la méthode de Feldstein et Horioka," L'Actualité Economique, Société Canadienne de Science Economique, vol. 86(2), pages 227-272, juin.
    2132. Kaiser, Ulrich, 1999. "New technologies and the demand for heterogeneous labor: Firm-level evidence for the German business-related services sector," ZEW Discussion Papers 99-07, ZEW - Leibniz Centre for European Economic Research.
    2133. Brian Duncan & Stephen J. Trejo, 2011. "Intermarriage and the Intergenerational Transmission of Ethnic Identity and Human Capital for Mexican Americans," Journal of Labor Economics, University of Chicago Press, vol. 29(2), pages 195-227.
    2134. Jiro Kondo & Danielle Li & Dimitris Papanikolaou, 2021. "Trust, Collaboration, and Economic Growth," Management Science, INFORMS, vol. 67(3), pages 1825-1850, March.
    2135. Dimitropoulos, Panagiotis E. & Asteriou, Dimitrios & Kousenidis, Dimitrios & Leventis, Stergios, 2013. "The impact of IFRS on accounting quality: Evidence from Greece," Advances in accounting, Elsevier, vol. 29(1), pages 108-123.
    2136. Kai-Shi Chuang, 2017. "The role of investment banks on the impact of firm performance in mergers and acquisitions: evidence from the Asia-Pacific market," Review of Quantitative Finance and Accounting, Springer, vol. 48(3), pages 677-699, April.
    2137. Queralt, Magaly & Witte, Ann D., 1999. "Childcare regulations: A method to pursue social welfare goals?," Children and Youth Services Review, Elsevier, vol. 21(2), pages 111-146, February.
    2138. Chegut, Andrea & Eichholtz, Piet & Kok, Nils, 2019. "The price of innovation: An analysis of the marginal cost of green buildings," Journal of Environmental Economics and Management, Elsevier, vol. 98(C).
    2139. Maria da Conceição Sampaio de Sousa & Francisco Cribari Neto & Borko Stosic, 2003. "Explaining DEA Technical Efficiency Scores in an Outlier Corrected Environment: the case of Public Services in Brazilian Municipalities," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] d55, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    2140. Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016. "Another January effect—Evidence from stock split announcements," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 123-138.
    2141. Hui Guo, 2005. "Time-varying risk premia and the cross section of stock returns," Working Papers 2002-013, Federal Reserve Bank of St. Louis.
    2142. Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury, 2014. "Forecasting House Prices in the United States with Multiple Structural Breaks," International Econometric Review (IER), Econometric Research Association, vol. 6(1), pages 1-23, April.
    2143. Christie, Andrew A. & Joye, Marc P. & Watts, Ross L., 2003. "Decentralization of the firm: theory and evidence," Journal of Corporate Finance, Elsevier, vol. 9(1), pages 3-36, January.
    2144. Hoogstrate, A.J. & Osang, T., 1998. "Saving, openness, and growth," Other publications TiSEM 37acb861-bcba-4849-823b-3, Tilburg University, School of Economics and Management.
    2145. José Curto & José Pinto & Ana Morais & Isabel Lourenço, 2011. "The heteroskedasticity-consistent covariance estimator in accounting," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 427-449, November.
    2146. Robert Ready & Nikolai Roussanov & Colin Ward, 2017. "Commodity Trade and the Carry Trade: A Tale of Two Countries," Journal of Finance, American Finance Association, vol. 72(6), pages 2629-2684, December.
    2147. Cotti, Chad & Dunn, Richard A. & Tefft, Nathan, 2014. "Alcohol-impaired motor vehicle crash risk and the location of alcohol purchase," Social Science & Medicine, Elsevier, vol. 108(C), pages 201-209.
    2148. Liew, Jimmy & Vassalou, Maria, 1999. "Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth," CEPR Discussion Papers 2180, C.E.P.R. Discussion Papers.
    2149. Adland, Roar & Alger, Harrison & Banyte, Justina & Jia, Haiying, 2017. "Does fuel efficiency pay? Empirical evidence from the drybulk timecharter market revisited," Transportation Research Part A: Policy and Practice, Elsevier, vol. 95(C), pages 1-12.
    2150. Alexandre Rands Barros, 2005. "The Impact Of State Owned Banks On Interest Rates Spread," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 041, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    2151. Seong-Hoon Cho & Dayton Lambert & Hyun Kim & Seung Kim, 2009. "Overweight Korean Adolescents and Academic Achievement," Journal of Family and Economic Issues, Springer, vol. 30(2), pages 126-136, June.
    2152. Cheng, Maoyong & Zhao, Hong & Zhou, Mingming, 2020. "Foreign Strategic Investors, State Ownership, and Non-interest Activities: Evidence from China," Journal of Financial Stability, Elsevier, vol. 50(C).
    2153. Xavier Delache & Catherine Goudounèche & Herve Guyomard & Xavier Irz & Louis Pascal Mahe, 1995. "Analyse micro-économique d'un marché des droits à produire en agriculture : application aux quotas laitiers en France," Post-Print hal-01594511, HAL.
    2154. Athanassakos, G. & Waschik, R., 1997. "The demand for long-term deposits of a financial intermediary: Theory and evidence," Journal of Economics and Business, Elsevier, vol. 49(2), pages 127-147.
    2155. Ronald Kumar & Arvind Patel, 2014. "Exploring competitiveness in banking sector of a small island economy: a study of Fiji," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(6), pages 3169-3183, November.
    2156. Prati, Alberto, 2017. "Hedonic recall bias. Why you should not ask people how much they earn," Journal of Economic Behavior & Organization, Elsevier, vol. 143(C), pages 78-97.
    2157. Natalia Semenova, 2021. "Management control systems in response to social and environmental risk in large Nordic companies," International Journal of Corporate Social Responsibility, Springer, vol. 6(1), pages 1-11, December.
    2158. Michelle Lowry & G. William Schwert, 2002. "IPO Market Cycles: Bubbles or Sequential Learning?," Journal of Finance, American Finance Association, vol. 57(3), pages 1171-1200, June.
    2159. Reint Gropp, 2002. "Local Taxes and Capital Structure Choice," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 9(1), pages 51-71, January.
    2160. Misund, Bård & Osmundsen, Petter, 2015. "Probable Oil and Gas Reserves and Shareholder Returns: The Impact of Shale Gas," UiS Working Papers in Economics and Finance 2015/17, University of Stavanger.
    2161. N. Kreander & R.H. Gray & D.M. Power & C.D. Sinclair, 2005. "Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(7‐8), pages 1465-1493, September.
    2162. Silva, Ana Cristina & Chávez, Gonzalo A., 2008. "Cross-listing and liquidity in emerging market stocks," Journal of Banking & Finance, Elsevier, vol. 32(3), pages 420-433, March.
    2163. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023. "Testing for the appropriate level of clustering in linear regression models," Papers 2301.04522, arXiv.org, revised Mar 2023.
    2164. James H. Stock, 2010. "The Other Transformation in Econometric Practice: Robust Tools for Inference," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 83-94, Spring.
    2165. Spicer, Oliver & Grootendorst, Paul, 2022. "The effect of patented drug price on the share of new medicines across OECD countries," Health Policy, Elsevier, vol. 126(8), pages 795-801.
    2166. Raul A. Barreto & Anthony W. Hughes, 2004. "Under Performers and Over Achievers: A Quantile Regression Analysis of Growth," The Economic Record, The Economic Society of Australia, vol. 80(248), pages 17-35, March.
    2167. Manuel Denzer & Constantin Weiser, 2021. "Beyond F-statistic - A General Approach for Assessing Weak Identification," Working Papers 2107, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
    2168. Manganelli, Simone, 2005. "Duration, volume and volatility impact of trades," Journal of Financial Markets, Elsevier, vol. 8(4), pages 377-399, November.
    2169. Ruey S. Tsay & Yi-Mien Lin & Hsiao-Wen Wang, 2009. "Residual income, non-earnings information, and information content," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(6), pages 487-511.
    2170. Jacobs, Heiko, 2015. "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 65-85.
    2171. Cribari-Neto, Francisco, 2004. "Asymptotic inference under heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 215-233, March.
    2172. Michael Toma & Richard Cebula, 2001. "Politicians, deficits, and monetary policy in the U.S. revisited," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 7(4), pages 419-430, November.
    2173. Andrea Carriero, 2006. "Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 879-899, December.
    2174. Christian Helmers & Manasa Patnam, 2014. "Does the rotten child spoil his companion? Spatial peer effects among children in rural India," Quantitative Economics, Econometric Society, vol. 5, pages 67-121, March.
    2175. Benjamin O. Fordham, 2003. "The Political and Economic Sources of Inflation in the American Military Budget," Journal of Conflict Resolution, Peace Science Society (International), vol. 47(5), pages 574-593, October.
    2176. Bebchuk, Lucian A. & Cohen, Alma, 2005. "The costs of entrenched boards," Journal of Financial Economics, Elsevier, vol. 78(2), pages 409-433, November.
    2177. Egger, Peter & Pfaffermayr, Michael & Wolfmayr-Schnitzer, Yvonne, 2001. "The international fragmentation of Austrian manufacturing: The effects of outsourcing on productivity and wages," The North American Journal of Economics and Finance, Elsevier, vol. 12(3), pages 257-272, November.
    2178. Busch-Heizmann, Anne & Holst, Elke, 2017. "Do Women in Highly Qualified Positions Face Higher Work-to-Family Conflicts in Germany Than Men?," IZA Discussion Papers 10716, Institute of Labor Economics (IZA).
    2179. Thompson, Samuel B., 2011. "Simple formulas for standard errors that cluster by both firm and time," Journal of Financial Economics, Elsevier, vol. 99(1), pages 1-10, January.
    2180. Fletcher, Jonathan, 2000. "On the conditional relationship between beta and return in international stock returns," International Review of Financial Analysis, Elsevier, vol. 9(3), pages 235-245.
    2181. John Bound & David A. Jaeger & Regina Baker, 1993. "The Cure Can Be Worse than the Disease: A Cautionary Tale Regarding Instrumental Variables," NBER Technical Working Papers 0137, National Bureau of Economic Research, Inc.
    2182. Files, Rebecca, 2012. "SEC enforcement: Does forthright disclosure and cooperation really matter?," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 353-374.
    2183. Vollrath, Thomas L. & Grant, Jason H. & Hallahan, Charles B., 2012. "Reciprocal Trade Agreements: Impacts on U.S. and Foreign Suppliers in Commodity and Manufactured Food Markets," Economic Research Report 131618, United States Department of Agriculture, Economic Research Service.
    2184. Fei Leng & Kevin Zhao, 2014. "Insider trading around open-market share repurchases," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(3), pages 461-491, July.
    2185. Koichi Yamaura, 2011. "Market Power of the Japanese Non-GM Soybean Import Market: The U.S. Exporters vs. Japanese Importers," Asian Journal of Agriculture and Rural Development, Asian Economic and Social Society, vol. 1(2), pages 80-89.
    2186. Klishchuk Bogdan & Zelenyuk Valentin, 2012. "Impact of Services LIberalization on Firm Level Productivity in Eastern Europe and Central Asia," EERC Working Paper Series 12/03e, EERC Research Network, Russia and CIS.
    2187. Volker Clausen & Bernd Hayo, 2006. "Asymmetric monetary policy effects in EMU," Applied Economics, Taylor & Francis Journals, vol. 38(10), pages 1123-1134.
    2188. Kai Hielscher & Gunther Markwardt, 2011. "The Role of Political Institutions for the Effectiveness of Central Bank Independence," CESifo Working Paper Series 3396, CESifo.
    2189. Contreras, Sergio & Smith, Wm. Doyle & Roth, Timothy P. & Fullerton, Thomas M., Jr., 2009. "Regional Evidence regarding U.S. Residential Electricity Consumption," MPRA Paper 29093, University Library of Munich, Germany, revised 2009.
    2190. LICERIO, Enedina & FULLERTON, Thomas M. Jr. & CLARK, Don P., 2010. "Empirical Evidence Regarding Regulatory Burdens And Global Income Performance," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, vol. 10(2), pages 5-32.
    2191. Asli Demirgüč-Kunt, 1991. "On the valuation of deposit institutions," Working Papers (Old Series) 9104, Federal Reserve Bank of Cleveland.
    2192. Toshihiro Uchida & Paul Ferraro, 2007. "Voluntary development of environmental management systems: motivations and regulatory implications," Journal of Regulatory Economics, Springer, vol. 32(1), pages 37-65, August.
    2193. Richard Cebula & Holly Meads, 2008. "The Electoral College System, Political Party Dominance, and Voter Turnout, With Evidence from the 2004 Presidential Election," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(1), pages 53-64, March.
    2194. Breitung, Jörg & Eickmeier, Sandra, 2011. "Testing for structural breaks in dynamic factor models," Journal of Econometrics, Elsevier, vol. 163(1), pages 71-84, July.
    2195. Kent Hargis & William F. Maloney, 1997. "Emerging Equity Markets: Are They For Real?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(2), pages 243-262, June.
    2196. Salim Chahine & Yan (Anthea) Zhang, 2020. "Change gears before speeding up: The roles of Chief Executive Officer human capital and venture capitalist monitoring in Chief Executive Officer change before initial public offering," Strategic Management Journal, Wiley Blackwell, vol. 41(9), pages 1653-1681, September.
    2197. Ross, Stephen L. & Zenou, Yves, 2004. "Shirking, Commuting and Labor Market Outcomes," Working Paper Series 627, Research Institute of Industrial Economics.
    2198. Leandro M. Magnusson & Sophocles Mavroeidis, 2010. "Identification‐Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 465-481, March.
    2199. Kothari, S. P. & Shanken, Jay, 1997. "Book-to-market, dividend yield, and expected market returns: A time-series analysis," Journal of Financial Economics, Elsevier, vol. 44(2), pages 169-203, May.
    2200. Elliott, William B. & Songur, Hilmi, 2016. "The role of arbitrage risk on the elasticity of demand: New evidence from 100% secondary equity offerings," Finance Research Letters, Elsevier, vol. 19(C), pages 165-172.
    2201. Falk, Armin & Lalive, Rafael & Zweimüller, Josef, 2005. "The success of job applications: a new approach to program evaluation," Labour Economics, Elsevier, vol. 12(6), pages 739-748, December.
    2202. Volonté, Christophe, 2015. "Boards: Independent and committed directors?," International Review of Law and Economics, Elsevier, vol. 41(C), pages 25-37.
    2203. Herwartz, H. & Xu, F., 2009. "A new approach to bootstrap inference in functional coefficient models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2155-2167, April.
    2204. Malcolm Asadoorian, 2008. "Simulating the spatial distribution of population and emissions to 2100," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 39(3), pages 199-221, March.
    2205. Rasmus Fatum & Yohei Yamamoto, 2014. "Intra-safe haven currency behavior during the global financial crisis," Globalization Institute Working Papers 199, Federal Reserve Bank of Dallas.
    2206. Ettner, Susan L., 1996. "New evidence on the relationship between income and health," Journal of Health Economics, Elsevier, vol. 15(1), pages 67-85, February.
    2207. Pizzini, Mina J., 2006. "The relation between cost-system design, managers' evaluations of the relevance and usefulness of cost data, and financial performance: an empirical study of US hospitals," Accounting, Organizations and Society, Elsevier, vol. 31(2), pages 179-210, February.
    2208. Mabrouki, Mohamed, 2017. "Analyse empirique de la relation entre les décisions de renouvellement des brevets et les montants d’annuités [Empirical analysis of the relationship between patent renewal decisions and the amount," MPRA Paper 80484, University Library of Munich, Germany.
    2209. Kalaitzi, Athanasia Stylianou & Chamberlain, Trevor William, 2021. "The validity of the export-led growth hypothesis: some evidence from the GCC," LSE Research Online Documents on Economics 106586, London School of Economics and Political Science, LSE Library.
    2210. Dongying Li & Galen D Newman & Bev Wilson & Yue Zhang & Robert D Brown, 2022. "Modeling the relationships between historical redlining, urban heat, and heat-related emergency department visits: An examination of 11 Texas cities," Environment and Planning B, , vol. 49(3), pages 933-952, March.
    2211. Daniel J. Bradley & John W. Cooney Jr. & Steven D. Dolvin & Bradford D. Jordan, 2006. "Penny Stock IPOs," Financial Management, Financial Management Association International, vol. 35(1), pages 5-29, March.
      • Daniel J. Bradley & John W. Cooney, Jr. & Steven D. Dolvin & Bradford D. Jordan, 2006. "Penny Stock IPOs," Financial Management, Financial Management Association, vol. 35(1), Spring.
    2212. Dasilas, Apostolos & Leventis, Stergios, 2018. "The performance of European equity carve-outs," Journal of Financial Stability, Elsevier, vol. 34(C), pages 121-135.
    2213. Cristian Dragos & Simona Laura Dragos, 2012. "Econometric Estimations of the Services and Financial Sector Impact on Economic Growth Variations in Times of Crisis," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 14(Special N), pages 621-634, November.
    2214. Bernd Hayo & Florian Neumeier, 2014. "Public Preferences for Government Spending Priorities: Survey Evidence from Germany," MAGKS Papers on Economics 201457, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    2215. Zaryab Iqbal, 2007. "The Geo-Politics of Forced Migration in Africa, 1992—2001," Conflict Management and Peace Science, Peace Science Society (International), vol. 24(2), pages 105-119, April.
    2216. Herrmann, Ulf & Scholz, Hendrik, 2013. "Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2314-2328.
    2217. Antonio Gledson De Carvalho & Humberto Gallucci-Netto & Eduardo M. R. Siqueira, 2017. "Determinants of success in venture capital investments: evidence from Brazil," Venture Capital, Taylor & Francis Journals, vol. 19(3), pages 147-161, July.
    2218. Richard Cebula & Christopher Duquette & Franklin Mixon, 2013. "Factors Influencing the State-Level Settlement Pattern of the Undocumented Immigrant Population in the United States," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(3), pages 203-213, September.
    2219. Irma Malafronte & Stefano Monferrà & Claudio Porzio & Gabriele Sampagnaro, 2014. "Competition, specialization and bank--firm interaction: what happens in credit crunch periods?," Applied Financial Economics, Taylor & Francis Journals, vol. 24(8), pages 557-571, April.
    2220. H. Allen Klaiber & Roger H. von Haefen, 2019. "Do Random Coefficients and Alternative Specific Constants Improve Policy Analysis? An Empirical Investigation of Model Fit and Prediction," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(1), pages 75-91, May.
    2221. Chrysovalantis Amountzias, 2017. "An Investigation of the Degree of Market Power in the Greek Manufacturing and Service Industries," Journal of Industry, Competition and Trade, Springer, vol. 17(4), pages 447-464, December.
    2222. J. Easaw & R. Golinelli & M. Malgarini, 2012. "Do Households Anchor their Inflation Expectations? Theory and Evidence from a Household Survey," Working Papers wp842, Dipartimento Scienze Economiche, Universita' di Bologna.
    2223. Mark Mietzner & Dirk Schiereck, 2011. "Staatsfonds als Ankerinvestoren: Eine Note zum Einstieg von Aabar bei Daimler," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(1), pages 92-100, February.
    2224. Dirk Brounen & Yair Ben-Hamo, 2009. "Calendar Anomalies: The Case of International Property Shares," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 115-136, February.
    2225. Amavilah, Voxi & Asongu, Simplice & Andrés, Antonio, 2017. "Effects of globalization on peace and stability: Implications for governance and the knowledge economy of African countries," MPRA Paper 80651, University Library of Munich, Germany.
    2226. Chen, Sheng-Syan & Chou, Robin K. & Lee, Yun-Chi, 2011. "Bidders' strategic timing of acquisition announcements and the effects of payment method on target returns and competing bids," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2231-2244, September.
    2227. Wetmore, Jill L. & Brick, John R., 1998. "The Basis Risk Component of Commercial Bank Stock Returns," Journal of Economics and Business, Elsevier, vol. 50(1), pages 67-76, January.
    2228. Francois, Joseph & Fernández-Amador, Octavio & Oberdabernig, Doris & Tomberger, Patrick, 2017. "Carbon Dioxide Emissions and Economic Growth: An Assessment based on Production and Consumption Emission Inventories," CEPR Discussion Papers 11841, C.E.P.R. Discussion Papers.
    2229. Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N. & Pyrgiotakis, Emmanuil, 2020. "EU regulation and open market share repurchases: New evidence," MPRA Paper 105683, University Library of Munich, Germany, revised 31 Jan 2021.
    2230. William Dimovski & Robert Brooks, 2006. "Factors Influencing Money Left on the Table by Property Trust IPO Issuers," Journal of Property Research, Taylor & Francis Journals, vol. 23(3), pages 269-280, September.
    2231. Zaheer, S. & Ongena, S. & van Wijnbergen, S.J.G., 2011. "The Transmission of Monetary Policy through Conventional and Islamic Banks," Other publications TiSEM 04059a01-0b26-404c-838c-f, Tilburg University, School of Economics and Management.
    2232. Chen, Sheng-Syan & Ho, Kim Wai & Huang, Chia-Wei & Wang, Yanzhi, 2013. "Buyback behavior of initial public offering firms," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 32-42.
    2233. Yihui (Elina) Tang & Detelina Marinova, 2020. "When less is more: the downside of customer knowledge sharing in new product development teams," Journal of the Academy of Marketing Science, Springer, vol. 48(2), pages 288-307, March.
    2234. Christensen, Björn, 2002. "Reservation wages, offered wages, and unemployment duration: new empirical evidence," Kiel Working Papers 1095, Kiel Institute for the World Economy (IfW Kiel).
    2235. Packalen, Mikko & Wirjanto, Tony S., 2012. "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 1-14, January.
    2236. Dezie L. Warganegara, 2018. "The Effects of Firm-Level Investability Sizes on Foreign Ownership in Indonesian Public Firms," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 25(4), pages 267-284, December.
    2237. Roberto Ezcurra & Carlos Gil & Manuel Rapún, 2004. "Regional Specialization In The European Union," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0404, Departamento de Economía - Universidad Pública de Navarra.
    2238. Juan C. Matallín‐Sáez, 2006. "Seasonality, Market Timing and Performance Amongst Benchmarks and Mutual Fund Evaluation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(9‐10), pages 1484-1507, November.
    2239. Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016. "Currency Value," CEPR Discussion Papers 11324, C.E.P.R. Discussion Papers.
    2240. Russell Kashian, 2006. "Lake Drawdown: A Debate on the Value of 2 Inches of Water," Working Papers 06-02, UW-Whitewater, Department of Economics.
    2241. Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame, 2015. "Asset Pricing and Asymmetric Reasoning," Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 66-122.
    2242. Yannick L'Horty & Christophe Rault, 2003. "The Impact of Growth, Labour Cost and Working Time on Employment: Lessons from the French Experience," Documents de recherche 03-08, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    2243. Marc Baudry & Matthieu Leprince & Cyriaque Moreau, 2002. "Préférences révélées, bien public local et électeur médian : tests sur données françaises," Économie et Prévision, Programme National Persée, vol. 156(5), pages 125-146.
    2244. Martynova, M. & Renneboog, L.D.R., 2006. "The Performance of the European Market for Corporate Control : Evidence from the 5th Takeover Wave," Other publications TiSEM af864e61-b989-415e-ba58-7, Tilburg University, School of Economics and Management.
    2245. Sabri Boubaker & Imen Derouiche & Meziane Lasfer, 2014. "Geographic Location, Excess Control Rights and Cash Holdings," Post-Print hal-01158100, HAL.
    2246. Lee, Cheng-Few & Kuo, Nan-Ting, 2014. "Effects of ultimate ownership structure and corporate tax on capital structures: Evidence from Taiwan," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 409-425.
    2247. Shukla, Dhirendra Mani & Mital, Amita & Qureshi, Israr & Wang, Taiyuan, 2020. "Valuation effects of alliance portfolio expansion speed and strength: Evidence from high-tech firms," Journal of Business Research, Elsevier, vol. 113(C), pages 370-383.
    2248. Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh, 2008. "The ex-date impact of special dividend announcements: A note," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 635-643, June.
    2249. Francisco Cribari-Neto, 1996. "On the Corrections to Information Matrix Tests," Econometrics 9601001, University Library of Munich, Germany.
    2250. Cheung, Yan-leung & OUYANG, Zhiwei & TAN, Weiqiang, 2009. "How regulatory changes affect IPO underpricing in China," China Economic Review, Elsevier, vol. 20(4), pages 692-702, December.
    2251. Oguzhan Akgun & Boris Cournède & Jean-Marc Fournier, 2017. "The effects of the tax mix on inequality and growth," OECD Economics Department Working Papers 1447, OECD Publishing.
    2252. LaFrance, Jeffrey T., 2002. "Generalized Rational Random Errors," CUDARE Working Papers 25053, University of California, Berkeley, Department of Agricultural and Resource Economics.
    2253. Großer, Jens & Reuben, Ernesto, 2013. "Redistribution and market efficiency: An experimental study," Journal of Public Economics, Elsevier, vol. 101(C), pages 39-52.
    2254. Shantaram P. Hegde & John B. McDermott, 2004. "Firm Characteristics as Cross‐sectional Determinants of Adverse Selection," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(7‐8), pages 1097-1124, September.
    2255. Kevin H. Wang, 1996. "Presidential Responses to Foreign Policy Crises," Journal of Conflict Resolution, Peace Science Society (International), vol. 40(1), pages 68-97, March.
    2256. Marno Verbeek, 2017. "Using linear regression to establish empirical relationships," IZA World of Labor, Institute of Labor Economics (IZA), pages 336-336, February.
    2257. Zhang, Weihong & Wang, Kecheng & Li, Ling & Chen, Yong & Wang, Xinmeng, 2018. "The impact of firms' mergers and acquisitions on their performance in emerging economies," Technological Forecasting and Social Change, Elsevier, vol. 135(C), pages 208-216.
    2258. Beatty, Randolph & Kadiyala, Padma, 2003. "Impact of the Penny Stock Reform Act of 1990 on the Initial Public Offering Market," Journal of Law and Economics, University of Chicago Press, vol. 46(2), pages 517-541, October.
    2259. Marshall, Ben R. & Anderson, Hamish D., 2009. "Regulation and target takeover returns: Is there a link?," Pacific-Basin Finance Journal, Elsevier, vol. 17(4), pages 395-412, September.
    2260. Xiong, Bo & Chen, Sixia, 2012. "Estimating Gravity Equation Models in the Presence of Sample Selection and Heteroskedasticity," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124530, Agricultural and Applied Economics Association.
    2261. Brent W. Ambrose & Dong Wook Lee, 2009. "REIT Capital Budgeting and Equity Marginal q," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 483-514, September.
    2262. Busse, Matthias, 2004. "On the determinants of core labour standards: the case of developing countries," Economics Letters, Elsevier, vol. 83(2), pages 211-217, May.
    2263. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2022. "Cryptocurrency returns under empirical asset pricing," International Review of Financial Analysis, Elsevier, vol. 82(C).
    2264. Orea, Luis & Álvarez, Inmaculada C., 2019. "A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms," Journal of Econometrics, Elsevier, vol. 213(2), pages 556-577.
    2265. Semih Yildirim & George C. Philippatos, 2003. "Competition And Contestability In Central And Eastern European Banking Markets," Finance 0310004, University Library of Munich, Germany.
    2266. Xiong, Bo & Beghin, John, 2013. "Stringent maximum residue limits, protectionism, and competitiveness: the cases of the US and Canada," ISU General Staff Papers 201301010800001058, Iowa State University, Department of Economics.
    2267. Balázs Reizer, 2015. "Do Firms Pay Bonuses to Protect Jobs?," CEU Working Papers 2015_6, Department of Economics, Central European University.
    2268. Yermack, David, 1996. "Higher market valuation of companies with a small board of directors," Journal of Financial Economics, Elsevier, vol. 40(2), pages 185-211, February.
    2269. Andrew J. Leone & Steve Rock & Michael Willenborg, 2007. "Disclosure of Intended Use of Proceeds and Underpricing in Initial Public Offerings," Journal of Accounting Research, Wiley Blackwell, vol. 45(1), pages 111-153, March.
    2270. Nejadmalayeri, Ali & Mathur, Ike & Singh, Manohar, 2013. "Product market advertising and corporate bonds," Journal of Corporate Finance, Elsevier, vol. 19(C), pages 78-94.
    2271. Fengler, Matthias & Hin, Lin-Yee, 2011. "Semi-nonparametric estimation of the call price surface under strike and time-to-expiry no-arbitrage constraints," Economics Working Paper Series 1136, University of St. Gallen, School of Economics and Political Science, revised May 2013.
    2272. Chen, Zhilan & Cheung, Yan-Leung & Stouraitis, Aris & Wong, Anita W.S., 2005. "Ownership concentration, firm performance, and dividend policy in Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 13(4), pages 431-449, September.
    2273. Bernd Hayo & Matthias Neuenkirch, 2009. "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," MAGKS Papers on Economics 200935, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    2274. Denis, David J. & Sarin, Atulya, 1999. "Ownership and board structures in publicly traded corporations," Journal of Financial Economics, Elsevier, vol. 52(2), pages 187-223, May.
    2275. Beckmann, Michael & Schauenberg, Bernd, 2007. "Age-biased technological and organizational change: firm-level evidence and management implications," Working papers 2007/05, Faculty of Business and Economics - University of Basel.
    2276. Korpi, Tomas, 1997. "Is utility related to employment status? Employment, unemployment, labor market policies and subjective well-being among Swedish youth," Labour Economics, Elsevier, vol. 4(2), pages 125-147, June.
    2277. Stienstra, Miranda, 2020. "The determinants and performance implications of alliance partner acquisition," Other publications TiSEM 7fdee0c2-d4d2-4f5b-95e3-2, Tilburg University, School of Economics and Management.
    2278. LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.
    2279. Thomas K. Bauer & Tanja Kasten & Lars-H. Siemers, 2012. "Business Taxation and Wages: Evidence from Individual Panel Data," MAGKS Papers on Economics 201233, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    2280. Julio Peña-Torres & Michael Basch & Sebastian Vergara, "undated". "Downward Adjustments in a Cyclical Environment: The Case of Chilean Pelagic Fisheries," ILADES-UAH Working Papers inv143, Universidad Alberto Hurtado/School of Economics and Business.
    2281. Masahiro Ashiya, 2009. "Strategic bias and professional affiliations of macroeconomic forecasters," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 120-130.
    2282. Sami Ben Mim & Fatma Mabrouk, 2011. "Remittances and economic growth: what channels of transmission? (In French)," Cahiers du GREThA (2007-2019) 2011-28, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    2283. John Berns & Patty Bick & Ryan Flugum & Reza Houston, 2022. "Do changes in MD&A section tone predict investment behavior?," The Financial Review, Eastern Finance Association, vol. 57(1), pages 129-153, February.
    2284. Richard Cebula & Holly Meads, 2008. "An Inquiry into the Contemporary Differential between Female and Male Voter Turnouts," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(3), pages 301-313, September.
    2285. Gorman, Larry, 2003. "Conditional performance, portfolio rebalancing, and momentum of small-cap mutual funds," Review of Financial Economics, Elsevier, vol. 12(3), pages 287-300.
    2286. Jean-Claude Hessing & Rutger-Jan Lange & Daniel Ralph, 2022. "This article establishes the Poisson optional stopping times (POST) method by Lange et al. (2020) as a near-universal method for solving liquidity-constrained American options, or, equivalently, penal," Tinbergen Institute Discussion Papers 22-007/IV, Tinbergen Institute.
    2287. Büttner, Bettina & Thomsen, Stephan L., 2010. "Are we spending too many years in school? Causal evidence of the impact of shortening secondary school duration," ZEW Discussion Papers 10-011, ZEW - Leibniz Centre for European Economic Research.
    2288. Zoë Fannon & Christiaan Monden & Bent Nielsen, 2021. "Modelling non‐linear age‐period‐cohort effects and covariates, with an application to English obesity 2001–2014," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(3), pages 842-867, July.
    2289. Pierre Perron & Yohei Yamamoto, 2011. "Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions," Boston University - Department of Economics - Working Papers Series WP2011-049, Boston University - Department of Economics.
    2290. Roth, Felix & Gros, Daniel & Nowak-Lehmann D., Felicitas, 2012. "Has the financial crisis eroded citizens' trust in the European Central Bank? Panel data evidence for the Euro area, 1999-2011," University of Göttingen Working Papers in Economics 124, University of Goettingen, Department of Economics.
    2291. Michael O'Connor Keefe & David Gallagher, 2014. "Does the effect of revealed private information on initial public offering (IPO) first trading day return differ by IPO market heat?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 921-964, September.
    2292. Jonathan Skinner & Daniel Feenberg, 1990. "The Impact of the 1986 Tax Reform Act on Personal Saving," NBER Working Papers 3257, National Bureau of Economic Research, Inc.
    2293. Lee J. Alston & Bernardo Mueller, 2005. "Pork for Policy: Executive and Legislative Exchange in Brazil," NBER Working Papers 11273, National Bureau of Economic Research, Inc.
    2294. Rosa, Carlo, 2011. "Words that shake traders," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 915-934.
    2295. Steven W. Hemelt & Kevin M. Stange, 2014. "Marginal Pricing and Student Investment in Higher Education," NBER Working Papers 20779, National Bureau of Economic Research, Inc.
    2296. Thomas S. Dee & Brian A. Jacob, 2010. "Rational Ignorance in Education: A Field Experiment in Student Plagiarism," NBER Working Papers 15672, National Bureau of Economic Research, Inc.
    2297. Huang, Yong & Yan, Chao & Chan, Kam C., 2022. "Does the truth rest with the minority? Divergent views on nonfinancial firms' financial investments from the private equity market," International Review of Financial Analysis, Elsevier, vol. 83(C).
    2298. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2009. "Cointegration in a historical perspective," Econometric Institute Research Papers EI 2009-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2299. Memmel, Christoph & Schertler, Andrea, 2011. "Banks' management of the net interest margin: Evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies 2011,13, Deutsche Bundesbank.
    2300. Jin, Fei & Lee, Lung-fei, 2020. "Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances," Economics Letters, Elsevier, vol. 194(C).
    2301. Roque Montero, 2011. "Does linearity in the dynamics of inflation gap and unemployment rate matter?," Working Papers Central Bank of Chile 614, Central Bank of Chile.
    2302. Bernd Hayo & Florian Neumeier, 2011. "Political Leaders’ Socioeconomic Background and Fiscal Performance in Germany," MAGKS Papers on Economics 201141, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    2303. Kato, Takao & Hebner, Kevin J., 1997. "Insider trading and executive compensation: Evidence from the U.S. and Japan," International Review of Economics & Finance, Elsevier, vol. 6(3), pages 223-237.
    2304. James D. Hamilton, 2008. "Macroeconomics and ARCH," NBER Working Papers 14151, National Bureau of Economic Research, Inc.
    2305. Cao, Peng & Qin, Lu & Zhu, Hongquan, 2019. "Local corruption and stock price crash risk: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 240-252.
    2306. Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "Ex-Ante Actions and Ex-Post Public Responses to Drought Shocks: Evidence and Simulations from Zimbabwe," World Development, Elsevier, vol. 31(7), pages 1239-1255, July.
    2307. Takala, Kari & Virén, Matti, 1993. "Testing nonlinearities with Finnish historical time series," Bank of Finland Research Discussion Papers 15/1993, Bank of Finland.
    2308. Francis Baidoo & Elikplimi Komla Agbloyor & Vera Ogeh Lassey Fiador & Nana Amaniampong Marfo, 2022. "Do countries’ geographical locations moderate the tourism-led economic growth nexus in sub-Saharan Africa?," Tourism Economics, , vol. 28(4), pages 1009-1039, June.
    2309. Daniel Stockemer, 2012. "Citizens’ support for the European Union and participation in European Parliament elections," European Union Politics, , vol. 13(1), pages 26-46, March.
    2310. Hong, Gwangheon & Sarkar, Sudipto, 2008. "Commodity betas with mean reverting output prices," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1286-1296, July.
    2311. Lossen, Ulrich, 2006. "The Performance of Private Equity Funds: Does Diversification Matter?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 192, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    2312. Slawa Rokicki & Jessica Cohen & Günther Fink & Joshua A. Salomon & Mary Beth Landrum, 2018. "Inference with difference-in-differences with a small number of groups: a review, simulation study and empirical application using SHARE data," Working Papers 201802, Geary Institute, University College Dublin.
    2313. Bartov, Eli & Bodnar, Gordon M. & Kaul, Aditya, 1996. "Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system," Journal of Financial Economics, Elsevier, vol. 42(1), pages 105-132, September.
    2314. Yangyang Chen & C. S. Agnes Cheng & Shuo Li & Jingran Zhao, 2021. "The monitoring role of the media: Evidence from earnings management," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(3-4), pages 533-563, March.
    2315. Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016. "A macro-analysis of financial decisions: An examination of special dividend announcements," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 162-181.
    2316. Focarelli, Dario & Pozzolo, Alberto Franco, 2005. "Conflicts of Interest in Financial Markets - Evidence from Bond Underwriting in the Nineties," Economics & Statistics Discussion Papers esdp05023, University of Molise, Department of Economics.
    2317. Selin Pelek, 2015. "The Employment Effect of the Minimum Wage: An Empirical Analysis From Turkey," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 4(1), pages 49-68, January.
    2318. Bradley, Daniel & Chan, Konan & Kim, Joonghyuk & Singh, Ajai, 2008. "Are there long-run implications of analyst coverage for IPOs?," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1120-1132, June.
    2319. Mirsina Mousavi Aghdam & Valentina Dentoni & Stefania Da Pelo & Quentin Crowley, 2022. "Detailed Geogenic Radon Potential Mapping Using Geospatial Analysis of Multiple Geo-Variables—A Case Study from a High-Risk Area in SE Ireland," IJERPH, MDPI, vol. 19(23), pages 1-17, November.
    2320. Eugene Durenard & David Veredas, 2002. "Macro Surprises And Short-Term Behaviour In Bond Futures," CIRANO Working Papers 2002s-03, CIRANO.
    2321. Vaaler, Paul M. & Schrage, Burkhard N., 2007. "Residual State Factors, Policy Stability and Financial Performance Following Strategic Decisions by Privatizing Telecoms," Working Papers 07-0102, University of Illinois at Urbana-Champaign, College of Business.
    2322. Marta Disegna & Linda Osti, 2013. "The Influence of Visitors’ Satisfaction on Expenditure Behaviour," BEMPS - Bozen Economics & Management Paper Series BEMPS14, Faculty of Economics and Management at the Free University of Bozen.
    2323. Leonardo Becchetti & Stefano Castriota & Melania Michetti, 2013. "The effect of fair trade affiliation on child schooling: evidence from a sample of Chilean honey producers," Applied Economics, Taylor & Francis Journals, vol. 45(25), pages 3552-3563, September.
    2324. Sha Wang & Jean-Philippe Vergne, 2017. "Buzz Factor or Innovation Potential: What Explains Cryptocurrencies’ Returns?," PLOS ONE, Public Library of Science, vol. 12(1), pages 1-17, January.
    2325. Yi-Fang Yang & Lee-Wen Yang & Min-Ning Lee, 2015. "Service Quality, Size, And Performance Of Audit Firms: Consideration Of Market Segments And Business Strategies," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 9(4), pages 51-66.
    2326. T. D. Stanley, 2005. "Beyond Publication Bias," Journal of Economic Surveys, Wiley Blackwell, vol. 19(3), pages 309-345, July.
    2327. Brian Duncan & Stephen J. Trejo, 2012. "The Employment of Low-Skilled Immigrant Men in the United States," American Economic Review, American Economic Association, vol. 102(3), pages 549-554, May.
    2328. Joseph Shaanan, 2005. "Investment, irreversibility, and options: An empirical framework," Review of Financial Economics, John Wiley & Sons, vol. 14(3-4), pages 241-254.
    2329. Svensson, Jakob, 2000. "When is foreign aid policy credible? Aid dependence and conditionality," Journal of Development Economics, Elsevier, vol. 61(1), pages 61-84, February.
    2330. Botto, Augusto C. & Isengildina, Olga & Irwin, Scott H. & Good, Darrel L., 2006. "Accuracy Trends and Sources of Forecast Errors in WASDE Balance Sheet Categories for Corn and Soybeans," 2006 Annual meeting, July 23-26, Long Beach, CA 21332, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2331. Switzer, Jeannette A., 1996. "Evidence on real gains in corporate acquisitions," Journal of Economics and Business, Elsevier, vol. 48(5), pages 443-460, December.
    2332. Supachoke Thawornkaiwong & Bodin Civilize & Thiti Khatphitthaya, 2011. "Growth Management for Thailand: the Role of Infratructure," Working Papers 2011-05, Monetary Policy Group, Bank of Thailand.
    2333. Bing Li & Zhenbin Liu, 2017. "The oversight role of regulators: evidence from SEC comment letters in the IPO process," Review of Accounting Studies, Springer, vol. 22(3), pages 1229-1260, September.
    2334. Kurt Geppert & Andreas Stephan, 2008. "Regional disparities in the European Union: Convergence and agglomeration," Papers in Regional Science, Wiley Blackwell, vol. 87(2), pages 193-217, June.
    2335. Bill Dimovski, 2010. "The Pricing Of Infrastructure Initial Public Offerings: Evidence From Australia," ERES eres2010_028, European Real Estate Society (ERES).
    2336. Philip Du Caju & François Rycx & Ilan Tojerow, 2008. "Rent-Sharing and the Cyclicality of Wage Differentials," Working Papers CEB 08-035.RS, ULB -- Universite Libre de Bruxelles.
    2337. Cebula, Richard, 1996. "An Empirical Analysis of the Impact of Government Tax and Auditing Policies on the Size of the Underground Economy: The Case of the United States, 1973-94," MPRA Paper 49810, University Library of Munich, Germany.
    2338. Liz Potamites & Duncan Chaplin & Eric Isenberg & Kevin Booker, "undated". "Measuring School Effectiveness in Memphis—Year 2," Mathematica Policy Research Reports 9bdcadc715c24780b09c11e9e, Mathematica Policy Research.
    2339. Freilich, Joshua D. & Pridemore, William Alex, 2007. "Politics, culture, and political crime: Covariates of abortion clinic attacks in the United States," Journal of Criminal Justice, Elsevier, vol. 35(3), pages 323-336.
    2340. José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2013. "Heteroskedasticity testing through a comparison of Wald statistics," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 12(2), pages 131-160, August.
    2341. Mansor, F. & Bhatti, M.I. & Ariff, M., 2015. "New evidence on the impact of fees on mutual fund performance of two types of funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 102-115.
    2342. Michael Ferrantino, 1993. "The effect of intellectual property rights on international trade and investment," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 129(2), pages 300-331, June.
    2343. Amir Kia, 2006. "Economic policies and demand for money: evidence from Canada," Applied Economics, Taylor & Francis Journals, vol. 38(12), pages 1389-1407.
    2344. Arye L. Hillman & Niklas Potrafke, 2016. "Economic Freedom and Religion: An Empirical Investigation," CESifo Working Paper Series 6017, CESifo.
    2345. Core, John E. & Guay, Wayne R., 2001. "Stock option plans for non-executive employees," Journal of Financial Economics, Elsevier, vol. 61(2), pages 253-287, August.
    2346. Elena DOBRE & Laura BRAD, 2015. "Financial audit – feckless for economic re-launch," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(603), S), pages 151-162, Summer.
    2347. Mallick, Debdulal, 2012. "Microfinance and Moneylender Interest Rate: Evidence from Bangladesh," World Development, Elsevier, vol. 40(6), pages 1181-1189.
    2348. Shoaib Khan & Yasushi Suzuki, 2016. "Ownership and Capital Structure of Pakistani Non Financial Firms," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 12(1), pages 57-67.
    2349. Smith, Brian F. & Amoako-Adu, Ben, 1999. "Management succession and financial performance of family controlled firms," Journal of Corporate Finance, Elsevier, vol. 5(4), pages 341-368, December.
    2350. Byrd, Daniel T. & Mizruchi, Mark S., 2005. "Bankers on the board and the debt ratio of firms," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 129-173, March.
    2351. David Peel & Dennis Thomas, 1996. "Attendance demand: an investigation of repeat fixtures," Applied Economics Letters, Taylor & Francis Journals, vol. 3(6), pages 391-394.
    2352. Al-Hares, Osama M. & AbuGhazaleh, Naser M. & Haddad, Ayman E., 2012. "Value relevance of earnings, book value and dividends in an emerging capital market: Kuwait evidence," Global Finance Journal, Elsevier, vol. 23(3), pages 221-234.
    2353. DeLong, Gayle L., 2001. "Stockholder gains from focusing versus diversifying bank mergers," Journal of Financial Economics, Elsevier, vol. 59(2), pages 221-252, February.
    2354. Lijuan Huo & Jin Seo Cho, 2019. "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers 2019rwp-152, Yonsei University, Yonsei Economics Research Institute.
    2355. André K. Anundsen & Ragnar Nymoen, 2015. "Did US consumers ‘save for a rainy day’ before the Great Recession?," Working Paper 2015/08, Norges Bank.
    2356. Dorsaf Ben Aissia, 2017. "The mispricing of equity risk: behavioral and corporate leverage factors," Journal of Asset Management, Palgrave Macmillan, vol. 18(6), pages 421-432, October.
    2357. Baier, Scott & Yotov, Yoto & Zylkin, Thomas, 2016. "On the widely differing effects of free trade agreements: Lessons from twenty years of trade integration," School of Economics Working Paper Series 2016-15, LeBow College of Business, Drexel University.
    2358. Rick N. Francis, 2010. "The relative information content of operating and financing cash flow in the proposed cash flow statement," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(4), pages 829-851, December.
    2359. De Loo, Ivo & Ziesemer, Thomas, 1999. "Determinants Of Sectoral Average Wage and Employment Growth Rates in a Specific Factors Model with Production Externalities and International Capital Movements," Research Memorandum 006, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
    2360. Byoung‐Kyu Min & Yuchao Xiao, 2021. "Momentum, Reversals, and Business Cycle Turning Points," Abacus, Accounting Foundation, University of Sydney, vol. 57(4), pages 679-708, December.
    2361. Klaassen, F.J.G.M., 1999. "Purchasing Power Parity : Evidence from a New Test," Other publications TiSEM 91e73eb9-a023-4fdb-bd70-b, Tilburg University, School of Economics and Management.
    2362. Matei Demetrescu & Christoph Hanck, 2013. "Nonlinear IV panel unit root testing under structural breaks in the error variance," Statistical Papers, Springer, vol. 54(4), pages 1043-1066, November.
    2363. Deodat E. Adenutsi & Meshach J. Aziakpono & Matthew K. Ocran, 2011. "The Changing Impact Of Macroeconomic Environment On Remittance Inflows In Sub-Saharan Africa," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 3(2 (July)), pages 136-167.
    2364. Peter Christoffersen & Bruno Feunou & Yoontae Jeon & Chayawat Ornthanalai, 2016. "Time-Varying Crash Risk: The Role of Stock Market Liquidity," Staff Working Papers 16-35, Bank of Canada.
    2365. Chenchuan (Mark) Li & Ulrich K. Müller, 2020. "Linear Regression with Many Controls of Limited Explanatory Power," Working Papers 2020-57, Princeton University. Economics Department..
    2366. Guttman, Joel M., 2001. "Self-enforcing reciprocity norms and intergenerational transfers: theory and evidence," Journal of Public Economics, Elsevier, vol. 81(1), pages 117-151, July.
    2367. Yijiang Zhao & Kung H. Chen, 2008. "The Influence of Takeover Protection on Earnings Management," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(3‐4), pages 347-375, April.
    2368. Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019. "HAR Testing for Spurious Regression in Trend," Econometrics, MDPI, vol. 7(4), pages 1-28, December.
    2369. Freund, Caroline, 2003. "Reciprocity in free trade agreements," Policy Research Working Paper Series 3061, The World Bank.
    2370. Christian Ariel Volpe Martincus & Andrea Molinari, 2005. "Regional Business Cycles and National Economic Borders - What are the Effects of Trade in Developing Countries?," ERSA conference papers ersa05p93, European Regional Science Association.
    2371. Michael L. Lemmon & James S. Schallheim & Jaime F. Zender, 2000. "Do Incentives Matter? Managerial Contracts for Dual-Purpose Funds," Journal of Political Economy, University of Chicago Press, vol. 108(2), pages 273-299, April.
    2372. Wanyi Chen & Ning Hu & Xiangfang Zhao, 2022. "Information asymmetry, regulatory inquiry, and company mergers and acquisitions: evidence from Shenzhen Stock Exchange comment letters," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(2), pages 2497-2542, June.
    2373. Lallemand, Thierry & Rycx, François, 2009. "Are Young and Old Workers Harmful for Firm Productivity?," IZA Discussion Papers 3938, Institute of Labor Economics (IZA).
    2374. Scheaf, David J. & Davis, Blakley C. & Webb, Justin W. & Coombs, Joseph E. & Borns, Jared & Holloway, Garrett, 2018. "Signals' flexibility and interaction with visual cues: Insights from crowdfunding," Journal of Business Venturing, Elsevier, vol. 33(6), pages 720-741.
    2375. Kolstad, Charles D. & Xing, Yuqing, 1998. "Do Lax Environmental Regulations Attract Foreign Investment?," University of California at Santa Barbara, Economics Working Paper Series qt3268z4rx, Department of Economics, UC Santa Barbara.
    2376. Erasmo Giambona & Joseph Golec & Armin Schwienbacher, 2014. "Debt Capacity of Real Estate Collateral," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(3), pages 578-605, September.
    2377. Yuan, Ying & Huang, Yizhao & Chen, Haoran, 2021. "Monthly-rebalanced leveraged exchange-traded products: Performance and mandatory rebalancing needs," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    2378. Resit Çelik, 2015. "Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(4), pages 705-721, April.
    2379. Don M. Autore & Jared R. DeLisle, 2016. "Skewness Preference and Seasoned Equity Offers," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 5(2), pages 200-238.
    2380. Białkowski, Jędrzej & Etebari, Ahmad & Wisniewski, Tomasz Piotr, 2012. "Fast profits: Investor sentiment and stock returns during Ramadan," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 835-845.
    2381. Ali T. Akarca, 2017. "Economic Voting Under Single-Party and Coalition Governments: Evidence From The Turkish Case," Working Papers 1128, Economic Research Forum, revised 08 2017.
    2382. Hutzschenreuter, Thomas & Kleindienst, Ingo & Lange, Sandra, 2014. "Added Psychic Distance Stimuli and MNE Performance," Journal of International Management, Elsevier, vol. 20(1), pages 38-54.
    2383. Sergey S. Barabanov & Onem Ozocak & H.J. Turtle & Thomas J. Walker, 2008. "Institutional Investors and Shareholder Litigation," Financial Management, Financial Management Association International, vol. 37(2), pages 227-250, June.
    2384. Möllers, Claudia & Normann, Hans-Theo & Snyder, Christopher M., 2016. "Communication in vertical markets: Experimental evidence," DICE Discussion Papers 226, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    2385. Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc.
    2386. Burlacu, Radu, 2000. "New evidence on the pecking order hypothesis: the case of French convertible bonds," Journal of Multinational Financial Management, Elsevier, vol. 10(3-4), pages 439-459, December.
    2387. Michael Creel & Montserrat Farell, 2016. "On the Production of Cognitive Achievement and Gaps in Test Scores," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(2), pages 228-247, April.
    2388. Ralf Becker & Thomas Hellmann, 2003. "The Genesis of Venture Capital - Lessons from the German Experience," CESifo Working Paper Series 883, CESifo.
    2389. Jith Jayaratne & Philp E. Strahan, "undated". "Entry Restrictions, Industry Evolution and Dynamic Efficiency: Evidence from Commercial Banking," Center for Financial Institutions Working Papers 97-30, Wharton School Center for Financial Institutions, University of Pennsylvania.
    2390. Andy Snell, "undated". "Testing For R Versus R-1 Cointegrating Vectors," Discussion Papers 1995-10, Edinburgh School of Economics, University of Edinburgh.
    2391. Bun Lee & Eui-Chul Chung & Yong Kim, 2004. "Dwelling Age, Redevelopment, and Housing Prices: The Case of Apartment Complexes in Seoul," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 55-80, October.
    2392. R. Blundell & M. Browning & C. Mehgir, 1989. "A Microeconomic Model of Intertemporal Substitution and Consumer Demand," Department of Economics Working Papers 1989-02, McMaster University.
    2393. Ongena, Steven & Popov, Alexander & Udell, Gregory F., 2013. "“When the cat's away the mice will play”: Does regulation at home affect bank risk-taking abroad?," Journal of Financial Economics, Elsevier, vol. 108(3), pages 727-750.
    2394. Cole, Rebel & Mehran, Hamid, 2007. "What can we learn from privately held firms about executive compensation?," MPRA Paper 4710, University Library of Munich, Germany.
    2395. Fredriksson, Per & Mamun, Khawaja, 2009. "Tobacco Politics and Electoral Accountability in the United States," Working Papers 2009003, Sacred Heart University, John F. Welch College of Business.
    2396. Carmichael, Benoît & Coën, Alain, 2008. "Asset pricing models with errors-in-variables," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 778-788, September.
    2397. Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, January.
    2398. Braunerhjelm, Pontus & Borgman, Benny, 2006. "Agglomeration, Diversity and Regional Growth," Working Paper Series in Economics and Institutions of Innovation 71, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    2399. Matos, Pedro Verga & Faustino, Horácio C., 2012. "Beta-convergence and sigma-convergence in corporate governance in Europe," Economic Modelling, Elsevier, vol. 29(6), pages 2198-2204.
    2400. Davide Furceri & Georgios Karras, 2011. "Tax Design in the OECD: A Test of the Hines-Summers Hypothesis," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(2), pages 239-247.
    2401. Marco Bigelli & Stefano Mengoli, 2004. "Sub-Optimal Acquisition Decisions under a Majority Shareholder System," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 8(4), pages 373-405, October.
    2402. Mittelhammer, Ron C. & Judge, George G., 2005. "Combining estimators to improve structural model estimation and inference under quadratic loss," Journal of Econometrics, Elsevier, vol. 128(1), pages 1-29, September.
    2403. Barkley, Andrew P. & Wiley, Zelia Z. & Hobbs, Lonnie Jr. & Smades, Summer, 2021. "Openness to Diversity and Challenge: Assessment of Undergraduate Attitudes and Experiences in The College of Agriculture at Kansas State University," Professional Agricultural Workers Journal (PAWJ), Professional Agricultural Workers Conference, vol. 8(01), October.
    2404. Alan S. Blinder & John Morgan, 2007. "Leadership in Groups: A Monetary Policy Experiment," NBER Working Papers 13391, National Bureau of Economic Research, Inc.
    2405. Wang, Chengqi & Hong, Junjie & Kafouros, Mario & Boateng, Agyenim, 2012. "What drives outward FDI of Chinese firms? Testing the explanatory power of three theoretical frameworks," International Business Review, Elsevier, vol. 21(3), pages 425-438.
    2406. Kray, Laura J. & Kennedy, Jessica A. & Van Zant, Alex B., 2014. "Not competent enough to know the difference? Gender stereotypes about women’s ease of being misled predict negotiator deception," Organizational Behavior and Human Decision Processes, Elsevier, vol. 125(2), pages 61-72.
    2407. SHIMIZUTANI Satoshi & SUZUKI Wataru, 2002. "The Quality and Efficiency of At-Home Long-term Care in Japan: Evidence from Micro-level Data," ESRI Discussion paper series 018, Economic and Social Research Institute (ESRI).
    2408. Uri Regev & Nikolaus Gotsch & Peter Rieder, 1997. "Are Fungicides, Nitrogen And Plant Growth Regulators Risk‐Reducing? Empirical Evidence From Swiss Wheat Production," Journal of Agricultural Economics, Wiley Blackwell, vol. 48(1‐3), pages 167-178, January.
    2409. Fortin, N.M., 1992. "Allocation Inflexibilities , Female Labor Supply and Housing Assets Accumulation: Are Women Working to Pay the Mortagage," Cahiers de recherche 9204, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    2410. Eunkwang Seo & Hyo Kang & Jaeyong Song, 2020. "Blending talents for innovation: Team composition for cross-border R&D collaboration within multinational corporations," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(5), pages 851-885, July.
    2411. Le, Van & Zurbruegg, Ralf, 2016. "The impact of short sale restrictions on informed trading in the stock and options markets," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 262-273.
    2412. Matthew Odedokun, 2004. "Multilateral and Bilateral Loans versus Grants: Issues and Evidence," The World Economy, Wiley Blackwell, vol. 27(2), pages 239-263, February.
    2413. Philip Brown & Elissa Yew, 2002. "How Do Investors Regard ESOs?," Australian Accounting Review, CPA Australia, vol. 12(26), pages 36-42, March.
    2414. Speck, Christian, 2017. "Inflation anchoring in the euro area," Working Paper Series 1998, European Central Bank.
    2415. Xu, Ke-Li, 2012. "Robustifying multivariate trend tests to nonstationary volatility," Journal of Econometrics, Elsevier, vol. 169(2), pages 147-154.
    2416. Sinkey, Joseph Jr. & Carter, David A., 1999. "The reaction of bank stock prices to news of derivatives losses by corporate clients," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1725-1743, December.
    2417. Shibamoto, Masahiko & Hayaki, Shoka & Ogisu, Yoshitaka, 2022. "COVID-19 infection spread and human mobility," Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
    2418. Andreas Freytag, 2005. "The credibility of monetary reform – New evidence," Public Choice, Springer, vol. 124(3), pages 391-409, September.
    2419. Coles, Melvyn G. & Petrongolo, Barbara, 2002. "A test between unemployment theories using matching data," LSE Research Online Documents on Economics 5329, London School of Economics and Political Science, LSE Library.
    2420. Fauver, Larry & Fuerst, Michael E., 2006. "Does good corporate governance include employee representation? Evidence from German corporate boards," Journal of Financial Economics, Elsevier, vol. 82(3), pages 673-710, December.
    2421. Koivu, Matti & Pennanen, Teemu & Ziemba, William T., 2005. "Cointegration analysis of the Fed model," Finance Research Letters, Elsevier, vol. 2(4), pages 248-259, December.
    2422. Peter R. Herman, 2022. "Modeling complex network patterns in international trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(1), pages 127-179, February.
    2423. Gregor Dorfleitner & Anna Gerl & Johannes Gerer, 2018. "The pricing efficiency of exchange-traded commodities," Review of Managerial Science, Springer, vol. 12(1), pages 255-284, January.
    2424. Gregory S. Amacher & Daniel Hellerstein, 1999. "The error structure of time series cross‐section hedonic models with sporadic event timing and serial correlation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 233-252, May.
    2425. Spruk, Rok, 2018. "The Rise and Fall of Argentina," Working Papers 07520, George Mason University, Mercatus Center.
    2426. Fon, Roger & Alon, Ilan, 2022. "Governance, foreign aid, and Chinese foreign direct investment," LSE Research Online Documents on Economics 113678, London School of Economics and Political Science, LSE Library.
    2427. Florian Dorn & Christoph Schinke, 2018. "Top Income Shares in OECD Countries: The Role of Government Ideology and Globalization," ifo Working Paper Series 246, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    2428. Claudio E.Montenegro & Isidro Soloaga, 2006. "Nafta´s trade efects: new evidence with a gravity model," Estudios de Economia, University of Chile, Department of Economics, vol. 33(1 Year 20), pages 45-63, June.
    2429. Karimli, Leyla & Ssewamala, Fred M. & Neilands, Torsten B. & Wells, Christine R. & Bermudez, Laura Gauer, 2019. "Poverty, economic strengthening, and mental health among AIDS orphaned children in Uganda: Mediation model in a randomized clinical trial," Social Science & Medicine, Elsevier, vol. 228(C), pages 17-24.
    2430. Todd Cherry & E. Lance Howe & James J. Murphy, 2012. "Sharing as Risk Pooling in a Social Dilemma Experiment," Working Papers 2012-01, University of Alaska Anchorage, Department of Economics.
    2431. Sarv Devaraj & Rajiv Kohli, 2003. "Performance Impacts of Information Technology: Is Actual Usage the Missing Link?," Management Science, INFORMS, vol. 49(3), pages 273-289, March.
    2432. de Meulemeester, Jean-Luc & Rochat, Denis, 1995. "A causality analysis of the link between higher education and economic development," Economics of Education Review, Elsevier, vol. 14(4), pages 351-361, December.
    2433. Arora, Seema & Cason, Timothy N., 1996. "Do Community Characteristics Determine Environmental Outcomes? Evidence from the Toxics Release Inventory," Discussion Papers 10531, Resources for the Future.
    2434. I. Krinsky & W. Rotenberg, 1989. "The valuation of initial public offerings," Contemporary Accounting Research, John Wiley & Sons, vol. 5(2), pages 501-515, March.
    2435. Shin, Hyun-Han & Soenen, Luc, 1999. "Exposure to currency risk by US multinational corporations," Journal of Multinational Financial Management, Elsevier, vol. 9(2), pages 195-207, March.
    2436. Guido W. Imbens, 2010. "Better LATE Than Nothing: Some Comments on Deaton (2009) and Heckman and Urzua (2009)," Journal of Economic Literature, American Economic Association, vol. 48(2), pages 399-423, June.
    2437. Bell, L. & Jenkinson, T., 2000. "New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor," Economics Series Working Papers 9924, University of Oxford, Department of Economics.
    2438. Forder, Julien E. & Caiels, James, 2011. "Measuring the outcomes of long-term care," Social Science & Medicine, Elsevier, vol. 73(12), pages 1766-1774.
    2439. Benedict Bender, 2020. "The Impact of Integration on Application Success and Customer Satisfaction in Mobile Device Platforms," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 62(6), pages 515-533, December.
    2440. Jim Granato & William West, 1994. "Words And Deeds: Symbolic Politics And Decision Making At The Federal Reserve," Economics and Politics, Wiley Blackwell, vol. 6(3), pages 233-255, November.
    2441. Amir Amel†Zadeh, 2011. "The Return of the Size Anomaly: Evidence from the German Stock Market," European Financial Management, European Financial Management Association, vol. 17(1), pages 145-182, January.
    2442. Nicholas Z. Muller, 2007. "Using Hedonic Property Models to Value Public Water Bodies: A Note Regarding Specification Issues," Middlebury College Working Paper Series 0721, Middlebury College, Department of Economics.
    2443. Kroszner, Randall S & Stratmann, Thomas, 2005. "Corporate Campaign Contributions, Repeat Giving, and the Rewards to Legislator Reputation," Journal of Law and Economics, University of Chicago Press, vol. 48(1), pages 41-71, April.
    2444. Colin B. Fogarty & Michael P. Fay & Jennifer A. Flegg & Kasia Stepniewska & Rick M. Fairhurst & Dylan S. Small, 2015. "Bayesian hierarchical regression on clearance rates in the presence of “lag” and “tail” phases with an application to malaria parasites," Biometrics, The International Biometric Society, vol. 71(3), pages 751-759, September.
    2445. Thierry Lallemand & Robert Plasman & François Rycx, 2005. "Women and competition in elimination tournaments: evidence from professional tennis data," DULBEA Working Papers 05-19.RS, ULB -- Universite Libre de Bruxelles.
    2446. Fei Gu & Hao Wu, 2016. "Raw Data Maximum Likelihood Estimation for Common Principal Component Models: A State Space Approach," Psychometrika, Springer;The Psychometric Society, vol. 81(3), pages 751-773, September.
    2447. Sarah Feldman & David Scharfstein, 1998. "Managed Care Provider Volume," NBER Working Papers 6523, National Bureau of Economic Research, Inc.
    2448. Low, Soo-Wah & Yong, Othman, 2011. "Explaining over-subscription in fixed-price IPOs -- Evidence from the Malaysian stock market," Emerging Markets Review, Elsevier, vol. 12(3), pages 205-216, September.
    2449. Daniel W. Collins & William K. Salatka, 1993. "Noisy Accounting Earnings Signals and Earnings Response Coefficients: The Case of Foreign Currency Accounting," Contemporary Accounting Research, John Wiley & Sons, vol. 10(1), pages 119-159, September.
    2450. Burlacu, Radu & Fontaine, Patrice & Jimenez-Garcès, Sonia & Seasholes, Mark S., 2012. "Risk and the cross section of stock returns," Journal of Financial Economics, Elsevier, vol. 105(3), pages 511-522.
    2451. Aabo, Tom & Pantzalis, Christos & Park, Jung Chul, 2017. "Idiosyncratic volatility: An indicator of noise trading?," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 136-151.
    2452. Chong-Chuo Chang & Tai-Yung Kam & Chih-Chung Chien & Wan Ting Su, 2019. "The Impact of Financial Constraints on the Convertible Bond Announcement Returns," Economies, MDPI, vol. 7(2), pages 1-9, April.
    2453. Chengqi Wang & Li Yu, 2007. "Do spillover benefits grow with rising foreign direct investment? An empirical examination of the case of China," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 397-405.
    2454. Shirazi Fraid, 2012. "Virtual Bazaar: A Means of Supporting Microtrade in the Least Developed Countries," The Law and Development Review, De Gruyter, vol. 5(1), pages 29-49, May.
    2455. Şule Akkoyunlu, 2012. "Intervening Opportunities and Competing Migrants in Turkish migration to Germany, 1969-2008," Migration Letters, Migration Letters, vol. 9(2), pages 155-175, May.
    2456. Nan Hu & Xingnan Xue & Ling Liu, 2022. "The impact of air pollution on financial reporting quality: evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3609-3644, September.
    2457. Preetika Joshi, 2020. "Does Private Country‐by‐Country Reporting Deter Tax Avoidance and Income Shifting? Evidence from BEPS Action Item 13," Journal of Accounting Research, Wiley Blackwell, vol. 58(2), pages 333-381, May.
    2458. Unite, Angelo A. & Sullivan, Michael J., 2003. "The effect of foreign entry and ownership structure on the Philippine domestic banking market," Journal of Banking & Finance, Elsevier, vol. 27(12), pages 2323-2345, December.
    2459. George Deltas & Mattias K. Polborn, 2019. "Candidate competition and voter learning in the 2000–2012 US presidential primaries," Public Choice, Springer, vol. 178(1), pages 115-151, January.
    2460. Al-Hadi, Ahmed & Taylor, Grantley & Hossain, Mahmud, 2015. "Disaggregation, auditor conservatism and implied cost of equity capital: An international evidence from the GCC," Journal of Multinational Financial Management, Elsevier, vol. 29(C), pages 66-98.
    2461. Sharad Asthana & Steven Balsam & Jagan Krishnan, 2007. "Audit Firm Reputation, Auditor Switches, And Client Stock Price Reactions: The Andersen Experience," Working Papers 0024, College of Business, University of Texas at San Antonio.
    2462. Malin, Mirela & Bornholt, Graham, 2013. "Long-term return reversal: Evidence from international market indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 1-17.
    2463. Marshall, Ben R., 2009. "How quickly is temporary market inefficiency removed?," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 917-930, August.
    2464. Bailey, Martha J. & Byker, Tanya & Patel, Elena & Ramnath, Shanthi, 2019. "The Long-Term Effects of California’s 2004 Paid Family Leave Act on Women’s Careers: Evidence from U.S. Tax Data," CEPR Discussion Papers 14217, C.E.P.R. Discussion Papers.
    2465. Martin Bugeja & Raymond Da Silva Rosa, 2010. "Capital gains taxation and shareholder wealth in takeovers," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(2), pages 241-262, June.
    2466. Ludovic Comeau, 2003. "Democracy and Growth: A Relationship Revisited," Eastern Economic Journal, Eastern Economic Association, vol. 29(1), pages 1-21, Winter.
    2467. Wayne E. Ferson & Campbell R. Harvey, 1994. "Sources of Risk and Expected Returns in Global Equity Markets," NBER Working Papers 4622, National Bureau of Economic Research, Inc.
    2468. Nikolaos Kourogenis, 2015. "Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator," Economics Bulletin, AccessEcon, vol. 35(3), pages 1675-1680.
    2469. Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 512-536, April.
    2470. Hermann Frank & Alexander Kessler & Thomas Rusch & Julia Suess–Reyes & Daniela Weismeier–Sammer, 2017. "Capturing the Familiness of Family Businesses: Development of the Family Influence Familiness Scale (FIFS)," Entrepreneurship Theory and Practice, , vol. 41(5), pages 709-742, September.
    2471. Schwierz, Christoph, 2003. "The Effects of Taxes and Socioeconomic Variables on Market Work and Home Production in Norway in the Years 1970 to 2000," Memorandum 33/2003, Oslo University, Department of Economics.
    2472. Michael Fritsch & Andreas Stephan, 2004. "What Causes Cross-Industry Differences of Technical Efficiency?: An Empirical Investigation," Discussion Papers of DIW Berlin 457, DIW Berlin, German Institute for Economic Research.
    2473. Jayoti Das & Cassandra DiRienzo, 2009. "The Nonlinear Impact Of Globalization On Corruption," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 33-46.
    2474. W. Robert Reed & Robert Mercer, 2013. "REPLICATION STUDY: Toya and Skidmore (Economics Letters, 2007," Working Papers in Economics 13/05, University of Canterbury, Department of Economics and Finance.
    2475. Mary Bange & William Bernhard & Jim Granato & Lauren Jones, 1997. "The effect of inflation on the natural rate of output: experimental evidence," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1191-1199.
    2476. Le, Tuan Bach & Pavelkova, Drahomira & Do, Thi Thanh Nhan & Ngo, Minh Vu, 2017. "Does foreign ownership impact accounting conservatism adoption in Vietnam?," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 13(3).
    2477. Clive Gaunt & Steven Cahan, 2014. "Accounting and Finance: authorship and citation trends," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(2), pages 441-465, June.
    2478. Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
    2479. Chau, Gerald & Gray, Sidney J., 2010. "Family ownership, board independence and voluntary disclosure: Evidence from Hong Kong," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 19(2), pages 93-109.
    2480. Christian Bjørnskov & Niklas Potrafke, 2013. "The size and scope of government in the US states: Does party ideology matter?," ifo Working Paper Series 162, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    2481. Lee, Cheol & Park, Myung S., 2013. "Subjectivity in fair-value estimates, audit quality, and informativeness of other comprehensive income," Advances in accounting, Elsevier, vol. 29(2), pages 218-231.
    2482. Yingying Dong & Arthur Lewbel, 2012. "A Simple Estimator for Binary Choice Models With Endogenous Regressors," Boston College Working Papers in Economics 807, Boston College Department of Economics.
    2483. Maung, Min & Shedden, Myles & Wang, Yuan & Wilson, Craig, 2019. "The investment environment and cross-border merger and acquisition premiums," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 59(C), pages 19-35.
    2484. Valerie Oppenheimer & Matthijs Kalmijn & Nelson Lim, 1997. "Men’s career development and marriage timing during a period of rising inequality," Demography, Springer;Population Association of America (PAA), vol. 34(3), pages 311-330, August.
    2485. Alina Sorescu & Sorin M. Sorescu & Will J. Armstrong & Bart Devoldere, 2018. "Two Centuries of Innovations and Stock Market Bubbles," Marketing Science, INFORMS, vol. 37(4), pages 507-529, August.
    2486. Michael Firth & T. Y. Leung & Oliver M. Rui, 2011. "Insider Trading in Hong Kong: Tests of Stock Returns and Trading Frequency," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 505-533.
    2487. Evangelia Vourvachaki, 2013. "Structural reform of the road haulage sector," Economic Bulletin, Bank of Greece, issue 38, pages 21-32, November.
    2488. Deabes, Tosson, 2003. "How to Reduce the Risk Of Banking Problems," MPRA Paper 3054, University Library of Munich, Germany, revised Nov 2003.
    2489. Jonathan Wiley & Brandon Cline & Xudong Fu & Tian Tang, 2012. "Valuation Effects for Asset Sales," Journal of Financial Services Research, Springer;Western Finance Association, vol. 41(3), pages 103-120, June.
    2490. Damian R. Ward, 2005. "Measuring the value of product characteristics in the UK monthly savings market," The Service Industries Journal, Taylor & Francis Journals, vol. 25(7), pages 907-923, October.
    2491. Fadzlan SUFIAN & Muzafar Shah HABIBULLAH, 2009. "Bank specific and macroeconomic determinants of bank profitability: Empirical evidence from the China banking sector," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 4(2), pages 274-291, June.
    2492. Jeffrey D. Michler & Anna Josephson, 2021. "Recent Developments in Inference: Practicalities for Applied Economics," Papers 2107.09736, arXiv.org.
    2493. Aris Spanos, 2018. "Mis†Specification Testing In Retrospect," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 541-577, April.
    2494. Bernad, Cristina & Fuentelsaz, Lucio & Gómez, Jaime, 2010. "The effect of mergers and acquisitions on productivity: An empirical application to Spanish banking," Omega, Elsevier, vol. 38(5), pages 283-293, October.
    2495. Quentin Giai Gianetto & Hamdi Raïssi, 2015. "Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 46-53, January.
    2496. Shinichi Yamaguchi & Hirohide Sakaguchi & Kotaro Iyanaga, 2018. "The Boosting Effect of E-WOM on Macro-level Consumption: A Cross-Industry Empirical Analysis in Japan," The Review of Socionetwork Strategies, Springer, vol. 12(2), pages 167-181, December.
    2497. Harry Huizinga & Luc Laeven, 2006. "International profit shifting within multinationals: a multi-country perspective," European Economy - Economic Papers 2008 - 2015 260, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    2498. Biswajit Ghose & Kailash Chandra Kabra, 2020. "Does Growth Affect Firms’ Leverage Adjustment Speed? A Study of Indian Firms," Business Perspectives and Research, , vol. 8(2), pages 139-155, July.
    2499. Opata, Patience I. & Ezeibe, Adaku B. & Ume, Chikwuma O., 2020. "Impact of women’s share of income on household expenditure in southeast Nigeria," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 15(01), March.
    2500. David R. Peterson & Pamela P. Peterson, 1995. "Abnormal Returns And Analysts' Earnings Forecast Revisions Associated With The Publication Of “Stock Highlights” By Value Line Investment Survey," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(4), pages 465-477, December.
    2501. Xu, Yongxin & Xuan, Yuhao & Zheng, Gaoping, 2021. "Internet searching and stock price crash risk: Evidence from a quasi-natural experiment," Journal of Financial Economics, Elsevier, vol. 141(1), pages 255-275.
    2502. Martin D. D. Evans, 2017. "Exchange-Rate Dark Matter," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 4, pages 101-185, World Scientific Publishing Co. Pte. Ltd..
    2503. Brent W. Ambrose & James N. Conklin, 2014. "Mortgage Brokers, Origination Fees, Price Transparency and Competition," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(2), pages 363-421, June.
    2504. Hui Guo & Robert Savickas, 2006. "Aggregate idiosyncratic volatility in G7 countries," Working Papers 2004-027, Federal Reserve Bank of St. Louis.
    2505. Teo, Melvyn & Woo, Sung-Jun, 2004. "Style effects in the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 74(2), pages 367-398, November.
    2506. Spierdijk, L. & Nijman, T.E. & van Soest, A.H.O., 2002. "The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity," Other publications TiSEM d8b70967-e398-4f5d-825b-1, Tilburg University, School of Economics and Management.
    2507. Sachin Gathani & Maria Paula Gomez & Ricardo Sabates & Dimitri Stoelinga, 2015. "The Effect of Monitoring," Evaluation Review, , vol. 39(6), pages 555-586, December.
    2508. De Bandt, Olivier & Davis, E. Philip, 2000. "Competition, contestability and market structure in European banking sectors on the eve of EMU," Journal of Banking & Finance, Elsevier, vol. 24(6), pages 1045-1066, June.
    2509. Bertoni, Fabio & Tykvová, Tereza, 2013. "Which form of venture capital is most supportive of innovation? Evidence from European biotechnology companies," FZID Discussion Papers 69-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    2510. Subadar Agathee, Ushad & Brooks, Chris & Sannassee, Raja Vinesh, 2012. "Hot and cold IPO markets: The case of the Stock Exchange of Mauritius," Journal of Multinational Financial Management, Elsevier, vol. 22(4), pages 168-192.
    2511. Terry Shevlin & D. Shores, 1993. "Firm Size, Security Returns, and Unexpected Earnings: The Anomalous Signed†Size Effect," Contemporary Accounting Research, John Wiley & Sons, vol. 10(1), pages 1-30, September.
    2512. Cagle, Julie A. B. & Porter, Gary E., 1997. "Conversions of mutual savings institutions: Do initial returns from these IPOS provide investors with windfall profits?," Financial Services Review, Elsevier, vol. 6(2), pages 141-150.
    2513. Carlo Rosa, 2009. "Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 38(1‐2), pages 39-66, February.
    2514. Atoche, Teresa duarte & Pérez lópez, José ángel & Camúñez ruiz, Jose antonio, 2012. "La relevancia de los gastos de I+D. Estudio empírico en el sector del automóvil," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 15(2), pages 257-286.
    2515. Neil Soderlund & Rowena van der Merwe, 1999. "Hospital benchmarking analysis and the derivation of cost indices," Working Papers 174chedp, Centre for Health Economics, University of York.
    2516. Köhler, Matthias, 2014. "Does non-interest income make banks more risky? Retail- versus investment-oriented banks," Review of Financial Economics, Elsevier, vol. 23(4), pages 182-193.
    2517. Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
    2518. Parker, Miles, 2018. "How global is “global inflation”?," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 174-197.
    2519. Simon Gilchrist & Vivian Z. Yue & Egon Zakrajšek, 2018. "US Monetary Policy and International Bond Markets," Finance and Economics Discussion Series 2018-014, Board of Governors of the Federal Reserve System (U.S.).
    2520. Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Stock market volatiltity around national elections," MPRA Paper 302, University Library of Munich, Germany, revised Nov 2006.
    2521. Kodila-Tedika, Oasis & Khalifa, Sherif, 2020. "African Junta and Defense Spending: A Capture Effect or Self-Preservation?," MPRA Paper 103599, University Library of Munich, Germany.
    2522. Panayotis G. Michaelides & Konstantinos N. Konstantakis, 2015. "Business Cycles and Economic Crisis: The Case of Car Sales in Athens, Greece (2000-2012)," Bulletin of Political Economy, Bulletin of Political Economy, vol. 9(1), pages 69-83, June.
    2523. Datta, Sudip & Iskandar-Datta, Mai & Patel, Ajay, 1999. "Bank monitoring and the pricing of corporate public debt," Journal of Financial Economics, Elsevier, vol. 51(3), pages 435-449, March.
    2524. Lan Wang & Xiao-Hua Zhou, 2007. "Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models," Biometrics, The International Biometric Society, vol. 63(4), pages 1218-1225, December.
    2525. John G. Cragg & Burton G. Malkiel, 1982. "References, Index," NBER Chapters, in: Expectations and the Structure of Share Prices, pages 167-176, National Bureau of Economic Research, Inc.
    2526. Demirguc-Kunt, Asl1 & Huizinga, Harry, 1999. "Market discipline and financial safety net design," Policy Research Working Paper Series 2183, The World Bank.
    2527. Yashiv, E., 1999. "The Determinants of Equilibrium Unemployment," Papers 36-99, Tel Aviv.
    2528. Susan Athey & Guido Imbens, 2016. "The Econometrics of Randomized Experiments," Papers 1607.00698, arXiv.org.
    2529. Riccardo Ferretti & Pierpaolo Pattitoni & Alex Castelli, 2019. "Security-voting structure and equity financing in the Banking Sector: ‘One Head-One Vote’ versus ‘One Share-One Vote’," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0074, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    2530. Ram, Rati, 1999. "Tropics, income, and school life expectancy: an intercountry study," Economics of Education Review, Elsevier, vol. 18(2), pages 253-258, April.
    2531. Apu Manna & Tarak Nath Sahu & Krishna Dayal Pandey, 2020. "Board size, multiple directorship and performance of Indian listed firms," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 19(2), pages 111-129.
    2532. Cheng, Louis T.W. & Davidson III, Wallace N. & Leung, T.Y., 2011. "Insider trading returns and dividend signals," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 421-429, June.
    2533. Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2011. "How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 623-640, June.
    2534. Patrick J. Kelly, 2014. "Information Efficiency and Firm-Specific Return Variation," Working Papers w0208, Center for Economic and Financial Research (CEFIR).
    2535. Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Paper 707, Economics Department, Queen's University.
    2536. Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016. "The Christmas effect—Special dividend announcements," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 15-30.
    2537. Nan Jia & Jing Shi & Yongxiang Wang, 2013. "Coinsurance Within Business Groups: Evidence from Related Party Transactions in an Emerging Market," Management Science, INFORMS, vol. 59(10), pages 2295-2313, October.
    2538. Cheung, Yan-Leung & Qi, Yuehua & Raghavendra Rau, P. & Stouraitis, Aris, 2009. "Buy high, sell low: How listed firms price asset transfers in related party transactions," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 914-924, May.
    2539. Grammenos, Costas Th. & Papapostolou, Nikos C., 2012. "US shipping initial public offerings: Do prospectus and market information matter?," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(1), pages 276-295.
    2540. Alexander F. McQuoid & Charles Moore & Stephen Sawyer & David C. Vitt, 2017. "Trigger Warning: The Causal Impact of Gun Ownership on Suicide," Departmental Working Papers 55, United States Naval Academy Department of Economics.
    2541. Card, David, 1988. "Longitudinal Analysis of Strike Activity," Journal of Labor Economics, University of Chicago Press, vol. 6(2), pages 147-176, April.
    2542. Joohyun Kim & Ohsung Kwon & Duk Hee Lee, 2019. "Observing Cascade Behavior Depending on the Network Topology and Transaction Costs," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 207-225, January.
    2543. Lorenzo Pozzi & Barbara Sadaba, 2021. "Macroeconomic disasters and consumption smoothing," Tinbergen Institute Discussion Papers 21-030/VI, Tinbergen Institute.
    2544. Jian Yang & George Davis & David Leatham, 2001. "Impact of interest rate swaps on corporate capital structure: an empirical investigation," Applied Financial Economics, Taylor & Francis Journals, vol. 11(1), pages 75-81.
    2545. S. Ravid & Suman Basuroy, 2003. "Managerial Objectives, the R-Rating Puzzle and the Production of Violent Films," Yale School of Management Working Papers ysm383, Yale School of Management.
    2546. Guoyao Yan & Yu Hao & Yunxia Guo & Haitao Wu, 2022. "Are environmental problems a barometer of corruption in the eyes of residents? Evidence from China," Kyklos, Wiley Blackwell, vol. 75(2), pages 337-361, May.
    2547. Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013. "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne 13080, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2548. Neil J Buckley & Frank T Denton & A Leslie Robb & Byron G Spencer, 2005. "Socioeconomic Influences on the Health of Older Canadians: Estimates Based on Two Longitudinal Surveys," Quantitative Studies in Economics and Population Research Reports 402, McMaster University.
    2549. Jablonski, Becca B.R. & Pender, John & Bauman, Allison & Rupasingha, Anil & Clark, Jill K., 2023. "Stocks of Wealth and the Value-Added Food and Agriculture Sector," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 48(3), September.
    2550. R. Shanmugham & Zabiulla, 2012. "Pricing Efficiency of Nifty BeES in Bullish and Bearish Markets," Global Business Review, International Management Institute, vol. 13(1), pages 109-121, February.
    2551. Robert Hull & Sungkyu Kwak & Rosemary Walker, 2012. "Explanation for market response to seasoned equity offerings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 634-661, July.
    2552. Neely, Christopher J. & Rapach, David E., 2011. "International comovements in inflation rates and country characteristics," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1471-1490.
    2553. Tommaso Fabi & Enrico Laghi & Marco Mattei & Alessandro Sura, 2014. "Comparing the effects of IASB Proposal on leasing: an impact assessment of EU listed Companies," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2014(2-3-4), pages 17-57.
    2554. Seung-Hoon Yoo, 2003. "Does information technology contribute to economic growth in developing countries? a cross-country analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 679-682.
    2555. Serguei Chervachidze & William Wheaton, 2013. "What Determined the Great Cap Rate Compression of 2000–2007, and the Dramatic Reversal During the 2008–2009 Financial Crisis?," The Journal of Real Estate Finance and Economics, Springer, vol. 46(2), pages 208-231, February.
    2556. Hirota, Shinichi & Sunder, Shyam, 2007. "Price bubbles sans dividend anchors: Evidence from laboratory stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1875-1909, June.
    2557. Entorf, Horst & Winker, Peter, 2002. "The Economics of Crime: Investigating the Drugs-Crime Channel," Darmstadt Discussion Papers in Economics 118, Darmstadt University of Technology, Department of Law and Economics.
    2558. Lücke, Matthias, 1995. "The diffusion of innovations in the world textile industry: does a country's level of economic development matter?," Kiel Working Papers 686, Kiel Institute for the World Economy (IfW Kiel).
    2559. D. Bounie & A. Francois, 2011. "The economics of bill payments: an empirical analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 18(10), pages 961-966.
    2560. Fernando Sanz, 2000. "A kalman filter-gravity equation approach to assess the trade impact of economic integration: The case of Spain, 1986–1992," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(1), pages 84-110, March.
    2561. Zheng, Changjun & Moudud-Ul-Huq, Syed & Rahman, Mohammad Morshedur & Ashraf, Badar Nadeem, 2017. "Does the ownership structure matter for banks’ capital regulation and risk-taking behavior? Empirical evidence from a developing country," Research in International Business and Finance, Elsevier, vol. 42(C), pages 404-421.
    2562. Yi-hsuan Chiang & Wen-jhan Jane, 2013. "The Effects of Outcome Uncertainties, Patriotism, and Asian Regionalism in the World Baseball Classic," Journal of Media Economics, Taylor & Francis Journals, vol. 26(3), pages 148-161, September.
    2563. Woo Sung Kim & Kunsu Park & Sang Hoon Lee, 2018. "Corporate Social Responsibility, Ownership Structure, and Firm Value: Evidence from Korea," Sustainability, MDPI, vol. 10(7), pages 1-20, July.
    2564. Zenebe, Addisalem & Peterson, Wesley & Wamisho, Kassu, 2014. "The Impact of the African Growth and Opportunity Act (AGOA): An Empirical Analysis of Sub-Saharan African Agricultural Exports," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170590, Agricultural and Applied Economics Association.
    2565. Born, Benjamin & Peifer, Johannes, 2011. "Policy Risk and the Business Cycle," Bonn Econ Discussion Papers 06/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
    2566. Brickley, James A & Misra, Sanjog & Van Horn, R Lawrence, 2006. "Contract Duration: Evidence from Franchising," Journal of Law and Economics, University of Chicago Press, vol. 49(1), pages 173-196, April.
    2567. Metaxas, Theodore & Duquenne, Marie Noelle, 2015. "Small and Medium Sized Firms’ Competitiveness and Territorial Characteristics by using a MLR approach," MPRA Paper 66848, University Library of Munich, Germany.
    2568. Li, Donghui & Moshirian, Fariborz & Nguyen, Pascal & Tan, Liwen, 2007. "Corporate governance or globalization: What determines CEO compensation in China?," Research in International Business and Finance, Elsevier, vol. 21(1), pages 32-49, January.
    2569. Dowling, Michael & Lucey, Brian M., 2005. "Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence," International Review of Financial Analysis, Elsevier, vol. 14(3), pages 337-355.
    2570. Leslie I. Boden & Monica Galizzi, 2003. "Income Losses of Women and Men Injured at Work," Journal of Human Resources, University of Wisconsin Press, vol. 38(3).
    2571. Hideaki Sakawa & Naoki Watanabel, 2020. "IPO underpricing and ownership monitoring in Japan," Asian Business & Management, Palgrave Macmillan, vol. 19(4), pages 480-503, September.
    2572. Cebula, Richard & Toma, Michael, 2007. "An Empirical Analysis of Determinants of Interstate Living-Cost Differentials, 2005," MPRA Paper 52430, University Library of Munich, Germany.
    2573. Sile Padraigin O'Dorchai, 2008. "Do women gain or lose from becoming mothers?," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 51(2/3), pages 243-268.
    2574. Tim Wegenast, 2010. "Uninformed Voters for Sale: Electoral Competition, Information and Interest Groups in the US," Kyklos, Wiley Blackwell, vol. 63(2), pages 271-300, May.
    2575. Richard J. Cebula, 2013. "Determinants of per commercial and industrial customer electricity consumption in the United States for the period 2001 to 2005," Applied Economics Letters, Taylor & Francis Journals, vol. 20(2), pages 114-118, February.
    2576. David E. Clark & William E. Herrin, 1997. "Historical Preservation Districts and Home Sale Prices: Evidence from the Sacramento Housing Market," The Review of Regional Studies, Southern Regional Science Association, vol. 27(1), pages 29-48, Summer.
    2577. Zarkin, Gary A. & French, Michael T. & Mroz, Thomas & Bray, Jeremy W., 1998. "Alcohol use and wages: New results from the national household survey on drug abuse," Journal of Health Economics, Elsevier, vol. 17(1), pages 53-68, January.
    2578. Cebula, Richard & Ekstrom, Marcus, 2008. "Economic Growth, Economic Freedom, and Governance," MPRA Paper 56702, University Library of Munich, Germany.
    2579. Lampach, Nicolas & To-The, Nguyen & Nguyen-Anh, Tuan, 2021. "Technical efficiency and the adoption of multiple agricultural technologies in the mountainous areas of Northern Vietnam," Land Use Policy, Elsevier, vol. 103(C).
    2580. Schulman, Craig T. & Thomas, Deborah W. & Sellers, Keith F. & Kennedy, Duane B., 1996. "Effects of Tax Integration and Capital Gains Tax on Corporate Leverage," National Tax Journal, National Tax Association;National Tax Journal, vol. 49(1), pages 31-54, March.
    2581. Kraft, Kornelius, 2001. "Codetermination as a strategic advantage?," International Journal of Industrial Organization, Elsevier, vol. 19(3-4), pages 543-566, March.
    2582. Blunch, Niels-Hugo & Das, Maitreyi Bordia, 2007. "Changing norms about gender inequality in education : evidence from Bangladesh," Policy Research Working Paper Series 4404, The World Bank.
    2583. Luis Ferruz & Cristina Ortiz & Jose Sarto, 2009. "Decisions of domestic equity fund investors: determinants and search costs," Applied Financial Economics, Taylor & Francis Journals, vol. 19(16), pages 1295-1304.
    2584. Resmini, Laura, 2003. "Economic integration, industry location and frontier economies in transition countries," Economic Systems, Elsevier, vol. 27(2), pages 205-221, June.
    2585. Wong, Woon K. & Chang, Matthew C. & Tu, Anthony H., 2009. "Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 28-40, January.
    2586. David C. Ribar & Mark O. Wilhelm, 2002. "Altruistic and Joy-of-Giving Motivations in Charitable Behavior," Journal of Political Economy, University of Chicago Press, vol. 110(2), pages 425-457, April.
    2587. Alberto Montagnoli & Oreste Napolitano & Boriss Siliverstovs, 2012. "Regional interest rate pass-through in Italy," KOF Working papers 12-308, KOF Swiss Economic Institute, ETH Zurich.
    2588. Luc Arrondel & François-Charles Wolff, 1998. "La nature des transferts inter vivos en France : investissements humains, aides financières et transmission du patrimoine," Économie et Prévision, Programme National Persée, vol. 135(4), pages 1-27.
    2589. Shinichi Yamaguchi, 2021. "The effect of online C2C markets on new-product-purchasing behavior: an empirical analysis of Japanese selling apps," SN Business & Economics, Springer, vol. 1(1), pages 1-21, January.
    2590. Brogaard, Jonathan & Engelberg, Joseph & Parsons, Christopher A., 2014. "Networks and productivity: Causal evidence from editor rotations," Journal of Financial Economics, Elsevier, vol. 111(1), pages 251-270.
    2591. Jack Francis & Tsing Wu & Nan-Ting Kuo, 2012. "Effects of tax reform on drop-off ratios and on the ex-dividend and ex-right prices," Review of Quantitative Finance and Accounting, Springer, vol. 39(2), pages 147-164, August.
    2592. Huang, Yu-Li & Shen, Chung-Hua, 2021. "From revenue to safety: Rating agencies have changed their concerns after the crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    2593. Blunch, Niels-Hugo, 2017. "A Teenager in Love: Multidimensional Human Capital and Teenage Pregnancy in Ghana," GLO Discussion Paper Series 36, Global Labor Organization (GLO).
    2594. Katherine A. Duliba & Robert J. Kauffman & Henry C. Lucas, 2001. "Appropriating Value from Computerized Reservation System Ownership in the Airline Industry," Organization Science, INFORMS, vol. 12(6), pages 702-728, December.
    2595. FA Al‐Marhubi, 2000. "Income inequality and inflation: the cross‐country evidence," Contemporary Economic Policy, Western Economic Association International, vol. 18(4), pages 428-439, October.
    2596. N. Groenewold & P. Fraser, 1999. "Forecasting Beta: How well does the 'five year rule of thumb' do?," Economics Discussion / Working Papers 99-01, The University of Western Australia, Department of Economics.
    2597. Dana Kloudová, 2013. "Produkční mezera jako indikátor inflace - případ pro českou ekonomiku [Output Gap as Indicator of Inflation - Case for Czech Economy]," Politická ekonomie, Prague University of Economics and Business, vol. 2013(5), pages 639-652.
    2598. Christophe Kamps, 2005. "The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 12(4), pages 533-558, August.
    2599. Stavins, Robert & Jaffe, Adam & Newell, Richard, 1998. "The Induced Innovation Hypothesis and Energy-Saving Technological Change," RFF Working Paper Series dp-98-12-rev, Resources for the Future.
    2600. Ghassan Omet, 2011. "Stock Market Liquidity: Comparative Analysis of The Abu Dhabi Stock Exchange and Dubai Financial Market," Working Papers 655, Economic Research Forum, revised 12 Jan 2011.
    2601. Jeff Madura & Martina K. Bers, 2002. "The performance persistence of foreign closed‐end funds," Review of Financial Economics, John Wiley & Sons, vol. 11(4), pages 263-285.
    2602. Lisa Frey, 2018. "Tax certified individual auditors and effective tax rates," Business Research, Springer;German Academic Association for Business Research, vol. 11(1), pages 77-114, February.
    2603. Zhong, Rou & Liu, Shishi & Li, Haocheng & Zhang, Jingxiao, 2022. "Robust functional principal component analysis for non-Gaussian longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    2604. Jith Jayaratne & Philip E. Strahan, 1996. "Entry restrictions, industry evolution and dynamic efficiency: evidence from commercial banking," Research Paper 9630, Federal Reserve Bank of New York.
    2605. Temple, J., 1995. "Testing the Augmented Solow Models," Economics Papers 106, Economics Group, Nuffield College, University of Oxford.
    2606. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
    2607. Gavin Cameron, 2005. "The Sun Also Rises: Productivity Convergence Between Japan and the USA," Journal of Economic Growth, Springer, vol. 10(4), pages 387-408, December.
    2608. Ramji Balakrishnan & Leslie Eldenburg & Ranjani Krishnan & Naomi Soderstrom, 2010. "The Influence of Institutional Constraints on Outsourcing," Journal of Accounting Research, Wiley Blackwell, vol. 48(4), pages 767-794, September.
    2609. Kaveh Salehzadeh Nobari, 2021. "Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions," Papers 2111.04919, arXiv.org.
    2610. Stefan Abrantes Costa & Pedro Manuel Nogueira Reis & Antonio Pedro Soares Pinto, 2020. "Subjective/ Behavioural Factors Influence the PSI 20 and IBEX 35," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(5), pages 13-27, October.
    2611. Chunsheng Zhou, 1996. "Stock market fluctuations and the term structure," Finance and Economics Discussion Series 96-3, Board of Governors of the Federal Reserve System (U.S.).
    2612. Heather A Sander & Debarchana Ghosh & David van Riper & Steven M Manson, 2010. "How Do You Measure Distance in Spatial Models? An Example Using Open-Space Valuation," Environment and Planning B, , vol. 37(5), pages 874-894, October.
    2613. Philip Gharghori & Sebastian Stryjkowski & Madhu Veeraraghavan, 2013. "Value versus growth: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(2), pages 393-417, June.
    2614. Miyazaki, Tomomi & Hiraga, Kazuki & Kozuka, Masafumi, 2024. "Stock market response to public investment under the zero lower bound: Cross-industry evidence from Japan," Journal of the Japanese and International Economies, Elsevier, vol. 71(C).
    2615. Jappelli, Tullio & Padula, Mario & Pica, Giovanni, 2010. "Estate Taxation and Intergenerational Transfers," CEPR Discussion Papers 7701, C.E.P.R. Discussion Papers.
    2616. Peter M Clarkson & Shams Pathan & Andrew Tellam, 2016. "Do private equity target firms exhibit less effectual governance structures?," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 244-270, May.
    2617. Dye, Richard F. & McMillen, Daniel P., 2007. "Teardowns and land values in the Chicago metropolitan area," Journal of Urban Economics, Elsevier, vol. 61(1), pages 45-63, January.
    2618. Espey, Molly, 1998. "Gasoline demand revisited: an international meta-analysis of elasticities," Energy Economics, Elsevier, vol. 20(3), pages 273-295, June.
    2619. Zhu, Ke & Li, Wai Keung & Yu, Philip L.H., 2014. "Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates," MPRA Paper 53874, University Library of Munich, Germany.
    2620. Amengual, Dante & Sentana, Enrique, 2010. "A comparison of mean-variance efficiency tests," Journal of Econometrics, Elsevier, vol. 154(1), pages 16-34, January.
    2621. Murray Michael P., 2017. "Linear Model IV Estimation When Instruments Are Many or Weak," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
    2622. Calza, Alessandro & Gartner, Christine & Sousa, João, 2001. "Modelling the demand for loans to the private sector in the euro area," Working Paper Series 55, European Central Bank.
    2623. Jose L. Oviedo & Lynn Huntsinger & Pablo Campos & Alejandro Caparrós, 2011. "Assessing the income value of private amenities in California oak woodlands," Working Papers 1110, Instituto de Políticas y Bienes Públicos (IPP), CSIC.
    2624. Almada, Christa & Blanco-Gonzalez, Lorenzo & Eason, Patricia & Fullerton, Thomas, 2006. "Econometric Evidence Regarding Education and Border Income Performance," MPRA Paper 451, University Library of Munich, Germany, revised 2006.
    2625. Benjamin Aretz & Gabriele Doblhammer & Fanny Janssen, 2018. "Effects of Changes in Living Environment on Physical Health: A Prospective Cohort Study of Movers and Non-Movers in Germany," SOEPpapers on Multidisciplinary Panel Data Research 997, DIW Berlin, The German Socio-Economic Panel (SOEP).
    2626. Bernd Hayo, 2000. "Micro and Macro Determinants of Public Support for Market Reforms in Eastern Europe," Development and Comp Systems 0004002, University Library of Munich, Germany.
    2627. Finucane, Thomas J., 1999. "A new measure of the direction and timing of information flow between markets1," Journal of Financial Markets, Elsevier, vol. 2(2), pages 135-151, May.
    2628. Leah K. Vanwey, 2003. "Land Ownership as a Determinant of Temporary Migration in Nang Rong, Thailand," European Journal of Population, Springer;European Association for Population Studies, vol. 19(2), pages 121-145, June.
    2629. Claessens, Stijn & Laeven, Luc & Feijen, Erik, 2007. "Political Connections and Preferential Access to Finance: The Role of Campaign Contributions," CEPR Discussion Papers 6045, C.E.P.R. Discussion Papers.
    2630. LaFrance, Jeffrey T., 2008. "The structure of US food demand," Journal of Econometrics, Elsevier, vol. 147(2), pages 336-349, December.
    2631. Kurt Hess & Abeyratna Gunasekarage & Martin Hovey, 2010. "State‐dominant and non‐state‐dominant ownership concentration and firm performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 6(4), pages 264-289, September.
    2632. Hartmann-Wendels, Thomas & Stein, Ingrid & Stöter, Alwin, 2012. "Tax incentives and capital structure choice: Evidence from Germany," Discussion Papers 18/2012, Deutsche Bundesbank.
    2633. Davis, Jullet A. & Weech-Maldonado, Robert & Lapane, Kate L. & Laberge, Alex, 2014. "Contextual determinants of US nursing home racial/ethnic diversity," Social Science & Medicine, Elsevier, vol. 104(C), pages 142-147.
    2634. Naape, Baneng, 2019. "Is the Co-Movement Between Budget Deficit and Current Account Deficit Applicable to South Africa?," MPRA Paper 97962, University Library of Munich, Germany, revised 20 Nov 2019.
    2635. Blunch, Niels-Hugo & Datta Gupta, Nabanita, 2020. "Mothers’ health knowledge gap for children with diarrhea: A decomposition analysis across caste and religion in India," World Development, Elsevier, vol. 126(C).
    2636. Mark A. Clatworthy & Michael J. Peel, 2007. "The Effect of Corporate Status on External Audit Fees: Evidence From the UK," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 169-201, January.
    2637. Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2013. "The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 738, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    2638. Domowitz, Ian & Hakkio, Craig S., 1985. "Conditional variance and the risk premium in the foreign exchange market," Journal of International Economics, Elsevier, vol. 19(1-2), pages 47-66, August.
    2639. Josh Angrist & Pierre Azoulay & Glenn Ellison & Ryan Hill & Susan Feng Lu, 2020. "Inside Job or Deep Impact? Extramural Citations and the Influence of Economic Scholarship," Journal of Economic Literature, American Economic Association, vol. 58(1), pages 3-52, March.
    2640. Dasilas, Apostolos & Grose, Chris, 2019. "Valuation effects of tax-free versus taxed cash distributions," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 307-321.
    2641. Thomas E. MaCurdy, 1982. "Using Information on the Moments of Disturbances to Increase the Efficiency of Estimation," NBER Technical Working Papers 0022, National Bureau of Economic Research, Inc.
    2642. Keryn Chalmers & Greg Clinch & Jayne M. Godfrey, 2008. "Adoption of International Financial Reporting Standards: Impact on the Value Relevance of Intangible Assets," Australian Accounting Review, CPA Australia, vol. 18(3), pages 237-247, September.
    2643. Hyoungsoo Zang, 1998. "The stability of the Kuznets curve: some further evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 5(3), pages 131-133.
    2644. Mariya Neycheva, 2010. "Does public expenditure on education matter for growth in Europe? A comparison between old EU member states and post-communist economies," Post-Communist Economies, Taylor & Francis Journals, vol. 22(2), pages 141-164.
    2645. Autore, Don M. & Bray, David E. & Peterson, David R., 2009. "Intended use of proceeds and the long-run performance of seasoned equity issuers," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 358-367, June.
    2646. Lin, Hui Ling & Pukthuanthong, Kuntara & Walker, Thomas John, 2013. "An international look at the lawsuit avoidance hypothesis of IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 19(C), pages 56-77.
    2647. M. Hashem Pesaran & Larry W. Taylor, 1999. "Diagnostics for IV Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(2), pages 255-281, May.
    2648. Andrea Monticini & David Peel, 2009. "Testing for central bank independence and inflation using the wild bootstrap," Economics Bulletin, AccessEcon, vol. 29(3), pages 1602-1607.
    2649. Marc Tomljanovich, 2004. "The Role of State Fiscal Policy in State Economic Growth," Contemporary Economic Policy, Western Economic Association International, vol. 22(3), pages 318-330, July.
    2650. Shunfeng Song, 1998. "Home buyers' characteristics and selling prices," Applied Economics Letters, Taylor & Francis Journals, vol. 5(1), pages 11-14.
    2651. Kira Lancker & Julia Bronnmann, 2022. "Substitution Preferences for Fish in Senegal," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 82(4), pages 1015-1045, August.
    2652. Brännlund, Runar & Nordström, Jonas, 2001. "Modelling Consumer Demand and Household Labour Supply: Welfare Effects of Increasing Carbon Taxes," Umeå Economic Studies 571, Umeå University, Department of Economics.
    2653. Monique DANTAS & Frédéric GASCHET & Guillaume POUYANNE, 2010. "Regulatory zoning and coastal housing prices: a bayesian hedonic approach (In French)," Cahiers du GREThA (2007-2019) 2010-12, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    2654. Yongheng Deng & Randall Morck & Jing Wu & Bernard Yeung, 2011. "Monetary and Fiscal Stimuli, Ownership Structure, and China's Housing Market," NBER Working Papers 16871, National Bureau of Economic Research, Inc.
    2655. Vasquez, Orestes & Nelson, James R. & Hamilton, Joel R., 2002. "An Econometric Approach To Evaluating Development Pressure On Cropland In South-Central Idaho," A.E. Research Series 305030, University of Idaho, Department of Agricultural Economics and Rural Sociology.
    2656. Søren Johansen & Bent Nielsen, 2014. "Outlier detection algorithms for least squares time series regression," CREATES Research Papers 2014-39, Department of Economics and Business Economics, Aarhus University.
    2657. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2023. "Robust Discovery of Regression Models," Econometrics and Statistics, Elsevier, vol. 26(C), pages 31-51.
    2658. Noussair, Charles N & Plott, Charles R & Riezman, Raymond G, 1997. "The Principles of Exchange Rate Determination in an International Financial Experiment," Journal of Political Economy, University of Chicago Press, vol. 105(4), pages 822-861, August.
    2659. Joachim Zietz, 2005. "Detecting Neglected Parameter Heterogeneity with Chow Tests," Working Papers 200503, Middle Tennessee State University, Department of Economics and Finance.
    2660. Antonelli, Cristiano & Fassio, Claudio, 2014. "Globalization and The Knowledge Driven Economy," Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation "Franco Momigliano", Bureau of Research in Innovation, Complexity and Knowledge, Collegio 201407, University of Turin.
    2661. Arturo Galindo & Alberto Chong & César Calderón, 2001. "Estructura y desarrollo de instituciones financieras y su relación con la confianza: elementos de juicio de varios países," Research Department Publications 4252, Inter-American Development Bank, Research Department.
    2662. Joshua P. Keller & Adam A. Szpiro, 2020. "Selecting a scale for spatial confounding adjustment," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(3), pages 1121-1143, June.
    2663. Panagiotis T. Konstantinou, 2005. "The Expectations Hypothesis of the Term Structure : A Look at the Polish Interbank Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(3), pages 70-91, May.
    2664. Thomas M. Fullerton & Arturo Bujanda, 2018. "Commercial property values in a border metropolitan economy," Asia-Pacific Journal of Regional Science, Springer, vol. 2(2), pages 337-360, August.
    2665. Hindriks, F.A. & Nieuwenhuijsen, H.R. & de Wit, G., 2000. "Comparative Advantages in Estimating Markups," Papers 0003/e, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM.
    2666. Boubakri, Narjess & Cosset, Jean-Claude & Debab, Nassima & Valéry, Pascale, 2013. "Privatization and globalization: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1898-1914.
    2667. Bo Liu & Kemin Wang, 2019. "Uncertainty of political subsidy, heterogeneous beliefs, and IPO anomalies," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 923-951, May.
    2668. Miguel Meuleman & Mike Wright & Sophie Manigart & Andy Lockett, 2009. "Private Equity Syndication: Agency Costs, Reputation and Collaboration," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5‐6), pages 616-644, June.
    2669. G. William Schwert, 1994. "Mark-Up Pricing in Mergers and Acquisitions," NBER Working Papers 4863, National Bureau of Economic Research, Inc.
    2670. ŠEmsa ÖZAR & Gökhan ÖZERTAN & Zeynep Burcu İRFANOĞLU, 2008. "Micro And Small Enterprise Growth In Turkey: Under The Shadow Of Financial Crisis," The Developing Economies, Institute of Developing Economies, vol. 46(4), pages 331-362, December.
    2671. James Lindley & Clifford Sowell & WM. Mounts, 2001. "Excess reserves during the 1930s: Empirical estimates of the costs of converting unintended cash inventory into income-producing assets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 25(2), pages 135-148, June.
    2672. Porter, David C. & Thatcher, John G., 1998. "Fragmentation, competition, and limit orders: New evidence from interday spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(1), pages 111-128.
    2673. Olivier Damette & Philippe Delacote, 2009. "The environmental resource curse hypothesis: the forest case," Working Papers - Cahiers du LEF 2009-04, Laboratoire d'Economie Forestiere, AgroParisTech-INRA.
    2674. Mei-Chen Lin, 2020. "When analysts encounter lottery-like stocks: lottery-like stocks and analyst stock recommendations," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 327-353, July.
    2675. Kurita, Takamitsu, 2010. "Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan," Economic Modelling, Elsevier, vol. 27(2), pages 574-584, March.
    2676. Klein, Arne C., 2013. "Time-variations in herding behavior: Evidence from a Markov switching SUR model," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 291-304.
    2677. Hossam ELdin Mohammed Abdelkader, 2015. "Political Instability, Uncertainty, Democracy, and Economic Growth in Egypt," Working Papers 953, Economic Research Forum, revised Oct 2015.
    2678. Tao Zeng, 2009. "Stock Price Reactions to the Canadian Lifetime Capital Gains Exemption," Accounting & Taxation, The Institute for Business and Finance Research, vol. 1(1), pages 75-85.
    2679. Collver, Charles D., 2007. "Is there less informed trading after regulation fair disclosure?," Journal of Corporate Finance, Elsevier, vol. 13(2-3), pages 270-281, June.
    2680. Bernd Hayo & Stefan Voigt, 2005. "Inflation, Central Bank Independence and the Legal System," Money Macro and Finance (MMF) Research Group Conference 2005 57, Money Macro and Finance Research Group.
    2681. Mayerhofer, Peter, 2002. "Austrian border regions and eastern integration: A low competitiveness - high growth paradoxon," HWWA Discussion Papers 202, Hamburg Institute of International Economics (HWWA).
    2682. Horowitz, Andrew W. & Weinhold, Diana, 1998. "Household characteristics and income inequality during inflationary periods: Recent evidence from Suriname," World Development, Elsevier, vol. 26(2), pages 297-306, February.
    2683. Paulo Sergio Ceretta & Marcelo Brutti Righi & Alexandre Silva Da costa & Fernanda Maria Muller, 2012. "Quantiles autocorrelation in stock markets returns," Economics Bulletin, AccessEcon, vol. 32(3), pages 2065-2075.
    2684. Urban Gråsjö, 2009. "Accessibility to R&D and Patent Production," Chapters, in: Charlie Karlsson & Börje Johansson & Roger R. Stough (ed.), Innovation, Agglomeration and Regional Competition, chapter 10, Edward Elgar Publishing.
    2685. Carlo Rosa & Giovanni Verga, 2008. "The Impact of Central Bank Announcements on Asset Prices in Real Time," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 175-217, June.
    2686. Palash Deb & Parthiban David & Jonathan O'Brien, 2017. "When is cash good or bad for firm performance?," Strategic Management Journal, Wiley Blackwell, vol. 38(2), pages 436-454, February.
    2687. Lin, Chih-Yung & Ho, Po-Hsin & Shen, Chung-Hua & Wang, Yu-Chun, 2016. "Political connection, government policy, and investor trading: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 153-166.
    2688. Falguni Pattanaik & Narayan Chandra Nayak, 2013. "Economic Freedom and Employment in India," South Asian Journal of Macroeconomics and Public Finance, , vol. 2(1), pages 59-79, June.
    2689. Daniel Edelman & William Fung & David Hsieh & Narayan Naik, 2012. "Funds of hedge funds: performance, risk and capital formation 2005 to 2010," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 87-108, March.
    2690. Toni Juuti, 2022. "The role of financial development in the relationship between income inequality and economic growth: an empirical approach using cross-country panel data," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(3), pages 985-1021, June.
    2691. Paraskevi Salamaliki & Ioannis Venetis, 2014. "Smooth transition trends and labor force participation rates in the United States," Empirical Economics, Springer, vol. 46(2), pages 629-652, March.
    2692. Beyer, Brooke & Downes, Jimmy & Rapley, Eric T., 2017. "Internal capital market inefficiencies, shareholder payout, and abnormal leverage," Journal of Corporate Finance, Elsevier, vol. 43(C), pages 39-57.
    2693. Chahine, Salim & Mansi, Sattar & Mazboudi, Mohamad, 2015. "Media news and earnings management prior to equity offerings," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 177-195.
    2694. Hagen, Tobias & Waldeck, Stefanie, 2014. "Using panel econometric methods to estimate the effect of milk consumption on the mortality rate of prostate and ovarian cancer," Working Paper Series 03, Frankfurt University of Applied Sciences, Faculty of Business and Law.
    2695. Bierens, H.J. & Broersma, L., 1990. "The relation between unemployment and interest rate : some empirical evidence," Serie Research Memoranda 0078, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2696. Liu, Wenchien & Miu, Peter & Chang, Yuanchen & Ozdemir, Bogie, 2012. "Information asymmetry and bank regulation: Can the spread of debt contracts be explained by recovery rates?," Journal of Financial Intermediation, Elsevier, vol. 21(1), pages 123-150.
    2697. Kaprielyan, Margarita, 2016. "Valuation consequences of the decision to divest in the globalized world," Journal of Multinational Financial Management, Elsevier, vol. 36(C), pages 16-29.
    2698. Cem Ertur & Wilfried Koch, 2008. "A Contribution to the Schumpeterian Growth Theory and Empirics," Post-Print halshs-00327641, HAL.
    2699. P. Dorian Owen & R. Quentin Grafton & Tom Kompas, 2004. "Productivity, Factor Accumulation and Social Networks: Theory and Evidence," Econometric Society 2004 Australasian Meetings 224, Econometric Society.
    2700. Dorn, Sabrina & Egger, Peter H., 2014. "Small-sample inference with spatial HAC estimators," Economics Letters, Elsevier, vol. 125(2), pages 236-239.
    2701. Björn Kauder & Manuela Krause & Niklas Potrafke, 2018. "Electoral cycles in MPs’ salaries: evidence from the German states," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 25(4), pages 981-1000, August.
    2702. Nakamura, M. & Xie, J., 1998. "Nonverifiability, noncontractibility and ownership determination models in foreign direct investment, with an application to foreign operations in Japan," International Journal of Industrial Organization, Elsevier, vol. 16(5), pages 571-599, September.
    2703. Johan Torstensson, 1996. "Can factor proportions explain vertical intra-industry trade?," Applied Economics Letters, Taylor & Francis Journals, vol. 3(5), pages 307-309.
    2704. Kartono Liano & Patrick H. Marchand & Gow‐Cheng Huang, 1992. "The Holiday Effect In Stock Returns: Evidence From The Otc Market," Review of Financial Economics, John Wiley & Sons, vol. 2(1), pages 45-54, September.
    2705. Yuanyuan Gu & Sonia García-Pérez & John Massie & Kees Gool, 2015. "Cost of care for cystic fibrosis: an investigation of cost determinants using national registry data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 16(7), pages 709-717, September.
    2706. Beng Soon Chong & Kim Wai Ho, 2007. "Lockup and Voluntary Earnings Forecast Disclosure in IPOs," Financial Management, Financial Management Association International, vol. 36(3), pages 63-80, September.
    2707. Koń, Beata & Jakubczyk, Michał, 2019. "Is the literature on the WTP-WTA disparity biased?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 82(C).
    2708. Amir Kia, 2006. "Deficits, Debt Financing, Monetary Policy and Inflation in Developing Countries: Internal or External Factors? Evidence from Iran," Carleton Economic Papers 06-03, Carleton University, Department of Economics, revised Nov 2006.
    2709. Chevillon, Guillaume & Massmann, Michael & Mavroeidis, Sophocles, 2010. "Inference in models with adaptive learning," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 341-351, April.
    2710. Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007. "Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets," MPRA Paper 25349, University Library of Munich, Germany, revised May 2007.
    2711. Reuben, Ernesto & Sapienza, Paola & Zingales, Luigi, 2010. "Time discounting for primary and monetary rewards," Economics Letters, Elsevier, vol. 106(2), pages 125-127, February.
    2712. Choonsik Lee & Matthew E. Souther, 2020. "Managerial Reliance on the Retail Shareholder Vote: Evidence from Proxy Delivery Methods," Management Science, INFORMS, vol. 66(4), pages 1717-1736, April.
    2713. Ramanan Laxminarayan & Anil Deolalikar, 2004. "Tobacco initiation, cessation, and change: evidence from Vietnam," Health Economics, John Wiley & Sons, Ltd., vol. 13(12), pages 1191-1201, December.
    2714. Robert E. Lipsey & Eric D. Ramstetter, 2001. "Affiliate Activity in Japanese and U.S. Multinationals and Japanese Exports, 1986-1995," NBER Working Papers 8581, National Bureau of Economic Research, Inc.
    2715. Joseph M. Santos, 2014. "Back to the futures: An assessment of market performance on the early Winnipeg Grain Exchange," Canadian Journal of Economics, Canadian Economics Association, vol. 47(4), pages 1426-1448, November.
    2716. Bhavish Jugurnath & Mark Stewart & Robert Brooks, 2008. "Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia," Review of Quantitative Finance and Accounting, Springer, vol. 31(2), pages 209-224, August.
    2717. Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa, 2017. "The financial economics of white precious metals — A survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 292-308.
    2718. Jeppsson, Hans, 2018. "Initial public offerings, subscription precommitments and venture capital participation," Journal of Corporate Finance, Elsevier, vol. 50(C), pages 650-668.
    2719. Jean-Louis Arcand & Marcel Dagenais, 2011. "Errors in Variables and the Empirics of Economic Growth," Working Papers halshs-00564683, HAL.
    2720. Delgado, Miguel A & Mora, Juan, 1995. "Nonparametric and Semiparametric Estimation with Discrete Regressors," Econometrica, Econometric Society, vol. 63(6), pages 1477-1484, November.
    2721. Didier Fouarge & Trudie Schils, 2009. "The Effect of Early Retirement Incentives on the Training Participation of Older Workers," LABOUR, CEIS, vol. 23(s1), pages 85-109, March.
    2722. Thomas Puvill & Jolanda Lindenberg & Jacobijn Gussekloo & Anton J M de Craen & Joris P J Slaets & Rudi G J Westendorp, 2016. "Associations of Various Health-Ratings with Geriatric Giants, Mortality and Life Satisfaction in Older People," PLOS ONE, Public Library of Science, vol. 11(9), pages 1-13, September.
    2723. Rucker, Randal R & Thurman, Walter N & Sumner, Daniel A, 1995. "Restricting the Market for Quota: An Analysis of Tobacco Production Rights with Corroboration from Congressional Testimony," Journal of Political Economy, University of Chicago Press, vol. 103(1), pages 142-175, February.
    2724. S. Rosenkranz & U. Weitzel, 2005. "Bargaining in Mergers: The Role of Outside Options and Termination Provisions," Working Papers 05-32, Utrecht School of Economics.
    2725. Simon van Norden & Huntley Schaller, 2002. "Fads or bubbles?," Empirical Economics, Springer, vol. 27(2), pages 335-362.
    2726. Augustine C. Arize, 1997. "Conditional Exchange‐Rate Volatility and the Volume of Foreign Trade: Evidence from Seven Industrialized Countries," Southern Economic Journal, John Wiley & Sons, vol. 64(1), pages 235-254, July.
    2727. Sillamaa, M. A., 1999. "How work effort responds to wage taxation: An experimental test of a zero top marginal tax rate," Journal of Public Economics, Elsevier, vol. 73(1), pages 125-134, July.
    2728. Hanlon, Dean & Navissi, Farshid & Soepriyanto, Gatot, 2014. "The value relevance of deferred tax attributed to asset revaluations," Journal of Contemporary Accounting and Economics, Elsevier, vol. 10(2), pages 87-99.
    2729. Serkan Yilmaz Kandir & Ahmet Erismis & Ilhan Ozturk, 2015. "Investigating Exchange Rate Exposure of Energy Firms: Evidence from Turkey," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(6), pages 729-743.
    2730. Sohrabi, Narges & Movaghari, Hadi, 2020. "Reliable factors of Capital structure: Stability selection approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 296-310.
    2731. William Hardin & Michael Highfield & Matthew Hill & G. Kelly, 2009. "The Determinants of REIT Cash Holdings," The Journal of Real Estate Finance and Economics, Springer, vol. 39(1), pages 39-57, July.
    2732. van den Goorbergh, R.W.J., 2004. "Essays on optimal hedging and investment strategies and on derivative pricing," Other publications TiSEM 4b4b16af-8621-463f-bbfa-0, Tilburg University, School of Economics and Management.
    2733. Miguel Ángel Ropero, 2000. "Adquisición de acciones propias: factores explicativos para el caso español," Investigaciones Economicas, Fundación SEPI, vol. 24(2), pages 329-355, May.
    2734. James Laurenceson & Kam Ki Tang, "undated". "China's capital account convertibility and financial stability," EAERG Discussion Paper Series 0505, School of Economics, University of Queensland, Australia.
    2735. Hongyan Geng & Maoyong Cheng & Junrui Zhang, 2021. "Effects of wealth management products on bank risk in China: The role of audit committee effectiveness," Pacific Economic Review, Wiley Blackwell, vol. 26(5), pages 575-616, December.
    2736. R.J. Cebula, 1998. "Determinants of aggregate income-tax-evasion behaviour: the case of US," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 51(206), pages 273-290.
    2737. Carlo Rosa, 2008. "Talking Less and Moving the Market More: Is this the Recipe for Monetary Policy Effectiveness? Evidence from the ECB and the Fed," CEP Discussion Papers dp0855, Centre for Economic Performance, LSE.
    2738. Fadzlan Sufian & Muzafar Shah Habibullah, 2010. "Financial Disruptions and the Evolution of Malaysian Banking Sector’s Efficiency: A Non-Stochastic Frontier Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 166-186.
    2739. Osberghaus, Daniel, 2015. "The determinants of private flood mitigation measures in Germany — Evidence from a nationwide survey," Ecological Economics, Elsevier, vol. 110(C), pages 36-50.
    2740. Cheng, Maoyong & Qu, Yang, 2020. "Does bank FinTech reduce credit risk? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 63(C).
    2741. Jellal, Mohamed & wolff, François charles, 2005. "Dynamique des transferts intergénérationnels et effet de démonstration [Dynamics of Intergenerational Transfers and the Demonstration Effect]," MPRA Paper 38419, University Library of Munich, Germany.
    2742. José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2011. "Heteroskedasticity Testing Through Comparison of Wald-Type Statistics," GEMF Working Papers 2011-05, GEMF, Faculty of Economics, University of Coimbra.
    2743. Richard J. Cebula & Michael Toma, 2010. "Determinants of interstate differentials in the cost of housing, 2006," Applied Economics Letters, Taylor & Francis Journals, vol. 17(2), pages 153-157, January.
    2744. Brewer, Elijah III & Jackson, William III & Mondschean, Thomas S., 1996. "Risk, regulation, and S & L diversification into nontraditional assets," Journal of Banking & Finance, Elsevier, vol. 20(4), pages 723-744, May.
    2745. Tang, Zhulei & Smith, Michael D. & Montgomery, Alan, 2010. "The impact of shopbot use on prices and price dispersion: Evidence from online book retailing," International Journal of Industrial Organization, Elsevier, vol. 28(6), pages 579-590, November.
    2746. Katharina Pijnenburg, 2013. "The Spatial Dimension of US House Price Developments," Discussion Papers of DIW Berlin 1270, DIW Berlin, German Institute for Economic Research.
    2747. Dahmash, Firas N. & Durand, Robert B. & Watson, John, 2009. "The value relevance and reliability of reported goodwill and identifiable intangible assets," The British Accounting Review, Elsevier, vol. 41(2), pages 120-137.
    2748. Drakos, Kostas, 2003. "Assessing the success of reform in transition banking 10 years later: an interest margins analysis," Journal of Policy Modeling, Elsevier, vol. 25(3), pages 309-317, April.
    2749. Surette, Brian J., 2001. "Transfer from two-year to four-year college: an analysis of gender differences," Economics of Education Review, Elsevier, vol. 20(2), pages 151-163, April.
    2750. Hamman, Mary K., 2021. "Disparities in COVID-19 mortality by county racial composition and the role of spring social distancing measures," Economics & Human Biology, Elsevier, vol. 41(C).
    2751. Baoyun Qiao & Jorge Martinez-Vazquez & Yongsheng Xu, 2002. "Growth and Equity Tradeoff in Decentralization Policy: China's Experience," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0216, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
    2752. Louis T. W. Cheng & Hung‐Gay Fung & Tak Yan Leung, 2009. "Dividend preference of tradable‐share and non‐tradable‐share holders in Mainland China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(2), pages 291-316, June.
    2753. Liu, Meng-chun, 2002. "Determinants of Taiwan's Trade Liberalization: The Case of a Newly Industrialized Country," World Development, Elsevier, vol. 30(6), pages 975-989, June.
    2754. Lambert, D.M. & Cho, S.H. & Jung, S., 2012. "Application of the simultaneous least squares-probit Nelson–Olson covariance estimator for stratified surveys," Economics Letters, Elsevier, vol. 116(3), pages 519-522.
    2755. Tafesse, Wondwesen & Wood, Bronwyn P., 2021. "Followers' engagement with instagram influencers: The role of influencers’ content and engagement strategy," Journal of Retailing and Consumer Services, Elsevier, vol. 58(C).
    2756. Yacine Belghitar & Ephraim Clark & Nitin Deshmukh, 2017. "Importance Of The Fund Management Company In The Performance Of Socially Responsible Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(3), pages 349-367, September.
    2757. Pike, Andy & Tomaney, John & Rodríguez-Pose, Andrés & Tselios, Vassilis & Torrisi, Gianpiero, 2011. "Income inequality, decentralisation and regional development in Western Europe," CEPR Discussion Papers 8575, C.E.P.R. Discussion Papers.
    2758. Vilasuso, Jon & Minkler, Alanson, 2001. "Agency costs, asset specificity, and the capital structure of the firm," Journal of Economic Behavior & Organization, Elsevier, vol. 44(1), pages 55-69, January.
    2759. John Robst, 2009. "Development of a Medicaid Behavioral Health Case-Mix Model," Evaluation Review, , vol. 33(6), pages 519-538, December.
    2760. de Jong, F.C.J.M., 1991. "A univariate analysis of EMS exchange rates using a target zone model," Other publications TiSEM 1679fc86-dc04-441f-8034-0, Tilburg University, School of Economics and Management.
    2761. Mark Berger & Jodi Messer, 2002. "Public financing of health expenditures, insurance, and health outcomes," Applied Economics, Taylor & Francis Journals, vol. 34(17), pages 2105-2113.
    2762. Driscoll, John & Kraay, Aart, 1995. "Spatial correlations in panel data," Policy Research Working Paper Series 1553, The World Bank.
    2763. Michal Grajek, 2007. "Estimating network effects and compatibility in mobile telecommunications," ESMT Research Working Papers ESMT-07-001, ESMT European School of Management and Technology.
    2764. Vu, Binh & Nguyen, Tom & Smith, Christine & Nghiem, Son, 2015. "Vietnam's responses to provincial economic disparities through central-provincial government financial relations," MPRA Paper 67705, University Library of Munich, Germany, revised 2014.
    2765. Martin Conyon & Christine Mallin & Graham Sadler, 2002. "The disclosure of directors' share option information in UK companies," Applied Financial Economics, Taylor & Francis Journals, vol. 12(2), pages 95-103.
    2766. Woo, C.K. & Zarnikau, J. & Moore, J. & Horowitz, I., 2011. "Wind generation and zonal-market price divergence: Evidence from Texas," Energy Policy, Elsevier, vol. 39(7), pages 3928-3938, July.
    2767. Takao Kato, 1999. "Chief Executive Compensation and Corporate Groups in Japan: New Evidence From Micro Data," Macroeconomics 9904010, University Library of Munich, Germany.
    2768. Yahn-Shir Chen & Yi-Fang Yang & I-Ching Huang, 2021. "Effects Of Increased Competition On Smallsized Auditors In Taiwan: Fight Or Flight?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 15(1), pages 1-17.
    2769. Wan-Hussin, Wan Nordin & Bamahros, Hasan Mohammed, 2013. "Do investment in and the sourcing arrangement of the internal audit function affect audit delay?," Journal of Contemporary Accounting and Economics, Elsevier, vol. 9(1), pages 19-32.
    2770. Kevin G. Quinn & Melissa Geier & Anne Berkovitz, 2007. "Passing on Success? Productivity Outcomes for Quarterbacks Chosen in the 1999-2004 National Football League Player Entry Drafts," IASE Conference Papers 0711, International Association of Sports Economists.
    2771. Balachandran, Balasingham & Faff, Robert & Jong, Len, 2005. "Announcements of bonus share options: Signalling of the quality of firms," Global Finance Journal, Elsevier, vol. 16(2), pages 180-190, December.
    2772. Austin Boyle & Charles Barrilleaux & Daniel Scheller, 2014. "Does Walkability Influence Housing Prices?," Social Science Quarterly, Southwestern Social Science Association, vol. 95(3), pages 852-867, September.
    2773. Daniel J. Lewis, 2018. "Robust inference in models identified via heteroskedasticity," Staff Reports 876, Federal Reserve Bank of New York.
    2774. Pamela Wicker & Christoph Breuer, 2015. "How the Economic and Financial Situation of the Community Affects Sport Clubs’ Resources: Evidence from Multi-Level Models," IJFS, MDPI, vol. 3(1), pages 1-18, February.
    2775. Plasman, Robert & Rusinek, Michael & Rycx, François, 2006. "Wages and the Bargaining Regime under Multi-level Bargaining: Belgium, Denmark and Spain," IZA Discussion Papers 1990, Institute of Labor Economics (IZA).
    2776. Matthew Odedokun, 2003. "A Holistic Perception of Foreign Financing of Developing Countries' Private Sectors: Analysis and Description of Structure and Trends," WIDER Working Paper Series DP2003-01, World Institute for Development Economic Research (UNU-WIDER).
    2777. Nikhil Agarwal, 2014. "An Empirical Model of the Medical Match," NBER Working Papers 20767, National Bureau of Economic Research, Inc.
    2778. Ronald Cummings & Paul Ferraro, 2005. "Cultural diversity, discrimination and economic outcomes: An experimental analysis," Artefactual Field Experiments 00045, The Field Experiments Website.
    2779. Shao‐Chi Chang & Heng‐Yu Chang, 2015. "Corporate Motivations of Product Recall Strategy: Exploring the Role of Corporate Social Responsibility in Stakeholder Engagement," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 22(6), pages 393-407, November.
    2780. Salvatore Terregrossa, 2001. "Robust informational tests on the CAPM," Applied Economics Letters, Taylor & Francis Journals, vol. 8(2), pages 121-124.
    2781. João Pinto & Mário Coutinho dos Santos, 2014. "Corporate Financing Choices after the 2007-2008 Financial Crisis," Working Papers de Economia (Economics Working Papers) 03, Católica Porto Business School, Universidade Católica Portuguesa.
    2782. Hoshi, Takeo, 2002. "The convoy system for insolvent banks: how it originally worked and why it failed in the 1990s," Japan and the World Economy, Elsevier, vol. 14(2), pages 155-180, April.
    2783. Ju-Fang Yen & Chih-Yung Lin & Yan-Shing Chen & Ying-Chen Huang, 2015. "Founding Family Firms and Bank Loan Contracts," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(1), pages 53-82, August.
    2784. Özlem Eren & James Peoples, 2013. "FDI activity and worker compensation: evidence from US non-manufacturing industries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(3), pages 319-338, July.
    2785. D'Mello, Ranjan & Gruskin, Mark & Kulchania, Manoj, 2018. "Shareholders valuation of long-term debt and decline in firms' leverage ratio," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 352-374.
    2786. Steven L. Jones & Winson Lee, 1995. "Evidence On The Behavior Of Bid And Ask Prices At The Turn Of The Year: Implications For The Survival Of Stock Return Seasonality," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(4), pages 383-400, December.
    2787. Skoufias, Emmanuel, 2007. "Poverty alleviation and consumption insurance: Evidence from PROGRESA in Mexico," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 36(4), pages 630-649, August.
    2788. Clark, Todd E. & McCracken, Michael W., 2005. "The power of tests of predictive ability in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 124(1), pages 1-31, January.
    2789. S. Price & Dean Gatzlaff & C. Sirmans, 2012. "Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 250-274, January.
    2790. Kris Hardies & Sarowar Hossain & Larelle (Ellie) Chapple, 2021. "Archival research on audit partners: assessing the research field and recommendations for future research," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4209-4256, September.
    2791. Débora Bellucci Módolo & Celio Hiratuka, 2017. "The impact of Chinese competition on third markets: An analysis by region and technological category," Development Policy Review, Overseas Development Institute, vol. 35(6), pages 797-821, November.
    2792. Samir El-Gazzar & Kwang-Hyun Chung & Rudolph Jacob, 2011. "Reporting of Internal Control Weaknesses and Debt Rating Changes," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(4), pages 421-435, November.
    2793. Ho, Keng-Yu, 2005. "Long-horizon abnormal performance following rights issues and placings: Additional evidence from the U.K. market," Review of Financial Economics, Elsevier, vol. 14(1), pages 25-45.
    2794. Kittel, Bernhard & Winner, Hannes, 2002. "How reliable is pooled analysis in political economy? The globalization welfare state nexus revisited," MPIfG Discussion Paper 02/3, Max Planck Institute for the Study of Societies.
    2795. Larry A. Sjaastad & Meher Manzur, 2003. "Import Protection, Capital Inflows, and Real Exchange Rate Dynamics," Journal of Applied Economics, Universidad del CEMA, vol. 6, pages 177-203, May.
    2796. J. M. C. Santos Silva & Silvana Tenreyro, 2006. "The Log of Gravity," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 641-658, November.
    2797. Core, John E. & Holthausen, Robert W. & Larcker, David F., 1999. "Corporate governance, chief executive officer compensation, and firm performance," Journal of Financial Economics, Elsevier, vol. 51(3), pages 371-406, March.
    2798. Ye Cai & Hersh Shefrin, 2018. "Focal points and firm risk," European Financial Management, European Financial Management Association, vol. 24(4), pages 521-544, September.
    2799. Jan Rieländer & Bakary Traoré, 2016. "Explaining Diversification in Exports Across Higher Manufacturing Content — What is the Role of Commodities?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 1-36, June.
    2800. Allan P. Layton, 1992. "An Estimated Australian Macroeconomic Misery Index," The Economic Record, The Economic Society of Australia, vol. 68(2), pages 118-124, June.
    2801. Osman Dogan & Suleyman Taspinar, 2013. "GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," Working Papers 1, City University of New York Graduate Center, Ph.D. Program in Economics.
    2802. Strahan, Philip E., 1995. "Asset returns and economic disasters evidence from the S&L crisis," Journal of Monetary Economics, Elsevier, vol. 36(1), pages 189-217, August.
    2803. Vivek Astvansh & Niket Jindal, 2022. "Differential Effects of Received Trade Credit and Provided Trade Credit on Firm Value," Production and Operations Management, Production and Operations Management Society, vol. 31(2), pages 781-798, February.
    2804. Boris Branisa & José Peres-Cajías & Nigel Caspa, 2019. "The biological standard of living in urban Bolivia, 1880s-1920s: stagnation and persistent inequality," Ibero America Institute for Econ. Research (IAI) Discussion Papers 240, Ibero-America Institute for Economic Research.
    2805. D’Mello, Ranjan & Gruskin, Mark, 2021. "To be or not to be all-equity for firms that eliminate long-term debt," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 183-206.
    2806. Sabrina P. Ozawa Gioielli & Antonio Gledson de Carvalho & Joelson Oliveira Sampaio, 2013. "Venture capital and earnings management in IPOs," Brazilian Business Review, Fucape Business School, vol. 10(4), pages 30-64, October.
    2807. Alamar, B C & Glantz, Stanton A. Ph.D., 2004. "Smoke-free ordinances increase restaurant profit and value," University of California at San Francisco, Center for Tobacco Control Research and Education qt91w950j4, Center for Tobacco Control Research and Education, UC San Francisco.
    2808. Drakos, Konstantinos, 2003. "The term structure of deviations from the interest parity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(1), pages 57-67, February.
    2809. Bilal Mehmood & Parvez Azim & Syed Hassan Raza & Huma Sohaib, 2014. "Labor Productivity, Demographic Traits and ICT A Demo-Tech Productivity Model for Asian Region," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 773-783.
    2810. Donald E. Harter & Sandra A. Slaughter, 2003. "Quality Improvement and Infrastructure Activity Costs in Software Development: A Longitudinal Analysis," Management Science, INFORMS, vol. 49(6), pages 784-800, June.
    2811. Chakrabarty, Bidisha & Shaw, Kenneth W., 2012. "Eliminating the 20-F reconciliation from IFRS to U.S. GAAP: Short-term and long-term liquidity effects," Research in Accounting Regulation, Elsevier, vol. 24(2), pages 90-95.
    2812. Mateev, Miroslav, 2017. "Is the M&A announcement effect different across Europe? More evidences from continental Europe and the UK," Research in International Business and Finance, Elsevier, vol. 40(C), pages 190-216.
    2813. Ricardo F. Díaz & Blanca Sanchez-Robles, 2020. "Non-Parametric Analysis of Efficiency: An Application to the Pharmaceutical Industry," Mathematics, MDPI, vol. 8(9), pages 1-27, September.
    2814. Vasudeva Murthy, N. R. & Chien, I. S., 1997. "The empirics of economic growth for OECD countries: Some new findings," Economics Letters, Elsevier, vol. 55(3), pages 425-429, September.
    2815. James G. Bohn & Brian Hall, 1998. "The Costs of Insurance Company Failures," NBER Chapters, in: The Economics of Property-Casualty Insurance, pages 139-166, National Bureau of Economic Research, Inc.
    2816. Stephen Taylor & Alex Tong, 2020. "How efficient is the market for Australian firms’ earnings information?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 4225-4255, December.
    2817. Mitchell Oler, 2012. "When Adaptation is NOT the Option: Does the ERC Attenuate When Firms Are Less Likely to Use the Adaptation Option?," Accounting and Finance Research, Sciedu Press, vol. 1(2), pages 200-200, November.
    2818. Jorge Martínez-Vázquez & Robert M. McNab, "undated". "Fiscal Decentralization, Macrostability And Growth," Working Papers 11-03 Classification-JEL , Instituto de Estudios Fiscales.
    2819. Mark P. Bauman & Somnath Das, 2004. "Stock Market Valuation of Deferred Tax Assets: Evidence from Internet Firms," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(9‐10), pages 1223-1260, November.
    2820. Meeyoung Lamothe & Scott Lamothe, 2015. "Exploring the Determinants of Local Service Termination," Social Science Quarterly, Southwestern Social Science Association, vol. 96(5), pages 1453-1474, November.
    2821. Christopher Pong, 2004. "A descriptive analysis of audit price changes in the UK 1991-95," European Accounting Review, Taylor & Francis Journals, vol. 13(1), pages 161-178.
    2822. Gangopadhyay, Partha & Reinganum, Marc R., 1996. "Interpreting mean reversion in stock returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(3), pages 377-394.
    2823. Francesca Lotti & Enrico Santarelli, 2001. "Linking Knowledge to Productivity: A Germany-Italy Comparison Using the CIS Database," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 28(3), pages 293-317, September.
    2824. Jhon James MORA & Andrés CENDALES, 2018. "Employment And Development In Cali And The Valley Of Cauca: Evolution And A Spatial Econometric Analysis," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 18(1), pages 5-12.
    2825. Bessembinder, Hendrik, 1997. "The degree of price resolution and equity trading costs," Journal of Financial Economics, Elsevier, vol. 45(1), pages 9-34, July.
    2826. Robert Drago & John S. Heywood, 1994. "The Choice of Payment Schemes: Australian Establishment Data," Labor and Demography 9402001, University Library of Munich, Germany, revised 04 Feb 1994.
    2827. Fathi Fakhfakh & Felix FitzRoy, 2004. "Basic Wages and Firm Characteristics: Rent Sharing in French Manufacturing," LABOUR, CEIS, vol. 18(4), pages 615-631, December.
    2828. Handa, Sudhanshu & Harrower, Sarah & Simler, Kenneth R., 2004. "Human capital, household welfare, and children's schooling in Mozambique:," Research reports 134, International Food Policy Research Institute (IFPRI).
    2829. Aviv Nevo & Michael D. Whinston, 2010. "Taking the Dogma out of Econometrics: Structural Modeling and Credible Inference," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 69-82, Spring.
    2830. Samy Ben Naceur & Mohammed Omran, 2008. "The Effects of Bank Regulations, Competition and Financial Reforms on MENA Banks’ Profitability," Working Papers 449, Economic Research Forum, revised 09 Jan 2008.
    2831. Vadlamannati, Krishna Chaitanya, 2008. "Economic Interest versus Social Conscience Signing Bilateral Investment Treaties – Does Human Rights Matter?," MPRA Paper 15431, University Library of Munich, Germany.
    2832. Steven Beach & Alexei Orlov, 2007. "An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(2), pages 147-166, June.
    2833. Feng Yao & Junsen Zhang, 2013. "Efficient Kernel-Based Semiparametric IV Estimation with an Application to Resolving a Puzzle on the Estimates of the Return to Schooling," Working Papers 13-01, Department of Economics, West Virginia University.
    2834. Lalive, Rafael & Luechinger, Simon & Schmutzler, Armin, 2018. "Does expanding regional train service reduce air pollution?," Journal of Environmental Economics and Management, Elsevier, vol. 92(C), pages 744-764.
    2835. McDonald, John F. & McMillen, Daniel P., 2000. "Employment Subcenters and Subsequent Real Estate Development in Suburban Chicago," Journal of Urban Economics, Elsevier, vol. 48(1), pages 135-157, July.
    2836. Akira Ishida & Siong-Hook Law & Yoshihisa Aita, 2003. "Changes in food consumption expenditure in Malaysia," Agribusiness, John Wiley & Sons, Ltd., vol. 19(1), pages 61-76.
    2837. Johannes Kabderian Dreyer & Peter Alfons Schmid, 2015. "Fiscal federalism in monetary unions: hypothetical fiscal transfers within the Euro-zone," International Review of Applied Economics, Taylor & Francis Journals, vol. 29(4), pages 506-532, July.
    2838. Soo-Wah Low, 2012. "Market Timing and Selectivity Performance: A Cross-Sectional Analysis of Malaysian Unit Trust Funds," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(2), pages 205-219.
    2839. Jordan Kjosevski, 2013. "Banking Sector Development and Economic Growth in Central and Southeastern Europe Countries," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 19(4), pages 461-473, March.
    2840. Azomahou, Theophile & Diene, Bity & Diene, Mbaye, 2012. "Nonlinearities in productivity growth: A semi-parametric panel analysis," MERIT Working Papers 2012-046, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    2841. Berglund, Christer & Soderholm, Patrik, 2003. "Complementing Empirical Evidence on Global Recycling and Trade of Waste Paper," World Development, Elsevier, vol. 31(4), pages 743-754, April.
    2842. Marshall A. Geiger & Sami Keskek & Abdullah Kumas, 2022. "Trading concentration and industry-specific information: an analysis of auto complaints," Review of Quantitative Finance and Accounting, Springer, vol. 59(3), pages 913-937, October.
    2843. Rhys Andrews, 2007. "Civic Culture and Public Service Failure: An Empirical Exploration," Urban Studies, Urban Studies Journal Limited, vol. 44(4), pages 845-863, April.
    2844. Nigel Rice & Andrew Jones, 1997. "Multilevel models and health economics," Health Economics, John Wiley & Sons, Ltd., vol. 6(6), pages 561-575, November.
    2845. Truong Anh & John Knodel & David Lam & Jed Friedman, 1998. "Family size and children’s education in Vietnam," Demography, Springer;Population Association of America (PAA), vol. 35(1), pages 57-70, February.
    2846. Simin Mozayeni, 1998. "Aggregation bias in estimates of demand for local services: Empirical evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 4(3), pages 289-298, August.
    2847. Fernández-Sainz, Ana I. & Rodríguez-Póo, Juan M., 2010. "An Empirical Investigation of Parametric and Semiparametric Estimation Methods in Sample Selection Models = Investigación empírica de métodos de estimación paramétricos y semiparamétricos de modelos d," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 10(1), pages 99-120, December.
    2848. Farrell, Lisa & Fry, Jane M., 2021. "Australia's gambling epidemic and energy poverty," Energy Economics, Elsevier, vol. 97(C).
    2849. Richard Cebula, 2004. "Expressiveness and voting: Alternative evidence," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 32(3), pages 216-221, September.
    2850. Dianne H. B. Welsh & Eugene Kaciak & Caroline Minialai, 2017. "The influence of perceived management skills and perceived gender discrimination in launch decisions by women entrepreneurs," International Entrepreneurship and Management Journal, Springer, vol. 13(1), pages 1-33, March.
    2851. Danilo Pelletiere & Kenneth Reinert, 2010. "World Exports of New and Used Automobiles: A Gravity Model Comparison among the European Union, Japan and the United States," International Economic Journal, Taylor & Francis Journals, vol. 24(1), pages 103-110.
    2852. Andrés J. Marchante & Bienvenido Ortega & Ricardo Pagán, 2005. "Determinants of Skills Shortages and Hard-to-Fill Vacancies in the Hospitality Sector," ERSA conference papers ersa05p21, European Regional Science Association.
    2853. Gian Piero Aielli & Massimiliano Caporin, 2015. "Dynamic Principal Components: a New Class of Multivariate GARCH Models," "Marco Fanno" Working Papers 0193, Dipartimento di Scienze Economiche "Marco Fanno".
    2854. Sergio Zúñiga J., 2001. "Seasonal Effects and Volume-yield Relationship in the Central Bank Indexed Promissory Notes," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 4(1), pages 5-24, April.
    2855. Tony Naughton & Madhu Veeraraghavan, 2004. "Are Price Limits Priced? Evidence from the Taiwan Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 3(3), pages 249-267, December.
    2856. Dorn, Daniel & Huberman, Gur, 2010. "Preferred risk habitat of individual investors," Journal of Financial Economics, Elsevier, vol. 97(1), pages 155-173, July.
    2857. Richard J. Cebula & Franklin G. Mixon Jr., 2014. "The Roles of Economic Freedom and Regulatory Quality in Creating a Favorable Environment for Investment in Energy R&D, Infrastructure, and Capacity," American Journal of Economics and Sociology, Wiley Blackwell, vol. 73(2), pages 299-324, April.
    2858. Jeffrey M. Wooldridge, 2001. "Applications of Generalized Method of Moments Estimation," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 87-100, Fall.
    2859. Bedi, A.S. & Edwards, J.H.Y., 2001. "The Impact of School Quality on Earnings and Educational Returns," ISS Working Papers - General Series 338, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
    2860. Jon A. Christopherson & Wayne E. Ferson & Debra A. Glassman, 1996. "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," NBER Working Papers 5830, National Bureau of Economic Research, Inc.
    2861. Sharon Horsky & Steven C. Michael & Alvin J. Silk, 2008. "The Internalization of Advertising Services: An Inter-IndustryAnalysis," Harvard Business School Working Papers 09-007, Harvard Business School.
    2862. Roberta Piergiovanni, 2010. "Gibrat's Law in the “Third Italy”: Firm Growth in the Veneto Region," Growth and Change, Wiley Blackwell, vol. 41(1), pages 28-58, March.
    2863. Amir Kia, 2005. "Sustainability of the Fiscal Process in Developing Countries- Egypt, Iran and Turkey: A Multicointegration Approach – revised version: Fiscal Sustainability in Emerging Countries: Evidence from Iran a," Carleton Economic Papers 05-08, Carleton University, Department of Economics, revised Nov 2008.
    2864. Eberhart, Allan C., 2005. "Employee stock options as warrants," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2409-2433, October.
    2865. Henrekson, Magnus & Persson, Mats, 2001. "The Effects on Sick Leave of Changes in the Sickness Insurance System," SSE/EFI Working Paper Series in Economics and Finance 0444, Stockholm School of Economics, revised 18 Mar 2003.
    2866. Torben Klarl, 2014. "Is Spatial Bootstrapping A Panacea For Valid Inference?," Journal of Regional Science, Wiley Blackwell, vol. 54(2), pages 304-312, March.
    2867. Comin, Diego & Licht, Georg & Pellens, Maikel & Schubert, Torben, 2018. "Do Companies Benefit from Public Research Organizations? The Impact of the Fraunhofer Society in Germany," Papers in Innovation Studies 2018/7, Lund University, CIRCLE - Centre for Innovation Research.
    2868. Douglas Holtz-Eakin, 1986. "Testing for Individual Effects in Dynamic Models Using Panel Data," NBER Technical Working Papers 0057, National Bureau of Economic Research, Inc.
    2869. Eckbo, B Espen & Norli, Øyvind, 2005. "Liquidity Risk, Leverage and Long-Run IPO Returns," CEPR Discussion Papers 4832, C.E.P.R. Discussion Papers.
    2870. Waldenstrom, Daniel, 2002. "Taxing Emerging Stock Markets: A Beneficial Policy? Evidence from the Stockholm Stock Exchange, 1907-1939," Explorations in Economic History, Elsevier, vol. 39(1), pages 29-45, January.
    2871. Guhan Subramanian, 2007. "Post-Siliconix Freeze-Outs: Theory and Evidence," The Journal of Legal Studies, University of Chicago Press, vol. 36(1), pages 1-26, January.
    2872. Vicente Cuñat, 1999. "Determinantes del plazo de endeudamiento de las empresas españolas," Investigaciones Economicas, Fundación SEPI, vol. 23(3), pages 351-392, September.
    2873. Barbopoulos, Leonidas G. & Adra, Samer, 2016. "The earnout structure matters: Takeover premia and acquirer gains in earnout financed M&As," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 283-294.
    2874. Smith, Geoffrey Peter, 2012. "Google Internet search activity and volatility prediction in the market for foreign currency," Finance Research Letters, Elsevier, vol. 9(2), pages 103-110.
    2875. Éric Jondeau, 2001. "La théorie des anticipations de la structure par terme permet-elle de rendre compte de l'évolution des taux d'intérêt sur euro-devise ?," Annals of Economics and Statistics, GENES, issue 62, pages 139-174.
    2876. Kuzey, Cemil & Fritz, Morgane M.C. & Uyar, Ali & Karaman, Abdullah S., 2022. "Board gender diversity, CSR strategy, and eco-friendly initiatives in the transportation and logistics sector," International Journal of Production Economics, Elsevier, vol. 247(C).
    2877. Anh Dinh Minh Nguyen, 2017. "U.K. Monetary Policy under Inflation Targeting," Bank of Lithuania Working Paper Series 41, Bank of Lithuania.
    2878. Niessen, Alexandra & Ruenzi, Stefan, 2009. "Political connectedness and firm performance: Evidence from Germany," CFR Working Papers 07-15, University of Cologne, Centre for Financial Research (CFR).
    2879. Tobias Pfaff & Johannes Hirata, 2013. "Testing the Easterlin Hypothesis with Panel Data: The Dynamic Relationship between Life Satisfaction and Economic Growth in Germany and the UK," SOEPpapers on Multidisciplinary Panel Data Research 554, DIW Berlin, The German Socio-Economic Panel (SOEP).
    2880. Aurora Liu Genin & Justin Tan & Juan Song, 2022. "Relational assets or liabilities? Competition, collaboration, and firm intellectual property breakthrough in the Chinese high-speed train sector," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(9), pages 1895-1923, December.
    2881. Sherrill Shaffer & Robert N. Collender, 2008. "Rural Economic Performance And Federal Credit Programs," CAMA Working Papers 2008-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2882. Raveendra Chittoor & Prashant Kale & Phanish Puranam, 2015. "Business groups in developing capital markets: Towards a complementarity perspective," Strategic Management Journal, Wiley Blackwell, vol. 36(9), pages 1277-1296, September.
    2883. Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”," IREA Working Papers 201407, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
    2884. Didier Nibbering & Richard Paap & Michel van der Wel, 2015. "What Do Professional Forecasters Actually Predict?," Tinbergen Institute Discussion Papers 15-095/III, Tinbergen Institute, revised 13 Oct 2017.
    2885. Alessandro Mechelli & Vincenzo Sforza & Alessandra Stefanoni & Riccardo Cimini, 2018. "The Usefulness of Regulatory Capital for Investors’ Judgments in the Basel 3 Framework," International Journal of Business and Management, Canadian Center of Science and Education, vol. 13(6), pages 1-72, April.
    2886. Stephen Mak & Lennon Choy & Winky Ho, 2010. "Quantile Regression Estimates of Hong Kong Real Estate Prices," Urban Studies, Urban Studies Journal Limited, vol. 47(11), pages 2461-2472, October.
    2887. McGuinness, Paul B., 2014. "IPO firm value and its connection with cornerstone and wider signalling effects," Pacific-Basin Finance Journal, Elsevier, vol. 27(C), pages 138-162.
    2888. Rok Spruk & Mitja Kovac, 2019. "Transaction costs and economic growth under common legal system: State‐level evidence from Mexico," Economics and Politics, Wiley Blackwell, vol. 31(2), pages 240-292, July.
    2889. Vasiliou, Dimitrios, 1996. "Linking profits to Greek bank production management," International Journal of Production Economics, Elsevier, vol. 43(1), pages 67-73, May.
    2890. Stéphane Bonhomme & Martin Weidner, 2019. "Posterior average effects," CeMMAP working papers CWP43/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2891. Ferdinand A. Gul & Judy Tsui & Dan S. Dhaliwal, 2006. "Non‐audit services, auditor quality and the value relevance of earnings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(5), pages 797-817, December.
    2892. Amihud, Yakov & Hauser, Shmuel & Kirsh, Amir, 2003. "Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange," Journal of Financial Economics, Elsevier, vol. 68(1), pages 137-158, April.
    2893. Zuazu, Izaskun, 2019. "The growth effect of democracy and technology: An industry disaggregated approach," European Journal of Political Economy, Elsevier, vol. 56(C), pages 115-131.
    2894. Bui, Dien Giau & Chen, Yan-Shing & Hsu, Hsing-Hua & Lin, Chih-Yung, 2020. "Labor unions and bank risk culture: evidence from the financial crisis," Journal of Financial Stability, Elsevier, vol. 51(C).
    2895. Graham, John R., 1999. "Do personal taxes affect corporate financing decisions?," Journal of Public Economics, Elsevier, vol. 73(2), pages 147-185, August.
    2896. Worswick, C., 1996. "Immigrant Families in Canadian labour Market," Department of Economics - Working Papers Series 504, The University of Melbourne.
    2897. Huang, Chia-Wei, 2015. "Takeover vulnerability and the credibility of signaling: The case of open-market share repurchases," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 405-417.
    2898. Bams, Dennis & Blanchard, Gildas & Honarvar, Iman & Lehnert, Thorsten, 2017. "Does oil and gold price uncertainty matter for the stock market?," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 270-285.
    2899. Lykke E. Andersen & Eustáquio J. Reis, 2015. "Deforestation, Development, and Government Policy in the Brazilian Amazon: an Econometric Analysis," Discussion Papers 0069, Instituto de Pesquisa Econômica Aplicada - IPEA.
    2900. Tomasz Piotr Wisniewski & Brendan John Lambe & Keshab Shrestha, 2020. "Do Stock Market Fluctuations Affect Suicide Rates?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(4), pages 737-765, December.
    2901. Damiano Kulundu Manda & Kunal Sen, 2004. "The labour market effects of globalization in Kenya," Journal of International Development, John Wiley & Sons, Ltd., vol. 16(1), pages 29-43.
    2902. Chowdhury, Rajib & Doukas, John A., 2022. "Protection of trade secrets and value of cash holdings: Evidence from a natural experiment," Journal of Banking & Finance, Elsevier, vol. 143(C).
    2903. Kataria, Mitesh, 2017. "How long do you think it will take? Field Evidence on Gender Differences in Time Optimism," Working Papers in Economics 694, University of Gothenburg, Department of Economics.
    2904. Suresh Moktan, 2008. "Evaluating the Intra–regional Exports and Trade Creation and Trade Diversion Effects of Trade Agreements in SAARC Countries," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 9(2), pages 233-260, September.
    2905. Bronwyn H. Hall, 1986. "The Relationship Between Firm Size and Firm Growth in the U.S. Manufacturing Sector," NBER Working Papers 1965, National Bureau of Economic Research, Inc.
    2906. Sarah Brown & Karl Taylor, 2008. "Household debt and financial assets: evidence from Germany, Great Britain and the USA," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(3), pages 615-643, June.
    2907. Austin Kelly, 1998. "Capitalization of Above Market Financing: Condos and Co-ops," Journal of Real Estate Research, American Real Estate Society, vol. 15(2), pages 163-176.
    2908. Rico Belda, Paz & Cabrer-Borrás, Bernardí, 2021. "La importancia de los factores internos y externos en el éxito empresarial || The importance of internal and external factors in business success," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 32(1), pages 241-256, December.
    2909. Hartmann, Philipp, 1998. "Do Reuters spreads reflect currencies' differences in global trading activity?," Journal of International Money and Finance, Elsevier, vol. 17(5), pages 757-784, October.
    2910. Benjamin Blau & Todd Griffith & Ryan Whitby, 2020. "Comovement in the Cryptocurrency Market," Economics Bulletin, AccessEcon, vol. 40(1), pages 448-455.
    2911. Claudio Araujo & Catherine Araujo Bonjean & Jean-Louis Combes & Pascale Combes-Motel, 2006. "Insécurité foncière et croissance économique au Brésil," Revue d’économie du développement, De Boeck Université, vol. 14(1), pages 79-97.
    2912. Bueno, José Luis Cendejas & Santos, Sonia de Lucas & Rodríguez, Ma Jesús Delgado & Ayuso, Inmaculada Álvarez, 2011. "Testing for structural breaks in factor loadings: An application to international business cycle," Economic Modelling, Elsevier, vol. 28(1), pages 259-263.
    2913. Christopher Bowdler & Eilev S. Jansen, 2004. "Testing for a time-varying price-cost markup in the Euro area inflation process," Economics Papers 2004-W10, Economics Group, Nuffield College, University of Oxford.
    2914. Kartono Liano & Kadir Liano & Herman Manakyan, 1999. "Presidential administrations and the day‐of‐the‐week effect in stock returns," Review of Financial Economics, John Wiley & Sons, vol. 8(1), pages 93-99.
    2915. Yasemin Kor & Joseph Mahoney & Sharon Watson, 2008. "The effects of demand, competitive, and technological uncertainty on board monitoring and institutional ownership of IPO firms," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 12(3), pages 239-259, August.
    2916. Hoogstrate, A.J. & Osang, T., 1998. "Saving, openness, and growth," Discussion Paper 1998-47, Tilburg University, Center for Economic Research.
    2917. Anindya Sen & Hideki Ariizumi, 2013. "Teen families, welfare transfers, and the minimum wage: evidence from Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 46(1), pages 338-360, February.
    2918. Angeloantonio Russo & Massimo Mariani & Alessandra Caragnano, 2021. "Exploring the determinants of green bond issuance: Going beyond the long‐lasting debate on performance consequences," Business Strategy and the Environment, Wiley Blackwell, vol. 30(1), pages 38-59, January.
    2919. Yunus Aksoy & Tomasz Piskorski, 2005. "U.S. Domestic Money, Inflation and Output," Birkbeck Working Papers in Economics and Finance 0506, Birkbeck, Department of Economics, Mathematics & Statistics.
    2920. Li, Joanne & Shin, Yoon S. & Moore, William T., 2006. "Reactions of Japanese markets to changes in credit ratings by global and local agencies," Journal of Banking & Finance, Elsevier, vol. 30(3), pages 1007-1021, March.
    2921. David C. Wheelock & Paul W. Wilson, 2009. "Are U.S. banks too large?," Working Papers 2009-054, Federal Reserve Bank of St. Louis.
    2922. Sturm, Jan-Egbert & Haan, Jakob de, 2001. "Inflation in developing countries: does Central Bank independence matter?," CCSO Working Papers 200101, University of Groningen, CCSO Centre for Economic Research.
    2923. Gugler, Klaus & Yurtoglu, B. Burcin, 2003. "Corporate governance and dividend pay-out policy in Germany," European Economic Review, Elsevier, vol. 47(4), pages 731-758, August.
    2924. Andrew Larsen & Aju J. Fenn & Erin Leanne Spenner, 2006. "The Impact of Free Agency and the Salary Cap on Competitive Balance in the National Football League," Journal of Sports Economics, , vol. 7(4), pages 374-390, November.
    2925. Graeme Guthrie & Julian Wright & Jun Yu, 1999. "Testing the expectations theory of the term structure for New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 33(1), pages 93-114.
    2926. Jyh-How Huang & Chung-Yi Lu & Yu-Chia Hsu, 2023. "Potential Baseball Fan Engagement: The Determinants of a New Television Audience in the Chinese Professional Baseball League during the COVID-19 Pandemic," Sustainability, MDPI, vol. 15(4), pages 1-14, February.
    2927. Lemmen, J.J.G., 1996. "Financial integration in the European Union : Measurement and determination," Other publications TiSEM d0674974-f3e8-42eb-af12-1, Tilburg University, School of Economics and Management.
    2928. Martin T. Bohl & Christian A. Salm, 2009. "The Other January Effect: International Evidence," CQE Working Papers 0809, Center for Quantitative Economics (CQE), University of Muenster.
    2929. Zhao, Anqi & Ding, Peng, 2021. "Covariate-adjusted Fisher randomization tests for the average treatment effect," Journal of Econometrics, Elsevier, vol. 225(2), pages 278-294.
    2930. Tihana Škrinjarić, 2021. "Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets," Mathematics, MDPI, vol. 9(17), pages 1-20, August.
    2931. Krishna Dayal Pandey & Tarak Nath Sahu, 2019. "Debt Financing, Agency Cost and Firm Performance: Evidence from India," Vision, , vol. 23(3), pages 267-274, September.
    2932. Saumya Ranjan Dash & Jitendra Mahakud, 2013. "Investor Sentiment and Stock Return: Do Industries Matter?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 7(3), pages 315-349, August.
    2933. Strotmann, Harald & Döpke, Jörg & Buch, Claudia M., 2006. "Does trade openness increase firm-level volatility?," Discussion Paper Series 1: Economic Studies 2006,40, Deutsche Bundesbank.
    2934. Ellul, Andrew & WANG, Cong & Zhang, Kuo, 2016. "Labor Unemployment Risk and CEO Incentive Compensation," CEPR Discussion Papers 11634, C.E.P.R. Discussion Papers.
    2935. Sarah L. Benz & Julia Kuhlmann & Dirk Schreckenberg & Jördis Wothge, 2021. "Contributors to Neighbour Noise Annoyance," IJERPH, MDPI, vol. 18(15), pages 1-14, July.
    2936. Stephen Taylor & Ming Fang, 2018. "Unbiased weighted variance and skewness estimators for overlapping returns," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 154(1), pages 1-8, December.
    2937. Spierdijk, L., 2002. "An Empirical Analysis of the Role of the Trading Intensity in Information Dissemination on the NYSE," Discussion Paper 2002-30, Tilburg University, Center for Economic Research.
    2938. Yoshie Saito, 2012. "The demand for accounting information: young NASDAQ listings versus S&P 500 NYSE listings," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 149-175, February.
    2939. Ericsson, Jan & Reneby, Joel, 2003. "Valuing Corporate Liabilities," SIFR Research Report Series 15, Institute for Financial Research.
    2940. Sturm, Jan-Egbert & Berger, Helge & de Haan, Jakob, 2004. "Which variables explain decisions on IMF credit? An extreme bounds analysis," Discussion Papers 2004/15, Free University Berlin, School of Business & Economics.
    2941. Debra Jeter & Lakshmanan Shivakumar, 1999. "Cross-sectional estimation of abnormal accruals using quarterly and annual data: effectiveness in detecting event-specific earnings management," Accounting and Business Research, Taylor & Francis Journals, vol. 29(4), pages 299-319.
    2942. Chan, Konan & Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun, 2017. "What do stock price levels tell us about the firms?," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 34-50.
    2943. Moisio, Antti, 2000. "Spend and Tax or Tax and Spend? Panel Data Evidence from Finnish Municipalities during 1985 - 1999," Discussion Papers 242, VATT Institute for Economic Research.
    2944. José Manuel Mansilla-Fernández & Juliette Milgram-Baleix, 2023. "Working capital management, financial constraints and exports: evidence from European and US manufacturers," Empirical Economics, Springer, vol. 64(4), pages 1769-1810, April.
    2945. Easton, S-T & Rockerbie, D-W, 1996. "What's in a Default? Lending to LDCs in the Face of Default Risk," Discussion Papers dp96-06, Department of Economics, Simon Fraser University.
    2946. Fahd Rehman, 2012. "Human Capital and MultifacetedInnovation: Evidence from the Lahore Knitwear Cluster in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 17(2), pages 63-86, July-Dec.
    2947. Smith, Jeremy & Yadav, Sanjay, 1996. "A comparison of alternative covariance matrices for models with over-lapping observations," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 813-823, October.
    2948. Neil Hartnett, 2010. "The value relevance of earnings forecast disclosures: an investigation of forecast attributes and signalling in the Australian IPO context," Applied Financial Economics, Taylor & Francis Journals, vol. 20(23), pages 1819-1828.
    2949. Matteo Picchio, 2012. "The Dynamics of Unemployment, Temporary and Permanent Employment in Italy," AIEL Series in Labour Economics, in: Tindara Addabbo & Giovanni Solinas (ed.), Non-Standard Employment and Quality of Work, chapter 0, pages 127-147, Springer.
    2950. Chen, Hsuan-Chi & Fauver, Larry & Yang, Pei-Ching, 2009. "What do investment banks charge to underwrite American Depositary Receipts?," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 609-618, April.
    2951. Shen, Zhe & Coakley, Jerry & Instefjord, Norvald, 2013. "Investor participation and underpricing in lottery-allocated Chinese IPOs," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 294-314.
    2952. Waheed, Amjad & Mathur, Ike, 1995. "Wealth effects of foreign expansion by U.S. banks," Journal of Banking & Finance, Elsevier, vol. 19(5), pages 823-842, August.
    2953. Elisabetta Mafrolla & Viola Nobili, 2017. "Discretionary Accruals in Italian Private Firms and Non-Linear Bank Loan Granting," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2017(1), pages 83-99.
    2954. Niket Jindal & Leigh McAlister, 2015. "The Impacts of Advertising Assets and R&D Assets on Reducing Bankruptcy Risk," Marketing Science, INFORMS, vol. 34(4), pages 555-572, July.
    2955. Charles M. Jones & Owen Lamont & Robin Lumsdaine, 1996. "Public Information and the Persistence of Bond Market Volatility," NBER Working Papers 5446, National Bureau of Economic Research, Inc.
    2956. Knack, Stephen & James, White, 2000. "Election-day registration and turnout inequality," MPRA Paper 27244, University Library of Munich, Germany.
    2957. Carlino, Gerald & Coulson, N. Edward, 2004. "Compensating differentials and the social benefits of the NFL," Journal of Urban Economics, Elsevier, vol. 56(1), pages 25-50, July.
    2958. Kumpmann, Ingmar & Gühne, Michael & Buscher, Herbert S., 2010. "Armut im Alter – Ursachenanalyse und eine Projektion für das Jahr 2023," IWH Discussion Papers 8/2010, Halle Institute for Economic Research (IWH).
    2959. Herm, Steffen & Callsen-Bracker, Hans-Markus & Kreis, Henning, 2014. "When the crowd evaluates soccer players’ market values: Accuracy and evaluation attributes of an online community," Sport Management Review, Elsevier, vol. 17(4), pages 484-492.
    2960. Kräussl, Roman & Elsland, Niels van, 2008. "Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art market," CFS Working Paper Series 2008/11, Center for Financial Studies (CFS).
    2961. Emmanuel Flachaire, 2001. "Les méthodes du bootstrap dans les modèles de régression," Post-Print halshs-00175894, HAL.
    2962. Chensheng Xu & Feng Yao & Fan Zhang, 2015. "An Investigation of Confucius Institute’s Effects on China’s OFDI via Cultural Difference and Institutional Quality," Working Papers 15-45, Department of Economics, West Virginia University.
    2963. François-Charles Wolff & Philippe Tessier, 2005. "Offre de travail et santé en France," Économie et Prévision, Programme National Persée, vol. 168(2), pages 17-41.
    2964. Ane, Thierry & Ureche-Rangau, Loredana, 2006. "Stock market dynamics in a regime-switching asymmetric power GARCH model," International Review of Financial Analysis, Elsevier, vol. 15(2), pages 109-129.
    2965. Churyk, Natalie Tatiana, 2005. "Reporting goodwill: are the new accounting standards consistent with market valuations?," Journal of Business Research, Elsevier, vol. 58(10), pages 1353-1361, October.
    2966. Claudia Buch & Jörn Kleinert & Farid Toubal, 2006. "Where Enterprises Lead, People Follow? Links Between Migration and German FDI," Post-Print hal-00311575, HAL.
    2967. Bauwens, Luc & Sucarrat, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: A forecast evaluation," International Journal of Forecasting, Elsevier, vol. 26(4), pages 885-907, October.
    2968. F. J. G. Gisbert, 2003. "Further convergence accounting," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 553-556.
    2969. Foong Soon Cheong, 2016. "Debunking Two Myths of the Weekend Effect," IJFS, MDPI, vol. 4(2), pages 1-9, April.
    2970. Rexford E. Santerre & John A. Vernon, 2005. "Hospital Ownership Mix Efficiency in the US: An Exploratory Study," NBER Working Papers 11192, National Bureau of Economic Research, Inc.
    2971. Koelln, Kenneth & Rush, Mark & Waldo, Doug, 1996. "Do government policy multipliers decrease with inflation?," Journal of Monetary Economics, Elsevier, vol. 38(3), pages 495-505, December.
    2972. Guillaume POUYANNE & Frederic GASCHET, 2013. "The Effect Of Current And Future Land Use On House Prices," ERSA conference papers ersa13p249, European Regional Science Association.
    2973. Broersma, L., 1992. "A bankruptcy constraint and asymmetric influence of the real interest rate on unemployment," Serie Research Memoranda 0038, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2974. Argentino Pessoa, 2008. "Multinational Corporations, Foreign Investment, and Royalties and License Fees: Effects on Host-Country Total Factor Productivity," Notas Económicas, Faculty of Economics, University of Coimbra, issue 28, pages 6-31, December.
    2975. Arno van der Vlist & Shelby Gerking & Henk Folmer, 2004. "What Determines the Success of States in Attracting SBIR Awards?," Economic Development Quarterly, , vol. 18(1), pages 81-90, February.
    2976. Mao, Guangyu, 2013. "Model selection for regression with heteroskedastic and autocorrelated errors," Economics Letters, Elsevier, vol. 118(3), pages 497-501.
    2977. Blunch, Niels-Hugo, 2018. "Just Like A Woman? New Comparative Evidence on the Gender Income Gap across Eastern Europe and Central Asia," GLO Discussion Paper Series 211, Global Labor Organization (GLO).
    2978. Liu, Chu-An & Kuo, Biing-Shen, 2014. "Model Averaging in Predictive Regressions," MPRA Paper 54198, University Library of Munich, Germany.
    2979. Robert L. Lippert & William T. Moore, 1994. "Compensation Contracts Of Chief Executive Officers: Determinants Of Pay-Performance Sensitivity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(3), pages 321-332, September.
    2980. Werner Güth & Nikos Nikiforakis & Hans-Theo Normann, 2005. "Vertical Cross-Shareholding Theory and Experimental Evidence," Papers on Strategic Interaction 2005-11, Max Planck Institute of Economics, Strategic Interaction Group.
    2981. Simon H. Kwan, 2002. "Operating performance of banks among Asian economies: an international and time series comparison," Working Paper Series 2002-01, Federal Reserve Bank of San Francisco.
    2982. Amir Kia, 2002. "Interest Free and Interest-Bearing Money Demand: Policy Invariance and Stability," Working Papers 0214, Economic Research Forum, revised 09 May 2002.
    2983. André Kurmann, 2003. "Quantifying the Uncertainty about the Fit of a New Keynesian Pricing Model: Extended Version," Cahiers de recherche 0344, CIRPEE.
    2984. Hirukawa, Masayuki & Prokhorov, Artem, 2018. "Consistent estimation of linear regression models using matched data," Journal of Econometrics, Elsevier, vol. 203(2), pages 344-358.
    2985. Danish Ahmed & Yasir Shahab & Farid Ullah & Zhiwei Ye, 2020. "Investor sentiment and insurers’ financial stability: do sovereign ratings matter?," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(2), pages 281-312, April.
    2986. Finger, Maya & Gavious, Ilanit & Manos, Ronny, 2018. "Environmental risk management and financial performance in the banking industry: A cross-country comparison," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 240-261.
    2987. Lutz Kilian & Atsushi Inoue, 2004. "Bagging Time Series Models," Econometric Society 2004 North American Summer Meetings 110, Econometric Society.
    2988. Dieter Pennerstorfer & Philipp Schmidt-Dengler & Nicolas Schutz & Christoph R. Weiss & Biliana Yontcheva, 2015. "Information and Price Dispersion. Theory and Evidence," WIFO Working Papers 502, WIFO.
    2989. Agnesens, Julius, 2013. "A statistically robust decomposition of mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3867-3877.
    2990. Eva Govarts & Sylvie Remy & Liesbeth Bruckers & Elly Den Hond & Isabelle Sioen & Vera Nelen & Willy Baeyens & Tim S Nawrot & Ilse Loots & Nick Van Larebeke & Greet Schoeters, 2016. "Combined Effects of Prenatal Exposures to Environmental Chemicals on Birth Weight," IJERPH, MDPI, vol. 13(5), pages 1-19, May.
    2991. Tagreed Boules & Robert Gagné & Paul Lanoie, 1997. "Living on a Noisy and Dusty Street: Implications for Environmental Evaluation," CIRANO Working Papers 97s-08, CIRANO.
    2992. Baghestani, Hamid & Khallaf, Ashraf, 2012. "Predictions of growth in U.S. corporate profits: Asymmetric vs. symmetric loss," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 222-229.
    2993. Robert Baumann & Raphael Solomon, 2005. "Educational Spillovers: Does One Size Fit All?," Working Papers 0503, College of the Holy Cross, Department of Economics.
    2994. Allen N. Berger & Björn Imbierowicz & Christian Rauch, 2016. "The Roles of Corporate Governance in Bank Failures during the Recent Financial Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 729-770, June.
    2995. Mark D. Griffiths & Drew B. Winters, 1996. "The Relation Between The Federal Funds Cash And Futures Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(3), pages 359-376, September.
    2996. Christian Klein & Christoph Stellner, 2014. "The systematic risk of corporate bonds: default risk, term risk, and index choice," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(1), pages 29-61, February.
    2997. Casolaro, Luca & Focarelli, Dario & Pozzolo, Alberto Franco, 2003. "The Pricing Effect of Certification on Bank Loans: Evidence from the Syndicated Credit Market," Economics & Statistics Discussion Papers esdp03010, University of Molise, Department of Economics.
    2998. Power, Sean Bradley & Cleary, Peter & Donnelly, Ray, 2017. "Accounting in the London Stock Exchange's extractive industry: The effect of policy diversity on the value relevance of exploration-related disclosures," The British Accounting Review, Elsevier, vol. 49(6), pages 545-559.
    2999. Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149758, Italian Association of Agricultural and Applied Economics (AIEAA).
    3000. Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2022. "The historical role of energy in UK inflation and productivity and implications for price inflation in 2022," Economics Series Working Papers 983, University of Oxford, Department of Economics.
    3001. Bradley, Daniel & Gokkaya, Sinan & Liu, Xi & Xie, Fei, 2017. "Are all analysts created equal? Industry expertise and monitoring effectiveness of financial analysts," Journal of Accounting and Economics, Elsevier, vol. 63(2), pages 179-206.
    3002. Chen-Lung Chin & Picheng Lee & Hsin-Yi Chi & Asokan Anandarajan, 2006. "Patent Citation, R&D Spillover, and Tobin's Q: Evidence from Taiwan Semiconductor Industry," Review of Quantitative Finance and Accounting, Springer, vol. 26(1), pages 67-84, February.
    3003. Lyocsa, Stefan, 2015. "Predicting changes in the output of OECD countries: An international network perspective," MPRA Paper 65774, University Library of Munich, Germany.
    3004. Scelles, Nicolas (Сели, Николя) & Duran, Christophe (Дюра, Кристоф) & Bonnal, Liliane (Бонналь, Лилиан) & Goyeau, Daniel (Гойюс, Даниэль) & Andreff, Wladimir (Андрефф, Владимир), 2016. "Do all sporting prizes have a significant positive impact on attendance in a European national football league? Competitive intensity in the French Ligue 1 [Действительно Ли Все Спортивные Призы Ок," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 82-107, June.
    3005. P. Dorian Owen, 2003. "General‐to‐Specific Modelling Using PcGets," Journal of Economic Surveys, Wiley Blackwell, vol. 17(4), pages 609-628, September.
    3006. Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2013. "Quantile regression with clustered data," Discussion Papers 1305, University of Exeter, Department of Economics.
    3007. Errunza, Vihang R. & Miller, Darius P., 2003. "Valuation effects of seasoned global equity offerings," Journal of Banking & Finance, Elsevier, vol. 27(9), pages 1611-1623, September.
    3008. Senyo Tse, 1989. "Attributes of industry, industry segment and firm†specific information in security valuation," Contemporary Accounting Research, John Wiley & Sons, vol. 5(2), pages 592-614, March.
    3009. Bilitis Schoonjans & Philippe Cauwenberge & Heidi Bauwhede, 2013. "Formal business networking and SME growth," Small Business Economics, Springer, vol. 41(1), pages 169-181, June.
    3010. Shachmurove, Yochanan, 1999. "The Premium in Black Foreign Exchange Markets: Evidence from Developing Economies," Journal of Policy Modeling, Elsevier, vol. 21(1), pages 1-39, January.
    3011. Jung, Alexander & Kiss, Gergely, 2012. "Preference heterogeneity in the CEE inflation-targeting countries," European Journal of Political Economy, Elsevier, vol. 28(4), pages 445-460.
    3012. Matthew J. Clayton & Jay C. Hartzell & Joshua V. Rosenberg, 2003. "The impact of CEO turnover on equity volatility," Staff Reports 166, Federal Reserve Bank of New York.
    3013. Lipsey, Robert E. & Ramstetter, Eric D., 2003. "Japanese exports, MNC affiliates, and rivalry for export markets," Journal of the Japanese and International Economies, Elsevier, vol. 17(2), pages 101-117, June.
    3014. Conley, T. G., 1999. "GMM estimation with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 92(1), pages 1-45, September.
    3015. Muayad Ismail, 2020. "Evaluating the Macroeconomic Impact of IMF Programs in Sudan," Economics Discussion Papers em-dp2020-21, Department of Economics, University of Reading.
    3016. Álvarez, Begoña, 1998. "La demanda atendida de consultas médicas y atención urgente," DE - Documentos de Trabajo. Economía. DE 3890, Universidad Carlos III de Madrid. Departamento de Economía.
    3017. Ai, Chunrong & Norton, Edward C., 2000. "Standard errors for the retransformation problem with heteroscedasticity," Journal of Health Economics, Elsevier, vol. 19(5), pages 697-718, September.
    3018. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1998. "The Demand for Broad Money in the United Kingdom, 1878–1993," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 289-324, March.
    3019. Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2011. "Robust tests for heteroskedasticity in the one-way error components model," Journal of Econometrics, Elsevier, vol. 160(2), pages 300-310, February.
    3020. Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," Cahiers de recherche CREFE / CREFE Working Papers 143, CREFE, Université du Québec à Montréal.
    3021. Gijón, Covadonga & Garín-Muñoz, Teresa & Pérez-Amaral, Teodosio & López-Zorzano, Rafael, 2013. "Satisfaction of individual mobile phone users in Spain," Telecommunications Policy, Elsevier, vol. 37(10), pages 940-954.
    3022. Booth, James R. & Cornett, Marcia Millon & Tehranian, Hassan, 2002. "Boards of directors, ownership, and regulation," Journal of Banking & Finance, Elsevier, vol. 26(10), pages 1973-1996, October.
    3023. Richard A. March, 2002. "A review of SORITEC for Windows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 85-90.
    3024. Susan M. Albring & María T. Cabán‐García & Jacqueline L. Reck, 2010. "The value relevance of a non‐GAAP performance metric to the capital markets," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 9(3), pages 264-284, August.
    3025. Moch, Nils, 2013. "Competition in fragmented markets: New evidence from the German banking industry in the light of the subprime crisis," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2908-2919.
    3026. Gina Dokko & Steffanie L. Wilk & Nancy P. Rothbard, 2009. "Unpacking Prior Experience: How Career History Affects Job Performance," Organization Science, INFORMS, vol. 20(1), pages 51-68, February.
    3027. Pinho, Paulo Soares de, 2000. "The impact of deregulation on price and non-price competition in the Portuguese deposits market," Journal of Banking & Finance, Elsevier, vol. 24(9), pages 1515-1533, September.
    3028. Tong, Xun & Lai, Kee-hung & Lo, Chris K.Y. & Cheng, T.C.E., 2022. "Supply chain security certification and operational performance: The role of upstream complexity," International Journal of Production Economics, Elsevier, vol. 247(C).
    3029. Copiello, Sergio & Grillenzoni, Carlo, 2017. "Is the cold the only reason why we heat our homes? Empirical evidence from spatial series data," Applied Energy, Elsevier, vol. 193(C), pages 491-506.
    3030. Dhillon, Upinder S. & Lasser, Dennis J. & Watanabe, Taiji, 1997. "Volatility, information, and double versus walrasian auction pricing in US and Japanese futures markets," Journal of Banking & Finance, Elsevier, vol. 21(7), pages 1045-1061, July.
    3031. David E. A. Giles, 2004. "Calculating a Standard Error for the Gini Coefficient: Some Further Results," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 425-433, July.
    3032. Amavilah, Voxi Heinrich, 2013. "The Love Aspects of Human Capital and the Economic Activity of Countries," MPRA Paper 52686, University Library of Munich, Germany.
    3033. Charlotte Christiansen, 2012. "Integration of European Bond Markets," CREATES Research Papers 2012-33, Department of Economics and Business Economics, Aarhus University.
    3034. Angelo Ranaldo & Fabricius Somogyi, 2018. "Asymmetric Information Risk in FX Markets," Working Papers on Finance 1820, University of St. Gallen, School of Finance, revised Apr 2020.
    3035. De Coulon, Augustin & Wolff, François-Charles, 2005. "Immigrants at retirement: stay/return or 'va-et-vient'?," LSE Research Online Documents on Economics 19890, London School of Economics and Political Science, LSE Library.
    3036. Chii-Shyan Kuo & Xu Wang & Shih-Ti Yu, 2016. "Investor perception of managerial discretion in valuing stock options: an empirical examination," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 733-773, October.
    3037. Tristan Boyd & Philip Brown & Alex Szimayer, 2007. "What determines early exercise of employee stock options in Australia?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(2), pages 165-185, June.
    3038. Oglend, Atle & Kleppe, Tore Selland & Osmundsen, Petter, 2016. "Trade with endogenous transportation costs: The case of liquefied natural gas," Energy Economics, Elsevier, vol. 59(C), pages 138-148.
    3039. Johan Torstensson, 1991. "Quality differentiation and factor proportions in international trade: An empirical test of the Swedish case," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 127(1), pages 183-194, March.
    3040. Muhammad Farhan Malik & Yuan George Shan & Jamie Yixing Tong, 2022. "Do auditors price litigious tone?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1715-1760, April.
    3041. Sylwester Kozak & Agata Wierzbowska, 2022. "Did the COVID-19 pandemic amplify the positive impact of income diversification on the profitability of European banks?," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(1), pages 11-29, March.
    3042. Araceli Mora Enguidanos & Juan Manuel García Lara & Beatriz García Osma & Ana Gisbert Clemente, 2004. "La Comparabilidad De La Información Contable En Europa: Efectos De La Manipulación Contable Sobre El Nivel De Conservadurismo," Working Papers. Serie EC 2004-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    3043. Gian Maria Tomat, 2022. "An asset-based approach to housing prices," Empirical Economics, Springer, vol. 63(1), pages 265-286, July.
    3044. Sebastian Brauer & Frank Westermann, 2010. "A Note on the Time Series Measure of Conservatism," IEER Working Papers 81, Institute of Empirical Economic Research, Osnabrueck University.
    3045. Eisenberg, Theodore & Sundgren, Stefan & Wells, Martin T., 1998. "Larger board size and decreasing firm value in small firms," Journal of Financial Economics, Elsevier, vol. 48(1), pages 35-54, April.
    3046. Fodor, Andy & Gokkaya, Sinan, 2014. "Option implied volatilities and the cost of issuing equity," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 88-101.
    3047. Bradrania, M. Reza & Peat, Maurice, 2014. "Characteristic liquidity, systematic liquidity and expected returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 78-98.
    3048. Tyler Kustra, 2017. "HIV/AIDS, Life Expectancy, and the Opportunity Cost Model of Civil War," Journal of Conflict Resolution, Peace Science Society (International), vol. 61(10), pages 2130-2157, November.
    3049. Pérez López, Gemma & Plata Díaz, Ana María & Zafra Gómez, José L. & López Hernández, Antonio M., 2013. "Deuda viva municipal en un contexto de crisis económica: análisis de los factores determinantes y de las formas de gestión," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 16(2), pages 83-93.
    3050. Heisig, Jan Paul & Schaeffer, Merlin & Giesecke, Johannes, 2017. "The Costs of Simplicity: Why Multilevel Models May Benefit from Accounting for Cross-Cluster Differences in the Effects of Controls," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 82(4), pages 796-827.
    3051. Yoon, Hyungwook & Zo, Hangjung & Ciganek, Andrew P., 2011. "Does XBRL adoption reduce information asymmetry?," Journal of Business Research, Elsevier, vol. 64(2), pages 157-163, February.
    3052. Ralf Bebenroth & Kashif Ahmed, 2021. "Japanese firms' overpayments for cross‐border acquisitions," International Finance, Wiley Blackwell, vol. 24(2), pages 257-273, August.
    3053. Isenhardt, Lars & Seifert, Stefan & Hüttel, Silke, 2021. "On the price effect of a right of first refusal in farmland auctions," 61st Annual Conference, Berlin, Germany, September 22-24, 2021 317062, German Association of Agricultural Economists (GEWISOLA).
    3054. Lulu Gu & W. Robert Reed, 2012. "Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology," Working Papers in Economics 12/08, University of Canterbury, Department of Economics and Finance.
    3055. Katrin Hummel & Christian Schlick & Matthias Fifka, 2019. "The Role of Sustainability Performance and Accounting Assurors in Sustainability Assurance Engagements," Journal of Business Ethics, Springer, vol. 154(3), pages 733-757, February.
    3056. Herman J Bierens & Thomas Kontuly, 2008. "Testing the Regional Restructuring Hypothesis in Western Germany," Environment and Planning A, , vol. 40(7), pages 1713-1727, July.
    3057. Schöniger, Franziska & Morawetz, Ulrich B., 2022. "What comes down must go up: Why fluctuating renewable energy does not necessarily increase electricity spot price variance in Europe," Energy Economics, Elsevier, vol. 111(C).
    3058. Katty Perez Aquino & Sunil Poshakwale, 2006. "Price determinants of American Depositary Receipts (ADR): a cross-sectional analysis of panel data," Applied Financial Economics, Taylor & Francis Journals, vol. 16(16), pages 1225-1237.
    3059. Malik, Adeel & Temple, Jonathan R.W., 2009. "The geography of output volatility," Journal of Development Economics, Elsevier, vol. 90(2), pages 163-178, November.
    3060. Min, Yijie & Liao, Yi-Chuan & Chen, Zhijun, 2022. "The side effect of business group membership: How do business group isomorphic pressures affect organizational innovation in affiliated firms?," Journal of Business Research, Elsevier, vol. 141(C), pages 380-392.
    3061. Barbopoulos, Leonidas G. & Molyneux, Phil & Wilson, John O.S., 2016. "Earnout financing in the financial services industry," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 119-132.
    3062. Kerstin Fehre & Daniel Kronenwett & Hagen Lindstädt & Michael Wolff, 2016. "Lost in transaction? The transfer effect of strategic consistency," Business Research, Springer;German Academic Association for Business Research, vol. 9(1), pages 101-131, April.
    3063. Martin J Conyon & Graham V Sadler, 2001. "CEO compensation, option incentives, and information disclosure," Review of Financial Economics, John Wiley & Sons, vol. 10(3), pages 251-277.
    3064. Salvador Barrios, "undated". "Foreign Direct Investment and Productivity Spillovers," Working Papers 2000-19, FEDEA.
    3065. Walker, David A., 1997. "A behavioral model of bank asset management," Journal of Economic Behavior & Organization, Elsevier, vol. 32(3), pages 413-431, March.
    3066. Jonathan Reuter & Eric Zitzewitz, 2006. "Do Ads Influence Editors? Advertising and Bias in the Financial Media," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(1), pages 197-227.
    3067. Cybo-Ottone, Alberto & Murgia, Maurizio, 2000. "Mergers and shareholder wealth in European banking," Journal of Banking & Finance, Elsevier, vol. 24(6), pages 831-859, June.
    3068. Pradeep K. Chintagunta & Shyam Gopinath & Sriram Venkataraman, 2010. "The Effects of Online User Reviews on Movie Box Office Performance: Accounting for Sequential Rollout and Aggregation Across Local Markets," Marketing Science, INFORMS, vol. 29(5), pages 944-957, 09-10.
    3069. Clifford Afoakwah & Joshua Byrnes & Paul Scuffham & Son Nghiem, 2023. "Testing for selection bias and moral hazard in private health insurance: Evidence from a mixed public‐private health system," Health Economics, John Wiley & Sons, Ltd., vol. 32(1), pages 3-24, January.
    3070. Veronica Tibiletti & Pier Luigi Marchini & Katia Furlotti & Alice Medioli, 2021. "Does corporate governance matter in corporate social responsibility disclosure? Evidence from Italy in the “era of sustainability”," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(2), pages 896-907, March.
    3071. Kammerlander, Nadine & Burger, Dominik & Fust, Alexander & Fueglistaller, Urs, 2015. "Exploration and exploitation in established small and medium-sized enterprises: The effect of CEOs' regulatory focus," Journal of Business Venturing, Elsevier, vol. 30(4), pages 582-602.
    3072. Kurov, Alexander & Stan, Raluca, 2018. "Monetary policy uncertainty and the market reaction to macroeconomic news," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 127-142.
    3073. Knight, Eric, 2010. "The Economic Geography of European Carbon Market Trading," Working Papers 249382, Australian National University, Centre for Climate Economics & Policy.
    3074. Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Research Papers 269738, University of Warwick - Department of Economics.
    3075. Lai, Kam-Wah, 2013. "Audit Reporting of Big 4 Versus Non-Big 4 Auditors: The Case of Ex-Andersen Clients," The International Journal of Accounting, Elsevier, vol. 48(4), pages 495-524.
    3076. Wang, Changyun, 2005. "Ownership and operating performance of Chinese IPOs," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1835-1856, July.
    3077. Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers 2001s-25, CIRANO.
    3078. Arghyrou, Michael G. & Gregoriou, Andros, 2008. "Non-linearity versus non-normality in real exchange rate dynamics," Economics Letters, Elsevier, vol. 100(2), pages 200-203, August.
    3079. Bernd Hayo & Florian Neumeier, 2016. "The debt brake in the eyes of the German population," International Economics and Economic Policy, Springer, vol. 13(1), pages 139-159, January.
    3080. Broughman, Brian J. & Fried, Jesse M., 2012. "Do VCs use inside rounds to dilute founders? Some evidence from Silicon Valley," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1104-1120.
    3081. Leisha Dehart-Davis & Elizabeth Corley & Michael O. Rodgers, 2002. "Evaluating Vehicle Inspection/Maintenance Programs Using On-Road Emissions Data," Evaluation Review, , vol. 26(2), pages 111-146, April.
    3082. Daniele Fabbri & Silvana Robone, 2010. "The geography of hospital admission in a national health service with patient choice," Health Economics, John Wiley & Sons, Ltd., vol. 19(9), pages 1029-1047, September.
    3083. Marques, Manuel O. & Pinto, João M., 2020. "A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance," Journal of Corporate Finance, Elsevier, vol. 62(C).
    3084. Matthias Hoffman, 2004. "Compensating Wages Under Different Exchange Rate Regimes," Royal Economic Society Annual Conference 2004 46, Royal Economic Society.
    3085. U. Weitzel & S. Berns, 2006. "Cross-Border Takeovers, Corruption, and Related Aspects of Governance," Working Papers 06-03, Utrecht School of Economics.
    3086. Frederic S. Mishkin, 1989. "A Multi-Country Study of the Information in the Term Structure about Future Inflation," NBER Working Papers 3125, National Bureau of Economic Research, Inc.
    3087. Mamatzakis, E & Koutsomanoli, A, 2009. "Risk in the EU banking industry and efficiency under quantile analysis," MPRA Paper 22492, University Library of Munich, Germany.
    3088. Der-Fen Huang & Ni-Yun Chen & Ko-Wei Gao, 2013. "The tax burden of listed companies in China," Applied Financial Economics, Taylor & Francis Journals, vol. 23(14), pages 1169-1183, July.
    3089. Ahmed Sakr & Amina Bedeir, 2019. "Firm Level Determinants of Capital Structure: Evidence From Egypt," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 10(1), pages 68-85, January.
    3090. Robert A. Korajczyk & Deborah J. Lucas & Robert L. McDonald, 1989. "Understanding Stock Price Behavior around the Time of Equity Issues," NBER Working Papers 3170, National Bureau of Economic Research, Inc.
    3091. Dell'Anno, Roberto & Caferra, Rocco & Morone, Andrea, 2020. "A “Trojan Horse” in the peer-review process of fee-charging economic journals," Journal of Informetrics, Elsevier, vol. 14(3).
    3092. Isabel Abinzano & Luis Muga & Rafael Santamaria, 2019. "Hidden Power of Trading Activity: The FLB in Tennis Betting Exchanges," Journal of Sports Economics, , vol. 20(2), pages 261-285, February.
    3093. John D. Burger, 2004. "The Policy Anticipation Hypothesis: Evidence from the Federal Funds Futures Market," Contemporary Economic Policy, Western Economic Association International, vol. 22(4), pages 544-554, October.
    3094. Maria Neycheva, 2008. "Public Expenditure for Education and Economic Growth," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 67-81.
    3095. Kim, Molan & Lee, Seung Min & Choi, Sanghak & Kim, Sang Yong, 2021. "Impact of visual information on online consumer review behavior: Evidence from a hotel booking website," Journal of Retailing and Consumer Services, Elsevier, vol. 60(C).
    3096. Yuan Liao & Xiye Yang, 2017. "Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas," Departmental Working Papers 201711, Rutgers University, Department of Economics.
    3097. Eric T. Anderson & Duncan I. Simester, 2001. "Are Sale Signs Less Effective When More Products Have Them?," Marketing Science, INFORMS, vol. 20(2), pages 121-142, March.
    3098. Anushka Sandanam & Amy Diedrich & Georgina G. Gurney & Tristam D. Richardson, 2018. "Perceptions of Cyclone Preparedness: Assessing the Role of Individual Adaptive Capacity and Social Capital in the Wet Tropics, Australia," Sustainability, MDPI, vol. 10(4), pages 1-16, April.
    3099. Orazem, Peter & Mattila, J. Peter, 1998. "Male-Female Supply to State Government Jobs and Comparable Worth," Staff General Research Papers Archive 10492, Iowa State University, Department of Economics.
    3100. Krishna Dayal Pandey & Tarak Nath Sahu, 2021. "Ownership Concentration and Agency Crises in Indian Manufacturing Firms," Business Perspectives and Research, , vol. 9(1), pages 128-143, January.
    3101. Powell, Ronan G. & Stark, Andrew W., 2005. "Does operating performance increase post-takeover for UK takeovers? A comparison of performance measures and benchmarks," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 293-317, March.
    3102. Liu, Jingzhen & Kemp, Alexander, 2019. "Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables," Energy Economics, Elsevier, vol. 81(C), pages 672-686.
    3103. Fernando A. B. Colugnati & Sergio Firpo & Paula F. Drummond Castro & Juan E. Sepulveda & Sergio L. M. Salles-Filho, 2014. "A propensity score approach in the impact evaluation on scientific production in Brazilian biodiversity research: the BIOTA Program," Scientometrics, Springer;Akadémiai Kiadó, vol. 101(1), pages 85-107, October.
    3104. Gavious, Ilanit & Parmet, Yisrael, 2010. "Do private firm valuations contain incremental information content over routine analyst valuations?," Research in International Business and Finance, Elsevier, vol. 24(2), pages 223-234, June.
    3105. Adam A. Szpiro & Lianne Sheppard & Sara D. Adar & Joel D. Kaufman, 2014. "Estimating acute air pollution health effects from cohort study data," Biometrics, The International Biometric Society, vol. 70(1), pages 164-174, March.
    3106. Dag Rønningen, 2007. "Are technological change and organizational change biased against older workers? Firm-level evidence," Discussion Papers 512, Statistics Norway, Research Department.
    3107. Jelic, Ranko & Saadouni, Brahim & Briston, Richard, 2001. "Performance of Malaysian IPOs: Underwriters reputation and management earnings forecasts," Pacific-Basin Finance Journal, Elsevier, vol. 9(5), pages 457-486, November.
    3108. Kaloud, Tobias, 2017. "Renewable Energy Sources and Investment in European Power Transmission Networks," Department of Economics Working Paper Series 249, WU Vienna University of Economics and Business.
    3109. Eckbo, B. Espen & Norli, Øyvind, 2004. "The choice of seasoned-equity selling mechanism: Theory and evidence," Discussion Papers 2004/17, Norwegian School of Economics, Department of Business and Management Science.
    3110. Arif Mamun & Ankita Patnaik & Michael Levere & Gina Livermore & Todd Honeycutt & Jacqueline Kauff & Karen Katz & AnnaMaria McCutcheon & Joseph Mastrianni & Brittney Gionfriddo, "undated". "Promoting Readiness of Minors in Supplemental Security Income (PROMISE): Technical Appendix to the Interim Services and Impact Report," Mathematica Policy Research Reports 24c37444a21d4046abb21395a, Mathematica Policy Research.
    3111. Drobetz, Wolfgang & von Meyerinck, Felix & Oesch, David & Schmid, Markus, 2014. "Board Industry Experience, Firm Value, and Investment Behavior," Working Papers on Finance 1401, University of St. Gallen, School of Finance, revised Dec 2015.
    3112. Kia, Amir, 2003. "Rational speculators and equity volatility as a measure of ex ante risk," Global Finance Journal, Elsevier, vol. 14(2), pages 135-157, July.
    3113. Mulugeta Kahsai & Yohannes Hailu & Chali Nondo & Peter Schaeffer, 2011. "The Role of Institutional Quality in FDI Inflows in Sub-Saharan Africa," Working Papers Working Paper 2011-03, Regional Research Institute, West Virginia University.
    3114. Wu, Meng-Wen & Shen, Chung-Hua, 2013. "Corporate social responsibility in the banking industry: Motives and financial performance," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3529-3547.
    3115. Nayar, Nandkumar (Nandu) & Stock, Duane, 2008. "Make-whole call provisions: A case of "much ado about nothing?"," Journal of Corporate Finance, Elsevier, vol. 14(4), pages 387-404, September.
    3116. Foo, Yee-Boon & Zain, Mazlina Mat, 2010. "Board independence, board diligence and liquidity in Malaysia: A research note," Journal of Contemporary Accounting and Economics, Elsevier, vol. 6(2), pages 92-100.
    3117. Oana Peia, 2017. "Banking Crises and Investments in Innovation," Working Papers 201727, School of Economics, University College Dublin.
    3118. Santosh Jatrana & Ken Richardson & Samba Siva Rao Pasupuleti, 2018. "Investigating the Dynamics of Migration and Health in Australia: A Longitudinal Study," European Journal of Population, Springer;European Association for Population Studies, vol. 34(4), pages 519-565, October.
    3119. James G. MacKinnon & Matthew D. Webb, 2020. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
    3120. Jaime De Pablo Valenciano & Juan Carlos Pérez Mesa, 2004. "The competitiveness of Spanish tomato export in the European Union," International Trade 0406004, University Library of Munich, Germany, revised 17 Jun 2004.
    3121. Paul, Satya & Shankar, Sriram, 2018. "Modelling Efficiency Effects in a True Fixed Effects Stochastic Frontier," MPRA Paper 87437, University Library of Munich, Germany.
    3122. Russell Davidson & James G. MacKinnon, 1985. "Heteroskedasticity-Robust Tests in Regression Directions," Working Paper 616, Economics Department, Queen's University.
    3123. Hui Guo, 2003. "Stock prices, firm size, and changes in the federal funds rate target," Working Papers 2002-004, Federal Reserve Bank of St. Louis.
    3124. Thornton, Daniel L., 2000. "The relationship between the federal funds rate and the Fed's federal funds rate target: is it open market or open mouth operations?," Discussion Paper Series 1: Economic Studies 2000,09, Deutsche Bundesbank.
    3125. Mariacristina Piva & Marco Vivarelli, 2002. "The Skill Bias: Comparative evidence and an econometric test," International Review of Applied Economics, Taylor & Francis Journals, vol. 16(3), pages 347-357.
    3126. Guillermina Jasso, 2006. "Factorial Survey Methods for Studying Beliefs and Judgments," Sociological Methods & Research, , vol. 34(3), pages 334-423, February.
    3127. Ravi Subramanian & Ramanath Subramanyam, 2012. "Key Factors in the Market for Remanufactured Products," Manufacturing & Service Operations Management, INFORMS, vol. 14(2), pages 315-326, April.
    3128. Yawen Jiao & Pengfei Ye, 2013. "Public pension fund ownership and firm performance," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 571-590, April.
    3129. Boreiko, Dmitri & Lombardo, Stefano, 2011. "Italian IPOs: Allocations and claw back clauses," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 127-143, February.
    3130. Kam‐Wah Lai & Gopal V. Krishnan, 2009. "Are non‐audit services associated with firm value? Evidence from financial information system‐related services," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(3), pages 599-617, September.
    3131. Huang, Paoyu & Ni, Yensen, 2017. "Board structure and stock price informativeness in terms of moving average rules," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 161-169.
    3132. Amir, Eli & Lev, Baruch, 1996. "Value-relevance of nonfinancial information: The wireless communications industry," Journal of Accounting and Economics, Elsevier, vol. 22(1-3), pages 3-30, October.
    3133. Eric Mokwaro Bosire, 2019. "Does Better Business Regulatory Environment Translate to Increased Foreign Direct Investment Inflows? Evidence from Eastern Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 9(4), pages 119-136.
    3134. Walid Ben‐Amar & Merridee Bujaki & Bruce McConomy & Philip McIlkenny, 2022. "Disclosure transparency and impression management: A textual analysis of board gender diversity disclosures in Canada," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(5), pages 1247-1265, September.
    3135. Velenchik, Ann D., 1997. "Government intervention, efficiency wages, and the employer size wage effect in Zimbabwe," Journal of Development Economics, Elsevier, vol. 53(2), pages 305-338, August.
    3136. Cebula, Richard J. & Clark, J.R. & Mixon, Franklin G., Jr., 2013. "The Impact of Economic Freedom on Per Capita Real GDP: A Study of OECD Nations," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 43(01).
    3137. Andrew W. Lo & A. Craig MacKinlay, 1988. "The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation," NBER Technical Working Papers 0066, National Bureau of Economic Research, Inc.
    3138. Chris Fallow & Seth Norton, 2003. "The Distribution of Internet Use : A Cross-National Analysis," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 19(Fall 2003), pages 38-53.
    3139. Biondi, Beatrice & Barrett, Christopher B. & Mazzocchi, Mario & Ando, Amy & Harvey, David & Mallory, Mindy, 2021. "Journal submissions, review and editorial decision patterns during initial COVID-19 restrictions," Food Policy, Elsevier, vol. 105(C).
    3140. Alexander Schätz & Steffen Sebastian, 2009. "The links between property and the economy -- evidence from the British and German markets," Journal of Property Research, Taylor & Francis Journals, vol. 26(2), pages 171-191, September.
    3141. Batchelor, Roy & Orr, Adrian, 1991. "Inflation uncertainty, inflationary shocks and the credibility of counterinflation policy," European Economic Review, Elsevier, vol. 35(7), pages 1385-1397, October.
    3142. Chen, Yongmin & Puttitanun, Thitima, 2005. "Intellectual property rights and innovation in developing countries," Journal of Development Economics, Elsevier, vol. 78(2), pages 474-493, December.
    3143. Shahdad Naghshpour & Bruno S. Sergi, 2009. "Absolute beta convergence in liberated communist countries of Europe," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 2(1), pages 63-75.
    3144. Oppenheimer, Henry R. & Sabherwal, Sanjiv, 2003. "The competitive effects of US decimalization: Evidence from the US-listed Canadian stocks," Journal of Banking & Finance, Elsevier, vol. 27(9), pages 1883-1910, September.
    3145. Randy A. Nelson & Richard Cohen & Frederik Roy Rasmussen, 2007. "An Analysis of Pricing Strategy and Price Dispersion on the Internet," Eastern Economic Journal, Eastern Economic Association, vol. 33(1), pages 95-110, Winter.
    3146. Ted Juhl & Oleksandr Lugovskyy, 2014. "A Test for Slope Heterogeneity in Fixed Effects Models," Econometric Reviews, Taylor & Francis Journals, vol. 33(8), pages 906-935, November.
    3147. Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019. "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
    3148. Kurt Hess & Arthur Grimes & Mark Holmes, 2009. "Credit Losses in Australasian Banking," The Economic Record, The Economic Society of Australia, vol. 85(270), pages 331-343, September.
    3149. Scott, John L. & Anderson, Randy I. & Webb, James R., 2005. "The labor-leisure choice in executive compensation plans: Does too much pay reduce REIT performance?," Journal of Economics and Business, Elsevier, vol. 57(2), pages 151-163.
    3150. Thomas, D. & Lavy, V. & Strauss, J., 1991. "Public Policy and Anthropometric Outcomes in the Cote d'Ivoire," Papers 643, Yale - Economic Growth Center.
    3151. Choi, Woon Gyu, 1999. "Estimating the Discount Rate Policy Reaction Function of the Monetary Authority," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 379-401, July-Aug..
    3152. Balafas, Nikolaos & Florackis, Chris, 2014. "CEO compensation and future shareholder returns: Evidence from the London Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 27(C), pages 97-115.
    3153. Helmut Farbmacher & Harald Tauchmann, 2023. "Linear fixed-effects estimation with nonrepeated outcomes," Econometric Reviews, Taylor & Francis Journals, vol. 42(8), pages 635-654, September.
    3154. Bonfiglioli, Alessandra & Favero, Carlo A., 2005. "Explaining co-movements between stock markets: The case of US and Germany," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1299-1316, December.
    3155. Moscone, Francesco & Tosetti, Elisa, 2012. "HAC estimation in spatial panels," Economics Letters, Elsevier, vol. 117(1), pages 60-65.
    3156. Miguel Angel García & Ivan Muñiz, 2005. "The spatial effect of intra-metropolitan agglomeration economies," Working Papers wpdea0513, Department of Applied Economics at Universitat Autonoma of Barcelona.
    3157. Tomasz Piotr Wisniewski & Michal Polasik & Radoslaw Kotkowski & Andrea Moro, 2024. "Switching from Cash to Cashless Payments during the COVID-19 Pandemic and Beyond," International Journal of Central Banking, International Journal of Central Banking, vol. 20(3), pages 303-371, July.
    3158. NOR HAYATI BT AHMAD & MOHAMAD AKBAR NOOR BIN MOHAMAD Noor, 2012. "The Impact of 1998 and 2008 Financial Crises on Profitability of Islamic Banks," Working Papers id:4993, eSocialSciences.
    3159. Dynarski, Susan & Jacob, Brian A. & Kreisman, Daniel, 2018. "How Important Are Fixed Effects and Time Trends in Estimating Returns to Schooling? Evidence from a Replication of Jacobson, Lalonde and Sullivan, 2005," IZA Discussion Papers 11935, Institute of Labor Economics (IZA).
    3160. Chng, Michael & Gannon, Gerard, 2003. "Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 49-68.
    3161. Garboua, L.L. & Montmarquette, C., 1993. "Une etude econometrique de la demande de theatre sur donnees individuelles," Cahiers de recherche 9305, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    3162. Fiorentina Angjellari-Dajci & Richard Cebula & Robert Boylan & C. Izard & George Gresham, 2015. "The Impact of Taxes and HOA Fees on Single-Family Home Prices," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 21(2), pages 201-211, May.
    3163. Hugh M. J. Colaco & Amedeo De Cesari & Shantaram P. Hegde, 2017. "Retail Investor Attention and IPO Valuation," European Financial Management, European Financial Management Association, vol. 23(4), pages 691-727, September.
    3164. Curtis L. Rollins & Stephanie R. Simpson & Peter C. Boxall, 2018. "Evaluating an Agricultural Extension Program Aimed at Improving Biodiversity in Alberta, Canada," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 66(2), pages 331-353, June.
    3165. Bun, Maurice J.G. & Harrison, Teresa D., 2014. "OLS and IV estimation of regression models including endogenous interaction terms," School of Economics Working Paper Series 2014-3, LeBow College of Business, Drexel University.
    3166. Destek, Mehmet & Sinha, Avik, 2020. "Renewable, non-renewable energy consumption, economic growth, trade openness and ecological footprint: Evidence from organisation for economic Co-operation and development countries," MPRA Paper 104246, University Library of Munich, Germany, revised 2020.
    3167. Jeffrey Milyo & David M. Primo, 2005. "Campaign Finance Laws and Political Efficacy: Evidence From the States," Working Papers 0513, Department of Economics, University of Missouri.
    3168. May Elsayyad & Shima'a Hanafy, 2012. "Voting Islamist or Voting secular? An empirical analysis of Voting Outcomes in “Arab Spring” Egypt," MAGKS Papers on Economics 201251, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    3169. Michael S. McPherson & Morton Owen Schapiro, 1990. "Does Student Aid Affect College Enrollment? New evidence on a Persistent Controversy," Williams Project on the Economics of Higher Education 1, Department of Economics, Williams College.
    3170. Ernesto R. Ferreira & João D. Monteiro, 2019. "In an Era of Social, Civic and Political Disengagement, do Health Care and Social Welfare Protection Still Matter to Population Health? Evidence from OECD Mortality Data," Society and Economy, Akadémiai Kiadó, Hungary, vol. 41(4), pages 415-432, December.
    3171. Daunfeldt, Sven-Olov & Rudholm, Niklas & Rämme, Ulf, 2009. "Congestion Charges in Stockholm: How Have They Affected Retail Revenues?," HUI Working Papers 23, HUI Research.
    3172. Paul H. Malatesta & Kathryn L. DeWenter, 2001. "State-Owned and Privately Owned Firms: An Empirical Analysis of Profitability, Leverage, and Labor Intensity," American Economic Review, American Economic Association, vol. 91(1), pages 320-334, March.
    3173. Todd M. Alessandri & Sylvia Sloan Black & William E. Jackson, 2005. "The price of corporate social responsibility: the case of black economic empowerment transactions in South Africa," FRB Atlanta Working Paper 2005-29, Federal Reserve Bank of Atlanta.
    3174. Chiang, Min-Hsien & Huang, Hsin-Yi, 2011. "Stock market momentum, business conditions, and GARCH option pricing models," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 488-505, June.
    3175. Richard Barkham & Charles Ward, 1999. "Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K," Journal of Real Estate Research, Taylor & Francis Journals, vol. 18(2), pages 291-312, January.
    3176. Rodney Fort & Douglas Bunn, 1998. "Whether one votes and how one votes," Public Choice, Springer, vol. 95(1), pages 51-62, April.
    3177. Lale Guler, 2018. "Has SFAS 142 improved the usefulness of goodwill impairment loss and goodwill balances for investors?," Review of Managerial Science, Springer, vol. 12(3), pages 559-592, July.
    3178. Michael J. Lenox, 2006. "The Role of Private Decentralized Institutions in Sustaining Industry Self-Regulation," Organization Science, INFORMS, vol. 17(6), pages 677-690, December.
    3179. Mehmet Akbulut & Su Han Chan & Mariya Letdin, 2015. "Calendar Anomalies: Do REITs Behave Like Stocks?," International Real Estate Review, Global Social Science Institute, vol. 18(2), pages 177-215.
    3180. John S. Hughes, 1989. "Discussion of “The valuation of initial public offeringsâ€," Contemporary Accounting Research, John Wiley & Sons, vol. 5(2), pages 519-525, March.
    3181. Migliardo, Carlo, 2012. "Heterogeneity in price setting behavior, spatial disparities and sectoral diversity: Evidence from a panel of Italian firms," Economic Modelling, Elsevier, vol. 29(4), pages 1106-1118.
    3182. Klassen, Kenneth J. & Shackelford, Douglas A., 1998. "State and provincial corporate tax planning: income shifting and sales apportionment factor management," Journal of Accounting and Economics, Elsevier, vol. 25(3), pages 385-406, June.
    3183. Harvey, Campbell R. & Lins, Karl V. & Roper, Andrew H., 2004. "The effect of capital structure when expected agency costs are extreme," Journal of Financial Economics, Elsevier, vol. 74(1), pages 3-30, October.
    3184. Emmanuel Flachaire, 2005. "Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue," Annals of Economics and Statistics, GENES, issue 77, pages 187-199.
    3185. Bernd Hayo, 2018. "On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 289-307, March.
    3186. Bernd Hayo & Stefan Voigt, 2014. "Mapping Constitutionally Safeguarded Judicial Independence—A Global Survey," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 11(1), pages 159-195, March.
    3187. Chan, Kalok & Chockalingam, Mark & Lai, Kent W. L., 2000. "Overnight information and intraday trading behavior: evidence from NYSE cross-listed stocks and their local market information," Journal of Multinational Financial Management, Elsevier, vol. 10(3-4), pages 495-509, December.
    3188. Muradoğlu, Yaz Gülnur & Sivaprasad, Sheeja, 2012. "Capital structure and abnormal returns," International Business Review, Elsevier, vol. 21(3), pages 328-341.
    3189. iqbal hussain, hafezali, 2017. "Capital Structure of Malaysian Firms: Financing the Deficit and Shari’ah Compliance," MPRA Paper 80786, University Library of Munich, Germany.
    3190. Staiger, R.W. & Tabellini, G., 1990. "Rules Versus Discretion In Trade Policy: An Empirical Analysis," Papers 19, California Los Angeles - Applied Econometrics.
    3191. Manuela Krause, 2019. "Communal fees and election cycles: Evidence from German municipalities," ifo Working Paper Series 293, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    3192. Lin, Qi & Lin, Xi, 2021. "Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    3193. Benjamin Blau, 2013. "Informed short sales and option introductions," Annals of Finance, Springer, vol. 9(3), pages 365-382, August.
    3194. Sullivan Hué, 2022. "GAM(L)A: An econometric model for interpretable machine learning," French Stata Users' Group Meetings 2022 19, Stata Users Group.
    3195. Qinqin Zheng & Yadong Luo & Stephanie Wang, 2014. "Moral Degradation, Business Ethics, and Corporate Social Responsibility in a Transitional Economy," Journal of Business Ethics, Springer, vol. 120(3), pages 405-421, March.
    3196. Lin, Hsuan-Chu & Chou, Ting-Kai & Cheng, Jia-Chi, 2011. "Does market misvaluation drive post-acquisition underperformance in stock deals?," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 690-706, October.
    3197. Du, Yan & Deloof, Marc & Jorissen, Ann, 2015. "The Roles of Subsidiary Boards in Multinational Enterprises," Journal of International Management, Elsevier, vol. 21(3), pages 169-181.
    3198. Charalambos Pattichis & Mona Kanaan, 2004. "The Balassa-Samuelson Hypothesis and Oil Price Shocks in a Small Open Economy: Evidence from Cyprus," Open Economies Review, Springer, vol. 15(1), pages 45-56, January.
    3199. Campbell, John, 1987. "Stock Returns and the Term Structure," Scholarly Articles 3207699, Harvard University Department of Economics.
    3200. Rebecca Toppe Shortridge, 2004. "Market Valuation of Successful versus Non‐successful R&D Efforts in the Pharmaceutical Industry," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(9‐10), pages 1301-1325, November.
    3201. Herman, Peter, 2020. "A Pragmatic Approach to Estimating Nondiscriminatory Non-tariff Trade Costs," Conference papers 333146, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    3202. Antonio Cerqueira & Claudia Pereira, 2017. "Accruals quality, managers’ incentives and stock market reaction: evidence from Europe," Applied Economics, Taylor & Francis Journals, vol. 49(16), pages 1606-1626, April.
    3203. Wahab, Mahmoud, 2012. "Asymmetric effects of U.S. stock returns on European equities," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 156-172.
    3204. Cohen-Zada, Danny, 2006. "Preserving religious identity through education: Economic analysis and evidence from the US," Journal of Urban Economics, Elsevier, vol. 60(3), pages 372-398, November.
    3205. Oliver Pamp, 2008. "Partisan Preferences and Political Institutions: Explaining Fiscal Retrenchment in the European Union," European Political Economy Review, European Political Economy Infrastructure Consortium, vol. 8(Spring), pages 4-39.
    3206. Pierdzioch, Christian & Döpke, Jörg, 2004. "Politics and the Stock Market: Evidence from Germany," Kiel Working Papers 1203, Kiel Institute for the World Economy (IfW Kiel).
    3207. Shiratsuka, Shigenori, 2001. "Is There a Desirable Rate of Inflation? A Theoretical and Empirical Survey," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(2), pages 49-83, May.
    3208. Aksoy, Yunus & Piskorski, Tomasz, 2001. "Domestic money and US output and inflation," CFS Working Paper Series 2001/08, Center for Financial Studies (CFS).
    3209. Hafezali Iqbal Hussain & Mohd Farid Shamsudin & Shahrullizuannizam Salehuddin & Noor H. Jabarullah, 2018. "Debt Maturity and Shari'ah Compliance: Evidence from Malaysian Panel Data," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 176-186.
    3210. Petrakis, P. E. & Stamatakis, D., 2002. "Growth and educational levels: a comparative analysis," Economics of Education Review, Elsevier, vol. 21(5), pages 513-521, October.
    3211. Seema Narayan & Tri Tung Nguyen, 2019. "Are Exports More Responsive to Clean or Dirty Energy? The Case of Vietnam’s Exports to 54 Countries," Energies, MDPI, vol. 12(8), pages 1-21, April.
    3212. Godfrey, Leslie G & Orme, Chris D, 1996. "On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 263-281, May.
    3213. Daniel L. Thornton, 1992. "Why do T-bill rates react to discount rate changes?," Working Papers 1992-004, Federal Reserve Bank of St. Louis.
    3214. Hibiki Ichiue & Frederic Lambert, 2016. "Post-crisis International Banking: An Analysis with New Regulatory Survey Data," IMF Working Papers 2016/088, International Monetary Fund.
    3215. Metaxas, Theodore & Kallioras, Dimitris, 2013. "Small and medium-sized firms' competitiveness and territorial characteristics/assets: The cases of Bari, Varna and Thessaloniki," MPRA Paper 52446, University Library of Munich, Germany.
    3216. Tsui-Fang Lin & Jennjou Chen, 2006. "Cumulative class attendance and exam performance," Applied Economics Letters, Taylor & Francis Journals, vol. 13(14), pages 937-942.
    3217. Chen, Baizhu & Feng, Yi, 2000. "Determinants of economic growth in China: Private enterprise, education, and openness," China Economic Review, Elsevier, vol. 11(1), pages 1-15.
    3218. Claire de Oliveira, 2009. "Good Health to All: Reducing Health Inequalities among Children in High- and Low-Income Canadian Families," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 288, May.
    3219. Arye L. Hillman & Niklas Potrafke, 2018. "Economic Freedom and Religion," Public Finance Review, , vol. 46(2), pages 249-275, March.
    3220. Rogelio Varela LLamas & Juan Ocegueda Hernández, 2019. "La pobreza en México y su interrelación con el mercado laboral," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 39(79), pages 139-165, December.
    3221. Nicola Barban, 2013. "Family Trajectories and Health: A Life Course Perspective [Trajectoires familiales et santé: une approche sous l’angle de parcours de vie]," European Journal of Population, Springer;European Association for Population Studies, vol. 29(4), pages 357-385, November.
    3222. Hao Liang & Lin Sun & Melvyn Teo, 2022. "Responsible Hedge Funds [Role of managerial incentives and discretion in hedge fund performance]," Review of Finance, European Finance Association, vol. 26(6), pages 1585-1633.
    3223. Fausti, Scott W. & Qasmi, Bashir A. & Diersen, Matthew A & Adamson, Bill, 2014. "Grid Valuation of Beef Carcass Quality: Market Power and Market Trends," Economics Staff Papers 171423, South Dakota State University, Department of Economics.
    3224. Alexios Kythreotis, 2015. "The Interrelation among Faithful Representation (Reliability), Corruption and IFRS Adoption: An Empirical Investigation," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 8(1), pages 25-50, August.
    3225. Martin Piotrowski & Yok-Fong Paat, 2012. "Determinants of Educational Attainment in Rural Thailand: A Life Course Approach," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 31(6), pages 907-934, December.
    3226. Matthew Wegener & Réal Labelle, 2017. "Value Relevance of Environmental Provisions Pre‐ and Post‐IFRS," Accounting Perspectives, John Wiley & Sons, vol. 16(3), pages 139-168, September.
    3227. Jean‐Marie Dufour, 2003. "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(4), pages 767-808, November.
    3228. Guo, Lin, 2003. "Inferring market information from the price and quantity of S&L deposits," Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2177-2202, November.
    3229. Daniel Ringo, 2019. "Parental Credit Constraints and Child College Attendance," Education Finance and Policy, MIT Press, vol. 14(4), pages 548-571, Fall.
    3230. Daniel Arand & Alexander G. Kerl, 2015. "Sell†Side Analyst Research and Reported Conflicts of Interest," European Financial Management, European Financial Management Association, vol. 21(1), pages 20-51, January.
    3231. Kawsar Jahan & Mohammod Akbar Kabir & Farjana Nur Saima & Md. Nasim Adnan, 2019. "Financial Crises in State Owned and Private Commercial Banks in Bangladesh: A Comparative Analysis," Business and Economic Research, Macrothink Institute, vol. 9(2), pages 146-159, June.
    3232. Yahn-Shir Chen & Enny Susilowati Mardjono & Yi-Fang Yang, 2020. "Competition and Sustainability: Evidence from Professional Service Organization," Sustainability, MDPI, vol. 12(18), pages 1-15, September.
    3233. Brown, Bryan W. & Walker, Mary Beth, 1995. "Stochastic specification in random production models of cost-minimizing firms," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 175-205.
    3234. Bebchuk, Lucian A. & Cohen, Alma & Wang, Charles C.Y., 2013. "Learning and the disappearing association between governance and returns," Journal of Financial Economics, Elsevier, vol. 108(2), pages 323-348.
    3235. Keith Chan & D McColough & Michael Skully, 1992. "Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study," Working Paper Series 16, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    3236. Dufour, Jean-Marie & Taamouti, Abderrahim, 2010. "Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2532-2553, November.
    3237. Aizhen Li & Boris E. Bravo-Ureta & David K. Okello & Carl M. Deom & Naveen Puppala, 2013. "Groundnut Production and Climatic Variability: Evidence from Uganda," Working Papers 17, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
    3238. Sylvain Barde, 2010. "Increasing Returns and the Spatial Structure of French Wages," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(1), pages 73-91.
    3239. Khalil, Samer & Mansi, Sattar & Mazboudi, Mohamad & Zhang, Andrew (Jianzhong), 2019. "Information asymmetry and the wealth appropriation effect in the bond market: Evidence from late disclosures," Journal of Business Research, Elsevier, vol. 95(C), pages 49-61.
    3240. George Kassinis & Nikos Vafeas, 2007. "Interest group pressures and US county-level toxic emissions," Applied Economics Letters, Taylor & Francis Journals, vol. 14(10), pages 757-760.
    3241. Guglielmo Maria Caporale & Rodrigo Costamagna & Gustavo Rossini, 2016. "Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group," Discussion Papers of DIW Berlin 1581, DIW Berlin, German Institute for Economic Research.
    3242. Janvier Nkurunziza, 2004. "How Long Can Inflation Tax Compensate For The Loss Of Government Revenue In War Economies? Evidence From Burundi," Development and Comp Systems 0409065, University Library of Munich, Germany.
    3243. Adam Novotny & Inez Szeberin & Sándor Kovács & Domicián Máté, 2022. "National Culture and the Market Development of Battery Electric Vehicles in 21 Countries," Energies, MDPI, vol. 15(4), pages 1-16, February.
    3244. Cheng‐Hsun Lee, 2022. "Non‐generally accepted accounting principles disclosures and audit committee chairs’ external directorships," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(1-2), pages 111-139, January.
    3245. Emeka T. Nwaeze, 1998. "Regulation and the Valuation Relevance of Book Value and Earnings: Evidence from the United States," Contemporary Accounting Research, John Wiley & Sons, vol. 15(4), pages 547-573, December.
    3246. Hausman, Jerry & Palmer, Christopher, 2012. "Heteroskedasticity-robust inference in finite samples," Economics Letters, Elsevier, vol. 116(2), pages 232-235.
    3247. Brigida, Matthew & Madura, Jeff, 2012. "Sources of target stock price run-up prior to acquisitions," Journal of Economics and Business, Elsevier, vol. 64(2), pages 185-198.
    3248. Daiki Maki & Yasushi Ota, 2019. "Testing for time-varying properties under misspecified conditional mean and variance," Papers 1907.12107, arXiv.org, revised Aug 2019.
    3249. Aaron D. Smallwood, 2022. "Inference in Misspecified GARCH‐M Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 334-355, April.
    3250. Belloc, Filippo, 2017. "What deters labor-owned firm creation? Evidence from Italian manufacturing sectors," Journal of Comparative Economics, Elsevier, vol. 45(1), pages 139-153.
    3251. Haiyan Song & Stephen F. Witt & Gang Li, 2003. "Modelling and Forecasting the Demand for Thai Tourism," Tourism Economics, , vol. 9(4), pages 363-387, December.
    3252. Klaassen, F.J.G.M., 1999. "Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model," Discussion Paper 1999-10, Tilburg University, Center for Economic Research.
    3253. Kurt Hess & Arthur Grimes, 2009. "Commercial Bank Loan Loss Recoveries," Working Papers in Economics 09/09, University of Waikato.
    3254. Aggarwal, Raj & Schirm, David C., 1998. "Asymmetric impact of trade balance news on asset prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 83-100, January.
    3255. Brooks, Chris & Chen, Zhong & Zeng, Yeqin, 2018. "Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 187-216.
    3256. Dana Dascal & Konstadinos Mattas & Vangelis Tzouvelekas, 2002. "An analysis of EU wine trade: A gravity model approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 8(2), pages 135-147, May.
    3257. Callaghan, Joseph H. & Parkash, Mohinder & Singhal, Rajeev, 2008. "The impact of the Multi-jurisdiction Disclosure System on audit fees of cross-listed Canadian firms," The International Journal of Accounting, Elsevier, vol. 43(2), pages 99-113.
    3258. David R. Peterson, 1996. "The Negative Relation Between Daily Index Return Serial Correlations And Conditional Variances: Does It Have Mathematical Or Economic Origins?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(3), pages 429-442, September.
    3259. Francesco Grigoli, 2012. "The Impact of Trade Integration on Business Cycle Synchronization for Mercosur Countries," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 9(1), pages 103-131, April.
    3260. Tee, Chwee Ming, 2018. "Political connections and the cost of debt: Re-examining the evidence from Malaysia," Journal of Multinational Financial Management, Elsevier, vol. 46(C), pages 51-62.
    3261. Hyun Mo Sung, 1993. "The Effects Of Overpayment And Form Of Financing On Bidder Returns In Mergers And Tender Offers," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(4), pages 351-365, December.
    3262. Vladimir Njegomir & Dragan Stojic & Dragan Markovic, 2011. "Liberalisation, Market Concentration And Performance In The Non-Life Insurance Industry Of Ex-Yugoslavia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 20(1), pages 21-40, june.
    3263. Chunsheng Zhou & Chang Qing, 2000. "A State-Space Model Of Short- And Long-Horizon Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(4), pages 523-544, December.
    3264. Marquering, Wessel & Verbeek, Marno, 2004. "A multivariate nonparametric test for return and volatility timing," Finance Research Letters, Elsevier, vol. 1(4), pages 250-260, December.
    3265. Cebula, Richard, 2009. "Teaching How Private Enterprise Works Using Professional Sports: A Brief Note on the Case of Individual NHL Players' Salaries," MPRA Paper 50978, University Library of Munich, Germany.
    3266. Khaled Obaid & Kuntara Pukthuanthong, 2021. "Informativeness of mutual fund advertisements: Does advertising communicate fund quality to investors?," Financial Management, Financial Management Association International, vol. 50(1), pages 203-236, March.
    3267. Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers 36/15, Institute for Fiscal Studies.
    3268. Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014. "X-Differencing And Dynamic Panel Model Estimation," Econometric Theory, Cambridge University Press, vol. 30(1), pages 201-251, February.
    3269. Martin Evans and Alberto Fuertes, 2010. "Understanding the Dynamics of the US External Position," Working Papers gueconwpa~10-10-05, Georgetown University, Department of Economics.
    3270. Amir KIA, 2009. "Analyzing the Fiscal Process Under a Stochastic Environment: Evidence From Egypt," EcoMod2009 21500053, EcoMod.
    3271. Damian Kozbur, 2020. "Analysis of Testing‐Based Forward Model Selection," Econometrica, Econometric Society, vol. 88(5), pages 2147-2173, September.
    3272. Jascha Grübel & Tyler Thrash & Christoph Hölscher & Victor R Schinazi, 2017. "Evaluation of a conceptual framework for predicting navigation performance in virtual reality," PLOS ONE, Public Library of Science, vol. 12(9), pages 1-22, September.
    3273. Chinmoy Ghosh & C. Sirmans, 2005. "On REIT CEO Compensation: Does Board Structure Matter?," The Journal of Real Estate Finance and Economics, Springer, vol. 30(4), pages 397-428, June.
    3274. María Arrazola & José de Hevia & Gonzalo Mato, 1992. "Determinantes de la distribución de dividendos," Investigaciones Economicas, Fundación SEPI, vol. 16(2), pages 235-258, May.
    3275. Geishecker, Ingo & Riedl, Maximilian & Frijters, Paul, 2012. "Offshoring and job loss fears: An econometric analysis of individual perceptions," Labour Economics, Elsevier, vol. 19(5), pages 738-747.
    3276. Squalli Jay, 2012. "Expected Returns to Education and Experience in the United Arab Emirates," Review of Middle East Economics and Finance, De Gruyter, vol. 8(2), pages 1-17, October.
    3277. Antonio Lecuna & Roberto Chávez, 2018. "Entrepreneurship and Weak Institutions in Latin America," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 33(Fall 2018), pages 25-47.
    3278. Chen, Yibiao & Wang, Steven Shuye & Li, Wei & Sun, Qian & Tong, Wilson H.S., 2015. "Institutional environment, firm ownership, and IPO first-day returns: Evidence from China," Journal of Corporate Finance, Elsevier, vol. 32(C), pages 150-168.
    3279. Tassos Magdalinos, 2018. "Least Squares and IVX Limit Theory in Systems of Predictive Regressions with GARCH innovations," Working Paper series 18-24, Rimini Centre for Economic Analysis.
    3280. Karen K. Lewis & Sandy Lai, 2012. "Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks," NBER Working Papers 18627, National Bureau of Economic Research, Inc.
    3281. Carla Norrlof & William C. Wohlforth, 2019. "Is US grand strategy self-defeating? Deep engagement, military spending and sovereign debt," Conflict Management and Peace Science, Peace Science Society (International), vol. 36(3), pages 227-247, May.
    3282. Johnson, Laurie Tipton, 2006. "Distributional preferences in contingent valuation surveys," Ecological Economics, Elsevier, vol. 56(4), pages 475-487, April.
    3283. James Doran & David Peterson & S. Price, 2012. "Earnings Conference Call Content and Stock Price: The Case of REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 402-434, August.
    3284. Dilip Nachane & Amlendu Dubey, 2018. "India in the globalized economy : Growth spillovers & business cycle synchronization," International Economics and Economic Policy, Springer, vol. 15(1), pages 89-115, January.
    3285. Gueyie, Jean-Pierre & Lai, Van Son, 2003. "Bank moral hazard and the introduction of official deposit insurance in Canada," International Review of Economics & Finance, Elsevier, vol. 12(2), pages 247-273.
    3286. Bajo-Rubio, Oscar & Esteve, Vicente, 2021. "The Current Account Of The Spanish Economy, 1850-2016: Was It Optimal?," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 39(2), pages 329-354, September.
    3287. Raza , Muhammad Wajid & Ashraf, Dawood, 2018. "Does the Application of Smart Beta Strategies Enhance Portfolio Performance? The Case of Islamic Equity Investments," Working Papers 2018-1, The Islamic Research and Teaching Institute (IRTI).
    3288. Laura Crespo, 2005. "Estimation And Testing Of Household Labour Supply Models: Evidence From Spain," Working Papers. Serie AD 2005-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    3289. Kristen Keith & Paula Malone, 2005. "Housework and the Wages of Young, Middle‐Aged, and Older Workers," Contemporary Economic Policy, Western Economic Association International, vol. 23(2), pages 224-241, April.
    3290. McAusland, Carol & Millimet, Daniel L., 2013. "Do national borders matter? Intranational trade, international trade, and the environment," Journal of Environmental Economics and Management, Elsevier, vol. 65(3), pages 411-437.
    3291. Ivan Png & Qiu-hong Wang, 2007. "Copyright Duration and the Supply of Creative Work," Levine's Working Paper Archive 321307000000000478, David K. Levine.
    3292. Takanori Fukushima & Nobuyuki Isagawa & Tomohiro Mae & Satoru Yamaguchi & Takashi Yamasaki, 2013. "Corporate Real Estate Holdings: Fool' s Gold or Crown Jewel?," Discussion Papers 2013-03, Kobe University, Graduate School of Business Administration.
    3293. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    3294. Ayse Karaevli & Edward J. Zajac, 2013. "When Do Outsider CEOs Generate Strategic Change? The Enabling Role of Corporate Stability," Journal of Management Studies, Wiley Blackwell, vol. 50(7), pages 1267-1294, November.
    3295. Manapon Limkriangkrai & SzeKee Koh & Robert B. Durand, 2017. "Environmental, Social, and Governance (ESG) Profiles, Stock Returns, and Financial Policy: Australian Evidence," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 461-471, September.
    3296. Jens Hagendorff & Kevin Keasey, 2009. "Post‐merger strategy and performance: evidence from the US and European banking industries," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(4), pages 725-751, December.
    3297. Cruz, Jose Manuel, 2002. "Who is fitting better to Portuguese local demand for public choice: Central government or municipal governments?," ERSA conference papers ersa02p440, European Regional Science Association.
    3298. Miguel Ángel García & Ivan Muñiz, 2005. "El impacto espacial de las economías de aglomeración y su efecto sobre la estructura urbana.El caso de la industria en Barcelona, 1986-1996," Working Papers wpdea0509, Department of Applied Economics at Universitat Autonoma of Barcelona.
    3299. Mona Mortazian, 2022. "Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM)," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(2), pages 195-220, June.
    3300. Mallick, Debdulal, 2013. "How Effective is a Big Push to the Small? Evidence from a Quasi-Experiment," World Development, Elsevier, vol. 41(C), pages 168-182.
    3301. Hong, Sung Hyo & Lee, Bun Song & McDonald, John F., 2018. "Commuting time decisions for two-worker households in Korea," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 122-129.
    3302. Rueda-Cantuche, José M. & Amores, Antonio F., 2010. "Consistent and unbiased carbon dioxide emission multipliers: Performance of Danish emission reductions via external trade," Ecological Economics, Elsevier, vol. 69(5), pages 988-998, March.
    3303. Ronald W. Best & Roger J. Best & Charles W. Hodges, 1998. "The Effect Of Self-Tender Offers On Earnings Expectations," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 21(2), pages 123-138, June.
    3304. Jae-Kwang Hwang, 2003. "Dynamic forecasting of sticky-price monetary exchange rate model," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(1), pages 103-114, March.
    3305. Kucuk, Ugur N., 2009. "Dynamic Sources of Sovereign Bond Market Liquidity," MPRA Paper 19677, University Library of Munich, Germany.
    3306. K.S. Muehlfeld & G.U. Weitzel & A. van Witteloostuijn, 2012. "Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets," Working Papers 12-18, Utrecht School of Economics.
    3307. Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu, 2021. "Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 179-201.
    3308. Stephan J. Goetz & David Freshwater, 2001. "State-Level Determinants of Entrepreneurship and a Preliminary Measure of Entrepreneurial Climate," Economic Development Quarterly, , vol. 15(1), pages 58-70, February.
    3309. Kaciak, Eugene & Welsh, Dianne H.B., 2020. "Women entrepreneurs and work–life interface: The impact of sustainable economies on success," Journal of Business Research, Elsevier, vol. 112(C), pages 281-290.
    3310. Daniel Czarnowske, 2022. "A Classifier-Lasso Approach for Estimating Production Functions with Latent Group Structures," Papers 2203.02220, arXiv.org.
    3311. Hüseyin Tanriverdi & Vahap Bülent Uysal, 2011. "Cross-Business Information Technology Integration and Acquirer Value Creation in Corporate Mergers and Acquisitions," Information Systems Research, INFORMS, vol. 22(4), pages 703-720, December.
    3312. Yoshihiro Usami & Mituaki Huzii, 1995. "Estimation Of Coefficients Of Time Series Regression With A Nonstationary Error Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(1), pages 105-118, January.
    3313. Hasan Engin Duran & Andrzej Cieślik, 2021. "The distribution of city sizes in Turkey: A failure of Zipf’s law due to concavity," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(5), pages 1702-1719, October.
    3314. Ceema Zahra Namazie, 2002. "Who Bore the Burden of Wage Arrears in the Kyrgyz Republic?," STICERD - Distributional Analysis Research Programme Papers 64, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    3315. Weinand, Sebastian, 2020. "Measuring spatial price differentials: A comparison of stochastic index number methods," Discussion Papers 12/2020, Deutsche Bundesbank.
    3316. Dionne, Georges & Desjardins, Denise, 2017. "Reinsurance Demand and Liquidity Creation," Working Papers 17-3, HEC Montreal, Canada Research Chair in Risk Management.
    3317. Sumathi Kumaraswamy, 2020. "Goods and services tax shock on small and medium enterprises working capital in India," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(4), pages 3464-3476, June.
    3318. Naudé, Wim & Saayman, Andrea, 2005. "Determinants of tourist arrivals in Africa: a panel data regression analysis," MPRA Paper 16479, University Library of Munich, Germany.
    3319. Ricardo D. Brito, 2010. "Inflation Targeting Does Not Matter: Another Look at OECD Sacrifice Ratios," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1679-1688, December.
    3320. Honda, Hidehito & Ogawa, Midori & Murakoshi, Takuma & Masuda, Tomohiro & Utsumi, Ken & Park, Sora & Kimura, Atsushi & Nei, Daisuke & Wada, Yuji, 2015. "Effect of visual aids and individual differences of cognitive traits in judgments on food safety," Food Policy, Elsevier, vol. 55(C), pages 33-40.
    3321. King, David & Ma, Yue, 2001. "Fiscal decentralization, central bank independence, and inflation," Economics Letters, Elsevier, vol. 72(1), pages 95-98, July.
    3322. Lehmann, Erik E. & Warning, Susanne, 2010. "The impact of regional endowment and university characteristics on university efficiency," UO Working Papers 04-10, University of Augsburg, Chair of Management and Organization.
    3323. Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan, 2020. "Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows," Journal of International Money and Finance, Elsevier, vol. 109(C).
    3324. Agata Wierzbowska & Masahiko Shibamoto, 2015. "Cross-Country Evidence on Determinants of Fiscal Policy Effectiveness –The Role of Capital Flows and a Country's International Trade and Financial Position," Discussion Paper Series DP2015-08, Research Institute for Economics & Business Administration, Kobe University.
    3325. Michail Nerantzidis, 2018. "The role of weighting in corporate governance ratings," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 22(3), pages 589-628, September.
    3326. Liansheng Wu & Yaping Wang & Wei Luo & Paul Gillis, 2012. "State ownership, tax status and size effect of effective tax rate in China," Accounting and Business Research, Taylor & Francis Journals, vol. 42(2), pages 97-114, June.
    3327. Shengfa F. Liao & M. Shamimul Hasan & Zhongyue Yang & Andrew W. Stevens & James Brett & Zhaohua Peng, 2020. "Feeding Arsenic-Containing Rice Bran to Growing Pigs: Growth Performance, Arsenic Tissue Distribution, and Arsenic Excretion," IJERPH, MDPI, vol. 17(22), pages 1-14, November.
    3328. Mimoza Shabani & Carmela D'Avino, 2020. "A new approach to measuring universal banking," Bulletin of Economic Research, Wiley Blackwell, vol. 72(4), pages 353-379, October.
    3329. Akram, Qaisar Farooq, 2005. "Multiple unemployment equilibria and asymmetric dynamics--Norwegian evidence," Structural Change and Economic Dynamics, Elsevier, vol. 16(2), pages 263-283, June.
    3330. Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," Economics Discussion Paper Series 0611, Economics, The University of Manchester.
    3331. Cebula, Richard, 2010. "A Preliminary Contemporary Panel Data Analysis of the Consumption Impact of Cigarette Taxation," MPRA Paper 49201, University Library of Munich, Germany.
    3332. Yves Bozec & Richard Bozec & Mohamed Dia, 2010. "Overall governance, firm value and deviation from one share: one vote principle," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 6(4), pages 305-328, September.
    3333. Gwilym Pryce, 1999. "Construction Elasticities and Land Availability: A Two-stage Least-squares Model of Housing Supply Using the Variable Elasticity Approach," Urban Studies, Urban Studies Journal Limited, vol. 36(13), pages 2283-2304, December.
    3334. Mary E. Lovely & J. David Richardson, 2000. "Trade Flows and Wage Premiums: Does Who or What Matter?," NBER Chapters, in: The Impact of International Trade on Wages, pages 309-348, National Bureau of Economic Research, Inc.
    3335. Fernando Cirelli & Mark Gertler, 2022. "Economic Winners Versus Losers and the Unequal Pandemic Recession," NBER Working Papers 29713, National Bureau of Economic Research, Inc.
    3336. Saeed Sazzad Jeris, 2021. "Factors Influencing Bank Profitability in a Developing Economy: Panel Evidence From Bangladesh," International Journal of Asian Business and Information Management (IJABIM), IGI Global, vol. 12(3), pages 333-346, July.
    3337. Sule Akkoyunlu & Boriss Siliverstovs, 2006. "Modelling Turkish Migration to Germany," Discussion Papers of DIW Berlin 595, DIW Berlin, German Institute for Economic Research.
    3338. Lopes, Patricia Teixeira & Rodrigues, Lucia Lima, 2007. "Accounting for financial instruments: An analysis of the determinants of disclosure in the Portuguese stock exchange," The International Journal of Accounting, Elsevier, vol. 42(1), pages 25-56.
    3339. Andrew E. Burke & Michael A. Nolan & Felix R. FitzRoy, "undated". "What makes a Die-Hard Entrepreneur? Trying, or Persisting in, Self-Employment," Papers on Entrepreneurship, Growth and Public Policy 2005-23, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group.
    3340. R. Quentin Grafton & Tom Kompas & P. Dorian Owen, 2004. "Bridging the Barriers: Knowledge Connections, Productivity, and Capital Accumulation," International and Development Economics Working Papers idec04-5, International and Development Economics.
    3341. Delicado, Pedro, 1999. "Constant coefficient tests for random coefficient regression," DES - Working Papers. Statistics and Econometrics. WS 6271, Universidad Carlos III de Madrid. Departamento de Estadística.
    3342. Esty, Benjamin & Narasimhan, Bhanu & Tufano, Peter, 1999. "Interest-rate exposure and bank mergers," Journal of Banking & Finance, Elsevier, vol. 23(2-4), pages 255-285, February.
    3343. Jordão, Gustavo A. & Moura, Marcelo L., 2011. "Performance Analysis of Brazilian Hedge Funds," Insper Working Papers wpe_236, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    3344. A. Lasagni & F. Sforzi, 2007. "Locational determinants of the ICT sector across Italy," Economics Department Working Papers 2007-EP03, Department of Economics, Parma University (Italy).
    3345. Jiao, Yawen, 2010. "Stakeholder welfare and firm value," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2549-2561, October.
    3346. Mukesh Garg, 2017. "Value relevance of voluntary internal control certification: An information asymmetry perspective," Australian Journal of Management, Australian School of Business, vol. 42(4), pages 527-559, November.
    3347. de Jong, A. & Ongena, S. & van der Poel, M., 2010. "The International Diversification of Banks and the Value of their Cross-Border M&A Advice," Other publications TiSEM ea11bb13-3645-46ff-a9a3-b, Tilburg University, School of Economics and Management.
    3348. Christopher F. Parmeter & Valentin Zelenyuk, 2019. "Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis," Operations Research, INFORMS, vol. 67(6), pages 1628-1658, November.
    3349. Holt, Matthew T. & Aradhyula, Satheesh V., 1991. "Endogenous Risk in a Rational-Expectation Model of the U.S. Broiler Market: A Multivariate Arch-M Approach," Staff Papers 200538, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    3350. Kallunki, Juha-Pekka & Martikainen, Minna & Martikainen, Teppo, 1998. "Accounting income, income components and market-to-book equity ratios: Finnish evidence," The International Journal of Accounting, Elsevier, vol. 33(3), pages 359-375.
    3351. Anderson, Anders, 2005. "Is Online Trading Gambling with Peanuts?," Sonderforschungsbereich 504 Publications 06-02, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    3352. Juha Ilmari Seppala, 2000. "The Term Structure of Real Interest Rates: Theory and Evidence from the U.K. Index-Linked Bonds," Econometric Society World Congress 2000 Contributed Papers 0245, Econometric Society.
    3353. Kamil Galuscak, 2002. "Retirement Decisions of Older Czech Male Workers," Labor and Demography 0203001, University Library of Munich, Germany.
    3354. Changyun Wang, 2001. "Investor Sentiment and Return Predictability in Agricultural Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(10), pages 929-952, October.
    3355. Guerriero, Marta & Sen, Kunal, 2012. "What Determines the Share of Labour in National Income? A Cross-Country Analysis," IZA Discussion Papers 6643, Institute of Labor Economics (IZA).
    3356. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021. "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, vol. 18(C), pages 117-142.
    3357. Markus Reischmann, 2016. "Empirical Studies on Public Debt and Fiscal Transfers," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 63, May.
    3358. Kant, Chander, 2018. "Financial openness & institutions in developing countries," Research in International Business and Finance, Elsevier, vol. 46(C), pages 240-250.
    3359. Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What Moves the Discount on Country Equity Funds?," NBER Working Papers 4571, National Bureau of Economic Research, Inc.
    3360. Yang, Lixiong & Lee, Chingnun & Shie, Fu Shuen, 2014. "How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 198-226.
    3361. Wang, Lanfang & Wang, Susheng, 2012. "Economic freedom and cross-border venture capital performance," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 26-50.
    3362. Askildsen, Jan Erik & Nilsen, Oivind Anti, 2002. "Union membership and wage formation," European Journal of Political Economy, Elsevier, vol. 18(2), pages 345-363, June.
    3363. Barnett, Steven A. & Sakellaris, Plutarchos, 1998. "Nonlinear response of firm investment to Q:: Testing a model of convex and non-convex adjustment costs1," Journal of Monetary Economics, Elsevier, vol. 42(2), pages 261-288, July.
    3364. Ferris, Stephen P. & Javakhadze, David & Rajkovic, Tijana, 2017. "CEO social capital, risk-taking and corporate policies," Journal of Corporate Finance, Elsevier, vol. 47(C), pages 46-71.
    3365. Israel Garcia & Bernd Hayo, 2020. "Political Budget Cycles Revisited: Testing the Signalling Process," MAGKS Papers on Economics 202014, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    3366. Valle, Sandra & García, Francisco & Avella, Lucía, 2015. "Offshoring Intermediate Manufacturing: Boost or Hindrance to Firm Innovation?," Journal of International Management, Elsevier, vol. 21(2), pages 117-134.
    3367. Michael Firth & Thomas Lau, 2004. "Audit pricing following mergers of accounting practices: evidence from Hong Kong," Accounting and Business Research, Taylor & Francis Journals, vol. 34(3), pages 201-213.
    3368. Michael Fritsch & Michael Wyrwich, 2012. "The Long Persistence of Regional Entrepreneurship Culture: Germany 1925-2005," Jena Economics Research Papers 2012-036, Friedrich-Schiller-University Jena.
    3369. R. Jankowitsch & H. Mosenbacher & S. Pichler, 2006. "Measuring the liquidity impact on EMU government bond prices," The European Journal of Finance, Taylor & Francis Journals, vol. 12(2), pages 153-169.
    3370. Kleibergen, Frank, 2007. "Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics," Journal of Econometrics, Elsevier, vol. 139(1), pages 181-216, July.
    3371. Helena Isidro & John O'Hanlon & Steven Young, 2004. "Dirty surplus accounting flows: international evidence," Accounting and Business Research, Taylor & Francis Journals, vol. 34(4), pages 383-410.
    3372. Siotis, Georges, 2003. "Competitive pressure and economic integration: an illustration for Spain, 1983-1996," International Journal of Industrial Organization, Elsevier, vol. 21(10), pages 1435-1459, December.
    3373. Rosanna Pittiglio & Filippo Reganati, 2012. "Vertical intra-industry trade in higher and lower quality: a new approach of measuring country-specific determinants," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 4(1/2), pages 44-62.
    3374. Alexander, Donald L. & Zhou, Huizhong, 1995. "Product-market competition and executive compensation," Journal of Economics and Business, Elsevier, vol. 47(5), pages 441-456, December.
    3375. Ang, Andrew & Chen, Joseph, 2002. "Asymmetric correlations of equity portfolios," Journal of Financial Economics, Elsevier, vol. 63(3), pages 443-494, March.
    3376. De Clercq, Dirk & Meuleman, Miguel & Wright, Mike, 2012. "A cross-country investigation of micro-angel investment activity: The roles of new business opportunities and institutions," International Business Review, Elsevier, vol. 21(2), pages 117-129.
    3377. Goerlich, Francisco José & Mas, Matilde, 2008. "Pautas de localización de la población a lo largo del siglo XX [Population localization patterns along the XX century]," MPRA Paper 15824, University Library of Munich, Germany, revised 2008.
    3378. Arnold R. Cowan & Jann C. Howell & Mark L. Power, 2002. "Wealth Effects of Banks' Rights to Market and Originate Annuities," Finance 0203002, University Library of Munich, Germany.
    3379. Yawson, Alfred, 2009. "Interaction effects of restructuring decisions on operating profit following performance shocks," Journal of Economics and Business, Elsevier, vol. 61(3), pages 216-237.
    3380. Hübler, Michael & Keller, Andreas, 2008. "Energy savings via FDI? Empirical evidence from developing countries," Kiel Working Papers 1393, Kiel Institute for the World Economy (IfW Kiel).
    3381. Giulio Greco & Silvia Ferramosca & Luciano Marchi, 2015. "Governance codes and types of issuer: a global study," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 10(1), pages 28-56.
    3382. Daniel Berkowitz & David DeJong, 2001. "Policy Reform and Growth in Post-Soviet Russia," William Davidson Institute Working Papers Series 405, William Davidson Institute at the University of Michigan.
    3383. Joshi, Jignesh M. & Dalei, Narendra N. & Mehta, Pratik, 2021. "Estimation of gross refining margin of Indian petroleum refineries using Driscoll-Kraay standard error estimator," Energy Policy, Elsevier, vol. 150(C).
    3384. Fadzlan Sufian, 2010. "Financial depression and the profitability of the banking sector of the Republic of Korea: panel evidence on bank-specific and macroeconomic determinants," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 17(2), pages 65-92, December.
    3385. Gianluca Fiorentini & Silvana Robone & Rossella Verzulli, 2018. "How do hospital‐specialty characteristics influence health system responsiveness? An empirical evaluation of in‐patient care in the Italian region of Emilia‐Romagna," Health Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 266-281, February.
    3386. Francis T. Lui, 2010. "Demographic Transition, Childless Families, and Economic Growth," NBER Chapters, in: The Economic Consequences of Demographic Change in East Asia, pages 351-373, National Bureau of Economic Research, Inc.
    3387. Subramanyam, K. R., 1996. "The pricing of discretionary accruals," Journal of Accounting and Economics, Elsevier, vol. 22(1-3), pages 249-281, October.
    3388. Brunila, Anne, 1996. "Fiscal policy and private consumption: Saving decisions: Evidence from Finland," Bank of Finland Research Discussion Papers 28/1996, Bank of Finland.
    3389. MAÏ ASSAN CHEDI, Maman, 2022. "Does Defence Expenditure Affect Education and Health expenditures in Saharan Africa?," African Journal of Economic Review, African Journal of Economic Review, vol. 10(4), September.
    3390. Ahsan Habib & Md. Borhan Uddin Bhuiyan, 2016. "Problem directors on the audit committee and financial reporting quality," Accounting and Business Research, Taylor & Francis Journals, vol. 46(2), pages 121-144, February.
    3391. Glen Dowell & Stuart Hart & Bernard Yeung, 1999. "Do Corporate Global Environmental Standards in Emerging Markets Create Or Destroy Market Value," William Davidson Institute Working Papers Series 259, William Davidson Institute at the University of Michigan.
    3392. Steven Saeger, 1997. "Globalization and deindustrialization: Myth and reality in the OECD," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(4), pages 579-608, December.
    3393. Brau, James C. & Sutton, Ninon K. & Hatch, Nile W., 2010. "Dual-track versus single-track sell-outs: An empirical analysis of competing harvest strategies," Journal of Business Venturing, Elsevier, vol. 25(4), pages 389-402, July.
    3394. Goerlich, Francisco José & Mas, Matilde, 2008. "Empirical Evidence of Population Concentration in Spain, 1900-2001," MPRA Paper 15801, University Library of Munich, Germany, revised 2008.
    3395. McDonald, John, 2009. "Using least squares and tobit in second stage DEA efficiency analyses," European Journal of Operational Research, Elsevier, vol. 197(2), pages 792-798, September.
    3396. Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C., 2013. "Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model," Economic Modelling, Elsevier, vol. 32(C), pages 161-171.
    3397. Adra, Samer & Barbopoulos, Leonidas G. & Saunders, Anthony, 2020. "The impact of monetary policy on M&A outcomes," Journal of Corporate Finance, Elsevier, vol. 62(C).
    3398. Roth, Jonathan & Rajagopal, Ram, 2018. "Benchmarking building energy efficiency using quantile regression," Energy, Elsevier, vol. 152(C), pages 866-876.
    3399. Samudhram, Ananda & Stewart, Errol & Wickramanayake, Jayasinghe & Sinnakkannu, Jothee, 2014. "Value relevance of human capital based disclosures: Moderating effects of labor productivity, investor sentiment, analyst coverage and audit quality," Advances in accounting, Elsevier, vol. 30(2), pages 338-353.
    3400. Michael Lee & Ritchard Longmire & Laszlo Matyas & Mark Harris, 1998. "Growth convergence: some panel data evidence," Applied Economics, Taylor & Francis Journals, vol. 30(7), pages 907-912.
    3401. Ting Yang & Sie Lau, 2010. "An empirical investigation of Yankee stock offerings," Review of Quantitative Finance and Accounting, Springer, vol. 34(3), pages 351-370, April.
    3402. KIYGI CALLI, Meltem & WEVERBERGH, Marcel, 2008. "Forecasting newspaper demand with censored regression," Working Papers 2008006, University of Antwerp, Faculty of Business and Economics.
    3403. Kirchler, Michael, 2010. "Partial knowledge is a dangerous thing - On the value of asymmetric fundamental information in asset markets," Journal of Economic Psychology, Elsevier, vol. 31(4), pages 643-658, August.
    3404. Kathy R. Petroni & Douglas A. Shackelford, 1998. "Managing Annual Accounting Reports to Avoid State Taxes: An Analysis of Property-Casualty Insurers," NBER Working Papers 6590, National Bureau of Economic Research, Inc.
    3405. Anderson, Hamish D. & Rose, Lawrence C. & Cahan, Steven F., 2006. "Differential shareholder wealth and volume effects surrounding private equity placements in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 14(4), pages 367-394, September.
    3406. Ram, Rati, 2009. "Openness, country size, and government size: Additional evidence from a large cross-country panel," Journal of Public Economics, Elsevier, vol. 93(1-2), pages 213-218, February.
    3407. P. Dorian Owen & Clayton R. Weatherston, 2004. "Uncertainty of Outcome and Super 12 Rugby Union Attendance," Journal of Sports Economics, , vol. 5(4), pages 347-370, November.
    3408. Kurita, Takamitsu, 2010. "Empirical modeling of Japan's markup and inflation, 1976-2000," Journal of Asian Economics, Elsevier, vol. 21(6), pages 552-563, December.
    3409. Badi H. Baltagi & YingDeng & Xiangjun Ma, 2017. "Network Effects on LaborContracts of Internal Migrants in China- A Spatial Autoregressive Model," Center for Policy Research Working Papers 207, Center for Policy Research, Maxwell School, Syracuse University.
    3410. Cristian Huse, 2004. "Comparing Nonparametric Regression Quantiles," Econometric Society 2004 Latin American Meetings 165, Econometric Society.
    3411. Popov, Alexander, 2009. "Does Finance Bolster Superstar Companies? Banks, Venture Capital, and Firm Size in Local U.S. Markets," Working Paper Series 1121, European Central Bank.
    3412. Ramon P. DeGennaro & James T. Moser, 1990. "Failed delivery and daily Treasury bill returns," Working Papers (Old Series) 9003, Federal Reserve Bank of Cleveland.
    3413. Landsman, Wayne R. & Shackelford, Douglas A., 1995. "The Lock-in Effect of Capital Gains Taxes: Evidence From the RJR Nabisco Leveraged Buyout," National Tax Journal, National Tax Association;National Tax Journal, vol. 48(2), pages 245-259, June.
    3414. Blanco-Mazagatos, Virginia & de Quevedo-Puente, Esther & Delgado-García, Juan Bautista, 2016. "How agency conflict between family managers and family owners affects performance in wholly family-owned firms: A generational perspective," Journal of Family Business Strategy, Elsevier, vol. 7(3), pages 167-177.
    3415. Richard Cebula, 2008. "Influence of the Number of Statewide Referenda Involving Emotionally-Charged Issues on Voter Turnout, 2006," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(4), pages 383-393, December.
    3416. Wang, Hua & Lall, Somik, 1999. "Valuing water for Chinese industries : a marginal productivity assessment," Policy Research Working Paper Series 2236, The World Bank.
    3417. Afzalur Rashid, 2015. "Revisiting Agency Theory: Evidence of Board Independence and Agency Cost from Bangladesh," Journal of Business Ethics, Springer, vol. 130(1), pages 181-198, August.
    3418. Ali T. Akarca, 2014. "How Should We Interpret the Outcome of the June 2015 Parliamentary Election in Turkey?," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 3(3), pages 1-22, September.
    3419. Elif Akbostanci, 2002. "Dynamics of the trade balance: The Turkish J-curve," ERC Working Papers 0205, ERC - Economic Research Center, Middle East Technical University, revised May 2002.
    3420. Vassilis A. Efthymiou & George N. Leledakis, 2014. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 711-724, April.
    3421. Bård Misund, 2017. "Accounting method choice and market valuation in the extractive industries," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1408944-140, January.
    3422. Nurwati A. Ahmad‐Zaluki & Wan Nordin Wan‐Hussin, 2010. "Corporate governance and earnings forecasts accuracy," Asian Review of Accounting, Emerald Group Publishing Limited, vol. 18(1), pages 50-67, May.
    3423. David Atance & Alejandro Balbás & Eliseo Navarro, 2020. "Constructing dynamic life tables with a single-factor model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 787-825, December.
    3424. Gowrisankaran, Gautam & Town, Robert J., 1999. "Estimating the quality of care in hospitals using instrumental variables," Journal of Health Economics, Elsevier, vol. 18(6), pages 747-767, December.
    3425. Jacint Balaguer & Jordi Ripollés, 2018. "Revisiting the importance of border effect in sub‐national regions. Evidence from a quasi‐experimental design," Papers in Regional Science, Wiley Blackwell, vol. 97(4), pages 1113-1130, November.
    3426. Bliss, Mark A. & Goodwin, John A. & Gul, Ferdinand A. & Wong, Anson, 2018. "The association between cost of debt and Hong Kong politically connected firms," Journal of Contemporary Accounting and Economics, Elsevier, vol. 14(3), pages 321-334.
    3427. Sotiris Tsolacos & Tony McGough, 1999. "Rational Expectations, Uncertainty and Cyclical Activity in the British Office Market," Urban Studies, Urban Studies Journal Limited, vol. 36(7), pages 1137-1149, June.
    3428. Jürges, Hendrik, 1998. "Einkommen und berufliche Situation von Doppelverdienern nach Umzügen (Income and occupational situation of dual-earners after moving to another area)," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 31(2), pages 234-243.
    3429. Dianne H. B. Welsh & Eugene Kaciak & Silvana Trimi & Emerson Wagner Mainardes, 2018. "Women Entrepreneurs and Family Firm Heterogeneity: Evidence from an Emerging Economy," Group Decision and Negotiation, Springer, vol. 27(3), pages 445-465, June.
    3430. Chiao, Chaoshin & Hung, Ken & Srivastava, Suresh C., 2003. "Taiwan stock market and four-moment asset pricing model," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(4), pages 355-381, October.
    3431. Mishkin, F.S., 1988. "The Information In The Term Structure: Some Further Results," Papers fb-_88-26, Columbia - Graduate School of Business.
    3432. Anna Crisci & Luigi D’Ambra & Vincenzo Esposito, 2019. "A Generalized Estimating Equation in Longitudinal Data to Determine an Efficiency Indicator for Football Teams," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 146(1), pages 249-261, November.
    3433. Lievenbrück, Martin & Schmid, Thomas, 2014. "Why do firms (not) hedge? — Novel evidence on cultural influence," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 92-106.
    3434. Sirajo Aliyu & Rosylin Mohd Yusof, 2016. "Profitability and Cost Efficiency of Islamic Banks: A Panel Analysis of Some Selected Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1736-1743.
    3435. Carlos Medel, 2017. "Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis," Working Papers Central Bank of Chile 805, Central Bank of Chile.
    3436. Gupta, Sanjeev & Verhoeven, Marijn & Tiongson, Erwin R., 2002. "The effectiveness of government spending on education and health care in developing and transition economies," European Journal of Political Economy, Elsevier, vol. 18(4), pages 717-737, November.
    3437. Ernst R. Berndt & Zvi Griliches & Neal Rappaport, 1993. "Econometric Estimates of Prices Indexes for Personal Computers in the 1990s," NBER Working Papers 4549, National Bureau of Economic Research, Inc.
    3438. Hongmin Li & Dieter Armbruster & Karl G. Kempf, 2013. "A Population-Growth Model for Multiple Generations of Technology Products," Manufacturing & Service Operations Management, INFORMS, vol. 15(3), pages 343-360, July.
    3439. Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022. "YOLO trading: Riding with the herd during the GameStop episode," Finance Research Letters, Elsevier, vol. 46(PA).
    3440. Christopher Gan & Yuan Zhang & Zhaohua Li & David A. Cohen, 2014. "The evolution of China’s banking system: bank loan announcements 1996–2009," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(1), pages 165-188, March.
    3441. Lyócsa, Štefan & Baumöhl, Eduard, 2015. "Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs," Economic Systems, Elsevier, vol. 39(2), pages 253-268.
    3442. Renneboog, L.D.R. & Simons, T. & Wright, M., 2005. "Leveraged Public to Private Transactions in the UK," Discussion Paper 2005-60, Tilburg University, Center for Economic Research.
    3443. Stuart Turnbull & Jun Yang, 2008. "Default Dependence: The Equity Default Relationship," Staff Working Papers 08-1, Bank of Canada.
    3444. Narayan, Seema & Rehman, Mobeen Ur, 2021. "Can home-biased investors diversify interregionally in the long run?," Economic Modelling, Elsevier, vol. 97(C), pages 167-181.
    3445. Richard Cebula, 2010. "Impact of trade freedom on per capita real GDP growth among OECD nations: recent panel data evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 17(17), pages 1687-1690.
    3446. Song Jiang & Shuang Qiu & Hong Zhou & Meilan Chen, 2019. "Can FinTech Development Curb Agricultural Nonpoint Source Pollution?," IJERPH, MDPI, vol. 16(22), pages 1-22, November.
    3447. Aarstol, Michael, 2000. "Inflation, agency costs, and equity returns," Journal of Economics and Business, Elsevier, vol. 52(5), pages 387-403.
    3448. Engelbert Theurl & Hannes Winner, 2011. "The male–female gap in physician earnings: evidence from a public health insurance system," Health Economics, John Wiley & Sons, Ltd., vol. 20(10), pages 1184-1200, October.
    3449. Hatt, Laurel E. & Waters, Hugh R., 2006. "Determinants of child morbidity in Latin America: A pooled analysis of interactions between parental education and economic status," Social Science & Medicine, Elsevier, vol. 62(2), pages 375-386, January.
    3450. Swee-Sum Lam & Bey-Fen Chng, 2006. "Do executive stock option grants have value implications for firm performance?," Review of Quantitative Finance and Accounting, Springer, vol. 26(3), pages 249-274, May.
    3451. Rongbing Huang & Gabriel G. Ramírez, 2010. "Speed of Issuance, Lender Specialization, and the Rise of the 144A Debt Market," Financial Management, Financial Management Association International, vol. 39(2), pages 643-673, June.
    3452. Seth Armitage & Janusz Brzeszczynski, 2011. "Heteroscedasticity and interval effects in estimating beta: UK evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 21(20), pages 1525-1538.
    3453. Céline Gainet, 2010. "Exploring the Impact of Legal Systems and Financial Structure on Corporate Responsibility," Journal of Business Ethics, Springer, vol. 95(2), pages 195-222, September.
    3454. Niklas Potrafke & Felix Rösel, 2018. "A banana republic? The effects of inconsistencies in the counting of votes on voting behavior," ifo Working Paper Series 276, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    3455. Roger Best & Ronald Best, 2000. "Earnings expectations and the relative information content of dividend and earnings announcements," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 24(3), pages 232-245, September.
    3456. Scheipl Thomas & Bobek Vito & Horvat Tatjana, 2020. "Trade War between the USA and China: Impact on an Austrian Company in the Steel Sector," Naše gospodarstvo/Our economy, Sciendo, vol. 66(1), pages 39-51, March.
    3457. Higgins, Matthew J. & Rodriguez, Daniel, 2006. "The outsourcing of R&D through acquisitions in the pharmaceutical industry," Journal of Financial Economics, Elsevier, vol. 80(2), pages 351-383, May.
    3458. Pascale Motel-Combes, 1996. "Les déterminants de l'offre de bétail dans les pays sahéliens," Revue Économique, Programme National Persée, vol. 47(5), pages 1103-1119.
    3459. Dmitri Boreiko & Stefano Lombardo, 2013. "Lockup clauses in Italian IPOs," Applied Financial Economics, Taylor & Francis Journals, vol. 23(3), pages 221-232, February.
    3460. Lai, Kam-Wah, 2019. "Audit report lag, audit fees, and audit quality following an audit firm merger: Evidence from Hong Kong," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 36(C), pages 1-1.
    3461. Jacob A. Bikker & Sherrill Shaffer & Laura Spierdijk, 2009. "Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium," CAMA Working Papers 2009-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3462. Lopez, Rigoberto A. & Pagoulatos, Emilio & Gonzalez, Maria A., 2006. "Home bias and U.S. imports of processed food products," The North American Journal of Economics and Finance, Elsevier, vol. 17(3), pages 363-373, December.
    3463. Silvio H. T. Tai, 2009. "Market structure and the link between migration and trade," Post-Print hal-00535217, HAL.
    3464. Sheila Hoag & Adam Swinburn & Sean Orzol & Michael Barna & Maggie Colby & Brenda Natzke & Christopher Trenholm & Fredric Blavin & Genevieve M. Kenney & Michale Huntress & Others, 2013. "CHIPRA Mandated Evaluation of Express Lane Eligibility: Final Findings," Mathematica Policy Research Reports 257e261f5ab440728eb301712, Mathematica Policy Research.
    3465. Christopher F Baum & Alexander Kurov & Marketa W. Halova, 2013. "What do Chinese Macro Announcements Tell Us About the World Economy?," Boston College Working Papers in Economics 834, Boston College Department of Economics, revised 01 Jun 2015.
    3466. Wang, Lanfang & Wang, Susheng, 2011. "Cross-border venture capital performance: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 19(1), pages 71-97, January.
    3467. Roesel, Felix, 2017. "The causal effect of wrong-hand drive vehicles on road safety," Economics of Transportation, Elsevier, vol. 11, pages 15-22.
    3468. Erdal Atukeren & Aylin Seçkin, 2006. "Art and the Economy: A First Look at the Market for Paintings in Turkey," Economics Bulletin, AccessEcon, vol. 26(3), pages 1-13.
    3469. Boeh, Kevin & Dunbar, Craig, 2014. "IPO waves and the issuance process," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 455-473.
    3470. Fadzlan Sufian & Mohamad Akbar Noor Mohamad Noor, 2012. "Determinants of Bank Performance in a Developing Economy," Global Business Review, International Management Institute, vol. 13(1), pages 1-23, February.
    3471. Tom Boot & Gianmaria Niccodemi & Tom Wansbeek, 2022. "Unbiased estimation of the OLS covariance matrix when the errors are clustered," Papers 2206.09644, arXiv.org.
    3472. Maio, Paulo & Santa-Clara, Pedro, 2012. "Multifactor models and their consistency with the ICAPM," Journal of Financial Economics, Elsevier, vol. 106(3), pages 586-613.
    3473. El-Galfy, Ahmed M. & Forbes, William P., 2004. "Are forecasts of corporate profits rational? A note and further evidence," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 617-626, September.
    3474. Cohen-Zada, Danny & Justman, Moshe, 2003. "The political economy of school choice: linking theory and evidence," Journal of Urban Economics, Elsevier, vol. 54(2), pages 277-308, September.
    3475. Benjamin C. Ayers & Craig E. Lefanowicz & John R. Robinson, 2007. "Capital Gains Taxes and Acquisition Activity: Evidence of the Lock†in Effect," Contemporary Accounting Research, John Wiley & Sons, vol. 24(2), pages 315-344, June.
    3476. Al Dah, Bilal, 2018. "Monitoring or empowering CEOs? The moderating effect of shareholder rights," Research in International Business and Finance, Elsevier, vol. 46(C), pages 502-515.
    3477. Sayan Serdar, 2003. "H-O for H2O: Can the Heckscher-Ohlin Framework Explain the Role of Free Trade in Distributing Scarce Water Resources Around the Middle East?," Review of Middle East Economics and Finance, De Gruyter, vol. 1(3), pages 21-36, December.
    3478. Maasoumi, Esfandiar & Zaman, Asad & Ahmed, Mumtaz, 2010. "Tests for structural change, aggregation, and homogeneity," Economic Modelling, Elsevier, vol. 27(6), pages 1382-1391, November.
    3479. Issal Haj-Salem & Khaled Hussainey, 2021. "Risk Disclosure and Corporate Cash Holdings," JRFM, MDPI, vol. 14(7), pages 1-15, July.
    3480. Croes, Robertico & Ridderstaat, Jorge & Shapoval, Valeriya, 2020. "Extending tourism competitiveness to human development," Annals of Tourism Research, Elsevier, vol. 80(C).
    3481. Kassouf, Ana Lucia, 1994. "The Wage Rate Estimation Using the Heckman Procedure," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 14(1), April.
    3482. Xiangling Liu & Glenn Otto, 2014. "Housing Supply Elasticity in Sydney Local Government Areas," Discussion Papers 2014-13, School of Economics, The University of New South Wales.
    3483. Sloot, L.M. & Verhoef, P.C., 2004. "Understanding the Impact of Brand Delistings on Assortment Evaluations and Store Switching and Complaining Intentions," ERIM Report Series Research in Management ERS-2004-114-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    3484. Leonidas G. Barbopoulos & Krishna Paudyal & Sudi Sudarsanam, 2018. "Earnout deals: Method of initial payment and acquirers’ gains," European Financial Management, European Financial Management Association, vol. 24(5), pages 792-828, November.
    3485. Dean H. Gatzlaff & G. Stacy Sirmans & Barry A. Diskin, 1994. "The Effect of Anchor Tenant Loss on Shopping Center Rents," Journal of Real Estate Research, American Real Estate Society, vol. 9(1), pages 99-110.
    3486. Thorvaldur Gylfason, 1997. "Exports, Inflation, and Growth," IMF Working Papers 1997/119, International Monetary Fund.
    3487. Björn Frank, 2008. "Location decisions in a changing labour market environment," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 28(1), pages 31-42, February.
    3488. BOONE, Christophe & BROUWER, Aleid & JACOBS, Jan & VAN WITTELOOSTUIJN, Arjen, 2009. "Religious pluralism and organizational diversity: An empirical test for the city of Zwolle, the Netherlands, 1851-1914," ACED Working Papers 2009002, University of Antwerp, Faculty of Business and Economics.
    3489. Alexander Popov, 2016. "Monetary Policy, Bank Capital, and Credit Supply: A Role for Discouraged and Informally Rejected Firms," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 95-141, March.
    3490. Zebedee, Allan A., 2001. "The impact of a trade on national best bid and offer quotes: a new approach to modeling irregularly spaced data," Journal of Multinational Financial Management, Elsevier, vol. 11(4-5), pages 363-383, December.
    3491. Teräsvirta, T. & Lin, C., 1995. "Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters," SFB 373 Discussion Papers 1995,28, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    3492. Fayez A. Elayan & Thomas O. Meyer & Jingyu Li, 2006. "Evidence from Tax-Exempt Firms on Motives for Participating in Sale-Leaseback Agreements," Journal of Real Estate Research, American Real Estate Society, vol. 28(4), pages 381-410.
    3493. Locatelli-Biey, Marilena & Zanola, Roberto, 2003. "The market for Picasso prints: an hybrid model approach," POLIS Working Papers 34, Institute of Public Policy and Public Choice - POLIS.
    3494. Mary E. Deily & Niccie L. McKay, 2006. "Cost inefficiency and mortality rates in Florida hospitals," Health Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 419-431, April.
    3495. Mollah, Sabur & Zafirov, Goran & Quoreshi, AMM Shahiduzzaman, 2014. "Financial Market Contagion during the Global Financial Crisis," Working Papers 2014/05, Blekinge Institute of Technology, Department of Industrial Economics.
    3496. Silvio Hong Tiing Tai & Tobias Müller, 2014. "Individual Attitudes Towards Migration: A Reexamination Of The Evidence," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 100, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    3497. Harper, Joel T., 2002. "The performance of privatized firms in the Czech Republic," Journal of Banking & Finance, Elsevier, vol. 26(4), pages 621-649, April.
    3498. Fatum, Rasmus & Yamamoto, Yohei, 2014. "Large versus small foreign exchange interventions," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 114-123.
    3499. Graciela Moguillansky, 1994. "Factores Determinantes de las Exportaciones Industriales Brasileñas durante la Década de 1980," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(92), pages 3-26.
    3500. Robert Brooks & Edwyna Harris & Yovina Joymungul, 2009. "Market depth in an illiquid market: applying the VNET concept to Victorian water markets," Applied Economics Letters, Taylor & Francis Journals, vol. 16(13), pages 1361-1364.
    3501. Rute Gonçalves & Patrícia Lopes, 2014. "Accounting in Agriculture: Disclosure practices of listed firms," FEP Working Papers 530, Universidade do Porto, Faculdade de Economia do Porto.
    3502. Samira Shayanmehr & Shida Rastegari Henneberry & Mahmood Sabouhi Sabouni & Naser Shahnoushi Foroushani, 2020. "Drought, Climate Change, and Dryland Wheat Yield Response: An Econometric Approach," IJERPH, MDPI, vol. 17(14), pages 1-18, July.
    3503. Mark Wooden & Jeffrey Balchin, 1993. "Unionization in Australia: Evidence from the AWIRS," The Economic Record, The Economic Society of Australia, vol. 69(3), pages 305-314, September.
    3504. Minyoung Kim, 2016. "Geographic scope, isolating mechanisms, and value appropriation," Strategic Management Journal, Wiley Blackwell, vol. 37(4), pages 695-713, April.
    3505. Vladimir Kotomin, 2013. "The Year-End Effect In Money Market Yields: Beyond One Month And Beyond The Crisis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(2), pages 233-252, June.
    3506. Durand, Robert B. & Scott, Douglas, 2003. "iShares Australia: a clinical study in international behavioral finance," International Review of Financial Analysis, Elsevier, vol. 12(3), pages 223-239.
    3507. Paula C. A. M. de Albuquerque & Jorge Caiado & Andreia Pereira, 2020. "Population aging and inflation: evidence from panel cointegration," Journal of Applied Economics, Taylor & Francis Journals, vol. 23(1), pages 469-484, January.
    3508. William P. Osterberg, 1992. "Debt, collateral, and U.S. manufacturing investment: 1954-1980," Working Papers (Old Series) 9210, Federal Reserve Bank of Cleveland.
    3509. Boudreaux, Christopher & Jha, Anand & Escaleras, Monica, 2022. "Natural Disasters and Entrepreneurship Activity: the Moderating Role of Country Governance," MPRA Paper 115134, University Library of Munich, Germany.
    3510. John Deke, "undated". "Using the Linear Probability Model to Estimate Impacts on Binary Outcomes in Randomized Controlled Trials," Mathematica Policy Research Reports 62a1477e274d429faf7e0c71b, Mathematica Policy Research.
    3511. Cheng, Tsung-Chi, 2012. "On simultaneously identifying outliers and heteroscedasticity without specific form," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2258-2272.
    3512. Christopher Bowdler & Luca Nunziata, 2007. "Inflation Adjustment and Labour Market Structures: Evidence from a Multi‐country Study," Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(3), pages 619-642, September.
    3513. Dilruba Khanam & Muhammad Mohiuddin & Asadul Hoque & Olaf Weber, 2018. "Financing micro-entrepreneurs for poverty alleviation: a performance analysis of microfinance services offered by BRAC, ASA, and Proshika from Bangladesh," Journal of Global Entrepreneurship Research, Springer;UNESCO Chair in Entrepreneurship, vol. 8(1), pages 1-17, December.
    3514. Deschenes, Olivier & Greenstone, Michael, 2004. "The Economic Impacts of Climate Change: Evidence from Agricultural Profits and Random Fluctuations in Weather," University of California at Santa Barbara, Economics Working Paper Series qt6w7242cj, Department of Economics, UC Santa Barbara.
    3515. Martín-Román, Ángel L., 2022. "Beyond the added-worker and the discouraged-worker effects: the entitled-worker effect," Economic Modelling, Elsevier, vol. 110(C).
    3516. Zhou, Yuan & Zhang, Yili & Abbaspour, Karim C. & Mosler, Hans-Joachim & Yang, Hong, 2009. "Economic impacts on farm households due to water reallocation in China's Chaobai watershed," Agricultural Water Management, Elsevier, vol. 96(5), pages 883-891, May.
    3517. Gaetano Perone, 2018. "I costi della criminalità organizzata nel settore agroalimentare italiano," Moneta e Credito, Economia civile, vol. 71(281), pages 37-66.
    3518. Evans, Lewis T & Quigley, Neil C, 1995. "Shareholder Liability Regimes, Principal-Agent Relationships, and Banking Industry Performance," Journal of Law and Economics, University of Chicago Press, vol. 38(2), pages 497-520, October.
    3519. K. Ozgur Demirtas & Kimberly Rodgers Cornaggia, 2013. "Initial credit ratings and earnings management," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 135-145, November.
    3520. Martin Bugeja & Raymond Da Silva Rosa & Terry Walter, 2005. "Expert reports in Australian takeovers: fees and quality," Abacus, Accounting Foundation, University of Sydney, vol. 41(3), pages 307-322, October.
    3521. Tatiana Cesaroni & Marco Malgarini & Gaia Rocchetti, 2005. "L'inchiesta ISAE sugli investimenti delle imprese manifatturiere ed estrattive: aspetti metodologici e risultati," ISAE Working Papers 50, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    3522. Christopher Coombs & Nikias Sarafoglou & William Crosby, 2012. "Property Taxation, Capitalization, and the Economic Implications of Raising Property Taxes," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(2), pages 151-161, May.
    3523. Sergio Godoy, 2005. "Emerging Market Spreads at the Turn of The Century: A Roller Coaster Sergio Godoy," Working Papers Central Bank of Chile 339, Central Bank of Chile.
    3524. Andreas Stephan, 2000. "The Contribution of Transport and Human Capital Infrastructure to Local Private Production: A Partial Adjustment Approach," CIG Working Papers FS IV 00-20, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
    3525. Koch, James & Cebula, Richard, 1993. "In Search of Excellent Management," MPRA Paper 50196, University Library of Munich, Germany.
    3526. Bozos, Konstantinos & Nikolopoulos, Konstantinos & Ramgandhi, Ghanamaruthy, 2011. "Dividend signaling under economic adversity: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 364-374.
    3527. Gaf-Deac, Ioan & Dobrin, Marinica, 2010. "Theoretical and practical elements of demand in the technological area for the market economy," Papers 2010/56, Osterreichish-Rumanischer Akademischer Verein.
    3528. Bodnar, G.M. & Tang, C. & Weintrop, J., 1998. "Both Sides of Corporate Diversification: The Value Impacts of Geographic and Industrial Diversification," Weiss Center Working Papers 98-02, Wharton School - Weiss Center for International Financial Research.
    3529. George Athanassakos & Yisong Sam Tian, 1998. "Seasonality in Canadian treasury bond returns: An institutional explanation," Review of Financial Economics, John Wiley & Sons, vol. 7(1), pages 65-86.
    3530. Hafezali Iqbal Hussain & Katarzyna Szczepanska-Woszczyna & Fakarudin Kamarudin & Nazratul Aina Mohamad Anwar & Mohd Haizam Mohd Saudi, 2021. "Unboxing the black box on the dimensions of social globalisation and the efficiency of microfinance institutions in Asia," Oeconomia Copernicana, Institute of Economic Research, vol. 12(3), pages 557-592, September.
    3531. Leticia Blázquez & Carmen Díaz-Mora & Rosario Gandoy, 2012. "Eu Integration And Production Networks," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 20(3), pages 5-24, Winter.
    3532. Sanjeev Dewan & Steven C. Michael & Chung-ki Min, 1998. "Firm Characteristics and Investments in Information Technology: Scale and Scope Effects," Information Systems Research, INFORMS, vol. 9(3), pages 219-232, September.
    3533. George Batta & Ricardo Sucre Heredia & Marc Weidenmier, 2014. "Political Connections and Accounting Quality under High Expropriation Risk," European Accounting Review, Taylor & Francis Journals, vol. 23(4), pages 485-517, December.
    3534. Gilkeson, James H. & Porter, Gary E. & Smith, Stanley D., 2000. "The impact of the early withdrawal option on time deposit pricing," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(1), pages 107-120.
    3535. Gregory Verdugo, 2016. "Real wage cyclicality in the Eurozone before and during the Great Recession: Evidence from micro data," SciencePo Working papers Main hal-01296738, HAL.
    3536. Dong, Guowei & Kokko, Ari & Zhou, Haoyong, 2022. "Innovation and export performance of emerging market enterprises: The roles of state and foreign ownership in China," International Business Review, Elsevier, vol. 31(6).
    3537. John S. Irons & N. Ericsson, "undated". "An early version of The Lucas Critique in Practice: Theory without Measurement," Home Pages _004, Massachussets Institute of Technology, Economics.
    3538. Leonardo Becchetti & Nada Kobeissi, 2010. "Role of Governance and Institutional Environment in Affecting Cross Border M&As, Alliances and Project Financing: Evidence from Emerging Markets," CEIS Research Paper 156, Tor Vergata University, CEIS, revised 28 May 2010.
    3539. Wu, Congsheng & Kwok, Chuck C.Y., 2007. "Long-run performance of global versus domestic initial public offerings," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 609-627, March.
    3540. Carrazedo, Tiago & Curto, José Dias & Oliveira, Luís, 2016. "The Halloween effect in European sectors," Research in International Business and Finance, Elsevier, vol. 37(C), pages 489-500.
    3541. Lorraine Dearden & Steven McIntosh & Michal Myck & Anna Vignoles, 2000. "The Returns to Academic and Vocational Qualifications in Britain," CEE Discussion Papers 0004, Centre for the Economics of Education, LSE.
    3542. Esteve, Paloma & Varela-Ortega, Consuelo, 2011. "An Economic Modelling Approach For Vulnerability Assesment In Irrigation Farms In Spain," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114337, European Association of Agricultural Economists.
    3543. Döpke, Jörg & Funke, Michael & Holly, Sean & Weber, Sebastian, 2005. "The cross-sectional dynamics of German business cycles: a bird's eye view," Discussion Paper Series 1: Economic Studies 2005,23, Deutsche Bundesbank.
    3544. Ilir Palla, 2022. "The Comparison of Some Methods in Analysis of Linear Regression Using R Software," European Journal of Formal Sciences and Engineering Articles, Revistia Research and Publishing, vol. 5, July - De.
    3545. Roosenboom, Peter & Schramade, Willem, 2006. "The price of power: Valuing the controlling position of owner-managers in French IPO firms," Journal of Corporate Finance, Elsevier, vol. 12(2), pages 270-295, January.
    3546. Ali Akarca & Dimitri Andrianacos, 2006. "Taxes, Transfers, and Voter Behavior in U.S. Midterm Elections," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(4), pages 468-474, November.
    3547. Denizer, Cevdet, 1997. "The effects of financial liberalization and new bank entry on market structure and competition in Turkey," Policy Research Working Paper Series 1839, The World Bank.
    3548. Bertacchini, Enrico & Friel, Martha, 2014. "Determining the Value of Modern and Contemporary Furniture Design: an Exploratory Investigation," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201437, University of Turin.
    3549. Cebula, Richard, 2006. "PAC Congressional Election Campaign Contributions and Other Political or Economic Influences on the Voter Participation Rate," MPRA Paper 53755, University Library of Munich, Germany.
    3550. Duncan Simester & Artem Timoshenko & Spyros I. Zoumpoulis, 2020. "Efficiently Evaluating Targeting Policies: Improving on Champion vs. Challenger Experiments," Management Science, INFORMS, vol. 66(8), pages 3412-3424, August.
    3551. Lukasz Gatarek & Søren Johansen, 2014. "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers 14-22, University of Copenhagen. Department of Economics.
    3552. Jeon, Jin Q. & Lee, Cheolwoo & Nasser, Tareque & Via, M. Tony, 2015. "Multiple lead underwriter IPOs and firm visibility," Journal of Corporate Finance, Elsevier, vol. 32(C), pages 128-149.
    3553. Fang, Hao & Chung, Chien-Ping & Lu, Yang-Cheng & Lee, Yen-Hsien & Wang, Wen-Hao, 2021. "The impacts of investors' sentiments on stock returns using fintech approaches," International Review of Financial Analysis, Elsevier, vol. 77(C).
    3554. Steven S. Vickner, 2015. "Estimating the Implicit Price of Convenience: A Hedonic Analysis of the US Breakfast Sausage Market," Agribusiness, John Wiley & Sons, Ltd., vol. 31(2), pages 281-292, April.
    3555. Godfrey, Leslie G. & Orme, Chris D., 2004. "Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients," Economics Letters, Elsevier, vol. 82(2), pages 281-287, February.
    3556. João R. Faria & Franklin G. Mixon, 2018. "Entrepreneurial Philanthropy and University Creation: An Economic Model," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(3), pages 1067-1086, September.
    3557. P. J. Dawson, 1997. "On testing Kuznets' economic growth hypothesis," Applied Economics Letters, Taylor & Francis Journals, vol. 4(7), pages 409-410.
    3558. Tsalavoutas, Ioannis & André, Paul & Evans, Lisa, 2012. "The transition to IFRS and the value relevance of financial statements in Greece," The British Accounting Review, Elsevier, vol. 44(4), pages 262-277.
    3559. Jacint Balaguer & Vicente Orts & Ezequiel Uriel, 1997. "Segmentación de mercados y discriminación internacional de precios. Evidencia empírica para las exportaciones industriales españolas a los principales países de la OCDE," Investigaciones Economicas, Fundación SEPI, vol. 21(3), pages 543-562, September.
    3560. Wu, Meng-Wen & Shen, Chung Hua, 2019. "Effects of shadow banking on bank risks from the view of capital adequacy," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 176-197.
    3561. Ongena, Steven & Smith, David C., 2000. "What Determines the Number of Bank Relationships? Cross-Country Evidence," Journal of Financial Intermediation, Elsevier, vol. 9(1), pages 26-56, January.
    3562. Maria-Kristiine Luts & Jyrki Savolainen & Mikael Collan, 2021. "Profitability Determinants of Unlisted Renewable Energy Companies in Germany—A Longitudinal Analysis of Financial Accounts," Sustainability, MDPI, vol. 13(24), pages 1-18, December.
    3563. Antonios ADAMOPOULOS, 2021. "Energy and economic growth. An empirical analysis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(626), S), pages 151-166, Spring.
    3564. Priniti Panday, 2003. "An Empirical Analysis Of The Determinants Of Earning And Employment: Does Trade Protection Matter?," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 28(1), pages 35-47, June.
    3565. Alan Gregory & Cherif Guermat & Fawaz Al‐Shawawreh, 2010. "UK IPOs: Long Run Returns, Behavioural Timing and Pseudo Timing," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5‐6), pages 612-647, June.
    3566. Derek Horstmeyer & Kara Wells, 2020. "When Do Governance Mechanisms Matter Most?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-52, February.
    3567. Kurov, Alexander, 2012. "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, Elsevier, vol. 21(4), pages 175-187.
    3568. Marques, André M., 2022. "Is income inequality good or bad for growth? Further empirical evidence using data for all Brazilian cities," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 360-376.
    3569. N. Vijayamohanan Pillai, 2010. "Electricity Demand Analysis and Forecasting- The Tradition is Questioned," Working Papers id:2966, eSocialSciences.
    3570. Robert B. Archibald & David H. Feldman, 1998. "Investment During the Great Depression: Uncertainty and the Role of the Smoot‐Hawley Tariff," Southern Economic Journal, John Wiley & Sons, vol. 64(4), pages 857-879, April.
    3571. Humphery-Jenner, Mark & Powell, Ronan & Zhang, Emma Jincheng, 2019. "Practice makes progress: Evidence from divestitures," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 1-19.
    3572. Peter Taylor, 1998. "Mixed Strategy Pricing Behaviour in the UK Package Tour Industry," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 5(1), pages 29-46.
    3573. Onur Başer & Joseph C. Gardiner & Cathy J. Bradley & Hüseyin Yüce & Charles Given, 2006. "Longitudinal analysis of censored medical cost data," Health Economics, John Wiley & Sons, Ltd., vol. 15(5), pages 513-525, May.
    3574. Fadzlan Sufian & Muzafar Shah Habibullah, 2010. "Bank-specific, Industry-specific and Macroeconomic Determinants of Bank Efficiency," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 4(4), pages 427-461, November.
    3575. Jessica Ingenillem & Joachim Merz & Stefan Baumgärtner, 2014. "Determinants and interactions of sustainability and risk management of commercial cattle farmers in Namibia," Working Paper Series in Economics 304, University of Lüneburg, Institute of Economics.
    3576. Akarapong Untong & Vicente Ramos & Mingsarn Kaosa-Ard & Javier Rey-Maquieira, 2014. "Thailand's Long-Run Tourism Demand Elasticities," Tourism Economics, , vol. 20(3), pages 595-610, June.
    3577. González, Maximiliano & Guzmán, Alexander & Pablo, Eduardo & Trujillo, María-Andrea, 2019. "Is board turnover driven by performance in family firms?," Research in International Business and Finance, Elsevier, vol. 48(C), pages 169-186.
    3578. Daphne Lui & Stanimir Markov & Ane Tamayo, 2007. "What Makes a Stock Risky? Evidence from Sell‐Side Analysts' Risk Ratings," Journal of Accounting Research, Wiley Blackwell, vol. 45(3), pages 629-665, June.
    3579. Marco Angrisani & Kevin Foster & Marcin Hitczenko, 2016. "The 2014 Survey of Consumer Payment Choice: Technical Appendix," Consumer Payments Research Data Reports 2016-04, Federal Reserve Bank of Atlanta.
    3580. Andy Fodor & James S. Doran & James M. Carson & David P. Kirch, 2013. "On the Demand for Portfolio Insurance," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(2), pages 167-193, September.
    3581. Carlo Fezzi & Michael Hutchins & Dan Rigby & Ian J. Bateman & Paulette Posen & David Hadley, 2010. "Integrated assessment of water framework directive nitrate reduction measures," Agricultural Economics, International Association of Agricultural Economists, vol. 41(2), pages 123-134, March.
    3582. Díaz, Antonio & Groba, Jonatan & Serrano, Pedro, 2013. "What drives corporate default risk premia? Evidence from the CDS market," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 529-563.
    3583. Brumm, Harold J., 2002. "Inflation and Central Bank independence revisited," Economics Letters, Elsevier, vol. 77(2), pages 205-209, October.
    3584. Amado Peiro Gimenez, 1994. "La estacionalidad diaria del mercado de acciones español," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 557-569, September.
    3585. Kurt Wurthmann, 2017. "Implicit Theories and Issue Characteristics as Determinants of Moral Awareness and Intentions," Journal of Business Ethics, Springer, vol. 142(1), pages 93-116, April.
    3586. Michael Rusinek, 2009. "Wages and the bargaining regimes in corporatists countries: a series of empirical essays," ULB Institutional Repository 2013/210322, ULB -- Universite Libre de Bruxelles.
    3587. Charlotte Emlinger & Florence Jacquet & Emmanuelle Chevassus-Lozza, 2008. "Tariffs and other trade costs: assessing obstacles to Mediterranean countries'access to EU-15 fruit and vegetable markets," Post-Print hal-01172893, HAL.
    3588. Harry P. Bowen & Haris Munandar & Jean-Marie Viaene, 2010. "On the Extent of Economic Integration: A Comparison of EU Countries and US States," Tinbergen Institute Discussion Papers 10-009/2, Tinbergen Institute, revised 04 Jul 2011.
    3589. Chahine, Salim, 2004. "Long-run abnormal return after IPOs and optimistic analysts' forecasts," International Review of Financial Analysis, Elsevier, vol. 13(1), pages 83-103.
    3590. Abhyankar, Abhay & Ho, Keng-Yu, 2007. "Long-horizon event studies and event firm portfolio weights: Evidence from U.K. rights issues re-visited," International Review of Financial Analysis, Elsevier, vol. 16(1), pages 61-80.
    3591. CAO, Ning & McGUINNESS, Paul B. & XI, Chao, 2021. "Does securities enforcement improve disclosure quality? An examination of Chinese listed companies' restatement activities," Journal of Corporate Finance, Elsevier, vol. 67(C).
    3592. Goldberg, Lawrence G. & Hudgins, Sylvia C., 1996. "Response of uninsured depositors to impending S&L failures: Evidence of depositor discipline," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(3), pages 311-325.
    3593. Li, Hui & Liu, Hong & Siganos, Antonios & Zhou, Mingming, 2016. "Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks," Journal of Financial Stability, Elsevier, vol. 25(C), pages 37-46.
    3594. Ruben Dezeure & Peter Bühlmann & Cun-Hui Zhang, 2017. "High-dimensional simultaneous inference with the bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 685-719, December.
    3595. Kristina Barauskaite & Anh D.M. Nguyen, 2019. "Intersectoral Network-Based Channel of Aggregate TFP Shocks," Bank of Lithuania Working Paper Series 63, Bank of Lithuania.
    3596. Betty Agnani & Henry Aray, 2010. "Subsidies and awards in movie production," Applied Economics Letters, Taylor & Francis Journals, vol. 17(15), pages 1509-1511.
    3597. E. Lance Howe & James J. Murphy & Drew Gerkey & Colin T. West, 2015. "Indirect Reciprocity, Resource Sharing, and Environmental Risk: Evidence from Field Experiments in Siberia," Working Papers 2015-04, University of Alaska Anchorage, Department of Economics.
    3598. Lee Tae-Hwy, 2001. "Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(4), pages 1-15, January.
    3599. Maria Cristina Abad Navarro, 2003. "Utilidad de una Medida de la Eficiencia en la Generación de Ventas para la Predicción del Resultado," Working Papers 0307, Departament Empresa, Universitat Autònoma de Barcelona, revised Sep 2003.
    3600. Tom Marty & Bruce Vanstone & Tobias Hahn, 2020. "News media analytics in finance: a survey," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1385-1434, June.
    3601. Bernd Hayo & Florian Neumeier, 2018. "Central Bank Independence in New Zealand: Public Knowledge About and Attitude Towards the Policy Target Agreement," ifo Working Paper Series 266, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    3602. Zhou, Zhengyi, 2017. "Government ownership and exposure to political uncertainty: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 152-165.
    3603. Frederick T. Furlong, 1992. "Capital regulation and bank lending," Economic Review, Federal Reserve Bank of San Francisco, pages 23-33.
    3604. Álvarez, Inmaculada & Barbero, Javier & Zofío, José Luis, 2013. "A Panel Data Toolbox for MATLAB," Working Papers in Economic Theory 2013/05, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
    3605. Blomström, Magnus & Sjöholm, Fredrik, 1998. "Technology, Transfer and Spillovers: Does Local Participation With Multinationals Matter?," CEPR Discussion Papers 2048, C.E.P.R. Discussion Papers.
    3606. Tihana Škrinjarić Patrik Barišić, 2019. "Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 22(1), pages 13-45, May.
    3607. de Mendonça, Helder Ferreira & Baca, Adriana Cabrera, 2022. "Fiscal opacity and reduction of income inequality through taxation: Effects on economic growth," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 69-82.
    3608. Michael R. Baye & J. Rupert J. Gatti & Paul Kattuman & John Morgan, 2005. "Estimating Firm-Level Demand at a Price Comparison Site: Accounting for Shoppers and the Number of Competitors," Microeconomics 0504005, University Library of Munich, Germany.
    3609. Oscar Jorda, 2007. "Inference for Impulse Responses," Working Papers 201, University of California, Davis, Department of Economics.
    3610. Gu, Zhaoyang & Xue, Jian, 2008. "The superiority and disciplining role of independent analysts," Journal of Accounting and Economics, Elsevier, vol. 45(2-3), pages 289-316, August.
    3611. Sleuwaegen, Leo & Goedhuys, Micheline, 2002. "Growth of firms in developing countries, evidence from Cote d'Ivoire," Journal of Development Economics, Elsevier, vol. 68(1), pages 117-135, June.
    3612. Egger, Peter & Zhu, Jiaqing, 2019. "The U.S.-Chinese Trade War: An Event Study of Stock-Market Responses," CEPR Discussion Papers 14164, C.E.P.R. Discussion Papers.
    3613. Jean Bédard & Daniel Coulombe & Suzanne M. Paquette, 2007. "Tax Incentives on Equity and Firms' Cost of Capital: Evidence from the Quebec Stock Savings Plan," Contemporary Accounting Research, John Wiley & Sons, vol. 24(3), pages 795-824, September.
    3614. Paul Karehnke & Frans de Roon, 2020. "Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds," Management Science, INFORMS, vol. 66(12), pages 5969-5989, December.
    3615. Guastella,Giovanni & Moro, Daniele & Sckokai, Paolo & Veneziani, Mario, 2013. "Investment behaviour of EU arable crop farms in selected EU countries and the impact of policy reforms," Factor Markets Working Papers 154, Centre for European Policy Studies.
    3616. Chris Veld & Yulia V. Veld‐Merkoulova, 2008. "An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs," Financial Management, Financial Management Association International, vol. 37(1), pages 103-124, March.
    3617. Yuying Tong & Martin Piotrowski, 2012. "Migration and Health Selectivity in the Context of Internal Migration in China, 1997–2009," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 31(4), pages 497-543, August.
    3618. Khurana, Inder K. & Raman, K.K. & Wang, Dechun, 2013. "Weakened outside shareholder rights in dual-class firms and timely loss reporting," Journal of Contemporary Accounting and Economics, Elsevier, vol. 9(2), pages 203-220.
    3619. Cannavan, Damien & Gray, Stephen, 2017. "Dividend drop-off estimates of the value of dividend imputation tax credits," Pacific-Basin Finance Journal, Elsevier, vol. 46(PB), pages 213-226.
    3620. Aliya Zhakanova Isiksal, 2021. "The financial sector expansion effect on renewable electricity production: case of the BRICS countries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(6), pages 9029-9051, June.
    3621. Robert E. Cumby & Maurice Obstfeld, 1982. "International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence," NBER Working Papers 0921, National Bureau of Economic Research, Inc.
    3622. Spierdijk, L., 2002. "An Empirical Analysis of the Role of the Trading Intensity in Information Dissemination on the NYSE," Other publications TiSEM d495caf0-2f2a-425f-8e50-e, Tilburg University, School of Economics and Management.
    3623. Spiliopoulos, Leonidas, 2008. "Humans versus computer algorithms in repeated mixed strategy games," MPRA Paper 6672, University Library of Munich, Germany.
    3624. Ken Miyajima & Madhusudan Mohanty & Tracy Chan, 2012. "Emerging market local currency bonds: diversification and stability," BIS Working Papers 391, Bank for International Settlements.
    3625. James Reade & Genaro Sucarrat, 2016. "General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets," Economics Series Working Papers 794, University of Oxford, Department of Economics.
    3626. Piet Eichholtz & Nils Kok & John M. Quigley, 2010. "Doing Well by Doing Good? Green Office Buildings," American Economic Review, American Economic Association, vol. 100(5), pages 2492-2509, December.
    3627. Lloyd A. Mancl & Timothy A. DeRouen, 2001. "A Covariance Estimator for GEE with Improved Small‐Sample Properties," Biometrics, The International Biometric Society, vol. 57(1), pages 126-134, March.
    3628. Cebula, Richard & Koch, James & Unemori, Mary, 2006. "An Empirical Analysis of Identity Theft Determinants in the U.S," MPRA Paper 57516, University Library of Munich, Germany.
    3629. Stichnoth, Holger, 2010. "Does immigration weaken natives' support for the welfare state? Evidence from Germany," ZEW Discussion Papers 10-008, ZEW - Leibniz Centre for European Economic Research.
    3630. Elvezio Ronchetti, 2021. "The main contributions of robust statistics to statistical science and a new challenge," METRON, Springer;Sapienza Università di Roma, vol. 79(2), pages 127-135, August.
    3631. Breslaw, Jon A. & McIntosh, James, 1998. "Simulated latent variable estimation of models with ordered categorical data," Journal of Econometrics, Elsevier, vol. 87(1), pages 25-47, August.
    3632. Tim Loughran, 2008. "The Impact of Firm Location on Equity Issuance," Financial Management, Financial Management Association International, vol. 37(1), pages 1-21, March.
    3633. Bikki Jaggi & Santanu Mitra & Mahmud Hossain, 2015. "Earnings quality, internal control weaknesses and industry-specialist audits," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 1-32, July.
    3634. Robert Kaestner & Nancy Reichman & Theodore Joyce, 1998. "Effect of Insurance on Infant Health: A Case Study of Low-Income Women in New Jersey," Working Papers 988, Princeton University, School of Public and International Affairs, Center for Research on Child Wellbeing..
    3635. 石田, 惣平 & ISHIDA, Souhei & 蜂谷, 豊彦 & HACHIYA, Toyohiko, 2018. "経営者の在任期間と目標利益達成を意図した利益調整, Top Executive Tenure and Earnings Management to Meet Earnings Target," Working Paper Series 197, Center for Japanese Business Studies (HJBS), Graduate School of Commerce and Management Hitotsubashi University.
    3636. Heather L. R. Tierney, 2019. "Forecasting with the Nonparametric Exclusion-from-Core Inflation Persistence Model Using Real-Time Data," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(1), pages 39-63, February.
    3637. Lin, James Juichia & Shi, Wei-Zhong & Tsai, Li-Fang & Yu, Min-Teh, 2022. "Corporate cash and the Firm's life-cycle: Evidence from dual-class firms," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 27-48.
    3638. Caihong Xu & Dong Zhang, 2019. "Market openness and market quality in gold markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(3), pages 384-401, March.
    3639. Oliver Fabel & Erik Lehmann & Susanne Warning, 2002. "Der relative Vorteil deutscher wirtschaftswissenschaftlicher Fachbereiche im Wettbewerb um studentischen Zuspruch: Qualität des Studiengangs oder des Studienortes?," Schmalenbach Journal of Business Research, Springer, vol. 54(6), pages 509-526, September.
    3640. Roesel, Felix, 2017. "Do mergers of large local governments reduce expenditures? – Evidence from Germany using the synthetic control method," European Journal of Political Economy, Elsevier, vol. 50(C), pages 22-36.
    3641. Piccotti, Louis R., 2017. "Financial contagion risk and the stochastic discount factor," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 230-248.
    3642. Chen, Ting-Hsuan & Lee, Chien-Chiang & Shen, Chung-Hua, 2022. "Liquidity indicators, early warning signals in banks, and financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    3643. Stephen L. Morgan, 1998. "Adolescent Educational Expectations," Rationality and Society, , vol. 10(2), pages 131-162, May.
    3644. Magdalena Olczyk, 2016. "International Competitiveness in the Economics Literature: A Bibliometric Study," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 2(4), pages 375-388, October.
    3645. Dobbie, Michael, 2006. "Insider Power, Outsider Ineffectiveness and Product Market Competition: Evidence from Australia," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 2(01), pages 1-19.
    3646. Dorsaf Ben Aissia & Narjess Skhiri Hellara, 2019. "Systematic risk, the tradeoff of leverage and IPO first-day returns," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 239-256, July.
    3647. Lai, Kam-Wah & Leung, Patrick W., 2018. "Unintended consequences of securities regulation: Stock value loss upon potential involuntary delisting in Hong Kong," Global Finance Journal, Elsevier, vol. 37(C), pages 219-226.
    3648. Yannick BINEAU, 2010. "A Empirical Assessment of the Feldstein and Horioka Literature," EcoMod2010 259600030, EcoMod.
    3649. Nakamura, Hideki, 2012. "Why does scholastic achievement differ across prefectures in Japan?," Journal of Asian Economics, Elsevier, vol. 23(1), pages 99-106.
    3650. Lee, Doo Won & Lee, Tong Hun, 1995. "Human capital and economic growth Tests based on the international evaluation of educational achievement," Economics Letters, Elsevier, vol. 47(2), pages 219-225, February.
    3651. Pfaff, Tobias & Hirata, Johannes, 2013. "Testing the Easterlin hypothesis with panel data: The dynamic relationship between life satisfaction and economic growth in Germany and in the UK," CIW Discussion Papers 4/2013, University of Münster, Center for Interdisciplinary Economics (CIW).
    3652. Hlavac, Marek, 2016. "ExtremeBounds: Extreme Bounds Analysis in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 72(i09).
    3653. Fielding, David, 2018. "The geography of violence during a presidential election: Evidence from Zimbabwe," European Journal of Political Economy, Elsevier, vol. 55(C), pages 538-558.
    3654. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Are Domestic Investors Better Informed than Foreign Investors? : Evidence from the Perfectly Segmented Market in China," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    3655. Hayo, Bernd & Neuenkirch, Matthias, 2013. "Do Federal Reserve presidents communicate with a regional bias?," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 62-72.
    3656. Joonmo Cho & Donghun Cho, 2011. "Gender difference of the informal sector wage gap: a longitudinal analysis for the Korean labor market," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 16(4), pages 612-629.
    3657. Janvier Nkurunziza, 2016. "MSMEs Financing in Burundi and its Welfare Effect," BeFinD Working Papers 0111, University of Namur, Department of Economics.
    3658. Alizadeh, Amir H. & Talley, Wayne K., 2011. "Vessel and voyage determinants of tanker freight rates and contract times," Transport Policy, Elsevier, vol. 18(5), pages 665-675, September.
    3659. Matsuo, Yuhji & Nei, Hisanori, 2019. "An analysis of the historical trends in nuclear power plant construction costs: The Japanese experience," Energy Policy, Elsevier, vol. 124(C), pages 180-198.
    3660. Sumner La Croix, 1994. "Korea's Shift from Process to Product Patents in the Pharmaceutical Industry: An Event Study of the Impact of American Pressure on Korean Film," Working Papers 199402, University of Hawaii at Manoa, Department of Economics.
    3661. Lo, Kin, 2004. "The Effects of Scale Differences on Inferences in Accounting Research: Coefficient Estimates, Tests of Incremental Association, and Relative Value Relevance," Working papers 555684, Massachusetts Institute of Technology (MIT), Sloan School of Management.
    3662. John L. Campbell & Mark Cecchini & Anna M. Cianci & Anne C. Ehinger & Edward M. Werner, 2019. "Tax-related mandatory risk factor disclosures, future profitability, and stock returns," Review of Accounting Studies, Springer, vol. 24(1), pages 264-308, March.
    3663. Bartley R. Danielsen & Robert A. Van Ness & Richard S. Warr, 2009. "Single Stock Futures as a Substitute for Short Sales: Evidence from Microstructure Data," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(9‐10), pages 1273-1293, November.
    3664. Richard Heaney, 2009. "The size and composition of corporate boards in Hong Kong, Malaysia and Singapore," Applied Financial Economics, Taylor & Francis Journals, vol. 19(13), pages 1029-1041.
    3665. Laurence E. Blose & Joseph C.P. Shieh, 1995. "The impact of gold price on the value of gold mining stock," Review of Financial Economics, John Wiley & Sons, vol. 4(2), pages 125-139, March.
    3666. Panattoni, Laura E., 2011. "The effect of Paragraph IV decisions and generic entry before patent expiration on brand pharmaceutical firms," Journal of Health Economics, Elsevier, vol. 30(1), pages 126-145, January.
    3667. Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
    3668. Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 201414, University of Pretoria, Department of Economics.
    3669. Yiuman Tse & G. Booth, 1995. "The relationship between U.S. and eurodollar interest rates: Evidence from the futures market," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 131(1), pages 28-46, March.
    3670. Ådne Cappelen & Torbjørn Eika, 2017. "Immigration and the Dutch disease. A counterfactual analysis of the Norwegian resource boom 2004-2013," Discussion Papers 860, Statistics Norway, Research Department.
    3671. Robert Amano & Jim Engle-Warnick & Malik Shukayev, 2011. "Price-Level Targeting and Inflation Expectations: Experimental Evidence," Staff Working Papers 11-18, Bank of Canada.
    3672. Cook, Steven & Fosten, Jack, 2019. "Replicating rockets and feathers," Energy Economics, Elsevier, vol. 82(C), pages 139-151.
    3673. Antonio Lecuna, 2014. "Corruption and bureaucracy in entrepreneurship," Serie Working Papers 17, Universidad del Desarrollo, School of Business and Economics, revised Dec 2014.
    3674. Levitt, Steven D, 1994. "Using Repeat Challengers to Estimate the Effect of Campaign Spending on Election Outcomes in the U.S. House," Journal of Political Economy, University of Chicago Press, vol. 102(4), pages 777-798, August.
    3675. Hung, Weifeng, 2014. "Institutional trading and attention bias," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 71-91.
    3676. Yakov Amihud & Haim Mendelson & Beni Lauterbach, 1997. "Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-004, New York University, Leonard N. Stern School of Business-.
    3677. Jules H. van Binsbergen & Ralph S. J. Koijen, 2016. "On the Timing and Pricing of Dividends: Reply," American Economic Review, American Economic Association, vol. 106(10), pages 3224-3237, October.
    3678. Castle, Jennifer L. & Hendry, David F., 2020. "Climate Econometrics: An Overview," Foundations and Trends(R) in Econometrics, now publishers, vol. 10(3-4), pages 145-322, August.
    3679. Marcelo Eduardo A. da Silva & Alexandre Rands Barros, 2003. "Further Evidence on Wage and Productivity Differentials in Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] f37, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    3680. Clague, Christopher & Keefer, Philip & Knack, Stephen & Olson, Mancur, 1996. "Property and Contract Rights in Autocracies and Democracies," MPRA Paper 25720, University Library of Munich, Germany.
    3681. Schaub, Nic & Schmid, Markus, 2013. "Hedge fund liquidity and performance: Evidence from the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 671-692.
    3682. Eli Amir & Michael Kirschenheiter & Kristen Willard, 1997. "The Valuation of Deferred Taxes," Contemporary Accounting Research, John Wiley & Sons, vol. 14(4), pages 597-622, December.
    3683. Maliranta, Mika & Rouvinen, Petri, 2003. "Productivity Effects of ICT in Finnish Business," Discussion Papers 852, The Research Institute of the Finnish Economy.
    3684. Michał Grotowski, 2008. "Efekty kalendarzowe na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1-2, pages 57-75.
    3685. Niklas Ahlgren & Paul Catani, 2017. "Wild bootstrap tests for autocorrelation in vector autoregressive models," Statistical Papers, Springer, vol. 58(4), pages 1189-1216, December.
    3686. Omura, Makiko & Sakurai, Yuka & Ebihara, Kensuke, 2013. "An Analysis of Wine Consumption Trends and Food-Related Expenditures in Japan," Working Papers 164654, American Association of Wine Economists.
    3687. Aseem Kaul & Brian Wu, 2016. "A capabilities-based perspective on target selection in acquisitions," Strategic Management Journal, Wiley Blackwell, vol. 37(7), pages 1220-1239, July.
    3688. Sandra Betton & B. Espen Eckbo & Rex Thompson & Karin S. Thorburn, 2014. "Merger Negotiations with Stock Market Feedback," Journal of Finance, American Finance Association, vol. 69(4), pages 1705-1745, August.
    3689. Tigran Melkonyan & Zvi Safra & Sinong Ma, 2021. "Justice in an uncertain world: Evidence on donations to cancer research," Journal of Risk and Uncertainty, Springer, vol. 62(3), pages 281-311, June.
    3690. Zdravko Šergo & Amorino Poropat & Pavlo Ružić, 2014. "The determinants of length of stay and arrivals of tourists in the Croatia: a panel data approach," Tourism and Hospitality Industry section8-4, University of Rijeka, Faculty of Tourism and Hospitality Management.
    3691. Tihana Škrinjarić, 2019. "Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets," IJFS, MDPI, vol. 7(1), pages 1-14, January.
    3692. Mahbub Morshed, A. K. M., 2003. "What can we learn from a large border effect in developing countries?," Journal of Development Economics, Elsevier, vol. 72(1), pages 353-369, October.
    3693. Goodhart, Charles & Boris Hofmann, 2002. "Asset Prices and the Conduct of Monetary Policy," Royal Economic Society Annual Conference 2002 88, Royal Economic Society.
    3694. Cheong, Chin Wen, 2008. "Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(4), pages 889-898.
    3695. Kalle Hirvonen, 2013. "Measuring catch-up growth in malnourished populations," Working Paper Series 5913, Department of Economics, University of Sussex Business School.
    3696. Máchová Renáta & Volejníková Jolana & Lněnička Martin, 2018. "Impact of E-government Development on the Level of Corruption: Measuring the Effects of Related Indices in Time and Dimensions," Review of Economic Perspectives, Sciendo, vol. 18(2), pages 99-121, June.
    3697. Kevin Duncan & Peter Philips & Mark Prus, 2014. "Prevailing Wage Regulations and School Construction Costs: Cumulative Evidence from British Columbia," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 53(4), pages 593-616, October.
    3698. Adrián R. Pagan & Hernán Sabau, 1991. "On the inconsistency of the MLE in certain heteroskedastic regression models," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 6(2), pages 159-172.
    3699. Eckbo, B. Espen & Masulis, Ronald W. & Norli, Oyvind, 2000. "Seasoned public offerings: resolution of the 'new issues puzzle'," Journal of Financial Economics, Elsevier, vol. 56(2), pages 251-291, May.
    3700. Hideki Toya & Mark Skidmore, 2014. "Do Natural Disasters Enhance Societal Trust?," Kyklos, Wiley Blackwell, vol. 67(2), pages 255-279, May.
    3701. Huang, Xiaoran & Kang, Jun-Koo, 2017. "Geographic concentration of institutions, corporate governance, and firm value," Journal of Corporate Finance, Elsevier, vol. 47(C), pages 191-218.
    3702. Arifur Khan & Paul Mather & Balasingham Balachandran, 2014. "Managerial share ownership and operating performance: Do independent and executive directors have different incentives?," Australian Journal of Management, Australian School of Business, vol. 39(1), pages 47-71, February.
    3703. Oliveira, Gesner & Fujiwara, Thomas, 2007. "Intellectual property and competition as complementary policies: a test using an ordered probit model," Textos para discussão 152, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    3704. Gastineau, Pascal & Manière, Dorothée & Rotillon, Gilles, 2007. "Une méta-analyse de l’évaluation économique des dommages sanitaires attribués à la pollution atmosphérique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(1), pages 5-36, mars.
    3705. Richard Cebula, 2005. "Internal Migration Determinants: Recent Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 11(3), pages 267-274, August.
    3706. Chang, Ching-Hung & Chen, Sheng-Syan & Chen, Yan-Shing & Peng, Shu-Cing, 2019. "Commitment to build trust by socially responsible firms: Evidence from cash holdings," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 364-387.
    3707. Roberto Dell'Anno & Stefania Villa, 2013. "Growth in transition countries," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(3), pages 381-417, July.
    3708. Henneberger, Fred & Ziegler, Alexandre, 2001. "Internationalisierung der Dienstleistungserstellung: Konsequenzen fur den schweizerischen Arbeitsmarkt," Discussion Paper Series 26248, Hamburg Institute of International Economics.
    3709. Lucy F. Ackert & William C. Hunter, 1993. "Rational expectations and the dynamic adjustment of security analysts' forecasts to new information," FRB Atlanta Working Paper 93-9, Federal Reserve Bank of Atlanta.
    3710. Nan Maxwell & Heinrich Hock & Natalya Verbitsky-Savitz & Davin Reed, "undated". "How Are Women Served by the WIA Adult and Dislocated Worker Programs? Findings from Administrative Data," Mathematica Policy Research Reports a786cabdf59b423c9394d7201, Mathematica Policy Research.
    3711. Rothstein, Jessica D. & Caulfield, Laura E. & Broaddus-Shea, Elena T. & Muschelli, John & Gilman, Robert H. & Winch, Peter J., 2020. "“The doctor said formula would help me”: Health sector influences on use of infant formula in peri-urban Lima, Peru," Social Science & Medicine, Elsevier, vol. 244(C).
    3712. Huang, Haozhi & Li, Mingsheng & Shi, Jing, 2016. "Which matters: “Paying to play” or stable business relationship? Evidence on analyst recommendation and mutual fund commission fee payment," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 403-423.
    3713. Niklas Potrafke & Markus Reischmann, 2016. "How to Handle the Crisis in Greece? Empirical Evidence Based on a Survey of Economics Experts," CESifo Working Paper Series 5860, CESifo.
    3714. Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2004. "Market discipline in banking reconsidered: the roles of funding manager decisions and deposit insurance reform," Finance and Economics Discussion Series 2004-53, Board of Governors of the Federal Reserve System (U.S.).
    3715. Willem Vanlaer & Samantha Bielen & Wim Marneffe, 2020. "Consumer Confidence and Household Saving Behaviors: A Cross-Country Empirical Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 147(2), pages 677-721, January.
    3716. Mars, Lidón & Arroyo, Rosa & Ruiz, Tomás, 2022. "Mobility and wellbeing during the covid-19 lockdown. Evidence from Spain," Transportation Research Part A: Policy and Practice, Elsevier, vol. 161(C), pages 107-129.
    3717. Adachi, Yuta & Masuda, Motoki & Takeda, Fumiko, 2017. "Google search intensity and its relationship to the returns and liquidity of Japanese startup stocks," Pacific-Basin Finance Journal, Elsevier, vol. 46(PB), pages 243-257.
    3718. Zvi Schwartz & Mehmet Altin & Manisha Singal, 2017. "Performance measures for strategic revenue management: RevPAR versus GOPPAR," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 16(4), pages 357-375, August.
    3719. Abed Al-Nasser Abdallah & Wissam Abdallah & Feras M. Salama, 2018. "The Market Reaction to the Adoption of IFRS in the European Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(4), pages 653-703, October.
    3720. Klock, Mark & Baum, Christopher F. & Thies, Clifford F., 1996. "Tobin's Q, intangible capital, and financial policy," Journal of Economics and Business, Elsevier, vol. 48(4), pages 387-400, October.
    3721. Bradley, Daniel J. & Gonas, John S. & Highfield, Michael J. & Roskelley, Kenneth D., 2009. "An examination of IPO secondary market returns," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 316-330, June.
    3722. Fölster, Stefan & Henrekson, Magnus, 1998. "Growth Effects of Government Expenditure and Taxation in Rich Countries," Working Paper Series 503, Research Institute of Industrial Economics, revised 20 Jun 2000.
    3723. LAOURARI, Imène & GASMI, Farid, 2016. "The impact of real oil revenues fluctuations on economic growth in Algeria: evidence from 1960-2015 data," MPRA Paper 77590, University Library of Munich, Germany.
    3724. Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J., 2014. "Neglected heterogeneity in moment condition models," Journal of Econometrics, Elsevier, vol. 178(P1), pages 86-100.
    3725. Leander Luiz Klein & Kelmara Mendes Vieira & Thiago Schirmer Feltrin & Matheus Pissutti & Luciano Dibi Ercolani, 2022. "The Influence of Lean Management Practices on Process Effectiveness: A Quantitative Study in a Public Institution," SAGE Open, , vol. 12(1), pages 21582440221, March.
    3726. Broersma, L. & Franses, P.H., 1992. "A model for quarterly unemployment in Canada," Serie Research Memoranda 0011, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    3727. Cebula, Richard & Clark, Jeff, 2010. "Migration, Economic Freedom, and Personal Freedom: An Empirical Analysis," MPRA Paper 50957, University Library of Munich, Germany, revised 20 Apr 2010.
    3728. Carlsson, M., 2000. "Measures of Technology and the Short-Run Responses to Technology Shocks - Is the RBC-Model Consistent with Swedish Manufacturing Data?," Papers 2000:20, Uppsala - Working Paper Series.
    3729. Steven Kou, 2000. "A Jump Diffusion Model for Option Pricing with Three Properties: Leptokurtic Feature, Volatility Smile, and Analytical Tractability," Econometric Society World Congress 2000 Contributed Papers 0062, Econometric Society.
    3730. Mark Griffiths & Drew Winters, 1997. "On a Preferred Habitat for Liquidity at the Turn-of-the-Year: Evidence from the Term-Repo Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(1), pages 21-38, August.
    3731. Hon, Mark T. & Strauss, Jack K. & Yong, Soo-Keong, 2007. "Deconstructing the Nasdaq bubble: A look at contagion across international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(3), pages 213-230, July.
    3732. Lars Vilhuber, 1996. "Wage Flexibility and Contract Structure in Germany," CIRANO Working Papers 96s-28, CIRANO.
    3733. Yensen Ni & Yirung Cheng & Yulu Liao & Paoyu Huang, 2022. "Does board structure affect stock price overshooting informativeness measured by stochastic oscillator indicators?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2290-2302, April.
    3734. Frimpong, Eugene & Petrolia, Daniel & Harri, Ardian, 2018. "Does the Community Rating System Work? Evidence from Two Gulf Coast States," Working Papers 273014, Mississippi State University, Department of Agricultural Economics.
    3735. Helen Higgs & Andrew Worthington, 2005. "Financial Returns and Price Determinants in the Australian Art Market, 1973–2003," The Economic Record, The Economic Society of Australia, vol. 81(253), pages 113-123, June.
    3736. Kannan Ramaswamy & Mingfang Li & Barbara Petitt, 2012. "Why do business groups continue to matter? A study of market failure and performance among Indian manufacturers," Asia Pacific Journal of Management, Springer, vol. 29(3), pages 643-658, September.
    3737. Yang, J. & Greenwood, D. J. & Rowell, D. L. & Wadsworth, G. A. & Burns, I. G., 2000. "Statistical methods for evaluating a crop nitrogen simulation model, N_ABLE," Agricultural Systems, Elsevier, vol. 64(1), pages 37-53, April.
    3738. Ryo Kato & Tatsushi Okuda & Takayuki Tsuruga, 2020. "Sectoral inflation persistence, market concentration and imperfect common knowledge," ISER Discussion Paper 1082, Institute of Social and Economic Research, The University of Osaka.
    3739. Stephan F. Gohmann, 2009. "The Effect of State Mandates on Health Insurance Premiums," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 24(Spring 20), pages 59-73.
    3740. Dimovski, William & Brooks, Robert, 2004. "Do you really want to ask an underwriter how much money you should leave on the table?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(3), pages 267-280, July.
    3741. Dalina Amonhaemanon & Jan Annaert & Marc J.K. De Ceuster & Hau Le Long, 2014. "The Fisher Hypothesis and Investment Assets: The Vietnamese and Thai Case," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(4), pages 180-195, October.
    3742. Philip Brown & Alex Clarke, 1993. "The Ex-Dividend Day Behaviour of Australian Share Prices Before and After Dividend Imputation," Australian Journal of Management, Australian School of Business, vol. 18(1), pages 1-40, June.
    3743. Jaegul Lee & Nicholas Berente, 2012. "Digital Innovation and the Division of Innovative Labor: Digital Controls in the Automotive Industry," Organization Science, INFORMS, vol. 23(5), pages 1428-1447, October.
    3744. Won-Oak Oh & Yoo Jin Heo & Min Hyun Suk & Anna Lee, 2021. "Korean Childcare Providers’ Knowledge, Attitudes, Concerns, and Practices of Febrile Convulsions," IJERPH, MDPI, vol. 18(9), pages 1-13, May.
    3745. Uusitalo, Roope, 1999. "Return to education in Finland," Labour Economics, Elsevier, vol. 6(4), pages 569-580, November.
    3746. Björn Kauder & Niklas Potrafke & Marina Riem, 2017. "Do Parties Punish MPs for Voting Against the Party Line?," CESifo Economic Studies, CESifo Group, vol. 63(3), pages 317-332.
    3747. Olekseyuk, Zoryana & Schürenberg-Frosch, Hannah, 2016. "Are Armington elasticities different across countries and sectors? A European study," Economic Modelling, Elsevier, vol. 55(C), pages 328-342.
    3748. Xianlei Dong & Johan Bollen, 2015. "Computational Models of Consumer Confidence from Large-Scale Online Attention Data: Crowd-Sourcing Econometrics," PLOS ONE, Public Library of Science, vol. 10(3), pages 1-18, March.
    3749. Goldsworthy, M. & Moore, T. & Peristy, M. & Grimeland, M., 2022. "Cloud-based model-predictive-control of a battery storage system at a commercial site," Applied Energy, Elsevier, vol. 327(C).
    3750. Michael L. McIntyre & Yinlin Zhang, 2020. "Depositors’ discipline, banks’ accounting discretion, and depositors’ expectations of implicit government guarantees," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(3), pages 256-277, September.
    3751. Haoge Chang & Joel Middleton & P. M. Aronow, 2021. "Exact Bias Correction for Linear Adjustment of Randomized Controlled Trials," Papers 2110.08425, arXiv.org, revised Oct 2021.
    3752. Dimo Dimov, 2007. "From Opportunity Insight to Opportunity Intention: The Importance of Person–Situation Learning Match," Entrepreneurship Theory and Practice, , vol. 31(4), pages 561-583, July.
    3753. Michael Greenstone, 2002. "The Impacts of Environmental Regulations on Industrial Activity: Evidence from the 1970 and 1977 Clean Air Act Amendments and the Census of Manufactures," Journal of Political Economy, University of Chicago Press, vol. 110(6), pages 1175-1219, December.
    3754. Ahn, Sungyoon & Choi, Wooseok, 2009. "The role of bank monitoring in corporate governance: Evidence from borrowers' earnings management behavior," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 425-434, February.
    3755. Choo, Han Gwang & Kurita, Takamitsu, 2011. "An empirical investigation of monetary interaction in the Korean economy," International Review of Economics & Finance, Elsevier, vol. 20(2), pages 267-280, April.
    3756. Horstmann, Ignatius & MacDonald, Glenn, 2003. "Is advertising a signal of product quality? Evidence from the compact disc player market, 1983-1992," International Journal of Industrial Organization, Elsevier, vol. 21(3), pages 317-345, March.
    3757. Nordén, Anna & Coria, Jessica & Villalobos, Laura, 2016. "Evaluation of the Impact of Forest Certification on Environmental Outcomes in Sweden," Working Papers in Economics 657, University of Gothenburg, Department of Economics.
    3758. Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan, 2010. "The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 871-881, April.
    3759. Clarke, George R. G., 1995. "More evidence on income distribution and growth," Journal of Development Economics, Elsevier, vol. 47(2), pages 403-427, August.
    3760. Taylan Mavruk & Conny Overland & Stefan Sjögren, 2020. "Keeping it real or keeping it simple? Ownership concentration measures compared," European Financial Management, European Financial Management Association, vol. 26(4), pages 958-1005, September.
    3761. Shamim Ahmed & M. Golam Mortaza, 2010. "Inflation and Economic Growth in Bangladesh: 1981-2005," Working Papers id:3033, eSocialSciences.
    3762. Alexander Klein & Nicholas Crafts, 2012. "Making sense of the manufacturing belt: determinants of U.S. industrial location, 1880--1920," Journal of Economic Geography, Oxford University Press, vol. 12(4), pages 775-807, July.
    3763. Andriopoulou, Eirini & Tsakloglou, Panagiotis, 2011. "The determinants of poverty transitions in Europe and the role of duration dependence," MPRA Paper 30659, University Library of Munich, Germany.
    3764. I-Ju Chen & Iftekhar Hasan & Chih-Yung Lin & Tra Ngoc Vy Nguyen, 2021. "Do Banks Value Borrowers' Environmental Record? Evidence from Financial Contracts," Journal of Business Ethics, Springer, vol. 174(3), pages 687-713, December.
    3765. Wen-Den Chen, 2008. "Is it a short-memory, long-memory, or permanently Granger-causation influence?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 607-620.
    3766. Billett, Matthew T. & Ryngaert, Mike, 1997. "Capital structure, asset structure and equity takeover premiums in cash tender offers," Journal of Corporate Finance, Elsevier, vol. 3(2), pages 141-165, April.
    3767. Zoltán Schepp & József Ulbert & Ákos Tóth-Pajor, 2020. "The Effect of Investor Short-Termism on the Capital Demand of European Listed Firms," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 19(2), pages 88-106.
    3768. Broye, Géraldine & François, Abel & Moulin, Yves, 2017. "The cost of CEO duality: Evidence from French leadership compensation," European Management Journal, Elsevier, vol. 35(3), pages 336-350.
    3769. Javid Iqbal, 2019. "Managerial Self-Attribution Bias and Banks’ Future Performance: Evidence from Emerging Economies," JRFM, MDPI, vol. 12(2), pages 1-32, April.
    3770. Rosa, Carlo, 2014. "The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence," Energy Economics, Elsevier, vol. 45(C), pages 295-303.
    3771. Skoufias, Emmanuel, 1996. "Intertemporal substitution in labor supply: Micro evidence from rural India," Journal of Development Economics, Elsevier, vol. 51(2), pages 217-237, December.
    3772. Dare, William H. & MacDonald, S. Scott, 1996. "A generalized model for testing the home and favorite team advantage in point spread markets," Journal of Financial Economics, Elsevier, vol. 40(2), pages 295-318, February.
    3773. David A. Volkman & Mark E. Wohar, 1995. "Determinants Of Persistence In Relative Performance Of Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(4), pages 415-430, December.
    3774. Ihsan Isik & Asokan Anandarajan & Ebru Isik, 2002. "The Relationship of Earnings and Book Values to Equity Values: Evidence from Turkey," Working Papers 0216, Economic Research Forum, revised 06 Jun 2002.
    3775. Konstantin M. Wacker, 2016. "Do Multinationals Deteriorate Developing Countries' Export Prices? The Impact of FDI on Net Barter Terms of Trade," The World Economy, Wiley Blackwell, vol. 39(12), pages 1974-1999, December.
    3776. Hsu, Yenshan & Shiu, Cheng-Yi, 2010. "The overconfidence of investors in the primary market," Pacific-Basin Finance Journal, Elsevier, vol. 18(2), pages 217-239, April.
    3777. Len Trevino & John Daniels, 1994. "An empirical assessment of the preconditions of Japanese manufacturing foreign direct investment in the United States," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(3), pages 576-599, September.
    3778. van Norden, Simon, 1996. "Regime Switching as a Test for Exchange Rate Bubbles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(3), pages 219-251, May-June.
    3779. Bernd Hayo & Stefan Voigt, 2008. "The Relevance of Judicial Procedure for Economic Growth," CESifo Working Paper Series 2514, CESifo.
    3780. Zeaiter, Hussein Zeaiter, 2013. "Sovereign Debt Defaults: Evidence using Extreme bounds Analysis," Working Papers 32/2013, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
    3781. Andrew Burke & Felix FitzRoy & Michael Nolan, 2008. "What makes a die-hard entrepreneur? Beyond the ‘employee or entrepreneur’ dichotomy," Small Business Economics, Springer, vol. 31(2), pages 93-115, August.
    3782. Horst Feldmann, 2009. "The quality of the legal system and labor market performance around the world," European Journal of Law and Economics, Springer, vol. 28(1), pages 39-65, August.
    3783. Li, Liyao & Yang, Zhenlin, 2020. "Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, vol. 81(C).
    3784. Shehata, Emad Abd Elmessih, 2003. "الآثار الإقتصادیة لهجرة العمالة المصریة إلى الخارج [The Economic Impacts for the Egyptian Labor Emigration]," MPRA Paper 43419, University Library of Munich, Germany, revised Sep 2003.
    3785. Harris, Trevor S. & Hubbard, R. Glenn & Kemsley, Deen, 2001. "The share price effects of dividend taxes and tax imputation credits," Journal of Public Economics, Elsevier, vol. 79(3), pages 569-596, March.
    3786. William R. Thompson & Richard Tucker, 1997. "A Tale of Two Democratic Peace Critiques," Journal of Conflict Resolution, Peace Science Society (International), vol. 41(3), pages 428-454, June.
    3787. Bröcker, Johannes & Korzhenevych, Artem & Schürmann, Carsten, 2010. "Assessing spatial equity and efficiency impacts of transport infrastructure projects," Transportation Research Part B: Methodological, Elsevier, vol. 44(7), pages 795-811, August.
    3788. Walden, Michael L. & Newmark, Craig M., 1995. "Interstate variation in teacher salaries," Economics of Education Review, Elsevier, vol. 14(4), pages 395-402, December.
    3789. Kang, Junqing & Lin, Shen & Xiong, Xiong, 2022. "What drives intraday reversal? illiquidity or liquidity oversupply?," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
    3790. Eli Amir & Yanling Guan & Gilad Livne, 2010. "Auditor Independence and the Cost of Capital Before and After Sarbanes-Oxley: The Case of Newly Issued Public Debt," European Accounting Review, Taylor & Francis Journals, vol. 19(4), pages 633-664.
    3791. James R. Booth, 1993. "FDIC Improvement Act and corporate governance of commercial banks," Economic Review, Federal Reserve Bank of San Francisco, pages 14-22.
    3792. Durand, Robert B. & Limkriangkrai, Manapon & Fung, Lucia, 2014. "The behavioral basis of sell-side analysts’ herding," Journal of Contemporary Accounting and Economics, Elsevier, vol. 10(3), pages 176-190.
    3793. Dudley, Leonard & Montmarquette, Claude, 1999. "Le secteur public : moteur de croissance ou obstruction à l’industrie?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 75(1), pages 357-377, mars-juin.
    3794. Rappai Gábor & Fűrész Diána Ivett, 2018. "Handling heteroskedasticity in labour demand functions of athletes," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 4(2), pages 47-56, November.
    3795. David Bishai, 1996. "Quality time: How parents' schooling affects child health through its interaction with childcare time in Bangladesh," Health Economics, John Wiley & Sons, Ltd., vol. 5(5), pages 383-407, September.
    3796. Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & van der Meulen, S., 2010. "Mandatory Adoption of IFRS and Analysts’ Forecasts Information Properties," Other publications TiSEM ef0de49e-ed91-4825-8b6f-7, Tilburg University, School of Economics and Management.
    3797. Douglas Holtz-Eakin & Whitney K. Newey & Harvey S. Rosen, 1989. "Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance," NBER Technical Working Papers 0048, National Bureau of Economic Research, Inc.
    3798. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2021. "Convergence in retail gasoline prices: Insights from Canadian cities," Working Paper series 21-18, Rimini Centre for Economic Analysis.
    3799. Chatterji, Pinka & Meara, Ellen, 2010. "Consequences of eliminating federal disability benefits for substance abusers," Journal of Health Economics, Elsevier, vol. 29(2), pages 226-240, March.
    3800. Jurgen A. Doornik & David F. Hendry & Steve Cook, 2015. "Statistical model selection with “Big Data”," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1045216-104, December.
    3801. Tetsuya Adachi & Takashi Asano & Tatsushi Okuda, 2016. "Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 34, pages 1-38, November.
    3802. Lee, Kuan-Hui & Wang, Shu-Feng, 2016. "Short-selling with a short wait: Trade- and account-level analyses in Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 209-222.
    3803. Jeffrey Gillespie & Richard Nehring, 2013. "Comparing economic performance of organic and conventional U.S. beef farms using matching samples," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 178-192, April.
    3804. Fleming, Grant & Heaney, Richard & McCosker, Rochelle, 2005. "Agency costs and ownership structure in Australia," Pacific-Basin Finance Journal, Elsevier, vol. 13(1), pages 29-52, January.
    3805. Kenneth W. Clements & H.Y Izan & Yihui Lan, 2005. "A Stochastic Measure of International Competitiveness," Economics Discussion / Working Papers 05-15, The University of Western Australia, Department of Economics.
    3806. Carol H. Shiue, 2002. "Transport Costs and the Geography of Arbitrage in Eighteenth-Century China," American Economic Review, American Economic Association, vol. 92(5), pages 1406-1419, December.
    3807. Biddle, Gary C. & Bowen, Robert M. & Wallace, James S., 1997. "Does EVA(R) beat earnings? Evidence on associations with stock returns and firm values," Journal of Accounting and Economics, Elsevier, vol. 24(3), pages 301-336, December.
    3808. Hoitash, Udi & Mkrtchyan, Anahit, 2022. "Internal governance and outside directors’ connections to non-director executives," Journal of Accounting and Economics, Elsevier, vol. 73(1).
    3809. Park, Chul Woo, 1999. "Maturity structure of public debt and expected bond returns," Journal of Banking & Finance, Elsevier, vol. 23(9), pages 1407-1435, September.
    3810. Levy, Daniel & Dezhbakhsh, Hashem, 2003. "International Evidence on Output Fluctuation and Shock Persistence," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 50(7), pages 1499-1530.
    3811. Im, Kyung So, 2000. "Robustifying Glejser test of heteroskedasticity," Journal of Econometrics, Elsevier, vol. 97(1), pages 179-188, July.
    3812. Shantaram Hegde & Tingyu Zhou, 2019. "Predicting Accounting Misconduct: The Role of Firm-Level Investor Optimism," Journal of Business Ethics, Springer, vol. 160(2), pages 535-562, December.
    3813. Norman, Stephen & Phillips, Kerk L., 2009. "What is the Shape of Real Exchange Rate Nonlinearity?," MPRA Paper 23504, University Library of Munich, Germany.
    3814. Chang, Wen-Ching & Chen, Yahn-Shir, 2015. "The Role of External Auditors in Business Group Governance: Evidence from the Number of Audit Firms Selected in Taiwanese Groups," The International Journal of Accounting, Elsevier, vol. 50(2), pages 170-194.
    3815. William R. Emmons & Frank A. Schmid, 1999. "Credit unions and the common bond," Review, Federal Reserve Bank of St. Louis, vol. 81(Sep), pages 41-64.
    3816. Muehlfeld, Katrin & Weitzel, Utz & van Witteloostuijn, Arjen, 2011. "Mergers and acquisitions in the global food processing industry in 1986-2006," Food Policy, Elsevier, vol. 36(4), pages 466-479, August.
    3817. Muhammad, Shahbaz & Samia, Nasreen & Talat, Afza, 2011. "Environmental consequences of economic growth and foreign direct investment: evidence from panel data analysis," MPRA Paper 32547, University Library of Munich, Germany, revised 03 Aug 2011.
    3818. Lothian, James R & Taylor, Mark P, 1996. "Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries," Journal of Political Economy, University of Chicago Press, vol. 104(3), pages 488-509, June.
    3819. Hayes, Rachel M. & Schaefer, Scott, 1999. "How much are differences in managerial ability worth?," Journal of Accounting and Economics, Elsevier, vol. 27(2), pages 125-148, April.
    3820. Yasin Baris Altayligil & Murat Çetrez, 2020. "Macroeconomic, institutional and financial determinants of current account balances: a panel data assessment," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-23, December.
    3821. Tongshuai Qiao & Liyan Han, 2023. "COVID‐19 and tail risk contagion across commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(2), pages 242-272, February.
    3822. Baker, H. Kent & Kumar, Satish & Pandey, Nitesh, 2021. "Thirty years of the Global Finance Journal: A bibliometric analysis," Global Finance Journal, Elsevier, vol. 47(C).
    3823. Christis G. Tombazos, 2003. "Unprotective Tariffs, Ineffective Liberalization, and Other Mysteries: An Investigation of the Endogenous Dimensions of Trade Policy Formation in Australia," Southern Economic Journal, John Wiley & Sons, vol. 70(1), pages 49-74, July.
    3824. Singer, Marcos & Donoso, Patricio & Rodríguez-Sickert, Carlos, 2008. "A static model of cooperation for group-based incentive plans," International Journal of Production Economics, Elsevier, vol. 115(2), pages 492-501, October.
    3825. Jose I. Alvarado & Lindsay C. Clark & Jose A. Gutierrez, 2021. "Stock performance subsequent to combinations in quarterly revenue surprise, earnings surprise, guidance, valuation, and report time," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 95-117, January.
    3826. Felix Hammermann & Mark Flanagan, 2009. "What explains persistent inflation differentials across transition economies?1," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 17(2), pages 297-328, April.
    3827. Hans-Peter Kohler & Lisbeth B. Knudsen & Axel Skytthe & Kaare Christensen, 2002. "The fertility pattern of twins and the general population compared: evidence from Danish cohorts 1945-64," MPIDR Working Papers WP-2002-005, Max Planck Institute for Demographic Research, Rostock, Germany.
    3828. Posch, Peter N., 2011. "Time to change. Rating changes and policy implications," Journal of Economic Behavior & Organization, Elsevier, vol. 80(3), pages 641-656.
    3829. Robert Carroll & Chris Metcalfe & Sarah Steeg & Neil M Davies & Jayne Cooper & Nav Kapur & David Gunnell, 2016. "Psychosocial Assessment of Self-Harm Patients and Risk of Repeat Presentation: An Instrumental Variable Analysis Using Time of Hospital Presentation," PLOS ONE, Public Library of Science, vol. 11(2), pages 1-13, February.
    3830. Thijs van den Broek & Marco Tosi, 2020. "The More the Merrier? The Causal Effect of High Fertility on Later-Life Loneliness in Eastern Europe," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 149(2), pages 733-748, June.
    3831. Petros E. Ioannatos, 2021. "Brexit or Euro for the UK? Evidence from Panel Data," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(1), pages 117-138, March.
    3832. Smimou, K., 2014. "Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 186-209.
    3833. Yu Liu & Zuobao Wei & Feixue Xie, 2016. "CFO gender and earnings management: evidence from China," Review of Quantitative Finance and Accounting, Springer, vol. 46(4), pages 881-905, May.
    3834. Amavilah, Voxi Heinrich, 2006. "The Economic Impact on the Dominican Republic of Baseball Player Exports to the USA," MPRA Paper 1672, University Library of Munich, Germany.
    3835. Dumitrescu, Ariadna & Zakriya, Mohammed, 2022. "Governance, information flow, and stock returns," Journal of Corporate Finance, Elsevier, vol. 72(C).
    3836. Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023. "A test for Kronecker Product Structure covariance matrix," Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
    3837. Michael Wyrwich, 2018. "The effect of being Protestant on entrepreneurial choice," Jena Economics Research Papers 2018-010, Friedrich-Schiller-University Jena.
    3838. Céspedes, Jacelly & González, Maximiliano & Molina, Carlos, 2008. "Ownership Concentration and the Determinants of Capital Structure in Latin America," Galeras. Working Papers Series 020, Universidad de Los Andes. Facultad de Administración. School of Management.
    3839. Gabriele Schino & Claudia Marini, 2012. "Self-Protective Function of Post-Conflict Bystander Affiliation in Mandrills," PLOS ONE, Public Library of Science, vol. 7(6), pages 1-6, June.
    3840. Hoechle, Daniel & Schaub, nic & Schmid, Markus, 2012. "Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions," Working Papers on Finance 1215, University of St. Gallen, School of Finance, revised Sep 2015.
    3841. Piet Eichholtz & Nils Kok & Roger Otten, 2008. "Executive Compensation in UK Property Companies," The Journal of Real Estate Finance and Economics, Springer, vol. 36(4), pages 405-426, May.
    3842. Pawan Jain & Quentin Chu, 2014. "Dividend clienteles: a global investigation," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 509-534, April.
    3843. Sjoholm, Fredrik, 1999. "Exports, Imports and Productivity: Results from Indonesian Establishment Data," World Development, Elsevier, vol. 27(4), pages 705-715, April.
    3844. O'Reilly, Gerard & Whelan, Karl, 2005. "Testing Parameter Stability: A Wild Bootstrap Approach," Research Technical Papers 8/RT/05, Central Bank of Ireland.
    3845. Brunetti, Aymo, 1998. "Policy volatility and economic growth: A comparative, empirical analysis," European Journal of Political Economy, Elsevier, vol. 14(1), pages 35-52, February.
    3846. Bellavite Pellegrini, Carlo & Sergi, Bruno & Sironi, Emiliano, 2015. "Stock Returns, Productivity, and Corruption in Eight European Fast-Emerging Markets," MPRA Paper 104651, University Library of Munich, Germany, revised 2015.
    3847. Josef Brada & Ali Kutan & Goran Vukšić, 2011. "The costs of moving money across borders and the volume of capital flight: the case of Russia and other CIS countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(4), pages 717-744, November.
    3848. Lorraine Ivancic & Kevin J. Fox, 2010. "Understanding Price Variation Across Stores and Supermarket Chains: Some Implications for CPI Aggregation Methods," Discussion Papers 2010-17, School of Economics, The University of New South Wales.
    3849. Fang, Yue, 2003. "Forecasting combination and encompassing tests," International Journal of Forecasting, Elsevier, vol. 19(1), pages 87-94.
    3850. Jayasinghe, Prabhath & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "New estimates of time-varying currency betas: A trivariate BEKK approach," Economic Modelling, Elsevier, vol. 42(C), pages 128-139.
    3851. Gunter Löffler, 2013. "Tower Building And Stock Market Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(3), pages 413-434, September.
    3852. Saskia Crucke & Marie Servaes & Tom Kluijtmans & Shana Mertens & Eveline Schollaert, 2022. "Linking environmentally‐specific transformational leadership and employees' green advocacy: The influence of leadership integrity," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(2), pages 406-420, March.
    3853. Santiago Gómez & Daniel Mejía & Santiago Tobón, 2019. "The Deterrent Effect of Surveillance Cameras on Crime," Documentos CEDE 15295, Universidad de los Andes, Facultad de Economía, CEDE.
    3854. Mechtel, Mario & Brändle, Tobias & Stribeck, Agnes & Vetter, Karin, 2010. "Red Cards: Not Such Bad News For Penalized Guest Teams," MPRA Paper 21430, University Library of Munich, Germany.
    3855. Luca Fornaciari & Caterina Pesci, 2018. "Global financial crisis and relevance of GRI disclosure in Italy. Insights from the stakeholder theory and the legitimacy theory," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2018(1), pages 67-102.
    3856. Feliana Yie Ke & Tam Pham & Neil Fargher, 2004. "The Relevance to Firm Valuation of Capitalised Research and Development Expenditures," Australian Accounting Review, CPA Australia, vol. 14(34), pages 72-76, November.
    3857. Laura K Murray & Jeremy C Kane & Nancy Glass & Stephanie Skavenski van Wyk & Flor Melendez & Ravi Paul & Carla Kmett Danielson & Sarah M Murray & John Mayeya & Francis Simenda & Paul Bolton, 2020. "Effectiveness of the Common Elements Treatment Approach (CETA) in reducing intimate partner violence and hazardous alcohol use in Zambia (VATU): A randomized controlled trial," PLOS Medicine, Public Library of Science, vol. 17(4), pages 1-22, April.
    3858. Hamza Bennani & Matthias Neuenkirch, 2014. "The (Home) Bias of European Central Bankers: New Evidence Based on Speeches," Research Papers in Economics 2014-16, University of Trier, Department of Economics.
    3859. Martin, Hal & Hanson, Andrew, 2016. "Metropolitan area home prices and the mortgage interest deduction: Estimates and simulations from policy change," Regional Science and Urban Economics, Elsevier, vol. 59(C), pages 12-23.
    3860. Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," Economics Discussion Paper Series 0912, Economics, The University of Manchester.
    3861. Hamish D. Anderson & Lawrence C. Rose & Steven F. Cahan, 2004. "Odd‐lot Costs and Taxation Influences on Stock Dividend Ex‐dates," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(9‐10), pages 1419-1448, November.
    3862. Gong, Xue & Zhang, Weiguo & Wang, Junbo & Wang, Chao, 2022. "Investor sentiment and stock volatility: New evidence," International Review of Financial Analysis, Elsevier, vol. 80(C).
    3863. Steven Glazerman & Eric Isenberg & Sarah Dolfin & Martha Bleeker & Amy Johnson & Mary Grider & Matthew Jacobus, "undated". "Impacts of Comprehensive Teacher Induction: Final Results from a Randomized Controlled Study," Mathematica Policy Research Reports 691d9603eb074051b57684e4a, Mathematica Policy Research.
    3864. Simon Davies, 2010. "Do shocks have a persistent impact on consumption?," Progress in Development Studies, , vol. 10(1), pages 75-79, January.
    3865. Jonathan M. Karpoff & D. Scott Lee & Valaria P. Vendrzyk, 1999. "Defense Procurement Fraud, Penalties, and Contractor Influence," Journal of Political Economy, University of Chicago Press, vol. 107(4), pages 809-842, August.
    3866. Vesala, Jukka, 1992. "Incomplete exchange rate pass-through and hysteresis in trade: A survey of recent theories and an empirical study of export pricing of Finnish paper manufacturies," Bank of Finland Research Discussion Papers 29/1992, Bank of Finland.
    3867. Oehmichen, Jana & Firk, Sebastian & Wolff, Michael & Haas, Veronika, 2022. "Board experience and value creation in cross-border acquisitions: The role of acquirer and target country institutions," International Business Review, Elsevier, vol. 31(4).
    3868. Christopher H. Wheeler, 2005. "Job flows and productivity dynamics: evidence from U.S. manufacturing," Working Papers 2005-017, Federal Reserve Bank of St. Louis.
    3869. Wang, Jiexin & Han, Xue & Huang, Emily J. & Yost-Bremm, Chris, 2020. "Predictability in international stock returns using currency fluctuations and forward rate forecasts," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    3870. Keil, Alwin & Nielsen, Thea, 2012. "Accounting for farmers’ risk preferences in investigating land allocation decisions in marginal environments: a test of various elicitation measures in an application from Vietnam," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126054, International Association of Agricultural Economists.
    3871. Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2016. "A contribution to the empirics of convergence in real GDP growth: the role of financial crises and exchange-rate regimes," Applied Economics, Taylor & Francis Journals, vol. 48(23), pages 2156-2169, May.
    3872. Elias Christopher J., 2015. "Percentile and Percentile-t Bootstrap Confidence Intervals: A Practical Comparison," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 153-161, January.
    3873. Dipasha Sharma & Anil K. Sharma, 2015. "Influence of Turbulent Macroeconomic Environment on Productivity Change of Banking Sector: Empirical Evidence from India," Global Business Review, International Management Institute, vol. 16(3), pages 439-462, June.
    3874. Tai, Silvio Hong Tiing, 2009. "Social interactions of migrants and trade outcomes," WTO Staff Working Papers ERSD-2009-02, World Trade Organization (WTO), Economic Research and Statistics Division.
    3875. Boriss Siliverstovs & Manh Ha Duong, 2006. "On the Role of Stock Market for Real Economic Activity," Discussion Papers of DIW Berlin 599, DIW Berlin, German Institute for Economic Research.
    3876. Augustin Kwasi Fosu, 2010. "The Effect of Income Distribution on the Ability of Growth to Reduce Poverty: Evidence from Rural and Urban African Economies," American Journal of Economics and Sociology, Wiley Blackwell, vol. 69(3), pages 1034-1053, July.
    3877. Dimosthenis Hevas & Aphroditi Papadaki, 2001. "The information content of investment tax credits," European Accounting Review, Taylor & Francis Journals, vol. 10(1), pages 173-186.
    3878. David R. Gallagher & Elvis Jarnecic, 2002. "The Performance of Active Australian Bond Funds," Australian Journal of Management, Australian School of Business, vol. 27(2), pages 163-185, December.
    3879. Kenneth Lorek & Donald Pagach, 2012. "The impact of accruals and lines of business on analysts’ earnings forecast superiority," Review of Quantitative Finance and Accounting, Springer, vol. 39(3), pages 293-308, October.
    3880. Zhao, Qianyu & Bao, Helen X.H. & Zhang, Zhanlu, 2021. "Off-farm employment and agricultural land use efficiency in China," Land Use Policy, Elsevier, vol. 101(C).
    3881. Douglas E. Levy & Ellen Meara, 2005. "The Effect of the 1998 Master Settlement on Prenatal Smoking," NBER Working Papers 11176, National Bureau of Economic Research, Inc.
    3882. James H. Lebovic, 2004. "Uniting for Peace?," Journal of Conflict Resolution, Peace Science Society (International), vol. 48(6), pages 910-936, December.
    3883. Kevin Arceneaux, 2005. "Using Cluster Randomized Field Experiments to Study Voting Behavior," The ANNALS of the American Academy of Political and Social Science, , vol. 601(1), pages 169-179, September.
    3884. Laurence C. Baker, 1994. "Does Competition from HMOs Affect Fee-For-Service Physicians?," NBER Working Papers 4920, National Bureau of Economic Research, Inc.
    3885. Chen, Sheng-Syan & Lin, Chih-Yen & Tsai, Yun-Ching, 2018. "New product strategies and firm performance: CEO optimism," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 37-53.
    3886. Titman, Sheridan & John Wei, K. C., 1999. "Understanding stock market volatility: The case of Korea and Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 7(1), pages 41-66, February.
    3887. Yuto Yoshinaga, 2016. "Market-Wide Cost of Capital Impacts on the Aggregate Earnings-Returns Relation: Evidence from Japan," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 6, pages 95-122, December.
    3888. Kam-Wah Lai & Ferdinand A. Gul, 2021. "Do failed auditors receive lower audit fees from continuing engagements?," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 1159-1190, April.
    3889. Saastamoinen, Antti & Kuosmanen, Timo, 2016. "Quality frontier of electricity distribution: Supply security, best practices, and underground cabling in Finland," Energy Economics, Elsevier, vol. 53(C), pages 281-292.
    3890. Muhammad Akram Naseem & Jun Lin & Ramiz ur Rehman & Muhammad Ishfaq Ahmad & Rizwan Ali, 2019. "Moderating role of financial ratios in corporate social responsibility disclosure and firm value," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-19, April.
    3891. Arghyrou, Michael G. & Luintel, Kul B., 2007. "Government solvency: Revisiting some EMU countries," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 387-410, June.
    3892. Todd Mitton, 2008. "Why Have Debt Ratios Increased for Firms in Emerging Markets?," European Financial Management, European Financial Management Association, vol. 14(1), pages 127-151, January.
    3893. Sara Markowitz, 2000. "An Economic Analysis of Alcohol, Drugs, and Violent Crime in the National Crime Victimization Survey," NBER Working Papers 7982, National Bureau of Economic Research, Inc.
    3894. Daniel L. Bennett & Boris Nikolaev, 2021. "Individualism, pro-market institutions, and national innovation," Small Business Economics, Springer, vol. 57(4), pages 2085-2106, December.
    3895. Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013. "Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector," Open Economies Review, Springer, vol. 24(5), pages 853-879, November.
    3896. Mary E. Barth & Sanjay Kallapur, 1996. "The Effects of Cross†Sectional Scale Differences on Regression Results in Empirical Accounting Research," Contemporary Accounting Research, John Wiley & Sons, vol. 13(2), pages 527-567, September.
    3897. Kota Ogasawara, 2021. "Technology, Institution, and Regional Growth: Evidence from Mineral Mining Industry in Industrializing Japan," Papers 2112.14514, arXiv.org, revised Dec 2024.
    3898. Wagner, Todd H. & Hu, Teh-wei & Duenas, Grace V. & Kaplan, Celia P. & Nguyen, Bang H. & Pasick, Rena J., 2001. "Does willingness to pay vary by race/ethnicity? An analysis using mammography among low-income women," Health Policy, Elsevier, vol. 58(3), pages 275-288, December.
    3899. Horsky Sharon & Michael Steven C. & Silk Alvin J., 2012. "The Internalization of Advertising Services: An Inter-Industry Analysis," Review of Marketing Science, De Gruyter, vol. 10(1), pages 1-35, October.
    3900. Alessandro Piazza & Fabrizio Perretti, 2020. "Firm behavior and the evolution of activism: Strategic decisions and the emergence of protest in US communities," Strategic Management Journal, Wiley Blackwell, vol. 41(4), pages 681-707, April.
    3901. Doug Hostland, 1995. "CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications," Macroeconomics 9508001, University Library of Munich, Germany.
    3902. Johan, S.A. & Cumming, D., 2006. "Corporate social responsibility : domestic and international private equity institutional investment," Discussion Paper 2006-002, Tilburg University, Tilburg Law and Economic Center.
    3903. Clark, Andrew E. & D’Ambrosio, Conchita & Rohde, Nicholas, 2021. "Prenatal economic shocks and birth outcomes in UK cohort data," Economics & Human Biology, Elsevier, vol. 41(C).
    3904. Christian Lessmann & Gunther Markwardt, 2009. "One Size Fits All? Decentralization, Corruption, and the Monitoring of Bureaucrats," CESifo Working Paper Series 2662, CESifo.
    3905. Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Department of Economics, Working Paper Series qt3rg5p5j2, Department of Economics, UC Santa Cruz.
    3906. McAvinchey, I. & McCausland, W.D., 2007. "The Euro, income disparity and monetary union," Journal of Policy Modeling, Elsevier, vol. 29(6), pages 869-877.
    3907. Bent Nielsen & Carlos Caceres, 2007. "Convergence to Stochastic Integrals with Non-linear integrands," Economics Papers 2007-W02, Economics Group, Nuffield College, University of Oxford.
    3908. Ray C. Fair, 1997. "Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations," Cowles Foundation Discussion Papers 1168, Cowles Foundation for Research in Economics, Yale University.
    3909. Ranko Jelic & Brahim Saadouni & Mike Wright, 2005. "Performance of Private to Public MBOs: The Role of Venture Capital," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3‐4), pages 643-682, April.
    3910. Lee, Hei Wai, 1997. "Post offering earnings performance of firms that issue seasoned equity: The role of growth opportunities," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(1), pages 97-114.
    3911. Irz, Xavier T. & Niemi, Jyrki S. & Xing, Liu, 2011. "Determinants Of Food Price Inflation In Finland," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114460, European Association of Agricultural Economists.
    3912. Dmitri Boreiko & Maurizio Murgia, 2013. "European spin-offs Origin, value creation, and long-term performance," BEMPS - Bozen Economics & Management Paper Series BEMPS05, Faculty of Economics and Management at the Free University of Bozen.
    3913. Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2020. "Flight-to-safety and the risk-return trade-off: European evidence," Finance Research Letters, Elsevier, vol. 35(C).
    3914. Matthew Odedokun, 2010. "Analysis of Deviations and Delays in Aid Disbursements," Working Papers id:3212, eSocialSciences.
    3915. Ro, Annie & Bruckner, Tim A. & Duquette-Rury, Lauren, 2020. "Immigrant apprehensions and birth outcomes: Evidence from California birth records 2008–2015," Social Science & Medicine, Elsevier, vol. 249(C).
    3916. Dong, Yan & Liu, Zhentao & Shen, Zhe & Sun, Qian, 2016. "Does State Ownership Really Matter in Determining Access to Bank Loans? Evidence from China's Partial Privatization," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 73-85.
    3917. Harris, Mary S. & Muller III, Karl A., 1999. "The market valuation of IAS versus US-GAAP accounting measures using Form 20-F reconciliations1," Journal of Accounting and Economics, Elsevier, vol. 26(1-3), pages 285-312, January.
    3918. Busse, Matthias & Spielmann, Christian, 2004. "Gender Inequality and Trade," HWWA Discussion Papers 308, Hamburg Institute of International Economics (HWWA).
    3919. Chambers, Dustin & Dhongde, Shatakshee, 2016. "Convergence in income distributions: Evidence from a panel of countries," Economic Modelling, Elsevier, vol. 59(C), pages 262-270.
    3920. Kato, Edward & Mwanjalolo, Majaliwa & Nkonya, Ephraim & Place, Frank, 2010. "An econometric investigation of impacts of sustainable land management practices on soil carbon and yield risk: A potential for climate change mitigation," IFPRI discussion papers 1038, International Food Policy Research Institute (IFPRI).
    3921. Bradford Mills & Joachim Schleich, 2012. "Residential Energy-Efficient Technology Adoption, Energy Conservation, Knowledge, and Attitudes: An Analysis of European Countries," Post-Print hal-00805711, HAL.
    3922. Durlauf, Steven N & Phillips, Peter C B, 1988. "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, vol. 56(6), pages 1333-1354, November.
    3923. Lori Dickes & Elizabeth Crouch, 2015. "The Impact of Changing Lake Levels on Property Values: A Hedonic Model of Lake Thurmond," The Review of Regional Studies, Southern Regional Science Association, vol. 45(3), pages 221-235, Winter.
    3924. Dragos Stefan Oprea & Elena Valentina Tilica, 2014. "Day-of-the-Week Effect in Post-Communist East European Stock Markets," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(3), pages 119-129, July.
    3925. Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015. "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models," Tinbergen Institute Discussion Papers 15-083/III, Tinbergen Institute.
    3926. Atanasko Atanasovski, 2015. "Empirical Investigation into the Determinants of Compliance with IFRS 7 Disclosure Requirements," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 11(2), pages 5-17, April.
    3927. Lanouar Charfeddine & Zouhair Mrabet, 2015. "Trade liberalization and relative employment: further evidence from Tunisia," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 5(1), pages 173-202, June.
    3928. Hsuan-Chi Chen & Sheng-Syan Chen & Chia-Wei Huang & John D. Schatzberg, 2014. "Insider Trading and Firm Performance Following Open Market Share Repurchase Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(1-2), pages 156-184, January.
    3929. Piet Eichholtz & Nils Gugler & Nils Kok, 2011. "Transparency, Integration, and the Cost of International Real Estate Investments," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 152-173, July.
    3930. Christopher Bowdler, 2003. "Openness and the Output-Inflation Tradeoff," Economics Papers 2003-W04, Economics Group, Nuffield College, University of Oxford.
    3931. Roberto Ortiz & Mauricio Contreras & Marcelo Villena, 2015. "On the Efficient Market Hypothesis of Stock Market Indexes: The Role of Non-synchronous Trading and Portfolio Effects," Papers 1510.03926, arXiv.org.
    3932. Richard Chung & Lawrence Kryzanowski, 1998. "Are the Market Effects Associated with Revisions to the TSE300 Index Robust?," Multinational Finance Journal, Multinational Finance Journal, vol. 2(1), pages 1-36, March.
    3933. Cörvers, Frank & Reininga, T., 1998. "The Dutch factor content of human and physical capital: a test of the HOV model," ROA Research Memorandum 1E, Maastricht University, Research Centre for Education and the Labour Market (ROA).
    3934. Øystein Gjerde & Kjell Knivsflå & Frode Sættem, 2010. "Evidence on competitive advantage and superior stock market performance," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(4), pages 277-301.
    3935. Baslevent, Cem & Onaran, Ozlem, 2004. "The Effect of Export-Oriented Growth on Female Labor Market Outcomes in Turkey," World Development, Elsevier, vol. 32(8), pages 1375-1393, August.
    3936. Henry Jarva, 2009. "Do Firms Manage Fair Value Estimates? An Examination of SFAS 142 Goodwill Impairments," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(9‐10), pages 1059-1086, November.
    3937. Richard Cebula, 2014. "The Impact of Economic Freedom and Personal Freedom on Net In-Migration in the U.S.: A State-Level Empirical Analysis, 2000 to 2010," Journal of Labor Research, Springer, vol. 35(1), pages 88-103, March.
    3938. David Hendry & Jennifer L. Castle, 2010. "Model Selection in Under-specified Equations Facing Breaks," Economics Series Working Papers 509, University of Oxford, Department of Economics.
    3939. Bhargava, Rahul & Fraser, Donald R., 1998. "On the wealth and risk effects of commercial bank expansion into securities underwriting: An analysis of Section 20 subsidiaries1," Journal of Banking & Finance, Elsevier, vol. 22(4), pages 447-465, May.
    3940. Vásquez Cordano, Arturo Leonardo & Prialé Zevallos, Rodrigo, 2020. "Country Competitiveness and Investment Allocation in the Mining Industry: A survey of the literature and new empirical evidence," Documentos de Trabajo 004, Escuela de Postgrado GERENS.
    3941. Kerim Peren Arin & Cagla Okten, 2003. "The determinants of privatization prices: evidence from Turkey," Applied Economics, Taylor & Francis Journals, vol. 35(12), pages 1393-1404.
    3942. Ndubizu, Gordian A. & Wallace, R. S. Olusegun, 2003. "Contracts valuation assessment noise and cross-border listing of equities on U.S. and U.K. stock markets," The International Journal of Accounting, Elsevier, vol. 38(4), pages 397-420.
    3943. Gungor Karakaya, 2009. "Early cessation of activity in the labour market: impact of supply and demand factors," DULBEA Working Papers 09-04.RS, ULB -- Universite Libre de Bruxelles.
    3944. Nicholas Apergis & Sofia Eleftheriou & Dimitrios Voliotis, 2017. "Asymmetric Spillover Effects between Agricultural Commodity Prices and Biofuel Energy Prices," International Journal of Energy Economics and Policy, Econjournals, vol. 7(1), pages 166-177.
    3945. Sonia Falconieri & Albert Murphy & Daniel Weaver, 2009. "Underpricing and Ex Post Value Uncertainty," Financial Management, Financial Management Association International, vol. 38(2), pages 285-300, June.
    3946. Cebula, Richard & Saadatmand, Yassaman & Piccone, Yvonne, 2002. "An Empirical Note on the Inflation Impact of the Price of Imported Crude Oil: The Case of Germany," MPRA Paper 50887, University Library of Munich, Germany.
    3947. Lee, Jaeho & Kim, Hakkon, 2016. "Do employee relation responsibility and culture matter for firm value? International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 191-209.
    3948. Singer, Nico & Dreher, Frank & Laser, Saskia, 2012. "Published stock recommendations as institutional investor sentiment in the near-term stock market," Thuenen-Series of Applied Economic Theory 121, University of Rostock, Institute of Economics.
    3949. Lee, Choonsik & Park, Heungju, 2016. "Financial constraints, board governance standards, and corporate cash holdings," Review of Financial Economics, Elsevier, vol. 28(C), pages 21-34.
    3950. Pi‐Hui Ting & Hsien‐yu Yin, 2018. "How do corporate social responsibility activities affect performance? The role of excess control right," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 25(6), pages 1320-1331, November.
    3951. Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment," Cambridge Working Papers in Economics 9013, Faculty of Economics, University of Cambridge.
    3952. Eichler, Stefan & Hielscher, Kai, 2012. "Does the ECB act as a lender of last resort during the subprime lending crisis?: Evidence from monetary policy reaction models," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 552-568.
    3953. Mohammad Jizi, 2017. "The Influence of Board Composition on Sustainable Development Disclosure," Business Strategy and the Environment, Wiley Blackwell, vol. 26(5), pages 640-655, July.
    3954. Bernd Sussmuth, 2006. "Beauty in the classroom: are German students less blinded? Putative pedagogical productivity due to professors' pulchritude: peculiar or pervasive?," Applied Economics, Taylor & Francis Journals, vol. 38(2), pages 231-238.
    3955. Daria Ciriaci & Sandro Montresor & Daniela Palma, 2013. "Do KIBS make manufacturing more innovative? An empirical investigation for four European countries," JRC Working Papers on Corporate R&D and Innovation 2013-04, Joint Research Centre.
    3956. I-Ju Chen, 2016. "Corporate Governance and the Efficiency of Internal Capital Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-50, June.
    3957. Michael Wyrwich, 2020. "The value orientation of entrepreneurs in challenging institutional contexts: Insights from a unique historical episode," Jena Economics Research Papers 2020-001, Friedrich-Schiller-University Jena.
    3958. Richard J. Cebula, 2013. "Which economic freedoms influence per capita real income?," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 368-372, March.
    3959. Jochen Heberle & Cristina Sattarhoff, 2017. "A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators," Econometrics, MDPI, vol. 5(1), pages 1-16, January.
    3960. Mirela Malin & Graham Bornholt, 2010. "Enhancing Contrarian Strategies: Evidence from Developed Markets Indices," Discussion Papers in Finance finance:201001, Griffith University, Department of Accounting, Finance and Economics.
    3961. Biswajit Ghose & Kailash Chandra Kabra, 2019. "Firm Profitability and Adjustment of Capital Structure: Indian Evidence," Vision, , vol. 23(3), pages 297-308, September.
    3962. Gul, Ferdinand A. & Fung, Simon Yu Kit & Jaggi, Bikki, 2009. "Earnings quality: Some evidence on the role of auditor tenure and auditors' industry expertise," Journal of Accounting and Economics, Elsevier, vol. 47(3), pages 265-287, June.
    3963. Iqbal Hussain, Hafezali & Mohd Farid, Shamsudin & Noor H, Jabarullah, 2016. "Non Linear Speed of Adjustment to Lead Leverage Levels and the Timing Element in Equity Issues: Empirical Evidence from the UK," MPRA Paper 79261, University Library of Munich, Germany.
    3964. A. Rashad Abdel†Khalik, 1990. "Specification problems with information content of earnings: revisions and rationality of expectations and self†selection bias," Contemporary Accounting Research, John Wiley & Sons, vol. 7(1), pages 142-172, September.
    3965. Jonathan Temple & Ludger Wößmann, 2006. "Dualism and cross-country growth regressions," ifo Working Paper Series 33, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    3966. Kaserer, Christoph & Mettler, Alfred & Obernberger, Stefan, 2008. "The impact of the Sarbanes-Oxley act on the cost of going public," CEFS Working Paper Series 2008-07, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
    3967. Bacidore, Jeffrey M., 2001. "Decimalization, adverse selection, and market maker rents," Journal of Banking & Finance, Elsevier, vol. 25(5), pages 829-855, May.
    3968. Shaik, Saleem & Atwood, Joseph A. & Helmers, Glenn A., 2012. "Did 1933 new deal legislation contribute to farm real estate values: A regional analysis," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 801-816.
    3969. Lin, Ji-Chai & Stephens, Clifford P. & Wu, YiLin, 2014. "Limited attention, share repurchases, and takeover risk," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 283-301.
    3970. Audretsch, David B & Klomp, Luuk & Thurik, A R Roy, 1997. "Do Services Differ From Manufacturing? The Post-Entry Performance of Firms in Dutch Services," CEPR Discussion Papers 1718, C.E.P.R. Discussion Papers.
    3971. Maio, Paulo & Philip, Dennis, 2018. "Economic activity and momentum profits: Further evidence," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 466-482.
    3972. Andy C.N. Kan, 2004. "Resiliency Ability of the Underlying Spot Market after the Introduction of Index Futures Contracts: Evidence from Hong Kong," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 3(3), pages 269-283, December.
    3973. Karakatsani, Nektaria V. & Bunn, Derek W., 2008. "Intra-day and regime-switching dynamics in electricity price formation," Energy Economics, Elsevier, vol. 30(4), pages 1776-1797, July.
    3974. Mahbub Morshed, A.K.M., 2007. "Is there really a "border effect"?," Journal of International Money and Finance, Elsevier, vol. 26(7), pages 1229-1238, November.
    3975. Rafael González-Val & Luis Lanaspa & Fernando Sanz, 2012. "New evidence on Gibrat’s law for cities," Working Papers 2012/18, Institut d'Economia de Barcelona (IEB).
    3976. Michael Isimbabi & Alan Tucker, 1997. "The market perception of banking industry risk: A multifactor analysis," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(1), pages 99-112, March.
    3977. Fan, Qinbin & Jahan-Parvar, Mohammad R., 2012. "U.S. industry-level returns and oil prices," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 112-128.
    3978. Field, Laura Casares & Mkrtchyan, Anahit, 2017. "The effect of director experience on acquisition performance," Journal of Financial Economics, Elsevier, vol. 123(3), pages 488-511.
    3979. Pekka Ilmakunnas & Vesa Kanniainen, 2001. "Entrepreneurship, Economic Risks, and Risk Insurance in the Welfare State: Results with OECD Data 1978–93," German Economic Review, Verein für Socialpolitik, vol. 2(3), pages 195-218, August.
    3980. Richard Cebula & Usha Nair-Reichert, 2012. "Migration and public policies: a further empirical analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 238-248, January.
    3981. Shiyou Li & Emeka Nwaeze & Jennifer Yin, 2016. "Earnings management in the electric utility industry: profit incentives," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 633-660, April.
    3982. Kubota, Keiichi & Takehara, Hitoshi, 2019. "Firm-level innovation by Japanese family firms: Empirical analysis using multidimensional innovation measures," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    3983. Alexander Karmann & Felix Roesel, 2017. "Hospital Policy and Productivity – Evidence from German States," Health Economics, John Wiley & Sons, Ltd., vol. 26(12), pages 1548-1565, December.
    3984. Louis T. W. Cheng & T. Y. Leung, 2008. "Is there information content from insider trading activities preceding earnings and dividend announcements in Hong Kong?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(3), pages 417-437, September.
    3985. Donald G. Freeman, 2003. "Trickling Down the Rising Tide: New Estimates of the Link between Poverty and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, vol. 70(2), pages 359-373, October.
    3986. Wang, Huijun & Yan, Jinghua & Yu, Jianfeng, 2017. "Reference-dependent preferences and the risk–return trade-off," Journal of Financial Economics, Elsevier, vol. 123(2), pages 395-414.
    3987. John McDonald & Sofia Dermisi, 2009. "Office Building Capitalization Rates: The Case of Downtown Chicago," The Journal of Real Estate Finance and Economics, Springer, vol. 39(4), pages 472-485, November.
    3988. Julien Vedani & Fabien Ramaharobandro, 2013. "Continuous compliance: a proxy-based monitoring framework," Papers 1309.7222, arXiv.org, revised Dec 2013.
    3989. David Coady & Margaret Grosh & John Hoddinott, 2004. "Targeting of Transfers in Developing Countries : Review of Lessons and Experience," World Bank Publications - Books, The World Bank Group, number 14902.
    3990. Paul Gerrans, 2006. "Morningstar ratings and future performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(4), pages 605-628, December.
    3991. Barth, Anne-Kathrin & Heimeshoff, Ulrich, 2012. "How large is the magnitude of fixed-mobile call substitution? Empirical evidence from 16 Europen countries," 23rd European Regional ITS Conference, Vienna 2012 60391, International Telecommunications Society (ITS).
    3992. Maliranta, Mika & Rouvinen, Petri, 2004. "Informational Mobility and Productivity - Finnish Evidence," Discussion Papers 919, The Research Institute of the Finnish Economy.
    3993. De‐Wai Chou & C. Edward Wang & Sheng‐Syan Chen & Sandra Tsai, 2009. "Earnings Management and the Long‐Run Underperformance of Firms Following Convertible Bond Offers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(1‐2), pages 73-98, January.
    3994. Lin, Hsiou-wei & McNichols, Maureen F., 1998. "Underwriting relationships, analysts' earnings forecasts and investment recommendations," Journal of Accounting and Economics, Elsevier, vol. 25(1), pages 101-127, February.
    3995. Perfect, Steven B. & Peterson, David R. & Peterson, Pamela P., 1995. "Self-tender offers: The effects of free cash flow, cash flow signalling, and the measurement of Tobin's q," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 1005-1023, September.
    3996. Guillaume Chevillon, 2006. "Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts," Economics Series Working Papers 257, University of Oxford, Department of Economics.
    3997. Miguel Lebre de Freitas, 2023. "Forecasting inflation with excess liquidity and excess depreciation: the case of Angola," Economic Change and Restructuring, Springer, vol. 56(1), pages 473-514, February.
    3998. Anita Staneva, 2007. "Econometric analysis of Labour Market in Bulgaria - 1991-2006," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 144-172.
    3999. Eldenburg, Leslie & Soderstrom, Naomi & Willis, Veronda & Wu, Anne, 2010. "Behavioral changes following the collaborative development of an accounting information system," Accounting, Organizations and Society, Elsevier, vol. 35(2), pages 222-237, February.
    4000. SIGUE, Moussa & SIRPE, Gnanderman, 2019. "Impact of Road Infrastructure Investments on the Structural Competitiveness of the Burkina Faso Economy," MPRA Paper 96139, University Library of Munich, Germany.
    4001. Manasan, Rosario G., 1997. "Local Government Financing of Social Service Sectors in a Decentralized Regime: Special Focus on Provincial Governments in 1993," Discussion Papers DP 1997-04, Philippine Institute for Development Studies.
    4002. Alan Speight & Dennis Thomas, 1997. "Football league transfers: a comparison of negotiated fees with arbitration settlements," Applied Economics Letters, Taylor & Francis Journals, vol. 4(1), pages 41-44.
    4003. Ramírez, Andrés & Tadesse, Solomon, 2009. "Corporate cash holdings, uncertainty avoidance, and the multinationality of firms," International Business Review, Elsevier, vol. 18(4), pages 387-403, August.
    4004. von Meyerinck, Felix & Oesch, David & Schmid, Markus, 2012. "Is Director Industry Experience Valuable?," Working Papers on Finance 1217, University of St. Gallen, School of Finance.
    4005. Gregoriou, Andros & Gupta, Jairaj & Healy, Jerome, 2016. "Does Islamic banking increase the liquidity of stocks? An application to the Kingdom of Bahrain," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 132-138.
    4006. Gyimah, Stephen Obeng & Takyi, Baffour K. & Addai, Isaac, 2006. "Challenges to the reproductive-health needs of African women: On religion and maternal health utilization in Ghana," Social Science & Medicine, Elsevier, vol. 62(12), pages 2930-2944, June.
    4007. Vadlamannati, Krishna Chaitanya, 2009. "Testing The Effects of Economic, Social, and Political Globalization on Human Rights in Africa," MPRA Paper 15290, University Library of Munich, Germany.
    4008. Jonah B. Gelbach & Doug Miller, 2009. "Robust Inference with Multi-way Clustering," Working Papers 226, University of California, Davis, Department of Economics.
    4009. Paul Schneider & Christian Wagner & Josef Zechner, 2019. "Low Risk Anomalies?," Swiss Finance Institute Research Paper Series 19-50, Swiss Finance Institute.
    4010. Ramirez Carlos D., 2011. "The $700 Billion Bailout: A Public-Choice Interpretation," Review of Law & Economics, De Gruyter, vol. 7(1), pages 291-318, November.
    4011. Athanasios Triantafyllou & George Dotsis & Alexandros Sarris, 2020. "Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 71(3), pages 631-651, September.
    4012. Tsani, Stella, 2013. "Natural resources, governance and institutional quality: The role of resource funds," Resources Policy, Elsevier, vol. 38(2), pages 181-195.
    4013. Konstantinos Drakos & Panagiotis Konstantinou, 2005. "Competition and Contestability in Transition Banking: An Empirical Analysis," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 3(2), pages 183-209.
    4014. Cem Ertur & Wilfried Koch, 2006. "The Role of Human Capital and Technological Interdependence in Growth and Convergence Processes: International Evidence," DEGIT Conference Papers c011_029, DEGIT, Dynamics, Economic Growth, and International Trade.
    4015. Sung C. Bae & Taek Ho Kwon, 2021. "Hedging operating and financing risk with financial derivatives during the global financial crisis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(3), pages 384-405, March.
    4016. Burton A. Abrams & Margaret Z. Clarke & Russell F. Settle, 1999. "The Impact of Banking and Fiscal Policies on State‐Level Economic Growth," Southern Economic Journal, John Wiley & Sons, vol. 66(2), pages 367-378, October.
    4017. Ben-Nasr, Hamdi & Boubaker, Sabri & Rouatbi, Wael, 2015. "Ownership structure, control contestability, and corporate debt maturity," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 265-285.
    4018. Steve Cook & Tom Winfield, 2013. "Crime across the States: Are US Crime Rates Converging?," Urban Studies, Urban Studies Journal Limited, vol. 50(9), pages 1724-1741, July.
    4019. Razvan STEFANESCU & Ramona DUMITRIU, 2018. "Changes in the stocks prices behavior before and after the public holidays: case of Bucharest Stock Exchange," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 189-202.
    4020. Ashish Arora & Marco Ceccagnoli & Wesley M. Cohen, 2003. "R&D and the Patent Premium," NBER Working Papers 9431, National Bureau of Economic Research, Inc.
    4021. Leledakis, George & Mamatzakis, Emmanuel & Pirgiotakis, Manos & Travlos, Nikolaos, 2017. "What twenty years of regulations have to say about M&As of U.S. banks?," MPRA Paper 82977, University Library of Munich, Germany.
    4022. Chris Brooks & Frank Skinner, 2000. "What will be the risk-free rate and benchmark yield curve following European monetary union?," Applied Financial Economics, Taylor & Francis Journals, vol. 10(1), pages 59-69.
    4023. Rulon D. Pope & Jeffrey T. LaFrance & Richard E. Just, 2007. "Imperfect Price Deflation in Production Systems," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(3), pages 738-754.
    4024. Neil R. Ericsson & David F. Hendry, 1985. "Conditional econometric modelling : an application to new house prices in the United Kingdom," International Finance Discussion Papers 254, Board of Governors of the Federal Reserve System (U.S.).
    4025. Vidal Fernadez Montoro, 2001. "Expectations and Behaviour of the Spanish Treasury Bill Rates Patterns in Neighboring Areas," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 5(1), pages 61-83, Summer.
    4026. Murat Cetrez & Yasin Baris Altayligil, 2022. "The Role of Macroeconomic Stability in Current Account Balances," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 72(72-2), pages 569-597, December.
    4027. Weiss, Mary A. & Choi, Byeongyong Paul, 2008. "State regulation and the structure, conduct, efficiency and performance of US auto insurers," Journal of Banking & Finance, Elsevier, vol. 32(1), pages 134-156, January.
    4028. Astrid Eisenberg & Markus Rudolf, 2007. "Exchange Rates and the Conversion of Currency‐Specific Risk Premia," European Financial Management, European Financial Management Association, vol. 13(4), pages 672-701, September.
    4029. Ajeyo Banerjee & E. Woodrow Eckard, 2001. "Why Regulate Insider Trading? Evidence from the First Great Merger Wave (1897-1903)," American Economic Review, American Economic Association, vol. 91(5), pages 1329-1349, December.
    4030. de Carvalho, Antonio Gledson & Pinheiro, Roberto B. & Sampaio, Joelson Oliveira, 2020. "The dynamics of earnings management in IPOs and the role of venture capital," Research in International Business and Finance, Elsevier, vol. 51(C).
    4031. Praveen Kumar & Latha Ramchand, 2008. "Takeovers, market monitoring, and international corporate governance," RAND Journal of Economics, RAND Corporation, vol. 39(3), pages 850-874, September.
    4032. Atalla, Tarek & Joutz, Fred & Pierru, Axel, 2016. "Does disagreement among oil price forecasters reflect volatility? Evidence from the ECB surveys," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1178-1192.
    4033. Richard Cebula & Christopher Coombs, 2008. "Recent Evidence on Factors Influencing the Female Labor Force Participation Rate," Journal of Labor Research, Springer, vol. 29(3), pages 272-284, September.
    4034. Csilla Horváth & Andreas Günther & Richard Paap, 2010. "Seasonal patterns in slot-machine gambling in Germany," International Gambling Studies, Taylor & Francis Journals, vol. 10(3), pages 255-268, December.
    4035. Shrimal Perera & Michael Skully & J. Wickramanayake, 2006. "Competition and structure of South Asian banking: a revenue behaviour approach," Applied Financial Economics, Taylor & Francis Journals, vol. 16(11), pages 789-801.
    4036. Jiejing Wang, 2020. "Urban government capacity and economic performance: An analysis of Chinese cities," Environment and Planning A, , vol. 52(5), pages 981-1004, August.
    4037. Dee, Thomas S., 1998. "Competition and the quality of public schools," Economics of Education Review, Elsevier, vol. 17(4), pages 419-427, October.
    4038. Dimovski, William & Brooks, Robert, 2008. "The underpricing of gold mining initial public offerings," Research in International Business and Finance, Elsevier, vol. 22(1), pages 1-16, January.
    4039. Fischer, Malte, 1996. "Die Preisbildung im westdeutschen Außenhandel: Eine empirische Analyse," Kiel Working Papers 782, Kiel Institute for the World Economy (IfW Kiel).
    4040. Nguyen, Quyen T.K. & Almodóvar, Paloma, 2018. "Export intensity of foreign subsidiaries of multinational enterprises: The role of trade finance availability," International Business Review, Elsevier, vol. 27(1), pages 231-245.
    4041. Hayen, Arthur & van den Berg, Michael Jack & Struijs, Jeroen Nathan & Westert (Gert), Gerard Pieter, 2021. "Dutch shared savings program targeted at primary care: Reduced expenditures in its first year," Health Policy, Elsevier, vol. 125(4), pages 489-494.
    4042. Dianne H. B. Welsh & Eugene Kaciak, 2019. "Family enrichment and women entrepreneurial success: the mediating effect of family interference," International Entrepreneurship and Management Journal, Springer, vol. 15(4), pages 1045-1075, December.
    4043. Chi, Jianxin (Daniel) & Gupta, Manu, 2009. "Overvaluation and earnings management," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1652-1663, September.
    4044. Thierry Lallemand & Robert Plasman & François Rycx, 2008. "Women and Competition in Elimination Tournaments," Journal of Sports Economics, , vol. 9(1), pages 3-19, February.
    4045. Melvyn A. Fuss, 1987. "Heteroskedasticity-Consistent Estimation of the Variance-Covariance Matrix for the Almost Ideal Demand System," NBER Working Papers 2401, National Bureau of Economic Research, Inc.
    4046. Adélaïde Fadhuile & Stéphane Lemarié & Alain Pirotte, 2016. "Disaggregating the Demand for Pesticides: Does it Matter?," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(2), pages 223-252, June.
    4047. David Ho & Kwame Addae-Dapaah & John Glascock, 2015. "International Direct Real Estate Risk Premiums in a Multi-Factor Estimation Model," The Journal of Real Estate Finance and Economics, Springer, vol. 51(1), pages 52-85, July.
    4048. Mullen, John D., 1995. "The Influence of Fat and Weight on the Price of Lamb in the Homebush Livestock and Wholesale Markets," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 63(01), pages 1-13, April.
    4049. M. Davies & J. Hirschberg & J. Lye & C. Johnston & I. McDonald, 2005. "Systematic Influences on Teaching Evaluations : The Case for Caution," Department of Economics - Working Papers Series 953, The University of Melbourne.
    4050. Rajiv D. Banker & Rong Huang & Ramachandran Natarajan, 2009. "Incentive Contracting and Value Relevance of Earnings and Cash Flows," Journal of Accounting Research, Wiley Blackwell, vol. 47(3), pages 647-678, June.
    4051. Karpavičius, Sigitas & Yu, Fan, 2018. "Dividend premium: Are dividend-paying stocks worth more?," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 112-126.
    4052. Neuenkirch, Matthias & Tillmann, Peter, 2014. "Superstar Central Bankers," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100489, Verein für Socialpolitik / German Economic Association.
    4053. Jingbo Yin & Meifeng Luo & Lixian Fan, 2017. "Dynamics and interactions between spot and forward freights in the dry bulk shipping market," Maritime Policy & Management, Taylor & Francis Journals, vol. 44(2), pages 271-288, February.
    4054. Easaw, Joshy & Golinelli, Roberto & Malgarini, Marco, 2013. "What determines households inflation expectations? Theory and evidence from a household survey," European Economic Review, Elsevier, vol. 61(C), pages 1-13.
    4055. Jan Pavel & Jana Tepperová, 2021. "ATP Identification Using Balance of Payments Data: Case of the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(1), pages 3-19.
    4056. Asghar Zardkoohi & Eugene Kang & Donald Fraser & Albert A. Cannella, 2018. "Managerial Risk-Taking Behavior: A Too-Big-To-Fail Story," Journal of Business Ethics, Springer, vol. 149(1), pages 221-233, April.
    4057. Niels-Hugo Blunch & Nabanita Datta Gupta, 2020. "Mothers’ health knowledge for children with diarrhea: who you are or who you know?," Review of Economics of the Household, Springer, vol. 18(4), pages 1131-1164, December.
    4058. Datta, Sudip & Gruskin, Mark & Iskandar-Datta, Mai, 2015. "On post-IPO stock price performance: A comparative analysis of RLBOs and IPOs," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 187-203.
    4059. Ongena, S. & Popov, A., 2013. "Take Care Of Home And Family, Honey, And Let Me Take Care Of The Money. Gender Bias And Credit Market Barriers For Female Entrepreneurs," Other publications TiSEM 6e4843b2-e333-48f5-bf18-7, Tilburg University, School of Economics and Management.
    4060. Chantal Dupasquier & Patrick N. Osakwe & Shandre M. Thangavelu, 2005. "Choice of Monetary and Exchange Regimes in ECOWAS : An Optimum Currency Area Analysis," Macroeconomics Working Papers 22570, East Asian Bureau of Economic Research.
    4061. Wei-han Liu & Qian Long Kweh, 2022. "Reexamining nonlinear effects of intellectual capital on firm efficiency," Annals of Operations Research, Springer, vol. 315(2), pages 1319-1344, August.
    4062. Jeffrey M. Woodridge, 1988. "A Unified Approach to Robust, Regression-Based Specification Tests," Working papers 480, Massachusetts Institute of Technology (MIT), Department of Economics.
    4063. Erauskin, Iñaki, 2015. "Savings, the size of the net foreign asset position, and the dynamics of current accounts," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 353-370.
    4064. In Choi, 2014. "Unit root tests for dependent and heterogeneous micropanels," Working Papers 1404, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    4065. van Stel, André & Kaciak, Eugene & Cieślik, Jerzy, 2020. "Hiring plans by solo entrepreneurs at the time of start-up: The role of education and the desire for self-expression," Journal of Business Research, Elsevier, vol. 119(C), pages 58-66.
    4066. Gospodinov, Nikolay & Robotti, Cesare, 2021. "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, vol. 140(1), pages 292-324.
    4067. Tobias Adrian & Joshua V. Rosenberg, 2006. "Stock returns and volatility: pricing the short-run and long-run components of market risk," Staff Reports 254, Federal Reserve Bank of New York.
    4068. Ariel Pakes & Zvi Griliches, 1982. "Estimating Distributed Lags in Short Panels with an Application to the Specification of Depreciation Patterns and Capital Stock Constructs," NBER Working Papers 0933, National Bureau of Economic Research, Inc.
    4069. Rai, Anoop & Seth, Rama & Mohanty, Sunil K., 2007. "The impact of discount rate changes on market interest rates: Evidence from three European countries and Japan," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 905-923, October.
    4070. Zhang, Chengsi & Clovis, Joel, 2010. "China inflation dynamics: Persistence and policy regimes," Journal of Policy Modeling, Elsevier, vol. 32(3), pages 373-388, May.
    4071. Nicolaj Siggelkow, 1998. "Why Focus? A Study of Intra-Industry Focus Effects," Center for Financial Institutions Working Papers 99-13, Wharton School Center for Financial Institutions, University of Pennsylvania.
    4072. Akbar, Saeed & Shah, Syed Zulfiqar Ali & Stark, Andrew W., 2011. "The value relevance of cash flows, current accruals, and non-current accruals in the UK," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 311-319.
    4073. Duarte-Silva, Tiago, 2010. "The market for certification by external parties: Evidence from underwriting and banking relationships," Journal of Financial Economics, Elsevier, vol. 98(3), pages 568-582, December.
    4074. Walter Krämer, 2020. "Interview mit Göran Kauermann," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 14(3), pages 305-312, December.
    4075. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
    4076. Peter Drysdale & Weiguo Lu, 1996. "Australia's Export Performance in East Asia," Asia Pacific Economic Papers 259, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
    4077. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 316, University of California, Davis, Department of Economics.
    4078. Craig A. Gallet, 2007. "The demand for alcohol: a meta-analysis of elasticities," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 51(2), pages 121-135, June.
    4079. Cai, Jun & Loughran, Tim, 1998. "The performance of Japanese seasoned equity offerings, 1971-1992," Pacific-Basin Finance Journal, Elsevier, vol. 6(5), pages 395-425, November.
    4080. Kenji Kutsuna & Yuji Honjo, 2005. "External Equity at Start-up and Post-entry Performance: Evidence from Japan," Discussion Papers 2005-46, Kobe University, Graduate School of Business Administration.
    4081. M. Ezzamel & D. Gwilliam & K. Holland, 1996. "Some Empirical Evidence from Publicly Quoted UK Companies on the Relationship Between the Pricing of Audit and Non-audit Services," Accounting and Business Research, Taylor & Francis Journals, vol. 27(1), pages 3-16.
    4082. Masahiko Gosho & Hisashi Noma & Kazushi Maruo, 2021. "Practical Review and Comparison of Modified Covariance Estimators for Linear Mixed Models in Small‐sample Longitudinal Studies with Missing Data," International Statistical Review, International Statistical Institute, vol. 89(3), pages 550-572, December.
    4083. Chinmoy Ghosh & Randall S. Guttery & C. F. Sirmans, 1998. "Contagion and REIT Stock Prices," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 389-400.
    4084. Manabe, Tomonori & Nakagawa, Kei, 2022. "The value of reputation capital during the COVID-19 crisis: Evidence from Japan," Finance Research Letters, Elsevier, vol. 46(PA).
    4085. Baghestani, Hamid, 2006. "An evaluation of the professional forecasts of U.S. long-term interest rates," Review of Financial Economics, Elsevier, vol. 15(2), pages 177-191.
    4086. Apergis, Nicholas & Voliotis, Dimitrios, 2015. "Spillover effects between lit and dark stock markets: Evidence from a panel of London Stock Exchange transactions," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 101-106.
    4087. Todd Mitton & Thomas O’Connor, 2012. "Investability and Firm Value," European Financial Management, European Financial Management Association, vol. 18(5), pages 731-761, November.
    4088. Benjamin Blau & Matthew Hill & Hao Wang, 2011. "REIT Short Sales and Return Predictability," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 481-503, May.
    4089. Smimou, K., 2017. "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, vol. 41(C), pages 461-479.
    4090. Clermont, Yvan & Vallée, Luc, 1992. "L’instabilité des motivations de l’incendie criminel dans le secteur résidentiel à Montréal," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(3), pages 499-513, septembre.
    4091. Ali Akarca & Aysit Tansel, 2006. "Economic Performance and Political Outcomes: An Analysis of the Turkish Parliamentary and Local Election Results Between 1950 and 2004," Public Choice, Springer, vol. 129(1), pages 77-105, October.
    4092. Chen, Andrew H. & Mazumdar, Sumon C. & Hung, Mao-wei, 1996. "Regulations, lender identity and bank loan pricing," Pacific-Basin Finance Journal, Elsevier, vol. 4(1), pages 1-14, May.
    4093. Cumming, Douglas & Zambelli, Simona, 2010. "Illegal buyouts," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 441-456, February.
    4094. Yana Akhtyrska & Franz Fuerst, 2021. "People or Systems: Does Productivity Enhancement Matter More than Energy Management in LEED Certified Buildings?," Sustainability, MDPI, vol. 13(24), pages 1-35, December.
    4095. Paloyo, Alfredo R., 2011. "When Did We Begin to Spell ""Heteros*edasticity"" Correctly?," Ruhr Economic Papers 300, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    4096. John J. Beggs, 1988. "Diagnostic Testing in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(2), pages 81-101, June.
    4097. Andrea J. Heuson & Tie Su, 2003. "Intra–day Behavior of Treasury Sector Index Option Implied Volatilities around Macroeconomic Announcements," The Financial Review, Eastern Finance Association, vol. 38(1), pages 161-177, February.
    4098. Sheng‐Syan Chen & Robin K. Chou & Shu‐Fen Chou, 2009. "The Impact of Investment Opportunities and Free Cash Flow on Financial Liberalization:A Cross‐Firm Analysis of Emerging Economies," Financial Management, Financial Management Association International, vol. 38(3), pages 543-566, September.
    4099. Emmanuelle Chevassus-Lozza & Danielle Galliano, 2001. "Les déterminants territoriaux de la compétitivité des firmes agro-alimentaires," Post-Print hal-01200927, HAL.
    4100. Chan, Terence & Watson, Iain & Wee, Marvin, 2005. "The impact of the Internet on earnings announcements," Pacific-Basin Finance Journal, Elsevier, vol. 13(3), pages 263-300, June.
    4101. Indro, Daniel C. & Richards, Malika, 2007. "The determinants of foreign partner's equity ownership in Southeast Asian joint ventures," International Business Review, Elsevier, vol. 16(2), pages 177-206, April.
    4102. Vink, Dennis & Nawas, Mike & van Breemen, Vivian, 2021. "Security design and credit rating risk in the CLO market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    4103. Li, Wanli & Su, Yueying & Wang, Kaixiu, 2022. "How does economic policy uncertainty affect cross-border M&A: Evidence from Chinese firms," Emerging Markets Review, Elsevier, vol. 52(C).
    4104. Ho, Po-Hsin & Chen, Hung-Kun & Lin, Chih-Yung & Chi, Che-Wei, 2016. "Does monitoring by the media improve the performance of government banks?," Journal of Financial Stability, Elsevier, vol. 22(C), pages 76-87.
    4105. Rajkumar Janardanan & Xiao Qiao & K. Geert Rouwenhorst, 2019. "On commodity price limits," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(8), pages 946-961, August.
    4106. Pedro Jesús Hernandez Martinez, 1995. "Análisis empírico de la discriminación salarial de la mujer en España," Investigaciones Economicas, Fundación SEPI, vol. 19(2), pages 195-215, May.
    4107. Ranajit Kumar Bairagi & William Dimovski, 2012. "The direct costs of raising external equity capital for US REIT IPOs," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 30(6), pages 538-562, September.
    4108. Narjess Boubakri & Jean-Claude Cosset & Omrance Guedhami, 2001. "Liberalization, Corporate Governance, and the Performance of Newly Privatized Firms," William Davidson Institute Working Papers Series 419, William Davidson Institute at the University of Michigan.
    4109. Richard Cebula & Michael Toma & Jay Carmichael, 2009. "Attendance and promotions in minor league baseball: the Carolina League," Applied Economics, Taylor & Francis Journals, vol. 41(25), pages 3209-3214.
    4110. Keefer, Philip & Knack, Stephen, 2002. "Social polarization, social institutions, and country creditworthiness," Policy Research Working Paper Series 2920, The World Bank.
    4111. Kendix, Michael & Walls, W.D., 2010. "Oil industry consolidation and refined product prices: Evidence from US wholesale gasoline terminals," Energy Policy, Elsevier, vol. 38(7), pages 3498-3507, July.
    4112. Ahmed, Anwer S. & Schneible Jr., Richard A., 2007. "The impact of regulation Fair Disclosure on investors' prior information quality -- Evidence from an analysis of changes in trading volume and stock price reactions to earnings announcements," Journal of Corporate Finance, Elsevier, vol. 13(2-3), pages 282-299, June.
    4113. Euwals, R.W., 1997. "Hours Constraints Within and Between Jobs," Discussion Paper 1997-64, Tilburg University, Center for Economic Research.
    4114. Benjamin Born & Jörg Breitung, 2011. "Simple regression‐based tests for spatial dependence," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 330-342, July.
    4115. Huang, Chao-Hsi & Lin, Kenneth S., 1993. "Deficits, government expenditures, and tax smoothing in the United States: 1929-1988," Journal of Monetary Economics, Elsevier, vol. 31(3), pages 317-339, June.
    4116. Buscher, Herbert S. & Parys, Juliane, 2006. "Prekäre Einkommenslagen in Deutschland: Ein Ost-West-Vergleich 1996 bis 2002," IWH Discussion Papers 2/2006, Halle Institute for Economic Research (IWH).
    4117. Edward M. Werner, 2011. "The value relevance of pension accounting information: evidence fromFortune200 firms," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 10(4), pages 427-458, November.
    4118. Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007. "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series 0703, Institute of Economic Research, Korea University.
    4119. Hansen, Sten & Lindström, Tomas, 2009. "Is rising RTS a figment of poor data?," Journal of Monetary Economics, Elsevier, vol. 56(3), pages 378-389, April.
    4120. Ding, Ashley, 2021. "A state-preference volatility index for the natural gas market," Energy Economics, Elsevier, vol. 104(C).
    4121. Ryan Flugum & Svetlana Orlova & Andrew Prevost & Li Sun, 2021. "Distracted institutions, information asymmetry and stock price stability," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(9-10), pages 2015-2048, October.
    4122. Abdiweli Ali, 2005. "Democracy and Durability: Empirical Analysis and a Causality Test," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 33(1), pages 105-114, March.
    4123. Albuquerque, Rui & Schroth, Enrique, 2010. "Quantifying private benefits of control from a structural model of block trades," Journal of Financial Economics, Elsevier, vol. 96(1), pages 33-55, April.
    4124. Camilo Bohorquez-Penuela, 2020. "Subsidized Health Care and Food Security: Evidence from Colombia," Borradores de Economia 1103, Banco de la Republica de Colombia.
    4125. Berggrun, Luis & Lizarzaburu, Edmundo, 2015. "Fund flows and performance in Brazil," Journal of Business Research, Elsevier, vol. 68(2), pages 199-207.
    4126. Daniel Rakotomalala, 2021. "The effects of age on educational performances at the end of primary school : cross-sectional and regression discontinuity approach applications from Reunion Island," Working Papers hal-03243392, HAL.
    4127. Chantha Hor, 2016. "Analysis of the impact of determinant factors on foreign direct investment in Cambodia: The ARDL bounds testing approach," Journal of Administrative and Business Studies, Professor Dr. Usman Raja, vol. 2(4), pages 177-188.
    4128. Yi Zhao & Lexin Li & Brian S. Caffo, 2021. "Multimodal neuroimaging data integration and pathway analysis," Biometrics, The International Biometric Society, vol. 77(3), pages 879-889, September.
    4129. Klaus Grobys, 2015. "Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity," Empirical Economics, Springer, vol. 48(3), pages 1189-1202, May.
    4130. Argentino Pessoa, 2005. "Foreign direct investment and total factor productivity in OECD countries: evidence from aggregate data," FEP Working Papers 188, Universidade do Porto, Faculdade de Economia do Porto.
    4131. GAMMADIGBE, Vigninou, 2015. "Indice de cohérence du policy-mix : une proposition [Policy-mix coherence index : a proposal]," MPRA Paper 63286, University Library of Munich, Germany.
    4132. Winkelmann Rainer, 2001. "Zur korrekten Interpretation der Ergebnisse einer log-linearen Regression bei Heteroskedastie. Eine methodische Untersuchung mit einer Anwendung auf die relativen Löhne von Ausländern / Correctly Inte," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 221(4), pages 418-431, August.
    4133. Marco Rummer & Andreas Oehler & Peter N. Smith, 2004. "IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany," Money Macro and Finance (MMF) Research Group Conference 2004 62, Money Macro and Finance Research Group.
    4134. Jan Diebecker & Friedrich Sommer, 2017. "The impact of corporate sustainability performance on information asymmetry: the role of institutional differences," Review of Managerial Science, Springer, vol. 11(2), pages 471-517, March.
    4135. Markku Vieru, 2003. "Use of Different Trading Environments Around Interim Earnings Announcements on the Helsinki Stock Exchange," Multinational Finance Journal, Multinational Finance Journal, vol. 7(3-4), pages 131-152, September.
    4136. Richard J. Cebula, 2008. "Does Direct Democracy Increase Voter Turnout? Evidence from the 2004 General Election," American Journal of Economics and Sociology, Wiley Blackwell, vol. 67(4), pages 629-644, October.
    4137. Baker, Michael & Benjamin, Dwayne, 1999. "How do retirement tests affect the labour supply of older men?," Journal of Public Economics, Elsevier, vol. 71(1), pages 27-51, January.
    4138. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2014. "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," CREATES Research Papers 2014-22, Department of Economics and Business Economics, Aarhus University.
    4139. Derick R. C. Almeida & João A. S. Andrade & Adelaide Duarte & Marta Simões, 2022. "Human Capital Disparities and Earnings Inequality in The Portuguese Private Labour Market," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 159(1), pages 145-167, January.
    4140. Datta, Sudip & Iskandar-Datta, Mai & Raman, Kartik, 2000. "Debt Structure Adjustments and Long-Run Stock Price Performance," Journal of Financial Intermediation, Elsevier, vol. 9(4), pages 427-453, October.
    4141. Ravallion, Martin & Chen, Shaohua, 2019. "Global poverty measurement when relative income matters," Journal of Public Economics, Elsevier, vol. 177(C), pages 1-1.
    4142. Yerima Ngama, 1994. "A re-examination of the forward exchange rate unbiasedness hypothesis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(3), pages 447-460, September.
    4143. Henry Aray & Luis Pedagua, 2021. "Decentralization and economic growth: Evidence across states of some relevant macroeconomic variables," ThE Papers 21/08, Department of Economic Theory and Economic History of the University of Granada..
    4144. Jun Li & Huijun Wang & Jianfeng Yu, 2021. "The expected investment growth premium," Financial Management, Financial Management Association International, vol. 50(4), pages 905-933, December.
    4145. Chen, Songnian & Khan, Shakeeb, 2000. "Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity," Journal of Econometrics, Elsevier, vol. 98(2), pages 283-316, October.
    4146. Philippe Jorion & Frederic Mishkin, 1991. "A Multi-Country Comparison of Term Structure Forecasts at Long Horizons," NBER Working Papers 3574, National Bureau of Economic Research, Inc.
    4147. Tay-Cheng Ma, 2010. "Do prices respond asymmetrically to cost changes?," Applied Economics, Taylor & Francis Journals, vol. 42(9), pages 1183-1196.
    4148. Enrico Berkes & Ruben Gaetani, 2023. "Income Segregation and the Rise of the Knowledge Economy," American Economic Journal: Applied Economics, American Economic Association, vol. 15(2), pages 69-102, April.
    4149. Dierkes, Maik & Krupski, Jan & Schroen, Sebastian, 2022. "Option-implied lottery demand and IPO returns," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
    4150. Earnhart, Dietrich, 2007. "Effects of permitted effluent limits on environmental compliance levels," Ecological Economics, Elsevier, vol. 61(1), pages 178-193, February.
    4151. Mandel Philipp & Süssmuth Bernd, 2012. "Determinants of Digital Piracy: A Re-examination of Results," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(4), pages 394-413, August.
    4152. Imène Guetat, 2006. "The effects of corruption on growth performance of the mena countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 30(2), pages 208-221, June.
    4153. Rubina Vohra, 2001. "Export and economic growth: Further time series evidence from less-developed countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 7(3), pages 345-350, August.
    4154. Barth, Mary E. & Landsman, Wayne R. & Wahlen, James M., 1995. "Fair value accounting: Effects on banks' earnings volatility, regulatory capital, and value of contractual cash flows," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 577-605, June.
    4155. José Alvarez & Laura Andreu & Cristina Ortiz & José Sarto, 2014. "A nonparametric approach to market timing: evidence from Spanish mutual funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(1), pages 119-132, January.
    4156. Kitsabunnarat-Chatjuthamard, Pattanaporn & Lung, Peter & Nishikawa, Takeshi & Rao, Ramesh P., 2010. "Leverage-reducing exchange offers and bondholder-stockholder wealth transfers: A re-evaluation," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 81-94, January.
    4157. Francisco Estrada & Víctor Guerrero & Carlos Gay-García & Benjamín Martínez-López, 2013. "A cautionary note on automated statistical downscaling methods for climate change," Climatic Change, Springer, vol. 120(1), pages 263-276, September.
    4158. Gokce Soydemir & Elena Bastida, 2006. "Alcohol Use and Earnings: Findings from a Community Based Study," Eastern Economic Journal, Eastern Economic Association, vol. 32(4), pages 617-628, Fall.
    4159. Rodriguez-Alvarez, Ana & Del Rosal, Ignacio & Baños Pino, Jose, 2002. "Rent-seeking measurement in coal mining by means of labour unrest: an application of the distance function," MPRA Paper 3682, University Library of Munich, Germany.
    4160. Hotchkiss, Edith S. & Mooradian, Robert M., 1997. "Vulture investors and the market for control of distressed firms," Journal of Financial Economics, Elsevier, vol. 43(3), pages 401-432, March.
    4161. Adrian Blundell-Wignall & Marianne Gizycki, 1992. "Credit Supply and Demand and the Australian Economy," RBA Research Discussion Papers rdp9208, Reserve Bank of Australia.
    4162. Lim, Christine & McAleer, Michael, 2002. "A cointegration analysis of annual tourism demand by Malaysia for Australia," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(1), pages 197-205.
    4163. Jie-Haun Lee & Ji-Chai Lin, 1995. "Volatility And Liquidity At Nyse Opening Calls: A Closer Look," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(4), pages 479-493, December.
    4164. Bhargavi Jayanthi & S.N.V. Sivakumar & Arunima Haldar, 2016. "Cross-border Acquisitions and Host Country Determinants: Evidence from Indian Pharmaceutical Companies," Global Business Review, International Management Institute, vol. 17(3), pages 684-699, June.
    4165. Maudos, Joaquin & Mas, Matilde & Pérez, Francisco & Uriel, Ezequiel, 1995. "Public Capital and Productive Efficiency in the Spanish Regions (1964 1989)," MPRA Paper 15869, University Library of Munich, Germany, revised 1995.
    4166. Zhaoyang Gu & Chi-Wen Lee & Joshua Rosett, 2005. "What Determines the Variability of Accounting Accruals?," Review of Quantitative Finance and Accounting, Springer, vol. 24(3), pages 313-334, May.
    4167. Francq, Christian & Sucarrat, Genaro, 2013. "An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation," MPRA Paper 51783, University Library of Munich, Germany.
    4168. Harry Huizinga & Luc Laeven & Gaëtan Nicodème, 2007. "Capital Structure and International Debt Shifting," Working Papers CEB 07-015.RS, ULB -- Universite Libre de Bruxelles.
    4169. Chronopoulos, Ilias & Kapetanios, George & Petrova, Katerina, 2021. "Kernel-based Volatility Generalised Least Squares," Econometrics and Statistics, Elsevier, vol. 20(C), pages 2-11.
    4170. Ma, Liangbo & Ma, Shiguang & Tian, Gary, 2013. "Political connections, founder-managers, and their impact on tunneling in China's listed firms," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 312-339.
    4171. Lambert, David K. & Shaw, W. Douglass, 1998. "Alternative Use Values Within A Watershed Under Transitory Supply Shocks," Discussion Papers 12955, University of Nevada at Reno, Department of Resource Economics.
    4172. Begona Giner & Carmelo Reverte, 2001. "Valuation implications of capital structure: a contextual approach," European Accounting Review, Taylor & Francis Journals, vol. 10(2), pages 291-314.
    4173. John, Kose & Ofek, Eli, 1995. "Asset sales and increase in focus," Journal of Financial Economics, Elsevier, vol. 37(1), pages 105-126, January.
    4174. Bårdsen, Gunnar & Jansen, Eilev S. & Nymoen, Ragnar, 2003. "Testing the New Keynesian Phillips curve," Memorandum 18/2002, Oslo University, Department of Economics.
    4175. Uematsu, Hiroki & Mishra, Ashok K., 2011. "Use of Direct Marketing Strategies by Farmers and Their Impact on Farm Business Income," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 40(01), pages 1-19, April.
    4176. Takii, Sadayuki, 2005. "Productivity spillovers and characteristics of foreign multinational plants in Indonesian manufacturing 1990-1995," Journal of Development Economics, Elsevier, vol. 76(2), pages 521-542, April.
    4177. Francisco J. Goerlich Gisbert, 1992. "Un test alternativo de la hipótesis de sustitución intertemporal del trabajo," Investigaciones Economicas, Fundación SEPI, vol. 16(2), pages 259-280, May.
    4178. Stefan Sundgren, 1998. "Does a Reorganization Law Improve the Efficiency of the Insolvency Law? The Finnish Experience," European Journal of Law and Economics, Springer, vol. 6(2), pages 177-198, September.
    4179. Jorge Luis Casanova Ferrando, 2019. "The Airbnb Effect on theRental Market: the Case of Madrid," Studies on the Spanish Economy eee2019-34, FEDEA.
    4180. Miles Parker, 2016. "How exporters set prices: evidence from a large behavioural survey," Reserve Bank of New Zealand Discussion Paper Series DP2016/01, Reserve Bank of New Zealand.
    4181. Weber, Joseph P., 2004. "Shareholder wealth effects of pooling-of-interests accounting: evidence from the SEC's restriction on share repurchases following pooling transactions," Journal of Accounting and Economics, Elsevier, vol. 37(1), pages 39-57, February.
    4182. van Bommel, Jos & Vermaelen, Theo, 2003. "Post-IPO capital expenditures and market feedback," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 275-305, February.
    4183. Berkowitz, Daniel & DeJong, David N., 1999. "Russia's internal border," Regional Science and Urban Economics, Elsevier, vol. 29(5), pages 633-649, September.
    4184. Lefanowicz, Craig E. & Robinson, John R. & Smith, Reed, 2000. "Golden parachutes and managerial incentives in corporate acquisitions: evidence from the 1980s and 1990s," Journal of Corporate Finance, Elsevier, vol. 6(2), pages 215-239, July.
    4185. M. D. R. Evans & Jonathan Kelley, 2004. "Effect of Family Structure on Life Satisfaction: Australian Evidence," Melbourne Institute Working Paper Series wp2004n24, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    4186. Mr. Manmohan S. Kumar & Jirí Jonáš & Mr. David Hauner, 2007. "Policy Credibility and Sovereign Credit: The Case of New EU Member States," IMF Working Papers 2007/001, International Monetary Fund.
    4187. Moenius, Johannes & Berkowitz, Daniel, 2011. "Law, trade, and development," Journal of Development Economics, Elsevier, vol. 96(2), pages 451-460, November.
    4188. Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2004. "The Use of GARCH Models in VaR Estimation," MPRA Paper 96332, University Library of Munich, Germany.
    4189. Kurita, Takamitsu, 2011. "An empirical model for Japan's business fixed investment," Journal of Economics and Business, Elsevier, vol. 63(2), pages 107-120, March.
    4190. Sucarrat, Genaro, 2020. "Identification of Volatility Proxies as Expectations of Squared Financial Return," MPRA Paper 101953, University Library of Munich, Germany.
    4191. Bin Liu & Charles Cullinan & Junrui Zhang & Fangjun Wang, 2016. "Loan guarantees and the cost of debt: evidence from China," Applied Economics, Taylor & Francis Journals, vol. 48(38), pages 3626-3643, August.
    4192. Pimentel, Renê Coppe & Aguiar, Andson Braga de, 2016. "O papel da persistência dos lucros na acurácia de avaliação e no horizonte temporal," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 56(1), January.
    4193. Teo, Melvyn, 2011. "The liquidity risk of liquid hedge funds," Journal of Financial Economics, Elsevier, vol. 100(1), pages 24-44, April.
    4194. Yip Yin & Quah Hoe, 2008. "A New Variant of ARFIMA Process and Its Predictive Ability," Modern Applied Science, Canadian Center of Science and Education, vol. 2(2), pages 142-142, March.
    4195. Xiaonan Liu & Jeffrey T. LaFrance & Hayley H. Chouinard & Thomas L. Marsh, 2013. "A Generalized Utility Model with Binding Non-Negativity Constraints: Demand for Beer," 2013 Papers pli830, Job Market Papers.
    4196. Dichtl, Hubert & Drobetz, Wolfgang, 2015. "Sell in May and Go Away: Still good advice for investors?," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 29-43.
    4197. George Galster & Kenneth Temkin & Chris Walker & Noah Sawyer, 2004. "Measuring the Impacts of Community Development Initiatives," Evaluation Review, , vol. 28(6), pages 502-538, December.
    4198. Joshua D. Angrist & Jorn-Steffen Pischke, 2019. "Undergraduate econometrics instruction: through our classes, darkly (in Russian)," Quantile, Quantile, issue 14, pages 1-20, June.
    4199. John Gibson, 2019. "Are You Estimating the Right Thing? An Editor Reflects," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 41(3), pages 329-350, September.
    4200. Edward D. Mansfield, 1992. "The Concentration of Capabilities and the Onset of War," Journal of Conflict Resolution, Peace Science Society (International), vol. 36(1), pages 3-24, March.
    4201. Chen, Sheng-Syan & Chen, I-Ju, 2012. "Corporate governance and capital allocations of diversified firms," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 395-409.
    4202. Steve Lim, 2014. "The information content of disaggregated accounting profitability: operating activities versus financing activities," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 75-96, July.
    4203. Eugene Kang & Mark Kroll, 2014. "Deciding Who Will Rule: Examining the Influence of Outside Noncore Directors on Executive Entrenchment," Organization Science, INFORMS, vol. 25(6), pages 1662-1683, December.
    4204. Angela K. Davis & Jeremy M. Piger & Lisa M. Sedor, 2006. "Beyond the numbers: an analysis of optimistic and pessimistic language in earnings press releases," Working Papers 2006-005, Federal Reserve Bank of St. Louis.
    4205. Bekaert, Geert & Hodrick, Robert J., 1993. "On biases in the measurement of foreign exchange risk premiums," Journal of International Money and Finance, Elsevier, vol. 12(2), pages 115-138, April.
    4206. Sun, Lin & Teo, Melvyn, 2019. "Public hedge funds," Journal of Financial Economics, Elsevier, vol. 131(1), pages 44-60.
    4207. Stouraitis, Aris, 2003. "Acquisition premiums when investment banks invest their own money in the deals they advise and when they do not: Evidence from acquisitions of assets in the UK," Journal of Banking & Finance, Elsevier, vol. 27(10), pages 1917-1934, October.
    4208. Wang, Chengqi & Yi, Jingtao & Kafouros, Mario & Yan, Yanni, 2015. "Under what institutional conditions do business groups enhance innovation performance?," Journal of Business Research, Elsevier, vol. 68(3), pages 694-702.
    4209. Inkmann, Joachim, 2000. "Horizontal and Vertical R&D Cooperation," CoFE Discussion Papers 00/02, University of Konstanz, Center of Finance and Econometrics (CoFE).
    4210. Preston, Mark S., 2015. "Case manager job strain in public child welfare agencies: Job demands and job control's additive effects, and instrumental feedback's mediating role," Children and Youth Services Review, Elsevier, vol. 54(C), pages 30-40.
    4211. Gu, Chen & Kurov, Alexander, 2020. "Informational role of social media: Evidence from Twitter sentiment," Journal of Banking & Finance, Elsevier, vol. 121(C).
    4212. Tsuruta, Yoshitaka, 2008. "What affects intranational price dispersion?: The case of Japanese gasoline prices," Japan and the World Economy, Elsevier, vol. 20(4), pages 563-584, December.
    4213. Keating, Elizabeth K. & Lys, Thomas Z. & Magee, Robert P., 2003. "Internet downturn: finding valuation factors in Spring 2000," Journal of Accounting and Economics, Elsevier, vol. 34(1-3), pages 189-236, January.
    4214. Carrion, Allen, 2013. "Very fast money: High-frequency trading on the NASDAQ," Journal of Financial Markets, Elsevier, vol. 16(4), pages 680-711.
    4215. Mr. Charalambos G Tsangarides, 2004. "A Bayesian Approach to Model Uncertainty," IMF Working Papers 2004/068, International Monetary Fund.
    4216. Blackburn, McKinley L., 2022. "Testing for coefficient differences across nested linear regression specifications," Econometrics and Statistics, Elsevier, vol. 23(C), pages 1-18.
    4217. Suleyman Karaman & Bahattin Cetin & Ayse Oguzlar & Koksal Yagdi, 2009. "Hedonic price estimation for the Turkish bread wheat characteristics," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(6), pages 895-902, November.
    4218. Abosedra, Salah & Baghestani, Hamid, 2004. "On the predictive accuracy of crude oil futures prices," Energy Policy, Elsevier, vol. 32(12), pages 1389-1393, August.
    4219. J K Sengupta, 2005. "Data envelopment analysis with heterogeneous data: an application," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(6), pages 676-686, June.
    4220. Basistha, Arabinda & Kurov, Alexander, 2008. "Macroeconomic cycles and the stock market's reaction to monetary policy," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2606-2616, December.
    4221. Markku Vieru & Jukka Perttunen & Hannu Schadewitz, 2006. "How Investors Trade Around Interim Earnings Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 145-178, January.
    4222. P. J. Dawson, 1997. "The demand for calories in developing countries," Oxford Development Studies, Taylor & Francis Journals, vol. 25(3), pages 361-369.
    4223. N. K. Nomikos & O. Soldatos, 2008. "Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives," Applied Mathematical Finance, Taylor & Francis Journals, vol. 15(1), pages 41-71.
    4224. Aekapol Chongvilaivan & Jung Hur & Yohanes E. Riyanto, 2009. "Outsourcing Types, Relative Wages, And The Demand For Skilled Workers: New Evidence From U.S. Manufacturing," Economic Inquiry, Western Economic Association International, vol. 47(1), pages 18-33, January.
    4225. Lori Curtis & Martin D. Dooley & Ellen L. Lipman & David H. Feeny, "undated". "The Role of Permanent Income and Family Structure in the Determination of Child Health in the Ontario Child Health Study," Canadian International Labour Network Working Papers 16, McMaster University.
    4226. Melike Bildirici & Nilgun Guler Bayazit & Yasemen Ucan, 2020. "Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM," Energies, MDPI, vol. 13(11), pages 1-18, June.
    4227. Shadman-Mehta, Fatemeh, 1996. "Does Modern Econometrics replicate the Phillips Curve?," LIDAM Discussion Papers IRES 1996015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    4228. Pedersen, Michael, 2019. "Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1100-1107.
    4229. Fatma Bulut Sürdü & Arzu Özsözgün Çalışkan & Emel Esen, 2020. "Human Resource Disclosures in Corporate Annual Reports of Insurance Companies: A Case of Developing Country," Sustainability, MDPI, vol. 12(8), pages 1-20, April.
    4230. Bhaumik, Sumon Kumar & Dimova, Ralitza, 2004. "How important is ownership in a market with level playing field?: The Indian banking sector revisited," Journal of Comparative Economics, Elsevier, vol. 32(1), pages 165-180, March.
    4231. Dominik M. Piehlmaier, 2022. "Overconfidence and the adoption of robo-advice: why overconfident investors drive the expansion of automated financial advice," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-24, December.
    4232. Matthew Burgess & Lewis Evans, 2005. "Parallel Importation And Service Quality: An Empirical Investigation Of Competition Between Dvds And Cinemas In New Zealand," Journal of Competition Law and Economics, Oxford University Press, vol. 1(4), pages 747-770.
    4233. Jane‐Sue Wang & Jing‐Twen Chen & Pin‐Huang Chou, 2008. "Market Reactions To The Passage Of The Financial Holding Company Act In Taiwan," Pacific Economic Review, Wiley Blackwell, vol. 13(4), pages 453-472, October.
    4234. LaFrance, Jeffrey T., 1999. "An Econometric Model Of The Demand For Food And Nutrition," CUDARE Working Papers 25004, University of California, Berkeley, Department of Agricultural and Resource Economics.
    4235. Minsoo Park & Hongjai Rhee, 2014. "Effects of FTA Provisions on the Market Structure of the Korean Automobile Industry," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 45(1), pages 39-58, August.
    4236. George Shih-Ku Chen, 2009. "Determinants Of Taiwanese Investment In China: An Agglomeration Economies-Based Perspective," Monash Economics Working Papers 01-09, Monash University, Department of Economics.
    4237. Kari Heimonen, 2006. "Time-Varying Fundamentals of the Euro-Dollar Exchange Rate," International Economic Journal, Taylor & Francis Journals, vol. 20(4), pages 385-407.
    4238. R. Smyth & M. Nandha, 2003. "Bivariate causality between exchange rates and stock prices in South Asia," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 699-704.
    4239. Lélis Pedro Andrade & Aureliano Angel Bressan & Robert Aldo Iquiapaza, 2017. "Dual class shares, board of directors’ effectiveness and firm’s market value: an empirical study," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 21(4), pages 1053-1092, December.
    4240. George Athanasopoulos & Rob J. Hyndman, 2006. "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 19/06, Monash University, Department of Econometrics and Business Statistics.
    4241. Hellman, Joel S. & Jones, Geraint & Kaufmann, Daniel, 2003. "Seize the state, seize the day: state capture and influence in transition economies," Journal of Comparative Economics, Elsevier, vol. 31(4), pages 751-773, December.
    4242. Otavio Ribeiro De Medeiros & Cecilio Elias Daher, 2004. "Testing Static Tradeoff against Pecking Order Models of Capital Structure in Brazilian Firms," Finance 0412019, University Library of Munich, Germany.
    4243. Robert M. Hull & George E. Pinches, 1995. "Firm Size and the Information Content of Over-the-Counter Common Stock Offerings," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 4(1), pages 31-55, Spring.
    4244. Klaus Gugler & Dennis C. Mueller & B. Burcin Yurtoglu, 2001. "Corporate Governance, Capital MarketDiscipline and the Returns on Investment," CIG Working Papers FS IV 01-25, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
    4245. Roberto Ezcurra, 2011. "Unemployment Volatility and Regional Specialization in the European Union," Regional Studies, Taylor & Francis Journals, vol. 45(8), pages 1121-1137.
    4246. Lee, Jen-Sin & Yen, Pi-Hsia & Lee, Liang-Chien, 2019. "Political connection and stock returns: Evidence from party alternation in Taiwan," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 128-137.
    4247. Cieślik, Andrzej & Wciślik, Dominika Róża, 2020. "Convergence among the CEE-8 economies and their catch-up towards the EU-15," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 39-48.
    4248. Hutzschenreuter, Thomas & Horstkotte, Julian, 2013. "Performance effects of international expansion processes: The moderating role of top management team experiences," International Business Review, Elsevier, vol. 22(1), pages 259-277.
    4249. Stephan B. Bruns, 2013. "Identifying Genuine Effects in Observational Research by Means of Meta-Regressions," Jena Economics Research Papers 2013-040, Friedrich-Schiller-University Jena.
    4250. Brahim Gaies, 2021. "Curse or blessing: how do oil price fluctuations influence financial development in low- and middle-income net oil-exporting countries?," Economics Bulletin, AccessEcon, vol. 41(2), pages 751-763.
    4251. Tzavalis, Elias & Wickens, Michael R, 1997. "Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 364-380, August.
    4252. Pulak Mishra, 2018. "Are Mergers and Acquisitions Necessarily Anti-competitive? Empirical Evidence from India’s Manufacturing Sector," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 12(3), pages 276-307, August.
    4253. Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho, 2004. "New Forecasts of the Equity Premium," NBER Working Papers 10406, National Bureau of Economic Research, Inc.
    4254. Arif Mamun & Ankita Patnaik & Michael Levere & Gina Livermore & Todd Honeycutt & Jacqueline Kauff & Karen Katz & AnnaMaria McCutcheon & Joseph Mastrianni & Brittney Gionfriddo, "undated". "Promoting Readiness of Minors is SSI (PROMISE) Evaluation: Interim Services and Impact Report," Mathematica Policy Research Reports e36b8c500c5b41d98cf53f9ef, Mathematica Policy Research.
    4255. Stéphanie Moullet, 2005. "Après le bac professionnel ou technologique : la poursuite d'études jusqu'à bac + 2 et sa rentabilité salariale en début de vie active," Économie et Statistique, Programme National Persée, vol. 388(1), pages 15-36.
    4256. Steffen Hundt & Andreas Horsch, 2019. "Sponsorship of the FIFA world cup, shareholder wealth, and the impact of corruption," Applied Economics, Taylor & Francis Journals, vol. 51(23), pages 2468-2491, May.
    4257. Cetin Ciner, 2003. "Dynamic Linkages Between Trading Volume and Price Movements: Evidence for Small Firm Stocks," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 8(1), pages 87-102, Spring.
    4258. Randall A. Lewis & James B. McDonald, 2014. "Partially Adaptive Estimation of the Censored Regression Model," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 732-750, October.
    4259. Jonathan Fletcher & David Forbes, 2002. "U.K. Unit Trust Performance: Does it Matter Which Benchmark or Measure is Used?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 21(3), pages 195-218, June.
    4260. Steffen Meyer & Michaela Pagel, 2017. "Fresh Air Eases Work – The Effect of Air Quality on Individual Investor Activity," NBER Working Papers 24048, National Bureau of Economic Research, Inc.
    4261. Kimhi, Ayal, 1991. "Quasi Maximum Likelihood Estimation of Multivariate Probit Models: Application to a Joint Participation Model of Farm Couples in Farm and Off-Farm Work," Working Papers 197776, University of Maryland, Department of Agricultural and Resource Economics.
    4262. Ye Cai & Hersh Shefrin, 2021. "Risk and the Market’s Reaction to M&A Announcements," JRFM, MDPI, vol. 14(7), pages 1-24, July.
    4263. Capaldo, Antonio & Messeni Petruzzelli, Antonio, 2011. "In search of alliance-level relational capabilities: Balancing innovation value creation and appropriability in R&D alliances," Scandinavian Journal of Management, Elsevier, vol. 27(3), pages 273-286, September.
    4264. Tone, Kaoru & Kweh, Qian Long & Lu, Wen-Min & Ting, Irene Wei Kiong, 2019. "Modeling investments in the dynamic network performance of insurance companies," Omega, Elsevier, vol. 88(C), pages 237-247.
    4265. Al-Hassan, Abdullah & Delgado, Fernando & Omran, Mohammed, 2010. "The under-pricing of IPOs in the Gulf cooperation council countries," Research in International Business and Finance, Elsevier, vol. 24(3), pages 344-360, September.
    4266. Joseph P. Lavallee & Bruno Giusto & Tai-Yi Yu, 2019. "Collective responsibility framing also leads to mitigation behavior in East Asia: a replication study in Taiwan," Climatic Change, Springer, vol. 153(3), pages 423-438, April.
    4267. Jan Ámos Víšek, 2015. "Estimating the Model with Fixed and Random Effects by a Robust Method," Methodology and Computing in Applied Probability, Springer, vol. 17(4), pages 999-1014, December.
    4268. Young, Alwyn, 2019. "Channeling Fisher: randomization tests and the statistical insignificance of seemingly significant experimental results," LSE Research Online Documents on Economics 101401, London School of Economics and Political Science, LSE Library.
    4269. Jesse Tack & Rulon Pope & Jeffrey LaFrance & Ricardo Cavazos, 2012. "Flexible Specification and Robust Estimation of Input Demand Systems," Monash Economics Working Papers 48-12, Monash University, Department of Economics.
    4270. Kevin Honglin Zhang, 2001. "What Attracts Foreign Multinational Corporations To China?," Contemporary Economic Policy, Western Economic Association International, vol. 19(3), pages 336-346, July.
    4271. Salvador Barrios & Juan José de Lucio, "undated". "Economic Integration and Regional Business Cycles: Evidence from the Iberian regions," Working Papers 2001-17, FEDEA.
    4272. Kia, Amir, 2006. "Deficits, debt financing, monetary policy and inflation in developing countries: Internal or external factors?: Evidence from Iran," Journal of Asian Economics, Elsevier, vol. 17(5), pages 879-903, November.
    4273. Stefanescu, Răzvan & Dumitriu, Ramona, 2015. "Buy and sell signals on Bucharest Stock Exchange," MPRA Paper 89014, University Library of Munich, Germany, revised 05 Jan 2016.
    4274. Sebastian Bunnenberg & Martin Rohleder & Hendrik Scholz & Marco Wilkens, 2019. "Jensen's alpha and the market‐timing puzzle," Review of Financial Economics, John Wiley & Sons, vol. 37(2), pages 234-255, April.
    4275. Ioanna Τ. Kokores & Constantina Kottaridi & Pantelis Pantelidis, 2017. "Intra Eurozone Foreign Direct Investment and Deflation," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 23(2), pages 217-229, May.
    4276. Shen, Chung-Hua & Lin, Chih-Yung, 2015. "Betting on presidential elections: Should we buy stocks connected with the winning party?," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 98-109.
    4277. Martin Dooley & Lori Curtis, "undated". "Child Health and Family Socioeconomic Status in the Canadian National Longitudinal Survey of Children and Youth," Canadian International Labour Network Working Papers 38, McMaster University.
    4278. Autore, Don M., 2011. "Does Rule 10b-21 increase SEO discounting?," Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 231-247, April.
    4279. Spang, Heather Radach & Arnould, Richard J. & Bazzoli, Gloria J., 2009. "The effect of non-rural hospital mergers and acquisitions: An examination of cost and price outcomes," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 323-342, May.
    4280. James Poterba, 1992. "Capital Budgets, Borrowing Rules, and State Capital Spending," NBER Working Papers 4235, National Bureau of Economic Research, Inc.
    4281. Wang, Changyun, 2001. "The effect of net positions by type of trader on volatility in foreign currency futures markets," MPRA Paper 36428, University Library of Munich, Germany, revised Nov 2001.
    4282. Luo, Yadong & Maksimov, Vladislav & Bu, Juan, 2021. "Making Geographic Dispersion Work for Emerging Market MNEs," Journal of International Management, Elsevier, vol. 27(3).
    4283. Mazboudi, Mohamad & Hasan, Iftekhar, 2018. "Secrecy, information shocks, and corporate investment: Evidence from European Union countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 54(C), pages 166-176.
    4284. Akron, Sagi & Samdani, Taufique, 2017. "Investor protection and institutional investors’ incentive for information production," Journal of Financial Stability, Elsevier, vol. 30(C), pages 1-15.
    4285. Pathiranage, Nandana P.W. & Jubb, Christine A., 2018. "Does IFRS make analysts more efficient in using fundamental information included in financial statements?," Journal of Contemporary Accounting and Economics, Elsevier, vol. 14(3), pages 373-385.
    4286. Bruce E. Hansen & Seojeong Lee, 2019. "Asymptotic Theory for Clustered Samples," Papers 1902.01497, arXiv.org.
    4287. Ashraf, Dawood & Khawaja, Mohsin, 2016. "Does the Shariah screening process matter? Evidence from Shariah compliant portfolios," Journal of Economic Behavior & Organization, Elsevier, vol. 132(S), pages 77-92.
    4288. Kyrre Rickertsen, 1998. "The demand for food and beverages in Norway," Agricultural Economics, International Association of Agricultural Economists, vol. 18(1), pages 89-100, January.
    4289. Jan Kluge & Gunther Markwardt & Christian Thater, 2015. "Self-preserving Leviathans - Evidence from Regional-level Data," CESifo Working Paper Series 5177, CESifo.
    4290. Abdiweli Ali & Hodan Isse, 2005. "An Empirical Analysis of the Effect of Aid on Growth," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 11(1), pages 1-11, February.
    4291. Joan Costa-i-Font & Eduardo Rodriguez-Oreggia, 2005. "Is the Impact of Public Investment Neutral Across the Regional Income Distribution? Evidence from Mexico," Economic Geography, Taylor & Francis Journals, vol. 81(3), pages 305-322, July.
    4292. Paul A. Laux, 1993. "Trade Sizes And Theories Of The Bid-Ask Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(3), pages 237-249, September.
    4293. Samuel H. Baker, 2005. "Why Executive Power Centralizes Government," Public Finance Review, , vol. 33(6), pages 747-766, November.
    4294. Euwals, R.W., 1997. "Hours Constraints Within and Between Jobs," Other publications TiSEM 4b4cb3b9-af77-4952-92a8-1, Tilburg University, School of Economics and Management.
    4295. Helder Ferreira de Mendonca, 2007. "Empirical evidence from fourteen countries with explicit inflation targeting," Applied Economics Letters, Taylor & Francis Journals, vol. 14(8), pages 573-576.
    4296. Urquhart, Andrew & Zhang, Hanxiong, 2019. "Is Bitcoin a hedge or safe haven for currencies? An intraday analysis," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 49-57.
    4297. Esty, Benjamin C., 1998. "The impact of contingent liability on commercial bank risk taking," Journal of Financial Economics, Elsevier, vol. 47(2), pages 189-218, February.
    4298. David R. Gallagher, 2001. "Attribution of investment performance: an analysis of Australian pooled superannuation funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 41(1‐2), pages 41-62, July.
    4299. Galvez, Julio & Gambacorta, Leonardo & Mayordomo, Sergio & Serena, Jose Maria, 2021. "Dollar borrowing, firm credit risk, and FX-hedged funding opportunities," Journal of Corporate Finance, Elsevier, vol. 68(C).
    4300. Joseph DeJuan & Tony S. Wirjanto & Xinpeng Xu, 2016. "The Adjustment of Consumption to Income Changes Across Chinese Provinces," Annals of Economics and Finance, Society for AEF, vol. 17(2), pages 235-253, November.
    4301. De Loo, Ivo & Ziesemer, Thomas, 1998. "Determinants Of Sectoral Average Wage Growth Rates in a Specific Factors Model with International Capital Movements: The Case of Cobb-Douglas Production Functions," Research Memorandum 006, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
    4302. Sidney John Gray & Tony Kang & Yong Keun Yoo, 2013. "National Culture and International Differences in the Cost of Equity Capital," Management International Review, Springer, vol. 53(6), pages 899-916, December.
    4303. Vangelis Tzouvelekas & Konstantinos Giannakas & Peter Midmore & Konstantinos Mattas, 1999. "Decomposition of Olive Oil Production Growth into Productivity and Size Effects : A Frontier Production Function Approach," Post-Print hal-01200949, HAL.
    4304. Hinsche, Isabelle Cathérine, 2021. "A greenium for the next generation EU green bonds: Analysis of a potential green bond premium and its drivers," CFS Working Paper Series 663, Center for Financial Studies (CFS).
    4305. Pais, Cláudio & Dias, Cláudia Afecto, 2022. "The implications of book-tax conformity and tax change for the earnings management of Portuguese micro firms," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 46(C).
    4306. Dissanaike, Gishan & Faasse, Jonathan & Jayasekera, Ranadeva, 2014. "What do equity issuances signal? A study of equity issuances in the UK before and during the financial crisis," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 358-385.
    4307. Gavin Cameron & John Muellbauer, 2001. "Earnings, unemployment, and housing in Britain," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 203-220.
    4308. David Besanko & Jean-Pierre Dubé & Sachin Gupta, 2005. "Own-Brand and Cross-Brand Retail Pass-Through," Marketing Science, INFORMS, vol. 24(1), pages 123-137, July.
    4309. Robert Lewis & Gary O’Donovan & Roger Willett, 2017. "The Effect of Environmental Activism on the Long-run Market Value of a Company: A Case Study," Journal of Business Ethics, Springer, vol. 140(3), pages 455-476, February.
    4310. Ho, Kin Yip & Tsui, Albert K.C., 2004. "Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach," China Economic Review, Elsevier, vol. 15(4), pages 424-442.
    4311. Hendry, David F., 1984. "Monte carlo experimentation in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 16, pages 937-976, Elsevier.
    4312. Chuang, Kai-Shi, 2017. "Corporate life cycle, investment banks and shareholder wealth in M&As," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 122-134.
    4313. Graham, Michael & Martey, Emmanuel & Yawson, Alfred, 2008. "Acquisitions from UK firms into emerging markets," Global Finance Journal, Elsevier, vol. 19(1), pages 56-71.
    4314. Koller, Lena & Schnabel, Claus & Wagner, Joachim, 2008. "Freistellung von Betriebsräten - Eine Beschäftigungsbremse? (Does the obligation to release works councillors from work dampen employment growth?)," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 41(2/3), pages 305-326.
    4315. Bastian Grühn & Steffen Strese & Tessa C. Flatten & Nikolai A. Jaeger & Malte Brettel, 2017. "Temporal Change Patterns of Entrepreneurial Orientation: A Longitudinal Investigation of CEO Successions," Entrepreneurship Theory and Practice, , vol. 41(4), pages 591-619, July.
    4316. Pires Tiberto, Bruno & Oliveira de Moraes, Claudio & Pio Corrêa, Paloma, 2020. "Does transparency of central banks communication affect credit market? Empirical evidence for advanced and emerging markets," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
    4317. Craig A. Gallet, 2014. "Can Price Get The Monkey Off Our Back? A Meta‐Analysis Of Illicit Drug Demand," Health Economics, John Wiley & Sons, Ltd., vol. 23(1), pages 55-68, January.
    4318. Cowen, Amanda & Groysberg, Boris & Healy, Paul, 2006. "Which types of analyst firms are more optimistic?," Journal of Accounting and Economics, Elsevier, vol. 41(1-2), pages 119-146, April.
    4319. Robert Garthoff, 2014. "Sequentielle Überwachung von Finanzzeitreihen anhand von Residuenkarten," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 8(3), pages 91-113, September.
    4320. Leroi RAPUTSOANE, 2016. "Financial Stress Indicator Variables and Monetary Policy in South Africa," Journal of Economics Bibliography, KSP Journals, vol. 3(2), pages 203-214, June.
    4321. Dasgupta, Sudipto & Banerjee, Shantanu & SHI, RUI & Yan, Jiali, 2021. "Information Complementarities and the Dynamics of Transparency Shock Spillovers," CEPR Discussion Papers 15658, C.E.P.R. Discussion Papers.
    4322. Klein, Tony & Todorova, Neda, 2021. "Night trading with futures in China: The case of Aluminum and Copper," Resources Policy, Elsevier, vol. 73(C).
    4323. Daniel Dorn & Paul Sengmueller, 2009. "Trading as Entertainment?," Management Science, INFORMS, vol. 55(4), pages 591-603, April.
    4324. Rhys Andrews & Gene A. Brewer, 2010. "Social Capital and Fire Service Performance: Evidence from the U.S. States," Social Science Quarterly, Southwestern Social Science Association, vol. 91(2), pages 576-591, June.
    4325. David Hoyos & Alaitz Artabe, 2017. "Regional Differences in the Price Elasticity of Residential Water Demand in Spain," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(3), pages 847-865, February.
    4326. Doğan, Osman & Taşpınar, Süleyman, 2014. "Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach," Regional Science and Urban Economics, Elsevier, vol. 45(C), pages 1-21.
    4327. J.A.F. Machado & J.M.C. Santos Silva, 2003. "Identification with averaged data and implications for hedonic regression studies," Econometrics 0303002, University Library of Munich, Germany.
    4328. Chiang, I-Hsuan Ethan, 2015. "Modern portfolio management with conditioning information," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 114-134.
    4329. Sun, Jinyun & Maksimov, Vladislav & Wang, Stephanie Lu & Luo, Yadong, 2021. "Developing compositional capability in emerging-market SMEs," Journal of World Business, Elsevier, vol. 56(3).
    4330. Franses Philip Hans & Paap Richard, 2013. "Common large innovations across nonlinear time series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 251-263, May.
    4331. Banfi, Stefano & Choi, Sekyu & Villena-Roldán, Benjamin, 2019. "Sorting On-line and On-time," MPRA Paper 91763, University Library of Munich, Germany.
    4332. Christopher J. Gust & Jaime R. Marquez, 2002. "International comparisons of productivity growth: the role of information technology and regulatory practices," International Finance Discussion Papers 727, Board of Governors of the Federal Reserve System (U.S.).
    4333. Louis Graham, 2016. "Turning a blind eye: a Regression Discontinuity Design Analysis of Party-Based Support for Corruption in Brazil," CSAE Working Paper Series 2016-18, Centre for the Study of African Economies, University of Oxford.
    4334. Pianeselli, Daniele & Zaghini, Andrea, 2014. "The cost of firms’ debt financing and the global financial crisis," Finance Research Letters, Elsevier, vol. 11(2), pages 74-83.
    4335. Hollstein, Fabian & Prokopczuk, Marcel, 2022. "Testing Factor Models in the Cross-Section," Journal of Banking & Finance, Elsevier, vol. 145(C).
    4336. Frederico Cruz-Jesus & Tiago Oliveira & Fernando Bacao & Zahir Irani, 0. "Assessing the pattern between economic and digital development of countries," Information Systems Frontiers, Springer, vol. 0, pages 1-20.
    4337. Marina Riem, 2016. "Does political uncertainty influence firm owners‘ business perceptions?," ifo Working Paper Series 226, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    4338. Marques, Ana, 2010. "Disclosure strategies among S&P 500 firms: Evidence on the disclosure of non-GAAP financial measures and financial statements in earnings press releases," The British Accounting Review, Elsevier, vol. 42(2), pages 119-131.
    4339. Diane Macunovich & Richard Easterlin & Christine Schaeffer & Eileen Crimmins, 1995. "Echoes of the baby boom and bust: Recent and prospective changes in living alone among elderly widows in the united states," Demography, Springer;Population Association of America (PAA), vol. 32(1), pages 17-28, February.
    4340. Serrao, Amilcar, 2002. "Influence of Political Campaign Contributions by American Agribusiness Firms on U.S. Farm Policy," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24855, European Association of Agricultural Economists.
    4341. Sauer, Johannes & Gorton, Matthew & Peshevski, Mile & Bosev, Dane & Shekerinov, Darko, 2010. "Social Capital and the Performance of Water User Associations: Evidence from the Republic of Macedonia," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 59(01), pages 1-10, March.
    4342. Scott Deacle & Elyas Elyasiani, 2016. "Cost of debt and federal home loan bank funding at U.S. bank and thrift holding companies," Applied Economics, Taylor & Francis Journals, vol. 48(50), pages 4878-4893, October.
    4343. Pierre Tousignant & Lee Soderstrom & Jean-Pierre Lavoie & Terry Kaufman & Raynald Pineault & Dominique Nadeau, 2004. "Health System Reform in Montreal: Impact on the Use of Day Surgery and on Surgical Patients and their Caregivers," Canadian Public Policy, University of Toronto Press, vol. 30(2), pages 209-230, June.
    4344. de Jong, Abe & Roosenboom, Peter & Schramade, Willem, 2006. "Bond underwriting fees and keiretsu affiliation in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 14(5), pages 522-545, November.
    4345. Koutsomanoli-Filippaki, Anastasia I. & Mamatzakis, Emmanuel C., 2011. "Efficiency under quantile regression: What is the relationship with risk in the EU banking industry?," Review of Financial Economics, Elsevier, vol. 20(2), pages 84-95, May.
    4346. Kryzanowski, Lawrence & Zhang, Hao, 1991. "Valuation effects of Canadian stock split announcements," Economics Letters, Elsevier, vol. 36(3), pages 317-322.
    4347. James V. Koch & Omari H. Swinton, 2022. "Pulling back the veil: What determines HBCU campus enrollments?," Social Science Quarterly, Southwestern Social Science Association, vol. 103(2), pages 317-327, March.
    4348. Kalaitzi, Athanasia S. & Chamberlain, Trevor W., 2020. "Merchandise exports and economic growth: multivariate time series analysis for the United Arab Emirates," LSE Research Online Documents on Economics 103781, London School of Economics and Political Science, LSE Library.
    4349. Beladi, Hamid & Hu, May & Park, Jason & How, Janice, 2020. "Liquidity creation and funding ability during the interbank lending crunch," International Review of Financial Analysis, Elsevier, vol. 67(C).
    4350. Richard V. Adkisson & Lawrence D. LaPlue & Christopher J. Sroka, 2020. "The Role of Initial Conditions in Post-Great Recession Recovery and Development: Single-County MSAs," Economic Development Quarterly, , vol. 34(1), pages 64-77, February.
    4351. Coombs, Joseph E. & Mudambi, Ram & Deeds, David L., 2006. "An examination of the investments in U.S. biotechnology firms by foreign and domestic corporate partners," Journal of Business Venturing, Elsevier, vol. 21(4), pages 405-428, July.
    4352. Memmel, Christoph & Schertler, Andrea, 2009. "The dependency of the banks' assets and liabilities: evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies 2009,14, Deutsche Bundesbank.
    4353. Han, Bing, 2004. "Insider Ownership and Corporate Value: Evidences from Real Estate Investment Trust," Working Paper Series 2004-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    4354. Elijah Brewer & William E. Jackson & Julapa Jagtiani, 2007. "Target's corporate governance and bank merger payoffs," Research Working Paper RWP 07-13, Federal Reserve Bank of Kansas City.
    4355. Al-Hadi, Ahmed & Al-Yahyaee, Khamis Hamed & Hussain, Syed Mujahid & Taylor, Grantley, 2019. "Market risk disclosures and corporate governance structure: Evidence from GCC financial firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 136-150.
    4356. Laureen Regan, 1999. "Expense Ratios Across Insurance Distribution Systems: An Analysis By Line Of Business," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 2(2), pages 44-59, January.
    4357. Stijn Vansteelandt & Oliver Dukes, 2022. "Assumption‐lean inference for generalised linear model parameters," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 657-685, July.
    4358. Dimic, Nebojsa & Neudl, Manfred & Orlov, Vitaly & Äijö, Janne, 2018. "Investor sentiment, soccer games and stock returns," Research in International Business and Finance, Elsevier, vol. 43(C), pages 90-98.
    4359. Ju Hyoung Park & Hyun-Young Park & Ho-Young Lee, 2018. "The Effect of Social Ties between Outside and Inside Directors on the Association between Corporate Social Responsibility and Firm Value," Sustainability, MDPI, vol. 10(11), pages 1-24, October.
    4360. Dufour, Jean-Marie, 2001. "Logique et tests d’hypothèses," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin.
    4361. Abad, David & Pascual, Roberto, 2015. "The friction-free weighted price contribution," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 226-239.
    4362. Kia, Amir, 2008. "Fiscal sustainability in emerging countries: Evidence from Iran and Turkey," Journal of Policy Modeling, Elsevier, vol. 30(6), pages 957-972.
    4363. Aydin Yüksel & Asli Yüksel, 2006. "The Link between IPO Underpricing and Trading Volume: Evidence from the Istanbul Stock Exchange," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 11(3), pages 57-78, Fall.
    4364. Ricardo J. Caballero & Takeo Hoshi & Anil K. Kashyap, 2006. "Zombie Lending and Depressed Restructuring in Japan," NBER Working Papers 12129, National Bureau of Economic Research, Inc.
    4365. Liu, Pak-Wai & Zhang, Junsen & Chong, Shu-Chuen, 2004. "Occupational segregation and wage differentials between natives and immigrants: evidence from Hong Kong," Journal of Development Economics, Elsevier, vol. 73(1), pages 395-413, February.
    4366. Jesse Tack & Rulon Pope & Jeffrey LaFrance & Ricardo Cavazos, 2014. "Modeling an Aggregate Agricultural Panel with Application to U.S. Farm Input Demands," Monash Economics Working Papers 23-14, Monash University, Department of Economics.
    4367. Chen, Sheng-Syan & Wang, Yanzhi, 2012. "Financial constraints and share repurchases," Journal of Financial Economics, Elsevier, vol. 105(2), pages 311-331.
    4368. Nicas Yabu & Nicholaus J. Kessy, 2015. "Appropriate Threshold Level of Inflation for Economic Growth: Evidence from the Three Founding EAC Countries," Applied Economics and Finance, Redfame publishing, vol. 2(3), pages 127-144, August.
    4369. Aharony, Joseph & Falk, Haim & Lin, Chan-Jane, 1996. "Changes in ownership structure and the value of the firm: The case of mutual-to-stock converting thrift institutions," Journal of Corporate Finance, Elsevier, vol. 2(3), pages 301-316, February.
    4370. François-Éric Racicot & William F Rentz & David Tessier & Raymond Théoret, 2019. "The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test," PLOS ONE, Public Library of Science, vol. 14(9), pages 1-26, September.
    4371. Jianan Guo, 2016. "Ultimate Controlling Shareholders and Dividend Payout Policy in Chinese Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-35, June.
    4372. Hendrik P. van Dalen & Kène Henkens, 2006. "When the Quality of a Nation triggers Emigration," Tinbergen Institute Discussion Papers 06-026/1, Tinbergen Institute.
    4373. Michael C. Dillbeck & Kenneth L. Cavanaugh, 2016. "Societal Violence and Collective Consciousness," SAGE Open, , vol. 6(2), pages 21582440166, April.
    4374. Carter, Richard B. & Dark, Frederick H. & Sapp, Travis R.A., 2010. "Underwriter reputation and IPO issuer alignment 1981-2005," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 443-455, November.
    4375. MacDonald, Ronald & Nagayasu, Jun, 1998. "On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials," Journal of the Japanese and International Economies, Elsevier, vol. 12(1), pages 75-102, March.
    4376. Loughran, Tim & Ritter, Jay R., 2000. "Uniformly least powerful tests of market efficiency," Journal of Financial Economics, Elsevier, vol. 55(3), pages 361-389, March.
    4377. Chris Judde & Ross Booth & Robert Brooks, 2013. "Second Place Is First of the Losers," Journal of Sports Economics, , vol. 14(4), pages 411-439, August.
    4378. Heaton, Paul, 2006. "Does Religion Really Reduce Crime?," Journal of Law and Economics, University of Chicago Press, vol. 49(1), pages 147-172, April.
    4379. Bayley, Luke & Lee, Philip J. & Walter, Terry S., 2006. "IPO flipping in Australia: cross-sectional explanations," Pacific-Basin Finance Journal, Elsevier, vol. 14(4), pages 327-348, September.
    4380. I. Procidano & S. Rigatti Luchini, 2002. "Testing unit roots by bootstrap," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 175-189.
    4381. Frazer, Garth, 2005. "Which Firms Die? A Look at Manufacturing Firm Exit in Ghana," Economic Development and Cultural Change, University of Chicago Press, vol. 53(3), pages 585-617, April.
    4382. Christian Dunis & Jason Laws & Stephane Chauvin, 2003. "FX volatility forecasts and the informational content of market data for volatility," The European Journal of Finance, Taylor & Francis Journals, vol. 9(3), pages 242-272.
    4383. André F. Gygax & Stephanie Ong, 2011. "What Do Investment Banks Truly Bring to the Table?," Abacus, Accounting Foundation, University of Sydney, vol. 47(2), pages 121-157, June.
    4384. Ilanit Gavious & Dafna Schwartz, 2009. "The Valuation Implications of Sales Growth in Start-up Ventures," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 13(2), pages 1-24, Fall.
    4385. Thi Hong Van Hoang & Qasim Raza Syed, 2021. "Investor Sentiment and Volatility Prediction of Currencies and Commodities During the COVID-19 Pandemic," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 1(4), pages 1-6.
    4386. Karl Hackenbrack & W. Robert Knechel, 1997. "Resource Allocation Decisions in Audit Engagements," Contemporary Accounting Research, John Wiley & Sons, vol. 14(3), pages 481-499, September.
    4387. Benedikt M. Potscher & David Preinerstorfer, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," Papers 2005.04089, arXiv.org, revised Nov 2021.
    4388. Brahim Gaies, 2017. "Globalisation Financière, Croissance et effets de seuil : Le Cas des pays en développement Les moins avancés," EconomiX Working Papers 2017-25, University of Paris Nanterre, EconomiX.
    4389. Giray Gozgor, 2012. "Inflation Targeting and Monetary Policy Rules: Further Evidence from the Case of Turkey," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 2(5), pages 1-7.
    4390. Matthew J. Keane & Randal J. Elder & Susan M. Albring, 2012. "The effect of the type and number of internal control weaknesses and their remediation on audit fees," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 11(4), pages 377-399, October.
    4391. Ranko Jelic & Richard Briston & Wolfgang Aussenegg, 2003. "The Choice of Privatization Method and the Financial Performance of Newly Privatized Firms in Transition Economies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(7‐8), pages 905-940, September.
    4392. Gharghori, Philip & Chan, Howard & Faff, Robert, 2009. "Default risk and equity returns: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 17(5), pages 580-593, November.
    4393. Alexander Kempf & Peer Osthoff, 2008. "SRI Funds: Nomen est Omen," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(9‐10), pages 1276-1294, November.
    4394. Carel Huijgen & Martien Lubberink, 2005. "Earnings Conservatism, Litigation and Contracting: The Case of Cross‐Listed Firms," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(7‐8), pages 1275-1309, September.
    4395. Kilduff, Martin & Crossland, Craig & Tsai, Wenpin & Krackhardt, David, 2008. "Organizational network perceptions versus reality: A small world after all?," Organizational Behavior and Human Decision Processes, Elsevier, vol. 107(1), pages 15-28, September.
    4396. Son, Hyun, 2009. "A Cross-Country Analysis of Achievements and Inequities in Economic Growth and Standards of Living," ADB Economics Working Paper Series 159, Asian Development Bank.
    4397. Koike, Ryoji, 2004. "Japan's Foreign Direct Investment and Structural Changes in Japanese and East Asian Trade," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(3), pages 145-182, October.
    4398. Kovacs, Kent & Durand-Morat, Alvaro, 2018. "Optimal Groundwater Management in Response to the Intensity of Lateral Flows," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 267164, Southern Agricultural Economics Association.
    4399. Anthony W. Lynch & Jessica A. Wachter, 2008. "Using Samples of Unequal Length in Generalized Method of Moments Estimation," NBER Working Papers 14411, National Bureau of Economic Research, Inc.
    4400. Dosoung Choi & Sheng-Syan Chen, 1997. "The Differential Information Conveyed By Share Repurchase Tender Offers And Dividend Increases," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(4), pages 529-543, December.
    4401. Squires, Dale, 2016. "Firm behavior under quantity controls: The theory of virtual quantities," Journal of Environmental Economics and Management, Elsevier, vol. 79(C), pages 70-86.
    4402. Schmid, Thomas & Ampenberger, Markus & Kaserer, Christoph & Achleitner, Ann-Kristin, 2010. "Controlling shareholders and payout policy: do founding families have a special 'taste for dividends'?," CEFS Working Paper Series 2010-01, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
    4403. Ilduara Busta & Bersant Hobdari, 2015. "Board effectiveness in the European banking industry," International Journal of Corporate Governance, Inderscience Enterprises Ltd, vol. 6(1), pages 25-41.
    4404. Dhehibi, Boubaker & Gil, Jose Maria & Angulo, Ana Maria, 2003. "Nutrient Effects On Consumer Demand: A Panel Data Approach," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25881, International Association of Agricultural Economists.
    4405. Barth, Anne-Kathrin & Heimeshoff, Ulrich, 2011. "Does the growth of mobile markets cause the demise of fixed networks? Evidence from the European Union," 22nd European Regional ITS Conference, Budapest 2011: Innovative ICT Applications - Emerging Regulatory, Economic and Policy Issues 52144, International Telecommunications Society (ITS).
    4406. Francisco Castañeda & Víctor Caro & Franco Contreras, 2017. "Spreads Determinants of Corporate Bonds in State-Owned Companies. The COLDECO Case," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 12(4), pages 431-446, Octubre-D.
    4407. Islam, Mollah Aminul & Liu, Haiyun & Khan, Muhammad Asif & Islam, Md Tariqul & Sultanuzzaman, Md Reza, 2021. "Does foreign direct investment deepen the financial system in Southeast Asian economies?," Journal of Multinational Financial Management, Elsevier, vol. 61(C).
    4408. Beckmann, Michael, 2002. "Lohnstrukturverzerrung und betriebliche Ausbildung : empirische Analyse des Acemoglu-Pischke-Modells mit Daten des IAB-Betriebspanels (Wage structure bias and company training : empirical analysis of ," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 35(2), pages 189-204.
    4409. Simon Fauser & David Agola, 2021. "The influence of regional Italian images on consumer behaviour: a study of consumers in Germany," Italian Journal of Marketing, Springer, vol. 2021(1), pages 129-158, June.
    4410. Venkatachalam, Mohan, 1996. "Value-relevance of banks' derivatives disclosures," Journal of Accounting and Economics, Elsevier, vol. 22(1-3), pages 327-355, October.
    4411. Ghosh, Aloke & Jain, Prem C., 2000. "Financial leverage changes associated with corporate mergers," Journal of Corporate Finance, Elsevier, vol. 6(4), pages 377-402, December.
    4412. Gallagher, David R. & Jarnecic, Elvis, 2004. "International equity funds, performance, and investor flows: Australian evidence," Journal of Multinational Financial Management, Elsevier, vol. 14(1), pages 81-95, February.
    4413. Yongqiang Gao & Haibin Yang, 2021. "Does Ownership Matter? Firm Ownership and Corporate Illegality in China," Journal of Business Ethics, Springer, vol. 168(2), pages 431-445, January.
    4414. Rand R. Wilcox, 2017. "Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(14), pages 2564-2574, October.
    4415. Simpson, Marc W. & Ramchander, Sanjay & Chaudhry, Mukesh, 2005. "The impact of macroeconomic surprises on spot and forward foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 693-718, September.
    4416. Liu, Chu-An, 2012. "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper 41414, University Library of Munich, Germany.
    4417. George W. Hammond & Eric C. Thompson, 2008. "Determinants of Income Growth in Metropolitan and Nonmetropolitan Labor Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 90(3), pages 783-793.
    4418. Muhammad Khan & Muhammad Khan & Khalid Zaman & Umar Hassan & Sobia Umar, 2014. "Global estimates of growth–inequality–poverty (GIP) triangle: evidence from World Bank’s classification countries," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(5), pages 2631-2646, September.
    4419. Gordon H. Hanson, 1994. "Regional Adjustment to Trade Liberalization," NBER Working Papers 4713, National Bureau of Economic Research, Inc.
    4420. Marco Angrisani & Kevin Foster & Marcin Hitczenko, 2013. "The 2010 Survey of Consumer Payment Choice: technical appendix," Research Data Report 13-3, Federal Reserve Bank of Boston.
    4421. Elena Valentina Tilica, 2014. "The Month-of-the-Year Effect in Post-Communist East European Stock Markets," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 6(1), pages 029-040, June.
    4422. Serap Bedir, 2015. "The Asymmetric Impact of Growth Fluctuation on Human Development," Eurasian Journal of Social Sciences, Eurasian Publications, vol. 3(2), pages 24-34.
    4423. Chao, Ching-Hsiang & Huang, Chih-Jen & Ho, Ruey-Jenn & Huang, Hsin-Yi, 2022. "Catering to investors through capital expenditures: Testing assets substitution problem around financing," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    4424. Ramstetter, Eric D., 2004. "Labor productivity, wages, nationality, and foreign ownership shares in Thai manufacturing, 1996-2000," Journal of Asian Economics, Elsevier, vol. 14(6), pages 861-884, January.
    4425. Bowdler, Christopher & Jansen, Eilev S., 2004. "A markup model of inflation for the euro area," Working Paper Series 306, European Central Bank.
    4426. David Neumark & Deborah Reed, 2002. "Employment Relationships in the New Economy," NBER Working Papers 8910, National Bureau of Economic Research, Inc.
    4427. Ernst Berndt & Ann Friedlaender & Judy Chiang & Christopher Vellturo, 1993. "Cost effects of mergers and deregulation in the U.S. Rail industry," Journal of Productivity Analysis, Springer, vol. 4(1), pages 127-144, June.
    4428. Jane Lu & Xufei Ma, 2015. "Partner resource asymmetry and IJV survival," Asia Pacific Journal of Management, Springer, vol. 32(4), pages 1039-1064, December.
    4429. Öztürk, Gamze & Yetkiner, Hakan & Özden, Elif, 2020. "Macroeconomic determinants of antidepressant use," Journal of Policy Modeling, Elsevier, vol. 42(6), pages 1394-1407.
    4430. Jennifer Castle & David Hendry, 2013. "Semi-automatic Non-linear Model selection," Economics Series Working Papers 654, University of Oxford, Department of Economics.
    4431. Li, Dong & Ling, Shiqing & Zhu, Ke, 2016. "ZD-GARCH model: a new way to study heteroscedasticity," MPRA Paper 68621, University Library of Munich, Germany.
    4432. Frode Kjærland & Ane Tolnes Haugdal & Anna Søndergaard & Anne Vågslid, 2020. "Corporate Governance and Earnings Management in a Nordic Perspective: Evidence from the Oslo Stock Exchange," JRFM, MDPI, vol. 13(11), pages 1-18, October.
    4433. Andrew V. Shipilov & Stan Xiao Li, 2012. "The Missing Link: The Effect of Customers on the Formation of Relationships Among Producers in the Multiplex Triads," Organization Science, INFORMS, vol. 23(2), pages 472-491, April.
    4434. Aboody, David & Barth, Mary E. & Kasznik, Ron, 1999. "Revaluations of fixed assets and future firm performance: Evidence from the UK1," Journal of Accounting and Economics, Elsevier, vol. 26(1-3), pages 149-178, January.
    4435. Bencheikh, Fayrouz & Taktak, Neila Boulila, 2017. "Access to bank financing and the collateral channel: The case of Tunisian firms before and after the revolution," Research in International Business and Finance, Elsevier, vol. 42(C), pages 874-886.
    4436. Christopher F Baum & Arthur Lewbel, 2019. "Advice on using heteroskedasticity-based identification," Stata Journal, StataCorp LLC, vol. 19(4), pages 757-767, December.
    4437. Aboody, David, 1996. "Market valuation of employee stock options," Journal of Accounting and Economics, Elsevier, vol. 22(1-3), pages 357-391, October.
    4438. Wooldridge, Jeffrey M., 1991. "On the application of robust, regression- based diagnostics to models of conditional means and conditional variances," Journal of Econometrics, Elsevier, vol. 47(1), pages 5-46, January.
    4439. Harry J. Paarsch & Alberto M. Segre & John P. Roberts & Jeffrey B. Halldorson, 2011. "Competition and Post-Transplant Outcomes in Cadaveric Liver Transplantation under the MELD Scoring System," Carlo Alberto Notebooks 213, Collegio Carlo Alberto.
    4440. Allini, Alessandra & Rakha, Soliman & McMillan, David G. & Caldarelli, Adele, 2018. "Pecking order and market timing theory in emerging markets: The case of Egyptian firms," Research in International Business and Finance, Elsevier, vol. 44(C), pages 297-308.
    4441. Sanghoon Lee, 2017. "Media Freedom and Social Capital," Journal of Media Economics, Taylor & Francis Journals, vol. 30(1), pages 3-18, January.
    4442. Guglielmo Maria Caporale & Andros Gregoriou, 2009. "Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle?," Applied Economics Letters, Taylor & Francis Journals, vol. 16(3), pages 223-226.
    4443. Vithessonthi, Chaiporn, 2014. "Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 170-194.
    4444. Seung‐Doo Choi & Inmoo Lee & William Megginson, 2010. "Do Privatization IPOs Outperform in the Long Run?," Financial Management, Financial Management Association International, vol. 39(1), pages 153-185, March.
    4445. You, Jinhong & Sun, Xiaoqian & Pang, Wan-kai & Leung, Ping-kei, 2002. "Jackknifing type weighted least squares estimators in partially linear regression models," Statistics & Probability Letters, Elsevier, vol. 60(1), pages 17-31, November.
    4446. Brasel, Kelsey R. & Hill, Mary S. & Taylor, Gary K., 2022. "The relevance of GAAP vs. non-GAAP net assets to creditors: An examination of the credit default swap market," Advances in accounting, Elsevier, vol. 56(C).
    4447. Xing, Xuejing & Anderson, Randy, 2011. "Stock price synchronicity and public firm-specificinformation," Journal of Financial Markets, Elsevier, vol. 14(2), pages 259-276, May.
    4448. Nejadmalayeri, Ali & Singh, Manohar, 2012. "Corporate taxes, strategic default, and the cost of debt," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 2900-2916.
    4449. Seren Firat & Esat Dasdemir, 2021. "Application of Quantity Theory of Money in Cryptocurrencies: Example of Bitcoin and the Impact of Covid-19," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 71(1), pages 81-102, June.
    4450. Thomas O'Connor & Todd Mitton, 2008. "Investability and Firm Value," Economics Department Working Paper Series n1920508.pdf, Department of Economics, National University of Ireland - Maynooth.
    4451. Anh T. Le & Paul W. Miller, 2001. "The Persistence of the Female Wage Disadvantage," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 34(1), pages 33-52, March.
    4452. Tim Wallrafen & Georgios Nalbantis & Tim Pawlowski, 2022. "Competition and Fan Substitution Between Professional Sports Leagues," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 61(1), pages 21-43, August.
    4453. Hamberg, Mattias & Mavruk, Taylan & Sjögren, Stefan, 2013. "Investment allocation decisions, home bias and the mandatory IFRS adoption," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 107-130.
    4454. Bergsma, Kelley & Tayal, Jitendra, 2020. "Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic," International Review of Financial Analysis, Elsevier, vol. 70(C).
    4455. Pangburn, Michael S. & Sundaresan, Shankar, 2009. "Capacity decisions for high-tech products with obsolescence," European Journal of Operational Research, Elsevier, vol. 197(1), pages 102-111, August.
    4456. Vivien Beattie & Alan Goodacre & Ken Pratt & Joanna Stevenson, 2001. "The determinants of audit fees—evidence from the voluntary sector," Accounting and Business Research, Taylor & Francis Journals, vol. 31(4), pages 243-274.
    4457. Irz, Xavier & Niemi, Jyrki & Liu, Xing, 2013. "Determinants of food price inflation in Finland—The role of energy," Energy Policy, Elsevier, vol. 63(C), pages 656-663.
    4458. Hsiu-Hsin Ko, 2016. "Exchange Rate Predictability in Finite Samples," The Japanese Economic Review, Springer, vol. 67(3), pages 361-378, September.
    4459. Luzi Hail, 2002. "The impact of voluntary corporate disclosures on the ex-ante cost of capital for Swiss firms," European Accounting Review, Taylor & Francis Journals, vol. 11(4), pages 741-773.
    4460. Marianne Zandersen & Richard S.J. Tol, 2005. "A Meta-analysis of Forest Recreation Values in Europe," Working Papers FNU-86, Research unit Sustainability and Global Change, Hamburg University, revised Aug 2005.
    4461. Taylor Randall & Karl Ulrich, 2001. "Product Variety, Supply Chain Structure, and Firm Performance: Analysis of the U.S. Bicycle Industry," Management Science, INFORMS, vol. 47(12), pages 1588-1604, December.
    4462. Michael J. Ho & Robert S. Harris, 2000. "Brokerage Analysts' Rationale For Investment Recommendations: Market Responses To Different Types Of Information," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(4), pages 449-468, December.
    4463. Do, Linh Phuong Catherine & Lyócsa, Štefan & Molnár, Peter, 2021. "Residual electricity demand: An empirical investigation," Applied Energy, Elsevier, vol. 283(C).
    4464. Westerheide Peter, 2005. "Auswirkungen von Erbschaften und Schenkungen auf die Vermögensbildung privater Personen und Haushalte / The Importance of Intergenerational Transfers for Private Wealth Accumulation: Eine empirische A," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(4), pages 459-481, August.
    4465. John Chamblee & Carolyn Dehring & Craig Depken & Joseph Nicholson, 2015. "Water Contamination, Land Prices, and the Statute of Repose," The Journal of Real Estate Finance and Economics, Springer, vol. 51(3), pages 398-414, October.
    4466. Mohammad Nourani & Irene Wei Kiong Ting & Wen-Min Lu & Qian Long Kweh, 2019. "Capital Structure And Dynamic Performance: Evidence From Asean-5 Banks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(03), pages 495-516, June.
    4467. James Bannister & Harry Newman & Joseph Weintrop, 2011. "Tests for relative performance evaluation based on assumptions derived from proxy statement disclosures," Review of Quantitative Finance and Accounting, Springer, vol. 37(2), pages 127-148, August.
    4468. Demirtas, K. Ozgur & Rodgers Cornaggia, Kimberly, 2013. "Initial credit ratings and earnings management," Review of Financial Economics, Elsevier, vol. 22(4), pages 135-145.
    4469. Rachel D Shively & John A Crouse & Dan P Thompson & Perry S Barboza, 2019. "Is summer food intake a limiting factor for boreal browsers? Diet, temperature, and reproduction as drivers of consumption in female moose," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-18, October.
    4470. Helmut Seitz, 2000. "Infrastructure, Industrial Development, and Employment in Cities: Theoretical Aspects and Empirical Evidence," International Regional Science Review, , vol. 23(3), pages 259-280, July.
    4471. Richard J. Cebula, 2019. "Labor market freedom and geographic differentials in the percentage unemployment rate in the U.S," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(4), pages 828-840, October.
    4472. David E. Clark, 2006. "Externality Effects on Residential Property Values: The Example of Noise Disamenities," Growth and Change, Wiley Blackwell, vol. 37(3), pages 460-488, September.
    4473. Ang, James S. & Brau, James C., 2003. "Concealing and confounding adverse signals: insider wealth-maximizing behavior in the IPO process," Journal of Financial Economics, Elsevier, vol. 67(1), pages 149-172, January.
    4474. Kim, Myungsup & Schmidt, Peter, 2008. "Valid tests of whether technical inefficiency depends on firm characteristics," Journal of Econometrics, Elsevier, vol. 144(2), pages 409-427, June.
    4475. Blunch, Niels-Hugo & Ruggeri Laderchi, Caterina, 2015. "The Winner Takes It All: Internal Migration, Education and Wages in Ethiopia," IZA Discussion Papers 8926, Institute of Labor Economics (IZA).
    4476. S. E. Costanza & Ronald Helms & John C. Kilburn & David A. Bowers, 2020. "Criminal Threat, Immigrant/Minority Threat, and Political Ideology: An Examination of Handgun Permits Across Texas Counties," Social Science Quarterly, Southwestern Social Science Association, vol. 101(4), pages 1442-1460, July.
    4477. Venkatachalam, Mohan & Rajgopal, Shivaram & Kotha, Suresh, 2000. "Managerial Actions, Stock Returns, and Earnings: The Case of Business-to-Business Internet Firms," Research Papers 1673, Stanford University, Graduate School of Business.
    4478. Gregory, Allan W, 1989. "A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 107-115, January.
    4479. Ledesma-Cuenca, Ana & Montañés, Antonio & Simón-Fernández, María Blanca, 2022. "Disparities in premature mortality: Evidence for the OECD countries," Social Science & Medicine, Elsevier, vol. 307(C).
    4480. Shanken, Jay & Tamayo, Ane, 2012. "Payout yield, risk, and mispricing: A Bayesian analysis," Journal of Financial Economics, Elsevier, vol. 105(1), pages 131-152.
    4481. Jan J J Groen & Ravi Balakrishnan, 2005. "Asset price based estimates of sterling exchange rate risk premia," Bank of England working papers 250, Bank of England.
    4482. Bartolucci, Francesco & Montanari, Giorgio E. & Pandolfi, Silvia, 2015. "Three-step estimation of latent Markov models with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 287-301.
    4483. Michael Schmidthaler & Jed Cohen & Johannes Reichl & Stefan Schmidinger, 2015. "The effects of network regulation on electricity supply security: a European analysis," Journal of Regulatory Economics, Springer, vol. 48(3), pages 285-316, December.
    4484. Desirée F. Pacheco & Jeffrey G. York & Timothy J. Hargrave, 2014. "The Coevolution of Industries, Social Movements, and Institutions: Wind Power in the United States," Organization Science, INFORMS, vol. 25(6), pages 1609-1632, December.
    4485. Kenneth B. Schwartz & Billy S. Soo, 1996. "The Association Between Auditor Changes and Reporting Lags," Contemporary Accounting Research, John Wiley & Sons, vol. 13(1), pages 353-370, March.
    4486. Dopuch, Nicholas & Gupta, Mahendra, 1997. "Estimation of benchmark performance standards: An application to public school expenditures," Journal of Accounting and Economics, Elsevier, vol. 23(2), pages 141-161, July.
    4487. Liddle, Brantley & Lung, Sidney, 2010. "Age-Structure, Urbanization, and Climate Change in Developed Countries: Revisiting STIRPAT for Disaggregated Population and Consumption-Related Environmental Impacts," MPRA Paper 59579, University Library of Munich, Germany.
    4488. Ming-Hsien Chen & Vivian Tai, 2014. "The price discovery of day trading activities in futures market," Review of Derivatives Research, Springer, vol. 17(2), pages 217-239, July.
    4489. J. Barry Lin & Christos Pantzalis & Jung Chul Park, 2017. "Corporate derivatives use policy and information environment," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 159-194, July.
    4490. Patrícia Pereira & Maria Céu Cortez & Florinda Silva, 2019. "Socially responsible investing and the performance of Eurozone corporate bond portfolios," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 26(6), pages 1407-1422, November.
    4491. Chen, George Shih-Ku, 2009. "Determinants of Taiwanese investment in China: An agglomeration economies-based perspective," MPRA Paper 13894, University Library of Munich, Germany.
    4492. Jennifer Tobin & Susan Rose-Ackerman, 2011. "When BITs have some bite: The political-economic environment for bilateral investment treaties," The Review of International Organizations, Springer, vol. 6(1), pages 1-32, March.
    4493. Broersma, L., 1991. "The relation between unemployment and interest rate : application of an ARX approach," Serie Research Memoranda 0057, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    4494. Maoyong Cheng & Hong Zhao & Mingming Zhou, 2016. "The effects of foreign strategic investors on business models in China’s commercial banks: does ownership structure matter?," Applied Economics, Taylor & Francis Journals, vol. 48(58), pages 5676-5698, December.
    4495. Kroszner, Randall S. & Laeven, Luc & Klingebiel, Daniela, 2007. "Banking crises, financial dependence, and growth," Journal of Financial Economics, Elsevier, vol. 84(1), pages 187-228, April.
    4496. David H. Dean & Robert C. Dolan & Robert M. Schmidt, 1999. "Evaluating the Vocational Rehabilitation Program Using Longitudinal Data," Evaluation Review, , vol. 23(2), pages 162-189, April.
    4497. David E. Allen & Jerry T. Parwada, 2004. "Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(7‐8), pages 1151-1170, September.
    4498. Giau Bui, Dien & Chen, Yehning & Lin, Chih-Yung & Lin, Tse-Chun, 2021. "Risk-taking of bank CEOs and corporate innovation," Journal of International Money and Finance, Elsevier, vol. 115(C).
    4499. Male, Frank & Jensen, Jerry L., 2020. "Three Common Statistical Missteps We Make in Reservoir Characterization," Earth Arxiv q7nw6, Center for Open Science.
    4500. Javier Campos, 2000. "Responsabilidad limitada, estructura financiera y comportamiento de las empresas españolas," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 585-610, September.
    4501. Lothian, James R. & Taylor, Mark P., 2000. "Purchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liang," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 759-764, October.
    4502. Elliott, William B. & Koeter-Kant, Johanna & Warr, Richard S., 2007. "A valuation-based test of market timing," Journal of Corporate Finance, Elsevier, vol. 13(1), pages 112-128, March.
    4503. B. M. Burton & A. A. Lonie & D. M. Power, 2000. "The impact of corporate growth opportunities on the market response to new equity announcements," Applied Financial Economics, Taylor & Francis Journals, vol. 10(1), pages 27-36.
    4504. Hamilton, James D. & Monteagudo, Josefina, 1998. "The augmented Solow model and the productivity slowdown," Journal of Monetary Economics, Elsevier, vol. 42(3), pages 495-509, October.
    4505. Uyar, Ali & Nimer, Khalil & Kuzey, Cemil & Shahbaz, Muhammad & Schneider, Friedrich, 2021. "Can e-government initiatives alleviate tax evasion? The moderation effect of ICT," Technological Forecasting and Social Change, Elsevier, vol. 166(C).
    4506. Cumming, D. & Johan, S.A., 2005. "Is it the law or the lawyers? Investment fund covenants," Discussion Paper 2005-005, Tilburg University, Tilburg Law and Economic Center.
    4507. Arghyrou, Michael G. & Gregoriou, Andros, 2007. "Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap," Economics Letters, Elsevier, vol. 95(2), pages 285-290, May.
    4508. Milijana Novovic Buric & Ljiljana Kascelan & Vladimir Kascelan, 2023. "Economic and demographic determinants of premium reserve in Western Balkan countries during and after the crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 1116-1136, January.
    4509. Pitlik, Hans & Schmid, Gunther & Strotmann, Harald, 2001. "Bargaining Power of Smaller States in Germany's Landerfinanzausgleich 1979-90," Public Choice, Springer, vol. 109(1-2), pages 183-201, October.
    4510. San Segundo, María Jesús, 1991. "Efectos bloque en la estimación de curvas de engel con datos de la encuesta de presupuestos familiares 1980-81," DE - Documentos de Trabajo. Economía. DE 3002, Universidad Carlos III de Madrid. Departamento de Economía.
    4511. Dillon, Andrew & Mueller, Valerie & Salau, Sheu, 2010. "Migratory responses to agricultural risk in Northern Nigeria," IFPRI discussion papers 1007, International Food Policy Research Institute (IFPRI).
    4512. Sigfrido Lee & Carmen Urizar H., 2003. "The Effects of Unions on Productivity: Evidence from Large Coffee Producers in Guatemala," Research Department Publications 3166, Inter-American Development Bank, Research Department.
    4513. Sethuraman, Raj & Gázquez-Abad, Juan Carlos & Martínez-López, Francisco J., 2022. "The effect of retail assortment size on perceptions, choice, and sales: Review and research directions," Journal of Retailing, Elsevier, vol. 98(1), pages 24-45.
    4514. M. Meschi, 1998. "Assessing Wage Discrimination in Italy," CIBS Research Papers in International Business 11-98, London South Bank University CIBS.
    4515. Alistair Byrne & Jonathan Fletcher & Patricia Ntozi, 2006. "An Exploration of the Conditional Timing Performance of UK Unit Trusts," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(5‐6), pages 816-838, June.
    4516. Berck, Peter & Lipow, Jonathan & Steinhauser, Ralf, 2006. "Tax smoothing and the cross-country pattern of privatization," World Development, Elsevier, vol. 34(2), pages 238-246, February.
    4517. Beason, Dick, 2000. "Separation risk and firm size-earnings relationships in Japan and the US," Japan and the World Economy, Elsevier, vol. 12(3), pages 193-209, September.
    4518. Lars Lundberg, 1992. "The structure of swedish international trade and specialization: “old” and “new” explanations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(2), pages 266-287, June.
    4519. LE GALLO, Julie, 2000. "Econométrie spatiale 2 -Hétérogénéité spatiale," LATEC - Document de travail - Economie (1991-2003) 2001-01, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
    4520. Archambault, Jeffrey J. & Archambault, Marie E., 2003. "A multinational test of determinants of corporate disclosure," The International Journal of Accounting, Elsevier, vol. 38(2), pages 173-194.
    4521. David Harvey & Paul Newbold, 2000. "Tests for multiple forecast encompassing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 471-482.
    4522. Ghani, Ejaz, 1992. "How financial markets affect long run growth : a cross country study," Policy Research Working Paper Series 843, The World Bank.
    4523. Kang, Jun-Koo & Luo, Juan & Na, Hyun Seung, 2018. "Are institutional investors with multiple blockholdings effective monitors?," Journal of Financial Economics, Elsevier, vol. 128(3), pages 576-602.
    4524. Doukas, John, 1995. "Overinvestment, Tobin's q and gains from foreign acquisitions," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1285-1303, October.
    4525. Wessel Marquering & Johan Nisser & Toni Valla, 2006. "Disappearing anomalies: a dynamic analysis of the persistence of anomalies," Applied Financial Economics, Taylor & Francis Journals, vol. 16(4), pages 291-302.
    4526. Henning, Laura Sophie, 2014. "Shareholder Voting and Merger Returns," Working Papers on Finance 1416, University of St. Gallen, School of Finance, revised Jul 2015.
    4527. Andres Ramirez, 2011. "Nonprofit Cash Holdings," Public Finance Review, , vol. 39(5), pages 653-681, September.
    4528. Brito, Ricardo D., 2010. "Inflation Targeting Does Not Matter: Another Look at OECD Economies’ Output Sacrifice Ratios," Insper Working Papers wpe_212, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    4529. Ram, Rati, 2006. "Further examination of the cross-country association between income inequality and population health," Social Science & Medicine, Elsevier, vol. 62(3), pages 779-791, February.
    4530. Amadou Barry & Karim Oualkacha & Arthur Charpentier, 2021. "Weighted asymmetric least squares regression with fixed-effects," Papers 2108.04737, arXiv.org.
    4531. Emilia Peni, 2014. "CEO and Chairperson characteristics and firm performance," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 18(1), pages 185-205, February.
    4532. Kiyohiko Ito & Vladimir Pucik, 1993. "Abstract," Strategic Management Journal, Wiley Blackwell, vol. 14(1), pages 61-75, January.
    4533. Benjamin Louart & Claire Charles & Tri-Long Nguyen & Nicolas Builles & Claire Roger & Jean-Yves Lefrant & Florence Vachiery-Lahaye & John De Vos & Guilhem Couderc & Laurent Muller, 2019. "Microbial contamination and tissue procurement location: A conventional operating room is not mandatory. An observational study," PLOS ONE, Public Library of Science, vol. 14(1), pages 1-13, January.
    4534. Hamid Baghestani, 2022. "Mortgage rate predictability and consumer home-buying assessments," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 593-603, July.
    4535. Mansfield, Carol & Pattanayak, Subhrendu K. & McDow, William & McDonald, Robert & Halpin, Patrick, 2005. "Shades of Green: Measuring the value of urban forests in the housing market," Journal of Forest Economics, Elsevier, vol. 11(3), pages 177-199, December.
    4536. Eric J. Levin & Robert E. Wright, 2002. "Estimating the price elasticity of demand in the London stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 8(2), pages 222-237, June.
    4537. Michael J. Hicks & Michael LaFaive & Srikant Devaraj, 2016. "New Evidence on the Effect of Right-to-Work Laws on Productivity and Population Growth," Cato Journal, Cato Journal, Cato Institute, vol. 36(1), pages 101-120, Winter.
    4538. Shew Fan Liu & Zhenlin Yang, 2014. "Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality," Working Papers 14-2014, Singapore Management University, School of Economics.
    4539. Coates, Jennifer & Patenaude, Bryan N. & Rogers, Beatrice Lorge & Roba, Alemzewed Challa & Woldetensay, Yitbarek Kidane & Tilahun, Addisalem Fikre & Spielman, Kathryn L., 2018. "Intra-household nutrient inequity in rural Ethiopia," Food Policy, Elsevier, vol. 81(C), pages 82-94.
    4540. Hué, Sullivan & Lucotte, Yannick & Tokpavi, Sessi, 2019. "Measuring network systemic risk contributions: A leave-one-out approach," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 86-114.
    4541. Kim, Minho & Szakmary, Andrew C. & Mathur, Ike, 2000. "Price transmission dynamics between ADRs and their underlying foreign securities," Journal of Banking & Finance, Elsevier, vol. 24(8), pages 1359-1382, August.
    4542. Montes, Gabriel Caldas, 2013. "Credibility and monetary transmission channels under inflation targeting: An econometric analysis from a developing country," Economic Modelling, Elsevier, vol. 30(C), pages 670-684.
    4543. Salva, Carolina, 2003. "Foreign listings, corporate governance, and equity valuations," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 463-485.
    4544. Zhang, Yuanqing & Feng, Shuhui & Jin, Fei, 2019. "QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity," Economics Letters, Elsevier, vol. 180(C), pages 1-5.
    4545. Peterson, Jeffrey M. & Boisvert, Richard N., 1998. "Optimal Voluntary "Green" Payment Programs To Limit Nitrate Contamination Under Price and Yield Risk," Research Bulletins 122687, Cornell University, Department of Applied Economics and Management.
    4546. Julie Le Gallo & Sandy DallÂ’erba, 2005. "Spatial And Sectoral Productivity Convergence Between European Regions, 1975-2000," ERSA conference papers ersa05p191, European Regional Science Association.
    4547. Dahlquist, Magnus & Pénasse, Julien, 2022. "The missing risk premium in exchange rates," Journal of Financial Economics, Elsevier, vol. 143(2), pages 697-715.
    4548. Elena Perra, 2022. "Road to Division: Ethnic Favouritism in the Provision of Road Infrastructure in Ethiopia," Working Papers - Economics wp2022_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    4549. Douglas Cumming & Sofia Johan, 2006. "Is it the Law or the Lawyers? Investment Covenants around the World," European Financial Management, European Financial Management Association, vol. 12(4), pages 535-574, September.
    4550. Gustavo Adolfo González Palomino & Vanessa Hernández Castro & Kelly Johana Pulgarín Villada, 2018. "Mercado laboral para los profesionales en Sucre, 2008 y 2014," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 12(1), pages 37-63, June.
    4551. Schulz, Lee L. & Dhuyvetter, Kevin C. & Doran, Beth, 2014. "Factors Affecting Preconditioned Calf Price Differentials: How much do Market and Sale Conditions Matter?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170570, Agricultural and Applied Economics Association.
    4552. Jeff Madura & Thanh Ngo & Jurica Susnjara, 2014. "Information leakages and the costs of merging in Europe," Applied Financial Economics, Taylor & Francis Journals, vol. 24(8), pages 515-532, April.
    4553. Gunasekera, Kumudu & Anderson, William & Lakshmanan, T.R., 2008. "Highway-Induced Development: Evidence from Sri Lanka," World Development, Elsevier, vol. 36(11), pages 2371-2389, November.
    4554. Joachim Zietz & Bobby Newsome, 2001. "A Note on Buyer's Agent Commision and Sales Price," Journal of Real Estate Research, American Real Estate Society, vol. 21(3), pages 245-254.
    4555. JongRoul Woo & Christopher L. Magee, 2017. "Exploring the relationship between technological improvement and innovation diffusion: An empirical test," Papers 1704.03597, arXiv.org, revised May 2018.
    4556. Stephen Clayton & Michael Nieswiadomy & Mark C. Strazicich, 2010. "Was There a Structural Break in Barry Bonds’ Bat?," Working Papers 10-13, Department of Economics, Appalachian State University.
    4557. Bong-Chan, Kho, 1996. "Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets," Journal of Financial Economics, Elsevier, vol. 41(2), pages 249-290, June.
    4558. Liu, Bibo & Wang, Huijun & Yu, Jianfeng & Zhao, Shen, 2020. "Time-varying demand for lottery: Speculation ahead of earnings announcements," Journal of Financial Economics, Elsevier, vol. 138(3), pages 789-817.
    4559. Depken, Craig II & Sonora, Robert J., 2002. "International price volatility: Evidence from U.S. and Mexican cities," The North American Journal of Economics and Finance, Elsevier, vol. 13(2), pages 179-193, August.
    4560. Mahadevan, Renuka, 2008. "The high price of sweetness: The twin challenges of efficiency and soil erosion in Fiji's sugar industry," Ecological Economics, Elsevier, vol. 66(2-3), pages 468-477, June.
    4561. Adomako, Samuel & Amankwah-Amoah, Joseph & Ahsan, Mujtaba, 2023. "Base of the pyramid orientation, imitation orientation and new product performance in an emerging market," Technovation, Elsevier, vol. 119(C).
    4562. James Alm & Asmaa El-Ganainy, 2013. "Value-added taxation and consumption," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 20(1), pages 105-128, February.
    4563. Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2014. "The long of it: Odds that investor sentiment spuriously predicts anomaly returns," Journal of Financial Economics, Elsevier, vol. 114(3), pages 613-619.
    4564. Castle, Jennifer L. & Hendry, David F., 2010. "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, vol. 158(2), pages 231-245, October.
    4565. Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005. "Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues," Documentos de Trabajo del ICAE 0501, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    4566. Lei Xu & Shixiang Chen & Shuliu Tian, 2022. "The Mechanism of Land Registration Program on Land Transfer in Rural China: Considering the Effects of Livelihood Security and Agricultural Management Incentives," Land, MDPI, vol. 11(8), pages 1-25, August.
    4567. Li, Wei-Xuan & Chen, Clara Chia-Sheng & French, Joseph J., 2012. "The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia," Emerging Markets Review, Elsevier, vol. 13(4), pages 465-477.
    4568. Martin A. Garrett & Zhenhui Xu, 2003. "The Efficiency of Sharecropping: Evidence from the Postbellum South," Southern Economic Journal, John Wiley & Sons, vol. 69(3), pages 578-595, January.
    4569. Shea, Gary S, 1992. "Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 347-366, July.
    4570. Kliger, Doron & Levy, Ori & Sonsino, Doron, 2003. "On absolute and relative performance and the demand for mutual funds--experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 52(3), pages 341-363, November.
    4571. Shamim A. Sahibzada, 2002. "Pricing Irrigation Water in Pakistan: An Evaluation of Available Options," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 41(3), pages 209-241.
    4572. Loet Leydesdorff & Ping Zhou & Lutz Bornmann, 2013. "How can journal impact factors be normalized across fields of science? An assessment in terms of percentile ranks and fractional counts," Journal of the American Society for Information Science and Technology, Association for Information Science & Technology, vol. 64(1), pages 96-107, January.
    4573. Michelle Lowry & G. William Schwert, 2001. "Biases in the IPO Pricing Process," NBER Working Papers 8586, National Bureau of Economic Research, Inc.
    4574. Kaplan, Sigal & Manca, Francesco & Nielsen, Thomas Alexander Sick & Prato, Carlo Giacomo, 2015. "Intentions to use bike-sharing for holiday cycling: An application of the Theory of Planned Behavior," Tourism Management, Elsevier, vol. 47(C), pages 34-46.
    4575. Sven P. Jost & Michael Pfaffermayr & Hannes Winner, 2014. "Transfer pricing as a tax compliance risk," Accounting and Business Research, Taylor & Francis Journals, vol. 44(3), pages 260-279, June.
    4576. Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.
    4577. Alan Gregory & Rajesh Tharyan & Ian Tonks, 2013. "More than Just Contrarians: Insider Trading in Glamour and Value Firms," European Financial Management, European Financial Management Association, vol. 19(4), pages 747-774, September.
    4578. Alan Morris & Kenneth Wilson, 1994. "An Empirical Analysis of Australian Strike Activity: Further Evidence on the Role of the Prices and Incomes Accord," The Economic Record, The Economic Society of Australia, vol. 70(209), pages 183-191, June.
    4579. Rati Ram, 2010. "Social Capital and Happiness: Additional Cross-Country Evidence," Journal of Happiness Studies, Springer, vol. 11(4), pages 409-418, August.
    4580. Martin Siegel & Karl Mosler, 2014. "Semiparametric Modeling Of Age‐Specific Variations In Income Related Health Inequalities," Health Economics, John Wiley & Sons, Ltd., vol. 23(7), pages 870-878, July.
    4581. Cumming, Douglas & Johan, Sofia, 2007. "Regulatory harmonization and the development of private equity markets," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3218-3250, October.
    4582. David J. Lewis & Gary L. Hunt & Andrew J. Plantinga, 2003. "Does Public Lands Policy Affect Local Wage Growth?," Growth and Change, Wiley Blackwell, vol. 34(1), pages 64-86, February.
    4583. Thorsten Wichmann, 1996. "Technology Adoption in Agriculture and Convergence across Economies," Berlecon Research Papers 0002, Berlecon Research.
    4584. Yiuman Tse, 2000. "Further Examination Of Price Discovery On The Nyse And Regional Exchanges," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(3), pages 331-351, September.
    4585. Riahi-Belkaoui, Ahmed, 1998. "The effects of the degree of internationalization on firm performance," International Business Review, Elsevier, vol. 7(3), pages 315-321, June.
    4586. Coulson, N Edward & Leichenko, Robin M, 2001. "The Internal and External Impact of Historical Designation on Property Values," The Journal of Real Estate Finance and Economics, Springer, vol. 23(1), pages 113-124, July.
    4587. Mr. Luis Ignacio Jácome & Mr. Francisco F. Vazquez, 2005. "Any Link Between Legal Central Bank Independence and Inflation? Evidence from Latin America and the Caribbean," IMF Working Papers 2005/075, International Monetary Fund.
    4588. Gabriel Szulanski & Dimo Ringov & Robert J. Jensen, 2016. "Overcoming Stickiness: How the Timing of Knowledge Transfer Methods Affects Transfer Difficulty," Organization Science, INFORMS, vol. 27(2), pages 304-322, April.
    4589. David S. Salkever & Marisa E. Domino, 1997. "Within Group "Structural" Tests of Labor-Market Discrimination: A Study of Persons with Serious Disabilities," NBER Working Papers 5931, National Bureau of Economic Research, Inc.
    4590. Cebula, Richard J. & Foley, Maggie & Capener, Don, 2015. "The Impact of Economic Freedom on the Unemployment Rate in O.E.C.D. Nations: An Exploratory Study Accepting the Validity of Okun’s Law - L’impatto della libertà economica sul tasso di disoccupazione n," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(4), pages 423-436.
    4591. Alper, Ahmet Murat & Civcir, İrfan, 2012. "Can overvaluation prelude to crisis and harm growth in Turkey," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 112-131.
    4592. Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020. "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 218-240.
    4593. Cécile BATISSE, 2002. "Structure industrielle et croissance locale en République Populaire de Chine," Working Papers 200206, CERDI.
    4594. Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," MPRA Paper 80436, University Library of Munich, Germany.
    4595. Ferreira, Paula & Soares, Isabel & Araujo, Madalena, 2005. "Liberalisation, consumption heterogeneity and the dynamics of energy prices," Energy Policy, Elsevier, vol. 33(17), pages 2244-2255, November.
    4596. Wang, Anxing & Zhou, Jimei & Chen, Tao, 2011. "Which institutions matter to short-term market efficiency in Japan?," Research in Economics, Elsevier, vol. 65(3), pages 164-179, September.
    4597. Vladimir Otrachshenkoy, 2014. "The Passive Use Value of the Mediterranean Forest," Working Papers 2014.86, Fondazione Eni Enrico Mattei.
    4598. Alexander Franck & Alexander Kerl, 2014. "The impact of fund characteristics on the use of analyst forecasts," Journal of Asset Management, Palgrave Macmillan, vol. 15(2), pages 92-109, April.
    4599. Islam, A.K.M. Najmul & Laato, Samuli & Talukder, Shamim & Sutinen, Erkki, 2020. "Misinformation sharing and social media fatigue during COVID-19: An affordance and cognitive load perspective," Technological Forecasting and Social Change, Elsevier, vol. 159(C).
    4600. Schulz, Lee L. & Dhuyvetter, Kevin C. & Doran, Beth E., 2015. "Factors Affecting Preconditioned Calf Price Premiums: Does Potential Buyer Competition and Seller Reputation Matter?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 40(2), pages 1-22, May.
    4601. Dunbar, Kwamie & Jiang, Jing, 2020. "What do movements in financial traders’ net long positions reveal about aggregate stock returns?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    4602. Atkinson, Anthony C. & Riani, Marco & Torti, Francesca, 2016. "Robust methods for heteroskedastic regression," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 209-222.
    4603. Luc Arrondel & André Masson, 1991. "Que nous enseignent les enquêtes sur les transferts patrimoniaux en France ?," Économie et Prévision, Programme National Persée, vol. 100(4), pages 93-128.
    4604. Cohen, Randolph B. & Gompers, Paul A. & Vuolteenaho, Tuomo, 2002. "Who underreacts to cash-flow news? evidence from trading between individuals and institutions," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 409-462.
    4605. Fagg, James & Curtis, Sarah & Stansfeld, Stephen A. & Cattell, Vicky & Tupuola, Ann-Marie & Arephin, Muna, 2008. "Area social fragmentation, social support for individuals and psychosocial health in young adults: Evidence from a national survey in England," Social Science & Medicine, Elsevier, vol. 66(2), pages 242-254, January.
    4606. Stellner František & Vokoun Marek & Nigrin Tomáš & Kasa Marek, 2022. "Characteristics of Austrian passenger transport policy development since the 1950s," Review of Economic Perspectives, Sciendo, vol. 22(4), pages 293-315, December.
    4607. Godfrey, L.G., 2006. "Tests for regression models with heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2715-2733, June.
    4608. Jappelli, Tullio & Padula, Mario & Bottazzi, Renata, 2005. "Retirement Expectations, Pension Reforms and Their Effect on Private Wealth Accumulation," CEPR Discussion Papers 4882, C.E.P.R. Discussion Papers.
    4609. Helen Popper, 1995. "Term premia comovement in German, Japanese, and U.S. domestic markets," Open Economies Review, Springer, vol. 6(1), pages 49-62, January.
    4610. Elisabete F. Simões Vieira, 2016. "Earnings Management in Public Family Firms under Economic Adversity," Australian Accounting Review, CPA Australia, vol. 26(2), pages 190-207, June.
    4611. J. Scott Long & Pravin K. Trivedi, 1992. "Some Specification Tests for the Linear Regression Model," Sociological Methods & Research, , vol. 21(2), pages 161-204, November.
    4612. Ray Fair, 2018. "Information Content of DSGE Forecasts," Papers 1808.02910, arXiv.org.
    4613. Butler, Richard J. & Hartwig, Robert P. & Gardner, Harold, 1997. "HMOs, moral hazard and cost shifting in workers' compensation," Journal of Health Economics, Elsevier, vol. 16(2), pages 191-206, April.
    4614. Bartolucci, Francesco & Pigini, Claudia, 2017. "cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 78(i07).
    4615. Mintchik, Natalia, 2009. "The impact of SFAS No. 141 on earnings predictability of merging firms: Evidence from the initial year of implementation," Research in Accounting Regulation, Elsevier, vol. 21(2), pages 89-99.
    4616. Gabriela V. Cohen Freue & Hernan Ortiz-Molina & Ruben H. Zamar, 2013. "A Natural Robustification of the Ordinary Instrumental Variables Estimator," Biometrics, The International Biometric Society, vol. 69(3), pages 641-650, September.
    4617. Lassaad Ben Mahjoub & Halioui Khamoussi, 2013. "Environmental and Social Policy and Earning Persistence," Business Strategy and the Environment, Wiley Blackwell, vol. 22(3), pages 159-172, March.
    4618. Douglas J. Cumming & J. Ari Pandes & Michael J. Robinson, 2015. "The Role of Agents in Private Entrepreneurial Finance," Entrepreneurship Theory and Practice, , vol. 39(2), pages 345-374, March.
    4619. Moisio, Antti, 2002. "Essays on Finnish Municipal Finance and Intergovernmental Grants," Research Reports 93, VATT Institute for Economic Research.
    4620. Kim, Dongcheol & Kim, Tong Suk & Min, Byoung-Kyu, 2011. "Future labor income growth and the cross-section of equity returns," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 67-81, January.
    4621. Bhattacharya, Prasad S. & Graham, Michael A., 2009. "On institutional ownership and firm performance: A disaggregated view," Journal of Multinational Financial Management, Elsevier, vol. 19(5), pages 370-394, December.
    4622. Arosa, Clara Maria Verduch & Richie, Nivine & Schuhmann, Peter W., 2014. "The impact of culture on market timing in capital structure choices," Research in International Business and Finance, Elsevier, vol. 31(C), pages 178-192.
    4623. John Goddard & Phil Molyneux & John O. S. Wilson, 2004. "The profitability of european banks: a cross‐sectional and dynamic panel analysis," Manchester School, University of Manchester, vol. 72(3), pages 363-381, June.
    4624. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2014. "Misspecification Testing: Non-Invariance of Expectations Models of Inflation," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 553-574, August.
    4625. Peter Z. Schochet, "undated". "Is Regression Adjustment Supported by the Neyman Model for Causal Inference? (Presentation)," Mathematica Policy Research Reports abfc39d59c714499b2fe42f68, Mathematica Policy Research.
    4626. Henneberger, Fred & Ziegler, Alexandre, 2001. "Internationalisierung der Dienstleistungserstellung: Konsequenzen für den schweizerischen Arbeitsmarkt," HWWA Discussion Papers 149, Hamburg Institute of International Economics (HWWA).
    4627. Benjamin M. Blau & Tyler J. Brough, 2014. "Short Sales and Option Listing Decisions," Financial Management, Financial Management Association International, vol. 43(3), pages 703-724, September.
    4628. Ana Fernandez & Juan Rodriquez-Poo, 1997. "Estimation and specification testing in female labor participation models: parametric and semiparametric methods," Econometric Reviews, Taylor & Francis Journals, vol. 16(2), pages 229-247.
    4629. Tuomo Vuolteenaho, 2001. "What Drives Firm-Level Stock Returns?," NBER Working Papers 8240, National Bureau of Economic Research, Inc.
    4630. Schmeling, Maik & Wagner, Christian, 2019. "Does Central Bank Tone Move Asset Prices?," CEPR Discussion Papers 13490, C.E.P.R. Discussion Papers.
    4631. James Alm & William H. Kaempfer & Edward Batte Sennoga, 2012. "Baseball Salaries and Income Taxes," Journal of Sports Economics, , vol. 13(6), pages 619-634, December.
    4632. Cheung, Yan-Leung & Stouraitis, Aris & Wong, Anita W.S., 2005. "Ownership concentration and executive compensation in closely held firms: Evidence from Hong Kong," Journal of Empirical Finance, Elsevier, vol. 12(4), pages 511-532, September.
    4633. Vijverberg, Wim P. M., 1995. "Returns to schooling in non-farm self-employment: An econometric case study of Ghana," World Development, Elsevier, vol. 23(7), pages 1215-1227, July.
    4634. Anders Ekholm, 2006. "How Do Different Types of Investors React to New Earnings Information?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 127-144, January.
    4635. Mª Mar Sánchez, 2002. "Interest-Rate Models For Us And Uk With Mixed Inflationary Expectations. A Comparison With The Rational And The Adaptive Scheme," Working Papers. Serie AD 2002-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    4636. Sunila Jabeen & Farzana Shaheen & Azad Haider, 2015. "Determinants of Deviation from Inflation Targets in Pakistan: A Vector Autoregressive Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 709-715.
    4637. Ragnar Tveteras & Ola Flaten & Gudbrand Lien, 2011. "Production risk in multi-output industries: estimates from Norwegian dairy farms," Applied Economics, Taylor & Francis Journals, vol. 43(28), pages 4403-4414.
    4638. Buettner, Thiess, 1999. "Local Capital Income Taxation and Competition for Capital: The Choice of the Tax Rate," ERSA conference papers ersa99pa180, European Regional Science Association.
    4639. Spiess, D. Katherine & Affleck-Graves, John, 1999. "The long-run performance of stock returns following debt offerings," Journal of Financial Economics, Elsevier, vol. 54(1), pages 45-73, October.
    4640. Otchere, Isaac & Vong, Anna P.I., 2016. "Venture capitalist participation and the performance of Chinese IPOs," Emerging Markets Review, Elsevier, vol. 29(C), pages 226-245.
    4641. Richard Cebula & Michael Toma, 2006. "Determinants of Geographic Differentials in the Voter Participation Rate," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 34(1), pages 33-40, March.
    4642. John J. Beggs & Bruce J. Chapman, 1987. "Declining Strike Activity in Australia 1983–85: An International Phenomenon?," The Economic Record, The Economic Society of Australia, vol. 63(4), pages 330-339, December.
    4643. Anolick, Nina & Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2021. "Time for gift giving: Abnormal share repurchase returns and uncertainty," Journal of Corporate Finance, Elsevier, vol. 66(C).
    4644. Jianfu Shen, 2021. "Distress Risk and Stock Returns on Equity REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 62(3), pages 455-480, April.
    4645. Riera Prunera, Maria Carmen, 2000. "A Role For Deficit In Economic Growth," ERSA conference papers ersa00p335, European Regional Science Association.
    4646. Miquel-Àngel Garcia-López & Ivan Muñiz, 2010. "Employment Decentralisation: Polycentricity or Scatteration? The Case of Barcelona," Urban Studies, Urban Studies Journal Limited, vol. 47(14), pages 3035-3056, December.
    4647. Chew Lian Chua & Sandy Suardi, 2006. "Testing for a Unit Root in the Presence of a Jump Diffusion Process with GARCH Errors," Melbourne Institute Working Paper Series wp2006n28, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    4648. Krishna Chaitanya Vadlamannati, 2009. "Does Timing og Elections Instigate Riots? A Subnational Study of 16 Indian States, 1958-2004," Working Papers id:1835, eSocialSciences.
    4649. Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting industrial production: the role of information and methods," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The IFC's contribution to the 57th ISI Session, Durban, August 2009, volume 33, pages 227-235, Bank for International Settlements.
    4650. Daniel P. McMillen, 2003. "Spatial Autocorrelation Or Model Misspecification?," International Regional Science Review, , vol. 26(2), pages 208-217, April.
    4651. Driesprong, Gerben & Jacobsen, Ben & Maat, Benjamin, 2008. "Striking oil: Another puzzle?," Journal of Financial Economics, Elsevier, vol. 89(2), pages 307-327, August.
    4652. Yuan‐Teng Hsu & Chia‐Wei Huang, 2020. "Why do stock repurchases change over time?," European Financial Management, European Financial Management Association, vol. 26(4), pages 938-957, September.
    4653. Xiaohui Xu, 2022. "The Impacts of COVID-19 on the Rank-Size Distribution of Regional Tourism Central Places: A Case of Guangdong-Hong Kong-Macao Greater Bay Area," Sustainability, MDPI, vol. 14(19), pages 1-21, September.
    4654. Beibei Hu & Xianlei Dong & Chenwei Zhang & Timothy D. Bowman & Ying Ding & Staša Milojević & Chaoqun Ni & Erjia Yan & Vincent Larivière, 2015. "A lead-lag analysis of the topic evolution patterns for preprints and publications," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 66(12), pages 2643-2656, December.
    4655. Matteo PICCHIO, 2006. "Temporary Jobs and State Dependence in Italy," Working Papers 272, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4656. Sudhakar V. Balachandran, 2006. "How Does Residual Income Affect Investment? The Role of Prior Performance Measures," Management Science, INFORMS, vol. 52(3), pages 383-394, March.
    4657. Nandkumar Nayar, 2014. "Lyon Taming by the IRS: Evidence on Tax Deductions," EcoMod2014 7163, EcoMod.
    4658. Yi-Fang Yang & Lee-Wen Yang & Yahn-Shir Chen, 2014. "Effects of Service Innovation on Financial Performance of Small Audit Firms in Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(2), pages 87-99.
    4659. Reis, Pedro Manuel Nogueira & Pinho, Carlos, 2020. "A new European investor sentiment index (EURsent) and its return and volatility predictability," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
    4660. Butler, Alexander W. & Keefe, Michael O'Connor & Kieschnick, Robert, 2014. "Robust determinants of IPO underpricing and their implications for IPO research," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 367-383.
    4661. Dong, Qi & Slovin, Myron B. & Sushka, Marie E., 2020. "Private equity exits after IPOs," Journal of Corporate Finance, Elsevier, vol. 64(C).
    4662. Jayoti Das & Cassandra E. DiRienzo & Danny Lanier, Jr. & Coleman Rich, 2013. "Anti-Human Trafficking Policies And Freedom Of The Press: A Cross-Country Study," International Journal of Management and Marketing Research, The Institute for Business and Finance Research, vol. 6(2), pages 1-10.
    4663. Rosa, Carlo & Verga, Giovanni, 2007. "On the consistency and effectiveness of central bank communication: Evidence from the ECB," European Journal of Political Economy, Elsevier, vol. 23(1), pages 146-175, March.
    4664. Russell Davidson & James G. Mackinnon, 1990. "Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments," Working Paper 781, Economics Department, Queen's University.
    4665. Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2015. "Large sample properties of the matrix exponential spatial specification with an application to FDI," Post-Print hal-00858174, HAL.
    4666. Nicola Gagliardi & Benoit Mahy & François Rycx, 2021. "Upstreamness, Wages and Gender: Equal Benefits for All?," ULB Institutional Repository 2013/292445, ULB -- Universite Libre de Bruxelles.
    4667. Drakos, Konstantinos, 2001. "Fixed income excess returns and time to maturity," International Review of Financial Analysis, Elsevier, vol. 10(4), pages 431-442.
    4668. Richard Cebula & Daniel Hulse, 2007. "The Poll Results Hypothesis," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(1), pages 33-41, March.
    4669. J. Andrew Coutts & Terence Mills & Jennifer Roberts, 1997. "Time series and cross-section parameter stability in the market model: the implications for event studies," The European Journal of Finance, Taylor & Francis Journals, vol. 3(3), pages 243-259.
    4670. Kertesi, Gábor & Ábrahám, Árpád, 1996. "A munkanélküliség regionális egyenlőtlenségei Magyarországon 1990 és 1995 között. A foglalkoztatási diszkrimináció és az emberi tőke váltakozó szerepe [Regional unemployment rate differentials in H," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 653-681.
    4671. Alfred Zhu Liu & Angela Xia Liu & Rui Wang & Sean Xin Xu, 2020. "Too Much of a Good Thing? The Boomerang Effect of Firms’ Investments on Corporate Social Responsibility during Product Recalls," Journal of Management Studies, Wiley Blackwell, vol. 57(8), pages 1437-1472, December.
    4672. Tuan Bach Le, & Drahomira Pavelkova, & Thi Thanh Nhan Do, & Minh Vu Ngo, 2017. "Does foreign ownership impact accounting conservatism adoption in Vietnam," Business and Economic Horizons (BEH), Prague Development Center, vol. 13(3), pages 287-294, July.
    4673. George Woodward & Heather Anderson, 2003. "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter," Monash Econometrics and Business Statistics Working Papers 9/03, Monash University, Department of Econometrics and Business Statistics.
    4674. Datta, Sudip & E. Iskandar-Datta, Mai, 1995. "Corporate partial acquisitions, total firm valuation and the effect of financing method," Journal of Banking & Finance, Elsevier, vol. 19(1), pages 97-115, April.
    4675. Vassalou, Maria, 2003. "News related to future GDP growth as a risk factor in equity returns," Journal of Financial Economics, Elsevier, vol. 68(1), pages 47-73, April.
    4676. David F. Hendry, 2020. "First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017," Economics Papers 2020-W02, Economics Group, Nuffield College, University of Oxford.
    4677. Chen, Chao-Jung & Hsu, Chung-Yuan & Chen, Yu-Lin, 2014. "The impact of family control on the top management compensation mix and incentive orientation," International Review of Economics & Finance, Elsevier, vol. 32(C), pages 29-46.
    4678. James, Kieran E. & How, Janice C. Y. & Izan, H. Y., 1995. "An analysis of the pricing processes of Australian unit trust IPOs," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 285-301, July.
    4679. Yu‐Luen Ma & Nat Pope, 2008. "Foreign Share, Insurance Density, and Penetration: An Analysis of the International Life Insurance Market," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 11(2), pages 327-347, September.
    4680. Titus O. Awokuse & Conrado M. Gempesaw II, 2005. "Foreign political instability and U.S. agricultural exports: evidence from panel data," Economics Bulletin, AccessEcon, vol. 6(15), pages 1-12.
    4681. David I. Stern, 2014. "High-Ranked Social Science Journal Articles Can Be Identified from Early Citation Information," Crawford School Research Papers 1406, Crawford School of Public Policy, The Australian National University.
    4682. Giulietti, Monica & Otero, Jesús & Waterson, Michael, 2020. "Rigidities and adjustments of daily prices to costs: Evidence from supermarket data," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
    4683. Terence Yuen, 2003. "The Effect of Minimum Wages on Youth Employment in Canada: A Panel Study," Journal of Human Resources, University of Wisconsin Press, vol. 38(3).
    4684. Klaesson, Johan & Nilsson, Helena, 2020. "Entry of malls and exit of stores - The role of distance and economic geography," HFI Working Papers 12, Institute of Retail Economics (Handelns Forskningsinstitut).
    4685. Brounen, Dirk & Kok, Nils & Quigley, John M., 2013. "Energy literacy, awareness, and conservation behavior of residential households," Energy Economics, Elsevier, vol. 38(C), pages 42-50.
    4686. Hakkon Kim & Kwangwoo Park & Doojin Ryu, 2017. "Corporate Environmental Responsibility: A Legal Origins Perspective," Journal of Business Ethics, Springer, vol. 140(3), pages 381-402, February.
    4687. Norden, Lars, 2001. "Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price?," Journal of Multinational Financial Management, Elsevier, vol. 11(4-5), pages 321-340, December.
    4688. Brown, Gregory W. & Cliff, Michael T., 2004. "Investor sentiment and the near-term stock market," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 1-27, January.
    4689. Riezman, R. & Whiteman, C. & Summers, P.M., 1995. "The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth," Working Papers 95-16, University of Iowa, Department of Economics.
    4690. Malin, Mirela & Bornholt, Graham, 2010. "Predictability of future index returns based on the 52-week high strategy," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 501-508, November.
    4691. Stanko, Michael A. & Henard, David H., 2017. "Toward a better understanding of crowdfunding, openness and the consequences for innovation," Research Policy, Elsevier, vol. 46(4), pages 784-798.
    4692. MacKinnon, James G. & White, Halbert, 1985. "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.
    4693. Roman Lanis & Grant Richardson, 2015. "Is Corporate Social Responsibility Performance Associated with Tax Avoidance?," Journal of Business Ethics, Springer, vol. 127(2), pages 439-457, March.
    4694. Shafiqur Rahman & Cheng-Few Lee & Yaqing Xiao, 2017. "The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 91-116, July.
    4695. Boone, Jeff P. & Khurana, Inder K. & Raman, K.K., 2009. "Litigation reform, accounting discretion, and the cost of equity," Journal of Contemporary Accounting and Economics, Elsevier, vol. 5(2), pages 80-94.
    4696. Roll, Richard & Talbott, John, 2002. "The End of Class Warfare: An Examination of Income Disparity," University of California at Los Angeles, Anderson Graduate School of Management qt56p2z78c, Anderson Graduate School of Management, UCLA.
    4697. Bugeja, Martin & Matolcsy, Zoltan & Spiropoulos, Helen, 2017. "The CEO pay slice: Managerial power or efficient contracting? Some indirect evidence," Journal of Contemporary Accounting and Economics, Elsevier, vol. 13(1), pages 69-87.
    4698. Biswajit Ghose & Kailash Chandra Kabra, 2018. "Dynamic Capital Structure Adjustments and Business Group Affiliations: Indian Evidence," Business Perspectives and Research, , vol. 6(1), pages 27-41, January.
    4699. Josh R. Stillwagon, 2015. "TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation," Working Papers 1502, Trinity College, Department of Economics.
    4700. Mick Silver & Saeed Heravi, 2004. "Hedonic Price Indexes and the Matched Models Approach," Manchester School, University of Manchester, vol. 72(1), pages 24-49, January.
    4701. Robert Fraunhoffer & Ho Young Kim & Dirk Schiereck, 2018. "Value Creation in M&A Transactions, Conference Calls, and Shareholder Protection," IJFS, MDPI, vol. 6(1), pages 1-21, January.
    4702. Daniel O. Beltran & Maxwell Kretchmer & Jaime R. Marquez & Charles P. Thomas, 2012. "Foreign holdings of U.S. Treasuries and U.S. Treasury yields," International Finance Discussion Papers 1041, Board of Governors of the Federal Reserve System (U.S.).
    4703. M. Idrees Khawaja & Musleh-Ud Din, 2007. "Determinants of Interest Spread in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(2), pages 129-143.
    4704. Ioannis Tsalavoutas & Paul André & Lisa Evans, 2009. "Transition to IFRS and value relevance in a small but developed market: A look at Greek evidence," Post-Print halshs-00460532, HAL.
    4705. Ge Bai, 2013. "How Do Board Size and Occupational Background of Directors Influence Social Performance in For-profit and Non-profit Organizations? Evidence from California Hospitals," Journal of Business Ethics, Springer, vol. 118(1), pages 171-187, November.
    4706. Pascoe, Sean & Vieira, Simon & Dichmont, Catherine M. & Punt, Andre´ E., 2011. "Optimal vessel size and output in the Australian northern prawn fishery: a restricted profit function approach," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 55(01), pages 1-19.
    4707. Alfred Greiner & Uwe Koeller & Willi Semmler, 2005. "Testing Sustainability of German Fiscal Policy. Evidence for the Period 1960 – 2003," CESifo Working Paper Series 1386, CESifo.
    4708. Olivier Rubel & Prasad A. Naik, 2017. "Robust Dynamic Estimation," Marketing Science, INFORMS, vol. 36(3), pages 453-467, May.
    4709. Vu, Son T. & Le, Tam T. & Nguyen, Chi N. L. & Le, Duong T. & Le, Phuc H. & Truong2, Ha K., 2021. "COVID-19 Pandemic, Stimulus Packages and Stock Returns in Vietnam," OSF Preprints z573c, Center for Open Science.
    4710. García, Diego & Norli, Øyvind, 2012. "Geographic dispersion and stock returns," Journal of Financial Economics, Elsevier, vol. 106(3), pages 547-565.
    4711. Hart, Chad Edward, 1999. "Examining agricultural investment," ISU General Staff Papers 1999010108000013567, Iowa State University, Department of Economics.
    4712. Alexander Radygin & Revold Entov & Marina Turuntseva & Alena Gontmakher & Harry Swain & Jeff Carruthers & Karen Minden & Cheryl Urban, 2002. "The problems of corporate governance in Russia and its regions," Published Papers 12, Gaidar Institute for Economic Policy, revised 2002.
    4713. Faraji, Omid & Kashanipour, Mohammad & MohammadRezaei, Fakhroddin & Ahmed, Kamran & Vatanparast, Nader, 2020. "Political connections, political cycles and stock returns: Evidence from Iran," Emerging Markets Review, Elsevier, vol. 45(C).
    4714. Jakob, Keith J. & Ma, Tongshu, 2007. "Are ex[hyphen (true graphic)]day dividend clientele effects dead? Dividend yield versus dividend size," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 718-735, December.
    4715. Amelia E. Schlak & Linda H. Aiken & Jesse Chittams & Lusine Poghosyan & Matthew McHugh, 2021. "Leveraging the Work Environment to Minimize the Negative Impact of Nurse Burnout on Patient Outcomes," IJERPH, MDPI, vol. 18(2), pages 1-15, January.
    4716. Han, I & Liang, Hsin-Yu & Chan, Kam C., 2016. "Locational concentration and institutional diversification: Evidence from foreign direct investments in the banking industry," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 185-199.
    4717. Wolfgang Bessler & Wolfgang Drobetz & Martin Seim & Jan Zimmermann, 2016. "Equity Issues and Stock Repurchases of Initial Public Offerings," European Financial Management, European Financial Management Association, vol. 22(1), pages 31-62, January.
    4718. Andreas Freytag & Daniel Meierrieks & Angela Münch & Friedrich Schneider, 2010. "Patterns of Force: System Strength, Terrorism and Civil War," Jena Economics Research Papers 2010-030, Friedrich-Schiller-University Jena.
    4719. Marine Carrasco, 2004. "Chi-square Tests for Parameter Stability," RCER Working Papers 508, University of Rochester - Center for Economic Research (RCER).
    4720. Mark Mietzner & Denis Schweizer, 2014. "Hedge funds versus private equity funds as shareholder activists in Germany — differences in value creation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(2), pages 181-208, April.
    4721. Dimiter Rafailov, 2003. "Determinants of the capital structure of the Bulgarian firms," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 47-65.
    4722. Gerald W. Scully, 2002. "The Distribution of Performance and Earnings in a Prize Economy," Journal of Sports Economics, , vol. 3(3), pages 235-245, August.
    4723. Hang Luo & Linfeng Chen, 2019. "Bond yield and credit rating: evidence of Chinese local government financing vehicles," Review of Quantitative Finance and Accounting, Springer, vol. 52(3), pages 737-758, April.
    4724. Geoboo Song, 2014. "Understanding Public Perceptions of Benefits and Risks of Childhood Vaccinations in the United States," Risk Analysis, John Wiley & Sons, vol. 34(3), pages 541-555, March.
    4725. Qi Zhu & Songcui Hu & Wei Shen, 2020. "Why do some insider CEOs make more strategic changes than others? The impact of prior board experience on new CEO insiderness," Strategic Management Journal, Wiley Blackwell, vol. 41(10), pages 1933-1951, October.
    4726. Bernd Hayo & Florian Neumeier & Matthias Uhl, 2014. "Topics in Fiscal Policy: Evidence from a Representative Survey of the German Population," MAGKS Papers on Economics 201412, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    4727. Ram, Rati, 2005. "Income inequality, poverty, and population health: Evidence from recent data for the United States," Social Science & Medicine, Elsevier, vol. 61(12), pages 2568-2576, December.
    4728. Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Party Influence in Congress and the Economy," NBER Working Papers 12751, National Bureau of Economic Research, Inc.
    4729. Bui, Dien Giau & Fang, Yiwei & Lin, Chih-Yung, 2018. "The influence of risk culture on firm returns in times of crisis," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 291-306.
    4730. Yilmaz, Kamil, 2003. "Martingale Property of Exchange Rates and Central Bank Interventions," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 383-395, July.
    4731. Lim Jen Nee Jones & Daniel Kong & Boon Thong Tan & Puspavathy Rassiah, 2021. "Non-Revenue Water in Malaysia: Influence of Water Distribution Pipe Types," Sustainability, MDPI, vol. 13(4), pages 1-16, February.
    4732. Kai Yuan Kuan & Mark R. Cullen & Sepideh Modrek, 2015. "Racial Disparities in Savings Behavior for a Continuously Employed Cohort," NBER Working Papers 20937, National Bureau of Economic Research, Inc.
    4733. Kevin P. Evans & Alan E. H. Speight, 2006. "Real‐Time Risk Pricing Over the Business Cycle: Some Evidence for the UK," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 263-283, January.
    4734. Wenbin Sun & Zhihua Ding & Xiaobo Xu, 2021. "A new look at returns of information technology: firms’ diversification to IT service market and firm value," Information Technology and Management, Springer, vol. 22(1), pages 13-31, March.
    4735. Xiong, Hao & Hou, Fei & Li, Hanwen & Wang, Huabing, 2020. "Does rice farming shape audit quality: Evidence from signing auditors level analysis," Economic Modelling, Elsevier, vol. 91(C), pages 403-420.
    4736. Alexander, Cindy R. & Cohen, Mark A., 1999. "Why do corporations become criminals? Ownership, hidden actions, and crime as an agency cost," Journal of Corporate Finance, Elsevier, vol. 5(1), pages 1-34, March.
    4737. Daniel Berkowitz & David N. DeJong, 2005. "Entrepreneurship and Post‐socialist Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(1), pages 25-46, February.
    4738. Desai, Chintal A. & Savickas, Robert, 2010. "On the causes of volatility effects of conglomerate breakups," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 554-571, September.
    4739. Christopher Huth & Markus Kurscheidt, 2022. "Season Ticketing as a Risk Management Tool in Professional Team Sports: A Pricing Analysis of German Soccer and Basketball," JRFM, MDPI, vol. 15(9), pages 1-18, September.
    4740. Torres, Miguel Matos & Clegg, L. Jeremy & Varum, Celeste Amorim, 2016. "The missing link between awareness and use in the uptake of pro-internationalization incentives," International Business Review, Elsevier, vol. 25(2), pages 495-510.
    4741. Pappas, Anastasios, 2010. "Capital mobility and growth: Evidence from Greece," MPRA Paper 29105, University Library of Munich, Germany.
    4742. Satoshi Machida, 2009. "Globalization and the Legitimacy of Intergovernmental Organizations," International Studies, , vol. 46(4), pages 371-400, October.
    4743. El Bouhadi, Abdelhamid & Achibane, Khalid, 2009. "The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?," MPRA Paper 19482, University Library of Munich, Germany.
    4744. Carolina Castaldi & Giovanni Dosi, 2007. "The patterns of output growth of firms and countries: new evidence on scale invariances and scale specificities," LEM Papers Series 2007/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    4745. Alistair Davey, 2013. "Estimating The Price Impact of the Victorian Terminal Gate Pricing Scheme," Australian Economic Papers, Wiley Blackwell, vol. 52(1), pages 19-37, March.
    4746. Rexford E. Santerre & John A. Vernon, 2005. "Testing for Ownership Mix Efficiency: The Case of the Nursing Home Industry," NBER Working Papers 11115, National Bureau of Economic Research, Inc.
    4747. Ohsung Kwon & Sung-guan Yun & Seung Hun Han & Yang Hon Chung & Duk Hee Lee, 2018. "Network Topology and Systemically Important Firms in the Interfirm Credit Network," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 847-864, April.
    4748. Lai, Jung-Ho & Chen, Li-Yu, 2014. "The valuation effect of corporate governance on stakeholder wealth: Evidence from strategic alliances," International Review of Economics & Finance, Elsevier, vol. 32(C), pages 117-131.
    4749. Firth, Michael, 1997. "An analysis of the stock market performance of new issues in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 5(1), pages 63-85, February.
    4750. S. Ping Ho & Yi-Hsin Lin & Hsueh-Liang Wu & Wenyi Chu, 2009. "Empirical test of a model for organizational governance structure choices in construction joint ventures," Construction Management and Economics, Taylor & Francis Journals, vol. 27(3), pages 315-324.
    4751. Keil, Alwin & Saint-Macary, Camille & Zeller, Manfred, 2008. "Maize boom in the uplands of Northern Vietnam : economic importance and environmental implications," Research in Development Economics and Policy (Discussion Paper Series) 92829, Universitaet Hohenheim, Department of Agricultural Economics and Social Sciences in the Tropics and Subtropics.
    4752. Sofia Johan & Dorra Najar, 2011. "The Role of Law, Corruption and Culture in Investment Fund Manager Fees," Post-Print halshs-00639925, HAL.
    4753. Saad, Mohsen & Zantout, Zaher, 2009. "Stock price and systematic risk effects of discontinuation of corporate R&D programs," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 568-581, September.
    4754. Muehlfeld, Katrin & Weitzel, Utz & van Witteloostuijn, Arjen, 2013. "Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets," Journal of Economic Psychology, Elsevier, vol. 34(C), pages 195-209.
    4755. Hu, May & Chao, Chi-Chur & Malone, Chris & Young, Martin, 2017. "Real determinants of stock split announcements," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 574-598.
    4756. Steven N. Durlauf & Paul A. Johnson, 1992. "Local Versus Global Convergence Across National Economies," NBER Working Papers 3996, National Bureau of Economic Research, Inc.
    4757. John Byrne & Job Taminiau & Kyung Nam Kim & Joohee Lee & Jeongseok Seo, 2017. "Multivariate analysis of solar city economics: impact of energy prices, policy, finance, and cost on urban photovoltaic power plant implementation," Wiley Interdisciplinary Reviews: Energy and Environment, Wiley Blackwell, vol. 6(4), July.
    4758. Jørgensen, Kjell & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2018. "Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange," Journal of Financial Markets, Elsevier, vol. 37(C), pages 1-16.
    4759. Dennis B. Veltrop & Eric Molleman & Reggy B. H. Hooghiemstra & Hans van Ees, 2017. "Who's the Boss at the Top? A Micro‐Level Analysis of Director Expertise, Status and Conformity Within Boards," Journal of Management Studies, Wiley Blackwell, vol. 54(7), pages 1079-1110, November.
    4760. Kia, Amir & Jafari, Mahboubeh, 2020. "Forward-looking agents and inflation in an oil-producing country: Evidence from Iran," Journal of Asian Economics, Elsevier, vol. 69(C).
    4761. Liu-Ching Tsai & Chaur-Shiuh Young & Hui-Wen Hsu, 2011. "Entrenched controlling shareholders and the performance consequences of corporate diversification in Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 37(1), pages 105-126, July.
    4762. Bates, Laurie J. & Santerre, Rexford E., 2001. "The Public Demand for Open Space: The Case of Connecticut Communities," Journal of Urban Economics, Elsevier, vol. 50(1), pages 97-111, July.
    4763. Seung Min Lee & Sang Yong Kim & Shijin Yoo & Tae Ho Song, 2021. "The cross-buying effect in a multi-vendor loyalty program in Korea," Asian Business & Management, Palgrave Macmillan, vol. 20(3), pages 339-369, July.
    4764. Muttakin, Mohammad Badrul & Monem, Reza M. & Khan, Arifur & Subramaniam, Nava, 2015. "Family firms, firm performance and political connections: Evidence from Bangladesh," Journal of Contemporary Accounting and Economics, Elsevier, vol. 11(3), pages 215-230.
    4765. Shum, Wai Cheong & Tang, Gordon Y.N., 2005. "Common risk factors in returns in Asian emerging stock markets," International Business Review, Elsevier, vol. 14(6), pages 695-717, December.
    4766. Kavussanos, Manolis G. & Visvikis, Ilias D., 2004. "Market interactions in returns and volatilities between spot and forward shipping freight markets," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 2015-2049, August.
    4767. Karen K. Lewis, 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," NBER Working Papers 12697, National Bureau of Economic Research, Inc.
    4768. Ather Akbari & Tomson Ogwang, 1997. "The Canadian earnings functions under test," Applied Economics Letters, Taylor & Francis Journals, vol. 4(2), pages 133-139.
    4769. Lessmann, Christian, 2009. "Fiscal decentralization and regional disparity: Evidence from cross-section and panel data," Dresden Discussion Paper Series in Economics 08/09, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
    4770. Baulch, Bob & Kumar, Neha & Quisumbing, Agnes R., 2011. "Evaluating the long-term impact of antipoverty interventions in Bangladesh: An overview," IFPRI discussion papers 1077, International Food Policy Research Institute (IFPRI).
    4771. Salassi, Michael E. & Champagne, Lonnie P. & Legendre, Benjamin L., 2000. "Incorporation Of Within-Season Yield Growth Into A Mathematical Programming Sugarcane Harvest Scheduling Model," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 32(3), pages 1-13, December.
    4772. Konstantinos Drakos, 2002. "Myopia, Liquidity Constraints, and Aggregate Consumption: The Case of Greece," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 27(1), pages 97-105, June.
    4773. Krüger Jens J. & Cantner Uwe & Hanusch Horst, 2003. "Explaining International Productivity Differences / Erklärung internationaler Produktivitätsunterschiede," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 223(6), pages 659-679, December.
    4774. Martin Ardanaz & Stanislao Maldonado, 2016. "Natural Resource Windfalls and Efficiency of Local Government Expenditures: Evidence from Peru," Documentos de Trabajo 14578, Universidad del Rosario.
    4775. Jeffrey DeSimone, 1999. "The Relationship Between Marijuana Prices at Different Market Levels," Working Papers 9915, East Carolina University, Department of Economics.
    4776. Liam J. A. Lenten, 2009. "Unobserved Components in Competitive Balance and Match Attendances in the Australian Football League, 1945–2005: Where is all the Action Happening?," The Economic Record, The Economic Society of Australia, vol. 85(269), pages 181-196, June.
    4777. Rama, Ali & Jiang, Chunxia & Johan, Sofia & Liu, Hong & Mai, Yong, 2022. "Religious and social narratives and crowdfunding success," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
    4778. F. Montobbio & A. Primi & Valerio Sterzi, 2015. "IPRs and international knowledge flows: Evidence from six large emerging countries," Post-Print hal-02486325, HAL.
    4779. Owen, P. Dorian, 2018. "Replication to assess statistical adequacy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-16.
    4780. Fogarty, James & Giles, Margaret, 2018. "Recidivism and education revisited: evidence for the USA," Working Papers 275642, University of Western Australia, School of Agricultural and Resource Economics.
    4781. Jennjou Chen & Tsui-Fang Lin, 2020. "Do Cooperative-Based Learning Groups Help Students Learn Microeconomics?," SAGE Open, , vol. 10(3), pages 21582440209, July.
    4782. Ulrich K. Müller, 2020. "A More Robust t-Test," Working Papers 2020-32, Princeton University. Economics Department..
    4783. Green, Christopher J. & Lensink, Robert & Murinde, Victor, 2001. "Demand uncertainty and the capital-labour ratio in Poland," Emerging Markets Review, Elsevier, vol. 2(2), pages 184-197, June.
    4784. Smyth, C.E. & Kurz, W.A. & Trofymow, J.A., 2011. "Including the effects of water stress on decomposition in the Carbon Budget Model of the Canadian Forest Sector CBM-CFS3," Ecological Modelling, Elsevier, vol. 222(5), pages 1080-1091.
    4785. David de la Croix & Thomas Baudin, 2015. "La croissance économique," LIDAM Discussion Papers IRES 2015021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    4786. Christian Walkshäusl & Sebastian Lobe, 2012. "Islamic investing," Review of Financial Economics, John Wiley & Sons, vol. 21(2), pages 53-62, April.
    4787. Sunghoon Joo & Dong H. Kim & Jung Chul Park, 2020. "Does local political support influence financial markets? A study on the impact of job approval ratings of political representatives on local stock returns," The Financial Review, Eastern Finance Association, vol. 55(2), pages 247-276, May.
    4788. Ahlfeldt Gabriel M. & Maennig Wolfgang & Scholz Hanno, 2010. "Erwartete externe Effekte und Wahlverhalten: Das Beispiel der Münchner Allianz-Arena / Expected External Effects and Voting: The Case of the Munich Allianz-Arena," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(1), pages 2-26, February.
    4789. Autore, Don M. & Hutton, Irena & Peterson, David R. & Smith, Aimee Hoffmann, 2014. "The effect of securities litigation on external financing," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 231-250.
    4790. Edward E. Leamer, 2010. "Tantalus on the Road to Asymptopia," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 31-46, Spring.
    4791. Michael J. Hicks, 2007. "Hierarchical delays as a source of nominal price rigidities: evidence from the microcomputer industry," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 803-815.
    4792. Jennifer Castle & David Hendry, 2008. "The Long-Run Determinants of UK Wages, 1860-2004," Economics Series Working Papers 409, University of Oxford, Department of Economics.
    4793. Olivier Damette & Philippe Delacote, 2011. "Unsustainable timber harvesting, deforestation and the role of certification," Post-Print hal-00693142, HAL.
    4794. Anya Krivelyova & Cesare Robotti, 2003. "Playing the field: Geomagnetic storms and international stock markets," FRB Atlanta Working Paper 2003-5, Federal Reserve Bank of Atlanta.
    4795. Nina Engels & Denise Fischer-Kreer & Malte Brettel, 2022. "CHRO firm dinosaur versus CHRO role gorilla: the effect of CHRO company and role tenure on firms’ social performance," Journal of Business Economics, Springer, vol. 92(6), pages 929-954, August.
    4796. A. Sinan Cebenoyan & Philip E. Strahan, 2001. "Risk Management, Capital Structure and Lending at Banks," Center for Financial Institutions Working Papers 02-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
    4797. Lowry, Michelle & Schwert, G. William, 2004. "Is the IPO pricing process efficient?," Journal of Financial Economics, Elsevier, vol. 71(1), pages 3-26, January.
    4798. Paul Rogers & Julie Stoner, 2021. "Assessment of a Modified Sandwich Estimator for Generalized Estimating Equations with Application to Opioid Poisoning in MIMIC-IV ICU Patients," Stats, MDPI, vol. 4(3), pages 1-15, August.
    4799. Sheng-Syan Chen & Robin Chou & Yun-Chi Lee, 2014. "The long-term performance following dividend initiations and resumptions revisited," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 643-657, October.
    4800. Kane, Alex & Lee, Young Ki & Marcus, Alan, 1984. "Earnings and Dividend Announcements: Is There a Corroboration Effect?," Journal of Finance, American Finance Association, vol. 39(4), pages 1091-1099, September.
    4801. Daniel L. Bennett, 2021. "Local institutional heterogeneity & firm dynamism: Decomposing the metropolitan economic freedom index," Small Business Economics, Springer, vol. 57(1), pages 493-511, June.
    4802. Opoku-Agyemang, Kweku A., 2017. "Priming human-computer interactions: Experimental evidence from economic development mobile surveys," SocArXiv 6bwxv, Center for Open Science.
    4803. Shams Pathan & Mamiza Haq & Barry Williams, 2016. "Does skin in the game help? Bank franchise value, managerial incentives and ‘going for broke’," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 271-298, May.
    4804. Pascal Ghazalian, 2013. "MERCOSUR enlargement: predicting the effects on trade in primary agricultural commodities," Economic Change and Restructuring, Springer, vol. 46(3), pages 277-297, August.
    4805. Pinghsun Huang & Timothy Louwers & Jacquelyn Moffitt & Yan Zhang, 2008. "Ethical Management, Corporate Governance, and Abnormal Accruals," Journal of Business Ethics, Springer, vol. 83(3), pages 469-487, December.
    4806. DeYoung, Robert & Hasan, Iftekhar & Kirchhoff, Bruce, 1998. "The Impact of Out-of-State Entry on the Cost Efficiency of Local Commercial Banks," Journal of Economics and Business, Elsevier, vol. 50(2), pages 191-203, March.
    4807. Yi, Jingtao & Wang, Chengqi & Kafouros, Mario, 2013. "The effects of innovative capabilities on exporting: Do institutional forces matter?," International Business Review, Elsevier, vol. 22(2), pages 392-406.
    4808. Pier Luigi Marchini & Tatiana Mazza & Alice Medioli, 2018. "The impact of related party transactions on earnings management: some insights from the Italian context," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 22(4), pages 981-1014, December.
    4809. Bikker, Jacob A. & Spierdijk, Laura & van der Sluis, Pieter Jelle, 2007. "Market impact costs of institutional equity trades," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 974-1000, October.
    4810. Yunker, James A. & Melkumian, Alla A., 2010. "The effect of capital wealth on optimal diversification: Evidence from the Survey of Consumer Finances," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(1), pages 90-98, February.
    4811. Dieter Smeets & Marco Zimmermann, 2013. "Did the EU Summits Succeed in Convincing the Markets during the Recent Crisis?," Journal of Common Market Studies, Wiley Blackwell, vol. 51(6), pages 1158-1177, November.
    4812. Hicks Michael J. & Smith Jeff, 2009. "Warfare, Civil Conflict and the Spatial Impacts on Domestic Investment: Evidence from South America, 1950-2000," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 15(1), pages 102-113, November.
    4813. Monique Graf & Desislava Nedyalkova, 2014. "Modeling of Income and Indicators of Poverty and Social Exclusion Using the Generalized Beta Distribution of the Second Kind," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 821-842, December.
    4814. Matei Demetrescu, 2010. "On the Dickey–Fuller test with White standard errors," Statistical Papers, Springer, vol. 51(1), pages 11-25, January.
    4815. Etilé, Fabrice & Frijters, Paul & Johnston, David W. & Shields, Michael A., 2021. "Measuring resilience to major life events," LSE Research Online Documents on Economics 112526, London School of Economics and Political Science, LSE Library.
    4816. Fayez Elayan & Wei Hsu & Thomas Meyer, 2003. "The informational content of credit rating announcements for share prices in a small market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 27(3), pages 337-356, September.
    4817. Ghannam, Samir & Matolcsy, Zoltan P. & Spiropoulos, Helen & Thai, Nathan, 2019. "The influence of powerful non-executive Chairs in Mergers and acquisitions," Journal of Contemporary Accounting and Economics, Elsevier, vol. 15(1), pages 87-104.
    4818. Meinshausen, Steffen & Schiereck, Dirk, 2011. "Dressed to merge — small fits fine: M&A success in the fashion and accessories industry," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 283-291.
    4819. Elijah Brewer & Hesna Genay, 1994. "Funding small businesses through the SBIC program," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 18(May), pages 22-34.
    4820. Thouraya Boujelbène Dammak & Kamel Helali, 2016. "A Nonlinear Approach to Tunisian Inflation Rate," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 19(61), pages 147-164, September.
    4821. Peter Egger & Michael Pfaffermayr, 2004. "Concentration and Multinationality in European Manufacturing: What’s the Effect on Productivity?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 31(4), pages 325-332, December.
    4822. Dahl, Christian M. & Iglesias, Emma M., 2009. "Volatility spill-overs in commodity spot prices: New empirical results," Economic Modelling, Elsevier, vol. 26(3), pages 601-607, May.
    4823. Fukao, Kyoji & Ito, Keiko & Kwon, Hyeog Ug, 2005. "Do out-in M&As bring higher TFP to Japan? An empirical analysis based on micro-data on Japanese manufacturing firms," Journal of the Japanese and International Economies, Elsevier, vol. 19(2), pages 272-301, June.
    4824. Cai, Jun & Wei, K. C. John, 1997. "The investment and operating performance of Japanese initial public offerings," Pacific-Basin Finance Journal, Elsevier, vol. 5(4), pages 389-417, September.
    4825. Gashaw T Abate & Alan de Brauw & John Gibson & Kalle Hirvonen & Abdulazize Wolle, 2022. "Telescoping Error in Recalled Food Consumption: Evidence from a Survey Experiment in Ethiopia [Video-Based Behavioral Change Communication to Change Consumption Patterns: Experimental Evidence from," The World Bank Economic Review, World Bank, vol. 36(4), pages 889-908.
    4826. Nanda, Vikram & Yun, Youngkeol, 1997. "Reputation and Financial Intermediation: An Empirical Investigation of the Impact of IPO Mispricing on Underwriter Market Value," Journal of Financial Intermediation, Elsevier, vol. 6(1), pages 39-63, January.
    4827. Jones, Siôn & Jones, Pau, 2006. "e-Communications: Investment and the Regulatory Framework," MPRA Paper 3568, University Library of Munich, Germany.
    4828. Lee Tae-Hwy & Xi Zhou & Zhang Ru, 2013. "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 61-68, January.
    4829. Clubb, Colin & Stouraitis, Aris, 2002. "The significance of sell-off profitability in explaining the market reaction to divestiture announcements," Journal of Banking & Finance, Elsevier, vol. 26(4), pages 671-688, April.
    4830. Jimmy Efird, 2010. "Blocked Randomization with Randomly Selected Block Sizes," IJERPH, MDPI, vol. 8(1), pages 1-6, December.
    4831. Vadlamannati, Krishna Chaitanya, 2008. "The triumph of globalization at the expense of minority discriminations? – An empirical investigation on 76 countries, 1970 – 2005," MPRA Paper 11494, University Library of Munich, Germany.
    4832. Kim, Young Sang & Mathur, Ike & Nam, Jouahn, 2006. "Is operational hedging a substitute for or a complement to financial hedging?," Journal of Corporate Finance, Elsevier, vol. 12(4), pages 834-853, September.
    4833. Craig Arthur Gallet, 2017. "The Impact of Public Health Spending on California STD Rates," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 23(2), pages 149-159, May.
    4834. Mikhail I. Melnik & Yongsheng Xu & James Alm, 2009. "The Choice Of Opening Prices On Ebay," Manchester School, University of Manchester, vol. 77(4), pages 411-429, July.
    4835. Domenico Rocco Cambrea & Maurizio La Rocca & Elvira Tiziana La Rocca & Salvatore Casciaro, 2015. "Cash holding and firm value: a meta-analysis," ESPERIENZE D'IMPRESA, FrancoAngeli Editore, vol. 2015(2), pages 45-72.
    4836. Andersson, Thomas & Brännäs, Kurt, 1992. "Nationalizations and Investment Flows: A Panel Study," Working Paper Series 330, Research Institute of Industrial Economics.
    4837. Jed Armstrong & Miles Parker, 2016. "How wages are set: evidence from a large survey of firms," Reserve Bank of New Zealand Discussion Paper Series DP2016/03, Reserve Bank of New Zealand.
    4838. Zeileis, Achim, 2006. "Implementing a class of structural change tests: An econometric computing approach," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2987-3008, July.
    4839. Bernd Hayo, 2023. "Does the ECB’s Monetary Policy Affect Personal Finances and Economic Inequality? A Household Perspective from Germany," MAGKS Papers on Economics 202023, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    4840. Harimenja Razafintsalama & Marie Sauvadet & Jean Trap & Patrice Autfray & Aude Ripoche & Thierry Becquer, 2021. "Legume Nitrogen Fixation and Symbioses in Low-Inputs Rainfed Rice Rotations," Sustainability, MDPI, vol. 13(22), pages 1-14, November.
    4841. Mohamed Ilyes Gritli, 2021. "Price inflation and exchange rate pass‐through in Tunisia," African Development Review, African Development Bank, vol. 33(4), pages 715-728, December.
    4842. Jeong, Jinook & Lee, Kyoungwoo, 1999. "Bootstrapped White's test for heteroskedasticity in regression models," Economics Letters, Elsevier, vol. 63(3), pages 261-267, June.
    4843. Bliss, Mark A. & Gul, Ferdinand A., 2012. "Political connection and cost of debt: Some Malaysian evidence," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1520-1527.
    4844. Egger, Peter & Winner, Hannes, 2005. "Evidence on corruption as an incentive for foreign direct investment," European Journal of Political Economy, Elsevier, vol. 21(4), pages 932-952, December.
    4845. Robert Plasman & François Rycx & Ilan Tojerow, 2006. "Industry wage differentials, unobserved ability, and rent-sharing: evidence from matched employer-employee, 1992-2005," DULBEA Working Papers 06-14.RS, ULB -- Universite Libre de Bruxelles.
    4846. Troeger, Vera, 2012. "De Facto Capital Mobility, Equality, and Tax Policy in Open Economies," CAGE Online Working Paper Series 84, Competitive Advantage in the Global Economy (CAGE).
    4847. Welch, Ivo, 1996. "Equity offerings following the IPO theory and evidence," Journal of Corporate Finance, Elsevier, vol. 2(3), pages 227-259, February.
    4848. Andrew Hanson & Hal Martin, 2014. "Housing Market Distortions and the Mortgage Interest Deduction," Public Finance Review, , vol. 42(5), pages 582-607, September.
    4849. Jan Bartholdy & Glenn W. Boyle & Roger D. Stover, 1997. "Corporate Capital Structure and Regulation of Bank Equity Holdings: Some International Evidence," Multinational Finance Journal, Multinational Finance Journal, vol. 1(1), pages 63-80, March.
    4850. William Miles, 2000. "The pricing of risk in emerging credit markets: Bonds versus loans," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(2), pages 221-231, May.
    4851. Neuenkirch, Matthias, 2014. "Are public preferences reflected in monetary policy reaction functions?," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 60-68.
    4852. Michael O'Hara & Christopher F. Parmeter, 2013. "Nonparametric Generalized Least Squares in Applied Regression Analysis," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 456-474, October.
    4853. Rhee, Dong-Eun & Kim, Hyoungjong, 2018. "Does income inequality lead to banking crises in developing countries? Empirical evidence from cross-country panel data," Economic Systems, Elsevier, vol. 42(2), pages 206-218.
    4854. Robert C. McLean & Michael R. Veall, 1992. "Performance and Salary Differentials in the National Hockey League," Canadian Public Policy, University of Toronto Press, vol. 18(4), pages 470-475, December.
    4855. Nikkinen, Jussi & Sahlstrom, Petri, 2004. "International transmission of uncertainty implicit in stock index option prices," Global Finance Journal, Elsevier, vol. 15(1), pages 1-15.
    4856. Jayaratne, Jith & Strahan, Philip E, 1998. "Entry Restrictions, Industry Evolution, and Dynamic Efficiency: Evidence from Commercial Banking," Journal of Law and Economics, University of Chicago Press, vol. 41(1), pages 239-273, April.
    4857. Lyócsa, Štefan, 2014. "Growth-returns nexus: Evidence from three Central and Eastern European countries," Economic Modelling, Elsevier, vol. 42(C), pages 343-355.
    4858. Peter Galasi & Julia Varga, 2002. "Does Private and Cost-Priced Higher Education Produce Poor Quality?," Budapest Working Papers on the Labour Market 0201, Institute of Economics, Centre for Economic and Regional Studies.
    4859. Carlos Andrés Amaya & Peter Rowland, 2004. "Determinants of Investment Flows into Emerging Markets," Borradores de Economia 313, Banco de la Republica de Colombia.
    4860. Gachino, Geoffrey, 2007. "Foreign direct investment and firm level productivity - A panel data analysis," MERIT Working Papers 2007-016, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    4861. Taïeb Hafsi & Gokhan Turgut, 2013. "Boardroom Diversity and its Effect on Social Performance: Conceptualization and Empirical Evidence," Journal of Business Ethics, Springer, vol. 112(3), pages 463-479, February.
    4862. Maximilian Auffhammer & Antonio M. Bento & Scott E. Lowe, 2011. "The City-Level Effects of the 1990 Clean Air Act Amendments," Land Economics, University of Wisconsin Press, vol. 87(1), pages 1-18.
    4863. Noelia Somarriba Arechavala & Pilar Zarzosa Espina, 2019. "Quality of Life in the European Union: An Econometric Analysis from a Gender Perspective," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(1), pages 179-200, February.
    4864. Bellavite Pellegrini, Carlo & Romelli, Davide & Sironi, Emiliano, 2011. "The impact of governance and productivity on stock returns in European industrial companies," MPRA Paper 104654, University Library of Munich, Germany, revised 2011.
    4865. Gordon F. De Jong & Deborah Roempke Graefe, 2008. "Immigrant redistribution and life course trigger events: Evidence from US interstate migration," Migration Letters, Migration Letters, vol. 5(2), pages 123-134, October.
    4866. Keiichi Goshima & Yusuke Kumano, 2018. "Monetary Policy Announcement and Algorithmic News Trading in the Foreign Exchange Market," IMES Discussion Paper Series 18-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
    4867. Montes-Rojas, Gabriel, 2016. "An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation," Economics Letters, Elsevier, vol. 145(C), pages 221-224.
    4868. Chintawar, Sachin & Mishra, Ashok K. & Gillespie, Jeffrey M., 2009. "The Impact of Adoption of Genetically Modified Corn on the Off-Farm Labor Supply in the United States," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46832, Southern Agricultural Economics Association.
    4869. Boone, Audra & Broughman, Brian & Macias, Antonio J., 2018. "Shareholder approval thresholds in acquisitions: Evidence from tender offers," Journal of Corporate Finance, Elsevier, vol. 53(C), pages 225-245.
    4870. William W. Stammerjohan & Steven C. Hall, 2003. "Legal Costs and Accounting Choices: Another Test of the Litigation Hypothesis," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(5‐6), pages 829-862, June.
    4871. Mark Doms & Chris Forman, 2003. "Prices for local area network equipment," Working Paper Series 2003-13, Federal Reserve Bank of San Francisco.
    4872. Harald Badinger & Thomas Url, 2002. "Determinants of regional unemployment: some evidence from Austria," Regional Studies, Taylor & Francis Journals, vol. 36(9), pages 977-988.
    4873. Henderson, Stuart, 2016. "Religion and development in post-famine Ireland," QUCEH Working Paper Series 2016-01, Queen's University Belfast, Queen's University Centre for Economic History.
    4874. Olivier Damette & Stéphane Goutte, 2020. "The macroeconomic determinants of COVID-19 mortality rate and the role of post subprime crisis decisions," Working Papers halshs-02620834, HAL.
    4875. Tokuo Iwaisako & Keiko Okada, 2010. "Understanding the Decline in Japan's Saving Rate in the New Millennium," Macroeconomics Working Papers 23113, East Asian Bureau of Economic Research.
    4876. Christoph Schinke, 2014. "Government Ideology, Globalization, and Top Income Shares in OECD Countries," ifo Working Paper Series 181, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    4877. Liao, Yulu & Huang, Paoyu & Ni, Yensen, 2022. "Convertible bond issuance volume, capital structure, and firm value," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    4878. Rajiv D. Banker & Sandra A. Slaughter, 2000. "The Moderating Effects of Structure on Volatility and Complexity in Software Enhancement," Information Systems Research, INFORMS, vol. 11(3), pages 219-240, September.
    4879. Eric Isenberg & Heinrich Hock, "undated". "Measuring School and Teacher Value Added in DC, 2011-2012 School Year," Mathematica Policy Research Reports 429d075abf05480eb0fbb4831, Mathematica Policy Research.
    4880. Buckley, Peter J. & Wang, Chengqi & Clegg, Jeremy, 2007. "The impact of foreign ownership, local ownership and industry characteristics on spillover benefits from foreign direct investment in China," International Business Review, Elsevier, vol. 16(2), pages 142-158, April.
    4881. Hana Ross & Frank J. Chaloupka, 2004. "The Effect of Public Policies and Prices on Youth Smoking," Southern Economic Journal, John Wiley & Sons, vol. 70(4), pages 796-815, April.
    4882. Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen, 2019. "Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors," CREATES Research Papers 2019-05, Department of Economics and Business Economics, Aarhus University.
    4883. David J. Storey & Robert Watson & Pooran Wynarczyk, 1994. "Regional Labour Market Influences on Managerial Remuneration in Small and Medium-sized Enterprises in England: An Empirical Analysis," Urban Studies, Urban Studies Journal Limited, vol. 31(8), pages 1407-1418, October.
    4884. Nick Drydakis, 2010. "Ethnic Differences in Housing Opportunities in Athens," Urban Studies, Urban Studies Journal Limited, vol. 47(12), pages 2573-2596, November.
    4885. Lucy Ackert & Marie Racine, 1997. "The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(4), pages 371-385, December.
    4886. Martin Ravallion & Shaohua Chen, 2017. "Welfare-Consistent Global Poverty Measures," NBER Working Papers 23739, National Bureau of Economic Research, Inc.
    4887. Yassine Bakkar & Susanne Durst & Wolfgang Gerstlberger, 2021. "The Impact of Institutional Dimensions on Entrepreneurial Intentions of Students—International Evidence," JRFM, MDPI, vol. 14(4), pages 1-23, April.
    4888. Subal Kumbhakar & Raquel Ortega-Argilés & Lesley Potters & Marco Vivarelli & Peter Voigt, 2012. "Corporate R&D and firm efficiency: evidence from Europe’s top R&D investors," Journal of Productivity Analysis, Springer, vol. 37(2), pages 125-140, April.
    4889. Angelucci, Manuela & Chiapa, Carlos & Prina, Silvia & Rojas, Irvin, 2024. "Transitory income changes and consumption smoothing: Evidence from Mexico," Journal of Public Economics, Elsevier, vol. 230(C).
    4890. Busse, Matthias & Spielmann, Christian, 2003. "Gender Discrimination and the International Division of Labour," Discussion Paper Series 26151, Hamburg Institute of International Economics.
    4891. Ihsan Isik & M. Kabir Hassan, 2003. "Efficiency, Ownership and Market Structure, Corporate Control and Governance in the Turkish Banking Industry," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(9‐10), pages 1363-1421, December.
    4892. Ihsan Isik & M. Kabir Hassan & Ebru Meleke-Isik, 2002. "Financial Distress and Bank Performance: Turkish Experience," Working Papers 0217, Economic Research Forum, revised 13 Jun 2002.
    4893. Joan T. Schmit & Jia‐Hsing Yeh, 2003. "An Economic Analysis of Auto Compensation Systems: Choice Experiences From New Jersey and Pennsylvania," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 601-628, December.
    4894. Mark Brimble & Allan Hodgson, 2007. "On the intertemporal value relevance of conventional financial accounting in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(4), pages 599-622, December.
    4895. Davila, Alberto & Pagan, Jose A. & Soydemir, Gokce, 2002. "The short-term and long-term deterrence effects of INS border and interior enforcement on undocumented immigration," Journal of Economic Behavior & Organization, Elsevier, vol. 49(4), pages 459-472, December.
    4896. F. Tsoligkas & I. Tsalavoutas, 2011. "Value relevance of R&D in the UK after IFRS mandatory implementation," Applied Financial Economics, Taylor & Francis Journals, vol. 21(13), pages 957-967.
    4897. Balli, Faruk & Basher, Syed Abul & Rana, Faisal, 2014. "The determinants of the volatility of returns on cross-border asset holdings," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 1-23.
    4898. Jim F. Couch & Keith E. Atkinson & Lewis H. Smith, 2005. "The Impact of Enterprise Zones on Job Creation in Mississippi," Contemporary Economic Policy, Western Economic Association International, vol. 23(2), pages 255-260, April.
    4899. L.A. Sjaastad & F. Scacciavillani, 1995. "The Price of Gold and the Exchange Rates," Economics Discussion / Working Papers 95-14, The University of Western Australia, Department of Economics.
    4900. Enrique Sentana, 2008. "The Econometrics of Mean-Variance Efficiency Tests: A Survey," Working Papers wp2008_0807, CEMFI.
    4901. Harhoff, Dietmar & Stahl, Konrad O. & Woywode, Michael, 1995. "Growth and exit of West German firms: an empirical investigation on the impact of liability statutes," ZEW Discussion Papers 95-15, ZEW - Leibniz Centre for European Economic Research.
    4902. Stefano Breschi & Daniela Palma, 1998. "Spatial patterns of innovation and trade competitiveness," ERSA conference papers ersa98p106, European Regional Science Association.
    4903. Lin Liao & Helen Kang & Richard D. Morris, 2021. "The value relevance of fair value and historical cost measurements during the financial crisis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2069-2107, April.
    4904. William Fung & David Hsieh & Narayan Naik & Melvyn Teo, 2021. "Hedge Fund Franchises," Management Science, INFORMS, vol. 67(2), pages 1199-1226, February.
    4905. Gema Carrera-Gómez & José Baños-Pino & Pablo Coto-Millán & Vicente López de Sabando, 2005. "Rate of Return Regulation: The Case of Spanish Ports," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 11(2), pages 191-200, May.
    4906. Andreas Brunhart, 2017. "Are Microstates Necessarily Led by Their Bigger Neighbors’ Business Cycle? The Case of Liechtenstein and Switzerland," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(1), pages 29-52, May.
    4907. Baltagi, Badi H. & Yang, Zhenlin, 2013. "Heteroskedasticity and non-normality robust LM tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 725-739.
    4908. Reid W. Click & Paul Harrison, 2000. "Does multinationality matter? Evidence of value destruction in U.S. multinational corporations," Finance and Economics Discussion Series 2000-21, Board of Governors of the Federal Reserve System (U.S.).
    4909. Ling T. He & F.C. Neil Myer & James R. Webb, 1997. "The Sensitivity of Bank Stocks to Mortgage Portfolio Composition," Journal of Real Estate Research, American Real Estate Society, vol. 13(1), pages 17-32.
    4910. Flood, Robert & Marion, Nancy, 1997. "The size and timing of devaluations in capital-controlled economies," Journal of Development Economics, Elsevier, vol. 54(1), pages 123-147, October.
    4911. Richard Cebula & Maggie Foley & Robert Houmes, 2014. "Empirical analysis of the impact of cigarette excise taxes on cigarette consumption: estimates from recent state-level data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(1), pages 164-180, January.
    4912. Nartea, Gilbert V. & Wu, Ji & Liu, Zhentao, 2013. "Does idiosyncratic volatility matter in emerging markets? Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 137-160.
    4913. Junye Li & Gabriele Zinna, 2018. "How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1225-1269, September.
    4914. Z. Ayca Altintig & K. Peren Arin & Eberhard Feess & Christoph Schumacher, 2009. "You Are One Of Us Now! How Do Share Prices Of Rivals React To Privatization?," Journal of Industrial Economics, Wiley Blackwell, vol. 57(2), pages 265-293, June.
    4915. Peltomäki, Jarkko, 2017. "Beta as a determinant of investor activity in sector exchange-traded funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 137-145.
    4916. Bineau, Yannick, 2010. "Renminbi's misalignment: A meta-analysis," Economic Systems, Elsevier, vol. 34(3), pages 259-269, September.
    4917. Huang, Yin-Siang & Bui, Dien Giau & Lin, Chih-Yung & Robin,, 2022. "The effect of abnormal institutional attention on bank loans," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    4918. Adriana Cassoni, 1999. "The wage elasticity of labour demand in the Uruguayan manufacturing sector after re-unionisation: new results," Documentos de Trabajo (working papers) 1499, Department of Economics - dECON.
    4919. Ismailescu, Iuliana & Phillips, Blake, 2015. "Credit default swaps and the market for sovereign debt," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 43-61.
    4920. Zvi Safra & Sinong Ma & Tigran Melkonyan, 2019. "Is Allocation Affected by the Perception of Others' Irresponsible Behavior and by Ambiguity?," Risk Analysis, John Wiley & Sons, vol. 39(10), pages 2182-2196, October.
    4921. Karthik, D. & Upadhyayula, Rajesh, 2011. "Performance Implications of Diversification in Professional Service Firms: The Role of Synergies," IIMA Working Papers WP2011-01-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    4922. Renneboog, Luc & Simons, Tomas & Wright, Mike, 2007. "Why do public firms go private in the UK? The impact of private equity investors, incentive realignment and undervaluation," Journal of Corporate Finance, Elsevier, vol. 13(4), pages 591-628, September.
    4923. Ge, Ying, 2009. "Globalization and Industry Agglomeration in China," World Development, Elsevier, vol. 37(3), pages 550-559, March.
    4924. Khamis Al Yahyaee & Toan Pham & Terry Walter, 2008. "Ex‐Dividend Day Behavior in the Absence of Taxes and Price Discreteness," International Review of Finance, International Review of Finance Ltd., vol. 8(3‐4), pages 103-123, September.
    4925. Suresh Sundaresan & Zhenyu Wang, 2006. "Y2K options and the liquidity premium in Treasury bond markets," Staff Reports 266, Federal Reserve Bank of New York.
    4926. Ke-Li Xu & Jui-Chung Yang, 2015. "Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 63-86, March.
    4927. Kyriakos Chousakos & Gary Gorton & Guillermo Ordonez, 2018. "Aggregate Information Dynamics," 2018 Meeting Papers 167, Society for Economic Dynamics.
    4928. Speckbacher, Gerhard & Wabnegg, Markus, 2020. "Incentivizing innovation: The role of knowledge exchange and distal search behavior," Accounting, Organizations and Society, Elsevier, vol. 86(C).
    4929. Lindner, Thomas & Puck, Jonas & Doh, Jonathan, 2021. "Hierarchical modelling in international business research: Patterns, problems, and practical guidelines," Journal of World Business, Elsevier, vol. 56(4).
    4930. Andreas Savvides, 1992. "Unanticipated exchange rate variability and the growth of international trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(3), pages 446-463, September.
    4931. Rexford E. Santerre & John A. Vernon, 2006. "The consumer welfare implications of the hospital ownership mix in the US: an exploratory study," Health Economics, John Wiley & Sons, Ltd., vol. 15(11), pages 1187-1199, November.
    4932. Hart, Robert A., 2000. "Hours and Wages in the Depression: British Engineering, 1926-1938," IZA Discussion Papers 132, Institute of Labor Economics (IZA).
    4933. François-Charles Wolff, 2000. "Les transferts versés aux enfants et aux parents : altruisme ou échange intertemporel?," Post-Print hal-03913034, HAL.
    4934. Roorda, Matthew J. & Ruiz, Tomás, 2008. "Long- and short-term dynamics in activity scheduling: A structural equations approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 42(3), pages 545-562, March.
    4935. Yi Ren & Dong Xiao, 2019. "A New Approach in Event Studies: Time Varied Analysis," Accounting and Finance Research, Sciedu Press, vol. 8(3), pages 176-176, August.
    4936. Abdelhamid El Bouhadi, 2003. "Conditional Volatility Of Most Active Shares Of Casablanca Stock Exchange," Finance 0305007, University Library of Munich, Germany, revised 02 Feb 2004.
    4937. Jeungbo Shim, 2017. "An Investigation Of Market Concentration And Financial Stability In Property–Liability Insurance Industry," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(2), pages 567-597, June.
    4938. Francisco Sotos, 2003. "Interest risk and default risk: A conditional volatility study," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 9(1), pages 56-63, February.
    4939. Kim, Junghun & Choi, Hyunhong & Cho, Heecheon & Kim, Junsang & Koo, Yoonmo, 2017. "Effects of degrees of acceptance and awareness on a rate system for lowering mobile bills," Telecommunications Policy, Elsevier, vol. 41(4), pages 273-281.
    4940. Burhan, Nik Ahmad Sufian & Che Razak, Razli & Rosli, Muhamad Ridhwan & Selamat, Muhamad Rosli, 2017. "The Bell Curve of Intelligence, Economic Growth and Technological Achievement: How Robust is the Cross-Country Evidence?," MPRA Paper 77469, University Library of Munich, Germany.
    4941. Sobkoviak, Rudina M. & Yount, Kathryn M. & Halim, Nafisa, 2012. "Domestic violence and child nutrition in Liberia," Social Science & Medicine, Elsevier, vol. 74(2), pages 103-111.
    4942. Furfine, Craig, 2007. "When is inter-transaction time informative?," Journal of Empirical Finance, Elsevier, vol. 14(3), pages 310-332, June.
    4943. Kia, Amir, 2010. "Overnight monetary policy in the United States: Active or interest-rate smoothing?," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 378-391, March.
    4944. Ming-Chang Tsai, 2009. "Market Openness, Transition Economies and Subjective Wellbeing," Journal of Happiness Studies, Springer, vol. 10(5), pages 523-539, October.
    4945. van der Ploeg, Frederick, 1987. "International Interdependence and Policy Coordination in Economies with Real and Nominal Wage Rigidity," CEPR Discussion Papers 217, C.E.P.R. Discussion Papers.
    4946. Richards, Timothy J. & Patterson, Paul M. & Hamilton, Stephen F., 2007. "Fast Food, Addiction, and Market Power," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 32(3), pages 1-23, December.
    4947. Garen Markarian & Antonio Parbonetti, 2007. "Firm Complexity and Board of Director Composition," Corporate Governance: An International Review, Wiley Blackwell, vol. 15(6), pages 1224-1243, November.
    4948. Szakmary, Andrew C. & Mathur, Ike, 1997. "Central bank intervention and trading rule profits in foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 513-535, August.
    4949. Ilias Livanos, 2010. "The Wage-Local Unemployment Relationship in a Highly Regulated Labour Market: Greece," Regional Studies, Taylor & Francis Journals, vol. 44(4), pages 389-400.
    4950. González, Maximiliano & Guzmán, Alexander & Pombo, Carlos & Trujillo, María Andréa, 2011. "Family firms and debt: Risk aversion versus risk of losing control," Galeras. Working Papers Series 033, Universidad de Los Andes. Facultad de Administración. School of Management.
    4951. Hans Pitlik, 2004. "Zur Politischen Rationalitaet der Finanzausgleichsreform in Deutschland," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 239/2004, Department of Economics, University of Hohenheim, Germany.
    4952. Thierry Ane, 2006. "Short and long term components of volatility in Hong Kong stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 16(6), pages 439-460.
    4953. Fischer, Paul E. & Gramlich, Jeffrey D. & Miller, Brian P. & White, Hal D., 2009. "Investor perceptions of board performance: Evidence from uncontested director elections," Journal of Accounting and Economics, Elsevier, vol. 48(2-3), pages 172-189, December.
    4954. Stephen J. Dempsey & Gene Laber, 1992. "Effects Of Agency And Transaction Costs On Dividend Payout Ratios: Further Evidence Of The Agency-Transaction Cost Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(4), pages 317-321, December.
    4955. Linda Andersson, 2001. "Openness and total factor productivity in Swedish manufacturing, 1980–1995," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 137(4), pages 690-713, December.
    4956. Mina Sami & Wael Abdallah, 2022. "Does Cryptocurrency Hurt African Firms?," Risks, MDPI, vol. 10(3), pages 1-17, March.
    4957. Ervin L. Black & Thomas A. Carnes & Tomas Jandik & B. Charlene Henderson, 2007. "The Relevance of Target Accounting Quality to the Long‐Term Success of Cross‐Border Mergers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 139-168, January.
    4958. Heng Liu & Jin-hui Luo & Victor Cui, 2018. "The Impact of Internationalization on Home Country Charitable Donation: Evidence from Chinese Firms," Management International Review, Springer, vol. 58(2), pages 313-335, April.
    4959. Michael T. Chng, 2010. "Comparing Different Economic Linkages Among Commodity Futures," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(9‐10), pages 1348-1389, November.
    4960. Lucas, Andre, 1995. "An outlier robust unit root test with an application to the extended Nelson-Plosser data," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 153-173.
    4961. Jens Jirschitzka & Aileen Oeberst & Richard Göllner & Ulrike Cress, 2017. "Inter-rater reliability and validity of peer reviews in an interdisciplinary field," Scientometrics, Springer;Akadémiai Kiadó, vol. 113(2), pages 1059-1092, November.
    4962. Fabio Bertoni & Massimo G. Colombo & Luca Grilli, 2013. "Venture capital investor type and the growth mode of new technology-based firms," Post-Print hal-02312954, HAL.
    4963. Carlos D. Ramirez & Philip A. Shively, 2012. "The Effect of Bank Failures on Economic Activity: Evidence from U.S. States in the Early 20th Century," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(2‐3), pages 433-455, March.
    4964. Kevin Honglin Zhang, 2010. "How Does Globalization Affect Industrial Competitiveness?," Contemporary Economic Policy, Western Economic Association International, vol. 28(4), pages 502-510, October.
    4965. Durham, J. Benson, 2001. "Sensitivity analyses of anomalies in developed stock markets," Journal of Banking & Finance, Elsevier, vol. 25(8), pages 1503-1541, August.
    4966. Hoong Chor Chin & Mohammed Abdul Quddus, 2003. "Modeling Count Data with Excess Zeroes," Sociological Methods & Research, , vol. 32(1), pages 90-116, August.
    4967. Friedrich Schneider & Hans Pitlik & Harald Strotmann & Günther Schmid, 2001. "On the politicization of intergovernmental fiscal relations in Germany after unification," Economics working papers 2001-05, Department of Economics, Johannes Kepler University Linz, Austria.
    4968. Cuthbertson, Keith, 1996. "The Expectations Hypothesis of the Term Structure: The UK Interbank Market," Economic Journal, Royal Economic Society, vol. 106(436), pages 578-592, May.
    4969. Russell Davidson, 2007. "Bootstrapping econometric models (in Russian)," Quantile, Quantile, issue 3, pages 13-36, September.
    4970. Daniel Weimar & Pamela Wicker, 2017. "Moneyball Revisited," Journal of Sports Economics, , vol. 18(2), pages 140-161, February.
    4971. Tami Dinh & Helen Kang & Wolfgang Schultze, 2016. "Capitalizing Research & Development: Signaling or Earnings Management?," European Accounting Review, Taylor & Francis Journals, vol. 25(2), pages 373-401, June.
    4972. Turró, Andreu & Urbano, David & Peris-Ortiz, Marta, 2014. "Culture and innovation: The moderating effect of cultural values on corporate entrepreneurship," Technological Forecasting and Social Change, Elsevier, vol. 88(C), pages 360-369.
    4973. Maio, Paulo & Philip, Dennis, 2015. "Macro variables and the components of stock returns," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 287-308.
    4974. Elena Valentina Tilica, 2018. "Turn-of-the-month and day-of-the-week patterns: two for the price of one? The Romanian situation," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 10(1), pages 047-058, June.
    4975. Forgionne, Guisseppi & Guo, Zhiling, 2009. "Internal supply chain coordination in the electric utility industry," European Journal of Operational Research, Elsevier, vol. 196(2), pages 619-627, July.
    4976. Wang, Shu-Feng & Lee, Kuan-Hui & Woo, Min-Cheol, 2017. "Do individual short-sellers make money? Evidence from Korea," Journal of Banking & Finance, Elsevier, vol. 79(C), pages 159-172.
    4977. Martikainen, Minna, 1997. "Accounting losses and investors' growth expectations," International Review of Financial Analysis, Elsevier, vol. 6(2), pages 97-105.
    4978. Keunkwan Ryu & Kuo-yuan Liang, 1992. "Relationship of Forecast Encompassing to Composite Forecasts with Simulations and an Application," UCLA Economics Working Papers 668, UCLA Department of Economics.
    4979. Katharine L. Bradbury & Karl E. Case & Christopher J. Mayer, 1998. "School quality and Massachusetts enrollment shifts in the context of tax limitations," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 3-20.
    4980. Bodo E. Steiner, 2004. "Australian wines in the British wine market: A hedonic price analysis," Agribusiness, John Wiley & Sons, Ltd., vol. 20(3), pages 287-307.
    4981. PYO Gyungmin, 2022. "Insider Trading, Stock Volatility, And Market Liquidity In The Korean Capital Market," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 17(3), pages 175-189, December.
    4982. Masahiko Shibamoto, 2022. "Environmental Awareness and Green Business Practices in the Small Business Sector: Empirical Evidence Using a Small and Medium-sized Enterprises Survey in Japan," Discussion Paper Series DP2022-08, Research Institute for Economics & Business Administration, Kobe University.
    4983. Wingender Asger M, 2011. "Monetary Policy Shocks and Risk Premia in the Interbank Market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-21, January.
    4984. Roberto Duncan & J. Rodrigo Fuentes, 2005. "Convergencia Regional en Chile: Nuevos Tests, Viejos Resultados," Working Papers Central Bank of Chile 313, Central Bank of Chile.
    4985. Velandia, Margarita & Clark, Christopher D. & Lambert, Dayton M. & Davis, James A. & Jensen, Kimberly & Wszelaki, Annette & Wilcox, Michael D. Jr., 2014. "Factors Affecting Producer Participation in State-sponsored Marketing Programs: The Case of Fruit and Vegetable Growers in Tennessee," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 43(2), pages 1-17, August.
    4986. Finn, Mary G., 1986. "Forecasting the exchange rate: A monetary or random walk phenomenon?," Journal of International Money and Finance, Elsevier, vol. 5(2), pages 181-193, June.
    4987. Janet M. Box-Steffensmeier & Dan Reiter & Christopher Zorn, 2003. "Nonproportional Hazards and Event History Analysis in International Relations," Journal of Conflict Resolution, Peace Science Society (International), vol. 47(1), pages 33-53, February.
    4988. Bruce D. Niendorf & David R. Peterson, 1996. "The Cross-Sectional Effects Of Option Listing On Firm Stock Return Variances," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(4), pages 515-539, December.
    4989. Kamara, Avraham & Koski, Jennifer Lynch, 2001. "Volatility, autocorrelations, and trading activity after stock splits," Journal of Financial Markets, Elsevier, vol. 4(2), pages 163-184, April.
    4990. Kharuddin, Khairul Ayuni Mohd & Basioudis, Ilias G & Farooque, Omar Al, 2021. "Effects of the Big 4 national and city-level industry expertise on audit quality in the United Kingdom," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 43(C).
    4991. Adomako, Samuel & Ahsan, Mujtaba, 2022. "Entrepreneurial passion and SMEs’ performance: Moderating effects of financial resource availability and resource flexibility," Journal of Business Research, Elsevier, vol. 144(C), pages 122-135.
    4992. Herwartz, Helmut & Weber, Henning, 2010. "The euro's trade effect under cross-sectional heterogeneity and stochastic resistance," Kiel Working Papers 1631, Kiel Institute for the World Economy (IfW Kiel).
    4993. Wang, Wei & Lee, Lung-Fei & Bao, Yan, 2018. "GMM estimation of the spatial autoregressive model in a system of interrelated networks," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 167-198.
    4994. Craig Gallet, 2007. "A comparative analysis of the demand for higher education: results from a meta-analysis of elasticities," Economics Bulletin, AccessEcon, vol. 9(7), pages 1-14.
    4995. Christof Beuselinck & Marc Deloof & Sophie Manigart, 2009. "Private Equity Involvement and Earnings Quality," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5‐6), pages 587-615, June.
    4996. Ben Sita, Bernard, 2017. "Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum," Finance Research Letters, Elsevier, vol. 23(C), pages 137-146.
    4997. Kim, Jeong-Bon & Krinsky, Itzhak & Lee, Jason, 1995. "The role of financial variables in the pricing of Korean initial public offerings," Pacific-Basin Finance Journal, Elsevier, vol. 3(4), pages 449-464, December.
    4998. Guillaume Allaire Pouliot & Zhen Xie, 2022. "Degrees of Freedom and Information Criteria for the Synthetic Control Method," Papers 2207.02943, arXiv.org.
    4999. Iñaki Mauleón, 1987. "Problemas prácticos en el tratamiento econométrico de datos "cross-section"," Investigaciones Economicas, Fundación SEPI, vol. 11(1), pages 41-94, January.
    5000. Diana Alexandra Gonçalves Costa & Ana Teresa Cunha de Pinho Tavares Lehmann, 2015. "Performance Differences between Exporters and Non-Exporters: the Case of Portugal," FEP Working Papers 569, Universidade do Porto, Faculdade de Economia do Porto.
    5001. Woo, C.K. & Chen, Y. & Olson, A. & Moore, J. & Schlag, N. & Ong, A. & Ho, T., 2017. "Electricity price behavior and carbon trading: New evidence from California," Applied Energy, Elsevier, vol. 204(C), pages 531-543.
    5002. Shen, Chung-Hua & Lin, Chih-Yung & Wang, Yu-Chun, 2015. "Do strong corporate governance firms still require political connection, and vice versa?," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 107-120.
    5003. Ahmad, Waseem & Ahmed, Tanvir & Ahmad, Bashir, 2019. "Pricing of mobile phone attributes at the retail level in a developing country: Hedonic analysis," Telecommunications Policy, Elsevier, vol. 43(4), pages 299-309.
    5004. Q. Farook Akram, 2012. "Macro effects of capital requirements and macroprudential policy," Working Paper 2012/21, Norges Bank.
    5005. Chamil W SENARATHNE & Wei JIANGUO, 2020. "Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 73-91, July.
    5006. Lamarche, Jean-Francois, 2003. "A robust bootstrap test under heteroskedasticity," Economics Letters, Elsevier, vol. 79(3), pages 353-359, June.
    5007. Alquist, Ron & Chabot, Benjamin R. & Yamarthy, Ram, 2022. "The price of property rights: Institutions, finance, and economic growth," Journal of International Economics, Elsevier, vol. 137(C).
    5008. Balsmeier, Benjamin & Peters, Heiko, 2007. "Personelle Unternehmensverflechtung und Vorstandsgehälter," IÖB-Diskussionspapiere 6/07, University of Münster, Institute for Economic Education.
    5009. Jorge Farinha, 2003. "Dividend Policy, Corporate Governance and the Managerial Entrenchment Hypothesis: An Empirical Analysis," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(9‐10), pages 1173-1209, December.
    5010. Beatty, Timothy & Katare, Bhagyashree, 2016. "What Drives Media Reporting of Food Safety Events? Evidence From U.S. Meat Recalls," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 239243, Agricultural and Applied Economics Association.
    5011. Argyris, Young Anna & Muqaddam, Aziz & Miller, Steven, 2021. "The effects of the visual presentation of an Influencer's Extroversion on perceived credibility and purchase intentions—moderated by personality matching with the audience," Journal of Retailing and Consumer Services, Elsevier, vol. 59(C).
    5012. Mario Tello, 2011. "Ciencia, Tecnología, Cooperación Tecnológica, Tic Y Rentabilidad De Las Empresas Manufactureras Bajo Un Enfoque Empresarial: El Caso Del Perú, 2004-2005," Documentos de Trabajo / Working Papers 2011-311, Departamento de Economía - Pontificia Universidad Católica del Perú.
    5013. Ralph Rotte & Klaus Zimmermann, 1998. "Fiscal restraint and the political economy of EMU," Public Choice, Springer, vol. 94(3), pages 385-406, March.
    5014. Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-217, May.
    5015. Beth Wilson & James Frew, 2007. "Apartment Rents and Locations in Portland, Oregon: 1992 – 2002," Journal of Real Estate Research, American Real Estate Society, vol. 29(2), pages 201-218.
    5016. Cadogan, Godfrey, 1994. "Do Public Sector Contracts And Policy Towards Small Firms Matter?: Evidence From Women Business Enterprises," MPRA Paper 26595, University Library of Munich, Germany, revised 14 Sep 2010.
    5017. Allen Michel & Jacob Oded & Israel Shaked, 2021. "What determines institutional investors' holdings in IPO firms?," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1302-1333, December.
    5018. Daniel Lichter & Zhenchao Qian & Leanna Mellott, 2006. "Marriage or dissolution? Union transitions among poor cohabiting women," Demography, Springer;Population Association of America (PAA), vol. 43(2), pages 223-240, May.
    5019. Kaushal, Neeraj & Muchomba, Felix M., 2015. "How Consumer Price Subsidies affect Nutrition," World Development, Elsevier, vol. 74(C), pages 25-42.
    5020. Alain Guengant & Matthieu Leprince, 2006. "Évaluation des effets des régimes de coopération intercommunale sur les dépenses publiques locales," Economie & Prévision, La Documentation Française, vol. 0(4), pages 79-99.
    5021. Ladislava Grochová & Luboš Střelec, 2013. "Heteroskedasticity, temporal and spatial correlation matter," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 61(7), pages 2151-2155.
    5022. Preston, Mark S., 2018. "Does job control buffer work demands' detrimental impact on public child welfare case managers' affective well-being? Extending the nonlinear demand-linear control model," Children and Youth Services Review, Elsevier, vol. 85(C), pages 219-227.
    5023. Core, John E. & Schrand, Catherine M., 1999. "The effect of accounting-based debt covenants on equity valuation1," Journal of Accounting and Economics, Elsevier, vol. 27(1), pages 1-34, February.
    5024. Aliakbar KHOSRAVINEJAD, 2008. "Welfare Effects of Food Desubsidization For Iranian Urban Households (The Index Number and Demand System Approach)," EcoMod2008 23800063, EcoMod.
    5025. Breig, Zachary & Gibson, Matthew & Shrader, Jeffrey G., 2020. "Why Do We Procrastinate? Present Bias and Optimism," IZA Discussion Papers 13060, Institute of Labor Economics (IZA).
    5026. Chen, Sheng-Syan & Chen, Po-Jung & Lin, Wen-Chun, 2012. "The impact of strategic interaction on earnings expectations associated with corporate product strategies," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 66-77.
    5027. Sullivan HUE & Yannick LUCOTTE & Sessi TOKPAVI, 2018. "Measuring Network Systemic Risk Contributions: A Leave-one-out Approach," LEO Working Papers / DR LEO 2608, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    5028. Lazzari, Valter & Vena, Luigi & Venegoni, Andrea, 2017. "Stress tests and asset quality reviews of banks: A policy announcement tool," Journal of Financial Stability, Elsevier, vol. 32(C), pages 86-98.
    5029. Klaus Gugler, 2003. "Corporate governance and investment," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 10(3), pages 261-289.
    5030. Sinclair Davidson & Robert Brooks, 2004. "R&D, Agency Costs and Capital Structure: International Evidence," Econometric Society 2004 Australasian Meetings 59, Econometric Society.
    5031. Richardson, Grant & Taylor, Grantley & Lanis, Roman, 2013. "Determinants of transfer pricing aggressiveness: Empirical evidence from Australian firms," Journal of Contemporary Accounting and Economics, Elsevier, vol. 9(2), pages 136-150.
    5032. Sauer, Johannes & Zilberman, David D., 2009. "Innovation behaviour at micro level - selection and identification," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6t49r0fh, Department of Agricultural & Resource Economics, UC Berkeley.
    5033. Chyz, James A., 2013. "Personally tax aggressive executives and corporate tax sheltering," Journal of Accounting and Economics, Elsevier, vol. 56(2), pages 311-328.
    5034. Lou, Kuo-Ren & Lu, Yang-Kai & Shiu, Cheng-Yi, 2020. "Monitoring role of institutional investors and acquisition performance: Evidence from East Asian markets," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
    5035. Akie Iriyama & Weilei Shi & John Prescott, 2014. "Frequency and directional reversal of equity ownership change in international joint ventures," Asia Pacific Journal of Management, Springer, vol. 31(1), pages 215-243, March.
    5036. Fabozzi, Frank J. & Nawas, Mike E. & Vink, Dennis, 2017. "Exploring rating shopping for european triple a senior structured finance securities," Finance Research Letters, Elsevier, vol. 20(C), pages 35-39.
    5037. Duane W. Rockerbie, 2009. "Strategic Free Agency in Baseball," Journal of Sports Economics, , vol. 10(3), pages 278-291, June.
    5038. Eric Mokwaro Bosire, 2023. "Viewpoints in Global Value Chains: Evidence from Sub-Saharan Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 13(1), pages 13-28, January.
    5039. Harry P. Bowen & Haris Munandar & Jean-Marie Viaene, 2005. "Zipf's Law for Integrated Economies," Tinbergen Institute Discussion Papers 05-048/2, Tinbergen Institute, revised 06 Feb 2007.
    5040. Paul Klumpes & Mark Whittington & Yong Li, 2009. "Determinants of the Pension Curtailment Decisions of UK Firms," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7‐8), pages 899-924, September.
    5041. Liu, Cai & Varotto, Simone, 2021. "Is small beautiful? The resilience of small banks during the European debt crisis," International Review of Financial Analysis, Elsevier, vol. 76(C).
    5042. Thomas Hutzschenreuter & Julian Horstkotte, 2013. "Performance effects of top management team demographic faultlines in the process of product diversification," Strategic Management Journal, Wiley Blackwell, vol. 34(6), pages 704-726, June.
    5043. Takatoshi Ito & V. Vance Roley, 1988. "Intraday yen/dollar exchange rate movements: news or noise?," Research Working Paper 88-07, Federal Reserve Bank of Kansas City.
    5044. César Calderón & Alberto Chong, 2005. "Are Labor Market Regulations an Obstacle for Long-term Growth?," Central Banking, Analysis, and Economic Policies Book Series, in: Jorge Restrepo & Andrea Tokman R. & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Edi (ed.),Labor Markets and Institutions, edition 1, volume 8, chapter 6, pages 167-219, Central Bank of Chile.
    5045. Higgins, Matthew J., 2007. "The allocation of control rights in pharmaceutical alliances," Journal of Corporate Finance, Elsevier, vol. 13(1), pages 58-75, March.
    5046. Katy Bergstrom & Arthur Grimes & Steven Stillman, 2014. "Does Selling State Silver Generate Private Gold? Neighbourhood Impacts of State House Sales," Urban Studies, Urban Studies Journal Limited, vol. 51(6), pages 1257-1273, May.
    5047. Dianne H.B. Welsh & Eugene Kaciak & Muriel Fadairo & Vijayta Doshi & Cintya Lanchimba, 2023. "How to erase gender differences in entrepreneurial success? Look at the ecosystem," Post-Print hal-03976366, HAL.
    5048. Efthymiou, Vassilis A. & Leledakis, George N., 2013. "Intraday analysis of the limit order bias at the ex-dividend day of U.S. common stocks," MPRA Paper 49770, University Library of Munich, Germany.
    5049. Roger D. Huang & Cheng‐Yi Shiu, 2009. "Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan," Financial Management, Financial Management Association International, vol. 38(3), pages 567-602, September.
    5050. Chalmers, Keryn & Godfrey, Jayne M., 2004. "Reputation costs: the impetus for voluntary derivative financial instrument reporting," Accounting, Organizations and Society, Elsevier, vol. 29(2), pages 95-125, February.
    5051. Wai Fong Boh & Yuqing Ren & Sara Kiesler & Robert Bussjaeger, 2007. "Expertise and Collaboration in the Geographically Dispersed Organization," Organization Science, INFORMS, vol. 18(4), pages 595-612, August.
    5052. Anindya Sen, 2005. "Is Health Care a Luxury? New Evidence from OECD Data," International Journal of Health Economics and Management, Springer, vol. 5(2), pages 147-164, June.
    5053. Benjamin M. Blau, 2017. "Lobbying, political connections and emergency lending by the Federal Reserve," Public Choice, Springer, vol. 172(3), pages 333-358, September.
    5054. Ching-Lung Chen & Chung-Yu Chen, 2018. "Do Weak Internal Controls Affect Institutional Ownership Decisions?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 1-37, September.
    5055. Rainer Winkelmann & Raphael Studer, 2017. "Econometric Analysis of Ratings - with an Application to Health and Wellbeing," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 153(I), pages 1-13, March.
    5056. Eli Bartov, 1997. "Foreign Currency Exposure of Multinational Firms: Accounting Measures and Market Valuation," Contemporary Accounting Research, John Wiley & Sons, vol. 14(4), pages 623-652, December.
    5057. Christmann, Petra & Day, Diana & Yip, George S., 1999. "The relative influence of country conditions, industry structure, and business strategy on multinational corporation subsidiary performance," Journal of International Management, Elsevier, vol. 5(4), pages 241-265.
    5058. Susanne Berger & Nathaniel Graham & Achim Zeileis, 2017. "Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R," Working Papers 2017-12, Faculty of Economics and Statistics, Universität Innsbruck.
    5059. Georgia Siougle, 2007. "Earnings Forecasts Disclosed in SEO Prospectuses: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 6(3), pages 249-267, December.
    5060. Frey, Lisa & Möller, Manuela, 2015. "Der Zusammenhang zwischen „book-tax differences“ und Bilanzpolitik zum Erreichen eines positiven Jahresergebnisses," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 69(4), pages 467-500.
    5061. Hoehun Ha & Peter A. Rogerson & James R. Olson & Daikwon Han & Ling Bian & Wanyun Shao, 2016. "Analysis of Pollution Hazard Intensity: A Spatial Epidemiology Case Study of Soil Pb Contamination," IJERPH, MDPI, vol. 13(9), pages 1-15, September.
    5062. Park, Chan-Kyoo & Lee, Cheolwoo & Jeon, Jin Q., 2020. "Centrality and corporate governance decisions of Korean chaebols: A social network approach," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    5063. Fletcher, Jonathan & Hillier, Joe, 2002. "An examination of the economic significance of stock return predictability in UK stock returns," International Review of Economics & Finance, Elsevier, vol. 11(4), pages 373-392.
    5064. Hayo, Bernd & Neuenkirch, Matthias, 2010. "Do Federal Reserve communications help predict federal funds target rate decisions?," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1014-1024, December.
    5065. Amir Kia, 2001. "Speculative Activities, Efficiency and Normative Stock Exchange نشاط المضاربة ، الكفاءة وسوق الأسهم," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 13(1), pages 31-50, January.
    5066. F. Halsey Rogers & Shantayanan Devarajan & Lyn Squire, 2001. "World Bank Economists' Forum : Volume 1," World Bank Publications - Books, The World Bank Group, number 13871.
    5067. Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2022. "U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value?," Journal of Banking & Finance, Elsevier, vol. 135(C).
    5068. Huang, Rongbing & Shangguan, Zhaoyun & Zhang, Donghang, 2008. "The networking function of investment banks: Evidence from private investments in public equity," Journal of Corporate Finance, Elsevier, vol. 14(5), pages 738-752, December.
    5069. Roberto Ezcurra & Pedro Pascual, 2007. "Regional Polarisation and National Development in the European Union," Urban Studies, Urban Studies Journal Limited, vol. 44(1), pages 99-122, January.
    5070. Rios, Ana R. & Pagiola, Stefano, 2009. "Poor household participation in payments for environmental services in Nicaragua and Colombia," MPRA Paper 13727, University Library of Munich, Germany.
    5071. Mykel R. Taylor & Nathan P. Hendricks & Gabriel S. Sampson & Dillon Garr, 2021. "The Opportunity Cost of the Conservation Reserve Program: A Kansas Land Example," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 43(2), pages 849-865, June.
    5072. Narayanan, Rajesh & Uzmanoglu, Cihan, 2018. "How do firms respond to empty creditor holdout in distressed exchanges?," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 251-266.
    5073. Fabian Bocart & Ken Bastiaensen & Peter Cauwels, 2011. "The 1980s Price Bubble on (Post) Impressionism," ACEI Working Paper Series AWP-03-2011, Association for Cultural Economics International, revised Nov 2011.
    5074. Park, Soon Hong & Suh, Jungwon & Yeung, Bernard, 2013. "Do multinational and domestic corporations differ in their leverage policies?," Journal of Corporate Finance, Elsevier, vol. 20(C), pages 115-139.
    5075. M. Salgueiro & Peter Smith & Marcel Vieira, 2013. "A multi-process second-order latent growth curve model for subjective well-being," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(2), pages 735-752, February.
    5076. Jiun-Nan Pan & Kuang-Ta Lo & Jr-Tsung Huang, 2008. "Are Rich Earners Time-Privileged in Taiwan? The Evidence from 1981 to 2006," Journal of Family and Economic Issues, Springer, vol. 29(4), pages 584-600, December.
    5077. Gregorio Sánchez-Marín & Antonio J. Carrasco-Hernández & Ignacio Danvila-del-Valle, 2020. "Effects of family involvement on the monitoring of CEO compensation," International Entrepreneurship and Management Journal, Springer, vol. 16(4), pages 1347-1366, December.
    5078. Petri Rouvinen, 2004. "Diffusion of Digital Mobile Telephony: Are Developing Countries Different?," WIDER Working Paper Series RP2004-13, World Institute for Development Economic Research (UNU-WIDER).
    5079. Riccardo Cimini & Alessandro Gaetano & Alessandra Pagani, 2014. "The relation between R&D accounting treatment and the risk of the firm: Evidence from the Italian market," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2014(1), pages 33-54.
    5080. Richard T. Carson & Nicholas E. Flores & Kerry M. Martin & Jennifer L. Wright, 1996. "Contingent Valuation and Revealed Preference Methodologies: Comparing the Estimates for Quasi-Public Goods," Land Economics, University of Wisconsin Press, vol. 72(1), pages 80-99.
    5081. Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
    5082. Liu, Junqing & Fukushige, Mototsugu, 2020. "Efficiency and pricing of water supply and sewerage services in Japan," Utilities Policy, Elsevier, vol. 62(C).
    5083. Barros , Pedro Henrique Batista de & Stege , Alysson Luiz, 2019. "Deforestation and human development in the Brazilian agricultural frontier: an environmental Kuznets curve for MATOPIBA," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 13(2), pages 161-182, October.
    5084. Muhammad Zaim Razak & Haniza Khalid & Azhar Mohamad, 2018. "Speculative Behavior in Vacant Land Development: Evidence for Real Options in Malaysia," The Developing Economies, Institute of Developing Economies, vol. 56(4), pages 245-266, December.
    5085. Jin, Fei & Lee, Lung-fei, 2018. "Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model," Journal of Econometrics, Elsevier, vol. 206(2), pages 336-358.
    5086. Malkamäki, Markku, 1992. "Conditional risk and predictability of Finnish stock returns," Bank of Finland Research Discussion Papers 31/1992, Bank of Finland.
    5087. Keloharju, Matti & Kulp, Kaj, 1996. "Market-to-book ratios, equity retention, and management ownership in Finnish initial public offerings," Journal of Banking & Finance, Elsevier, vol. 20(9), pages 1583-1599, November.
    5088. Crudu, Federico & Sándor, Zsolt, 2011. "On the finite-sample properties of conditional empirical likelihood estimators," MPRA Paper 34116, University Library of Munich, Germany.
    5089. Amir Kia, 2005. "Overnight Monetary Policy in the United States: Active or Interest-Rate Smoothing?," Carleton Economic Papers 05-07, Carleton University, Department of Economics, revised Mar 2010.
    5090. Sha Luo, 2009. "Price Dispersion in the Online Auction Markets," EERI Research Paper Series EERI_RP_2009_07, Economics and Econometrics Research Institute (EERI), Brussels.
    5091. Li, Zehao, 2022. "Financial intermediary leverage and monetary policy transmission," European Economic Review, Elsevier, vol. 144(C).
    5092. Issal Haj-Salem & Khaled Hussainey, 2021. "Does Risk Disclosure Matter for Trade Credit?," JRFM, MDPI, vol. 14(3), pages 1-13, March.
    5093. Sitthipongpanich, Thitima & Polsiri, Piruna, 2015. "Do CEO and board characteristics matter? A study of Thai family firms," Journal of Family Business Strategy, Elsevier, vol. 6(2), pages 119-129.
    5094. Balazs Varadi, 2001. "Multiproduct Cost Function Estimation for American Higher Education: Economies of Scale and Scope," CERS-IE WORKING PAPERS 0111, Institute of Economics, Centre for Economic and Regional Studies.
    5095. Cho, Sam Yul & Arthurs, Jonathan D., 2018. "The influence of alliance experience on acquisition premiums and post-acquisition performance," Journal of Business Research, Elsevier, vol. 88(C), pages 1-10.
    5096. Mikhail Filippov & Peter Ordeshook & Olga Shvetsova, 1999. "Party Fragmentation and Presidential Elections in Post-Communist Democracies," Constitutional Political Economy, Springer, vol. 10(1), pages 3-26, March.
    5097. Tony-Okeke, Uchenna & Ahmadu-Bello, Jaliyyah & Niklewski, Jacek & Rodgers, Timothy, 2018. "Financial contagion and capital asset pricing in Africa: The impact of the 2007–09 and Euro-Zone crises on natural resources sector Beta in African emerging markets," Research in International Business and Finance, Elsevier, vol. 45(C), pages 54-61.
    5098. Berkowitz, Daniel & DeJong, David N. & Husted, Steven, 1998. "Quantifying Price Liberalization in Russia," Journal of Comparative Economics, Elsevier, vol. 26(4), pages 735-760, December.
    5099. Barth, Mary E. & Beaver, William H. & Landsman, Wayne R., 1998. "Relative valuation roles of equity book value and net income as a function of financial health," Journal of Accounting and Economics, Elsevier, vol. 25(1), pages 1-34, February.
    5100. Roberto Mari & Antonello Maruotti, 2022. "A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 16(2), pages 273-300, June.
    5101. Xingqiang Du, 2013. "Does Religion Matter to Owner-Manager Agency Costs? Evidence from China," Journal of Business Ethics, Springer, vol. 118(2), pages 319-347, December.
    5102. Sterner, Thomas & Kathuria, Vinish, 2002. "Monitoring and Enforcement: Is Two-Tier Regulation Robust?," RFF Working Paper Series dp-02-17, Resources for the Future.
    5103. Ali, Farman & Parikh, Ashok & Shah, Mir Kalan, 1996. "Measurement of economic efficiency using the behavioral and stochastic cost frontier approach," Journal of Policy Modeling, Elsevier, vol. 18(3), pages 271-287, June.
    5104. Thomas K. Bauer & Tanja Kasten & Lars-H. R. Siemers, 2017. "Business Taxation and Wages: Redistribution and Asymmetric Effects," MAGKS Papers on Economics 201732, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    5105. Holderieath, Jason J. & Crosby, Michael K. & McConnell, T. Eric & Jackson, D. Paul, 2021. "Impact of COVID-19 - Related Transition to Online Instruction on Student Achievement," Applied Economics Teaching Resources (AETR), Agricultural and Applied Economics Association, vol. 3(01), March.
    5106. Woo, Jaejoon, 2003. "Economic, political, and institutional determinants of public deficits," Journal of Public Economics, Elsevier, vol. 87(3-4), pages 387-426, March.
    5107. El-Osta, Hisham S., 2011. "The Impact of Human Capital on Farm Operator Household Income," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 40(01), pages 1-21, April.
    5108. Afolabi Luqman.O & Nor Aznin Abu Bakar & Mukhriz Izraf Azman Aziz, 2015. "Regionalism and ECOWAS Trade Performance: A Gravity Model Approach," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 29(2), pages 59-71.
    5109. Sanguinetti, Pablo & Volpe Martincus, Christian, 2009. "Tariffs and manufacturing location in Argentina," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 155-167, March.
    5110. Amy Y.C. Liu, 2004. "Flying Ducks? Girls’ Schooling in Rural Vietnam: A Revisit," Asian Economic Journal, East Asian Economic Association, vol. 18(3), pages 293-318, September.
    5111. Shadi Farshadfar & Reza Monem, 2013. "The usefulness of operating cash flow and accrual components in improving the predictive ability of earnings: a re-examination and extension," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(4), pages 1061-1082, December.
    5112. Aguilar, Javiera & Nydahl, Stefan, 2000. "Central bank intervention and exchange rates: the case of Sweden," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 303-322, December.
    5113. Romilda Mazzotta & Stefania Veltri, 2014. "The relationship between corporate governance and the cost of equity capital. Evidence from the Italian stock exchange," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 18(2), pages 419-448, May.
    5114. Sonia Benito-Hernandez & Cristina Lopez-Cozar Navarro & Gracia Rubio Martin, 2020. "CSR Policies on Community Relationships as Value Drivers of Spanish Firms," EconWorld Working Papers 20002, WERI-World Economic Research Institute, revised May 2020.
    5115. Merlo, Antonio & Schotter, Andrew, 1999. "A Surprise-Quiz View of Learning in Economic Experiments," Games and Economic Behavior, Elsevier, vol. 28(1), pages 25-54, July.
    5116. Carlos Guerrero de Lizardi, 2006. "Thirlwall´s law with an emphasis on the ratio of export/import income elasticities in Latin American economies during the Twentieth Century," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 21(1), pages 23-44.
    5117. Boris Nikolaev & Nadav Shir & Johan Wiklund, 2020. "Dispositional Positive and Negative Affect and Self-Employment Transitions: The Mediating Role of Job Satisfaction," Entrepreneurship Theory and Practice, , vol. 44(3), pages 451-474, May.
    5118. Lin, Eric S. & Chou, Ta-Sheng, 2012. "A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models," Economics Letters, Elsevier, vol. 116(3), pages 494-497.
    5119. Mallick, Debdulal & Nabin, Munirul H., 2018. "Cost effectiveness or serving the poor? Factors determining program placement of NGOs in Bangladesh," Economic Modelling, Elsevier, vol. 69(C), pages 281-290.
    5120. Speck, Christian, 2016. "Inflation anchoring in the euro area," Discussion Papers 04/2016, Deutsche Bundesbank.
    5121. Greg Hallman & Jay C. Hartzell, 1999. "Optimal Compensation Contracts with Pay-For-Performance and Termination Incentives," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-053, New York University, Leonard N. Stern School of Business-.
    5122. Miguel León-Ledesma & Matloob Piracha, 2001. "International Migration and the Role of Remittances in Eastern Europe," Studies in Economics 0113, School of Economics, University of Kent.
    5123. Zhidong Bai & Guangming Pan & Yanqing Yin, 2018. "A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(4), pages 896-920, December.
    5124. Abel François & Olivier Gergaud, 2019. "Is civic duty the solution to the paradox of voting?," Post-Print hal-02501160, HAL.
    5125. R.P. Byron & O. Ashenfelter, 1995. "Predicting the Quality of an Unborn Grange," The Economic Record, The Economic Society of Australia, vol. 71(1), pages 40-53, March.
    5126. Simlai, Prodosh, 2014. "Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 17-30.
    5127. Yun Shen & Andrew W. Stark, 2013. "Evaluating the effectiveness of model specifications and estimation approaches for empirical accounting-based valuation models," Accounting and Business Research, Taylor & Francis Journals, vol. 43(6), pages 660-682, December.
    5128. Jay C. Hartzell & Christopher A. Parsons & David L. Yermack, 2010. "Is a Higher Calling Enough? Incentive Compensation in the Church," Journal of Labor Economics, University of Chicago Press, vol. 28(3), pages 509-539, July.
    5129. David F. Hendry & Søren Johansen & Carlos Santos, 2007. "Selecting a Regression Saturated by Indicators," Discussion Papers 07-26, University of Copenhagen. Department of Economics.
    5130. Sandra Poncet, 2006. "Economic Integration of Yunnan with the Greater Mekong Subregion," Asian Economic Journal, East Asian Economic Association, vol. 20(3), pages 303-317, September.
    5131. Subramaniam Madheswaran, 2006. "Caste discrimination in the Indian urban labour market: An econometric analysis," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 53(3), pages 349-372, September.
    5132. Nikas Rudholm, 2001. "Entry and the Number of Firms in the Swedish Pharmaceuticals Market," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 19(3), pages 351-364, November.
    5133. Dragos Stefan Oprea, 2014. "The Halloween Effect Evidence from Romania," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(7), pages 463-471, July.
    5134. Michael Fritsch & Michael Wyrwich, 2012. "The Long Persistence of Regional Entrepreneurship Culture: Germany 1925-2007," ERSA conference papers ersa12p63, European Regional Science Association.
    5135. Contreras, Sergio & Smith, Wm. Doyle & Fullerton, Thomas M., Jr., 2010. "U.S. commercial electricity consumption," MPRA Paper 34855, University Library of Munich, Germany, revised 22 May 2011.
    5136. Young, Alwyn, 2022. "Consistency without Inference: Instrumental Variables in Practical Application," European Economic Review, Elsevier, vol. 147(C).
    5137. Chalevas, Constantinos G., 2011. "The Effect of the Mandatory Adoption of Corporate Governance Mechanisms on Executive Compensation," The International Journal of Accounting, Elsevier, vol. 46(2), pages 138-174, June.
    5138. Bagnai, Alberto & Carlucci, Francesco, 2003. "An aggregate model for the European Union," Economic Modelling, Elsevier, vol. 20(3), pages 623-649, May.
    5139. Melvyn Coles & Barbara Petrongolo, 2015. "A test between matching theories," Working Papers 175, Barcelona School of Economics.
    5140. Congsheng Wu, 2014. "Underpricing of homecoming A-share IPOs by Chinese firms already listed abroad," Review of Quantitative Finance and Accounting, Springer, vol. 43(3), pages 627-649, October.
    5141. Hearn, Bruce & Strange, Roger & Piesse, Jenifer, 2017. "Social elites on the board and executive pay in developing countries: Evidence from Africa," Journal of World Business, Elsevier, vol. 52(2), pages 230-243.
    5142. Hendrik Thiel & Stephan L. Thomsen & Bettina Büttner, 2014. "Variation of learning intensity in late adolescence and the effect on personality traits," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 177(4), pages 861-892, October.
    5143. Fletcher, Jonathan & Kihanda, Joseph, 2005. "An examination of alternative CAPM-based models in UK stock returns," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 2995-3014, December.
    5144. Ina Jäkel & Marcel Smolka, 2013. "Individual Attitudes Towards Trade: Stolper-Samuelson Revisited," Open Economies Review, Springer, vol. 24(4), pages 731-761, September.
    5145. Evens SALIES & Catherine Waddams, 2004. "Pricing structure in the deregulated UK electricity market," Industrial Organization 0406002, University Library of Munich, Germany.
    5146. Chiquiar Daniel & Ibarra-Ramírez Raúl, 2019. "Central Bank Independence and Inflation: An Empirical Analysis," Working Papers 2019-18, Banco de México.
    5147. Raquel Fernandez & Sule Ozler, 1991. "Debt Concentration and Secondary Markets Prices: A Theoretical and Empirical Analysis," NBER Working Papers 3654, National Bureau of Economic Research, Inc.
    5148. Bruce E. Hansen, 1996. "Estimation of TAR Models," Boston College Working Papers in Economics 325., Boston College Department of Economics.
    5149. Federico Ravenna & University of California & Juha Seppala & University of Illinois, 2006. "Monetary Policy and the Term Structure of Interest Rates," Computing in Economics and Finance 2006 197, Society for Computational Economics.
    5150. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
    5151. Hsu, Po-Hsuan, 2009. "Technological innovations and aggregate risk premiums," Journal of Financial Economics, Elsevier, vol. 94(2), pages 264-279, November.
    5152. Otavio De Medeiros, 2005. "Order Flow and Exchange Rate Dynamics in Brazil," Finance 0503019, University Library of Munich, Germany.
    5153. Goedhuys, Micheline, 2007. "The impact of innovation activities on productivity and firm growth: evidence from Brazil," MERIT Working Papers 2007-002, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    5154. Anderson, Anders, 2006. "Is online trading gambling with peanuts?," Papers 06-02, Sonderforschungsbreich 504.
    5155. Wu, Steven Y. & Roe, Brian E. & Sporleder, Thomas L. & Nazaryan, Natalie, 2005. "An Experimental Investigation Of Alternative Incentive Schemes With Heterogeneous Agents," Working Papers 28318, Ohio State University, Department of Agricultural, Environmental and Development Economics.
    5156. Narayanan, Rajesh P. & Rangan, Kasturi P. & Rangan, N.K.Nanda K., 2004. "The role of syndicate structure in bank underwriting," Journal of Financial Economics, Elsevier, vol. 72(3), pages 555-580, June.
    5157. Dye, Richard F. & McGuire, Therese J., 1997. "The effect of property tax limitation measures on local government fiscal behavior," Journal of Public Economics, Elsevier, vol. 66(3), pages 469-487, December.
    5158. Pascual, Roberto & Pascual-Fuster, Bartolomé, 2014. "The relative contribution of ask and bid quotes to price discovery," Journal of Financial Markets, Elsevier, vol. 20(C), pages 129-150.
    5159. Berry, Kevin T. & Hasan, Tanweer & O'Bryan, David, 1998. "Relative information content of proven reserves: The BOEs-revenue versus BOEs-energy," Journal of Energy Finance & Development, Elsevier, vol. 3(1), pages 1-11.
    5160. Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi, 2013. "Ex-dividend prices and investor trades: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 39-65.
    5161. Syed Muhammad Majid Shah & Fahad Abdullah, 2015. "A Study of Day of the Week Effect in Karachi Stock Exchange During Different Political Regimes in Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 7(1), pages 41-66, April.
    5162. Janda, Karel, 2009. "The Roles of Commercial Credit and Direct Subsidies in Czech Agriculture During Early Transition," MPRA Paper 17005, University Library of Munich, Germany.
    5163. Szakmary, Andrew C. & Conover, C. Mitchell & Lancaster, Carol, 2008. "An examination of Value Line's long-term projections," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 820-833, May.
    5164. Candis M. Hunter & Dana H. Z. Williamson & Matthew O. Gribble & Halle Bradshaw & Melanie Pearson & Eri Saikawa & P. Barry Ryan & Michelle Kegler, 2019. "Perspectives on Heavy Metal Soil Testing Among Community Gardeners in the United States: A Mixed Methods Approach," IJERPH, MDPI, vol. 16(13), pages 1-19, July.
    5165. Kao, Ta-Wei (Daniel) & Simpson, N.C. & Shao, Benjamin B.M. & Lin, Winston T., 2017. "Relating supply network structure to productive efficiency: A multi-stage empirical investigation," European Journal of Operational Research, Elsevier, vol. 259(2), pages 469-485.
    5166. R Sivitanidou, 1996. "Warehouse and Distribution Facilities and Community Attributes: An Empirical Study," Environment and Planning A, , vol. 28(7), pages 1261-1278, July.
    5167. Luger, Richard, 2010. "An omnibus test for heteroskedasticity," Economics Letters, Elsevier, vol. 106(1), pages 22-24, January.
    5168. Yann Otcenasek & Sylvain Petit, 2023. "Anticiper les conséquences économiques pour le tourisme d’une petite destination insulaire : l’exemple de la Polynésie française," Post-Print hal-02138654, HAL.
    5169. Xu, Limin & Yu, Chia-Feng (Jeffrey) & Zurbruegg, Ralf, 2020. "The benefit of being a local leader: Evidence from firm-specific stock price crash risk," Journal of Corporate Finance, Elsevier, vol. 65(C).
    5170. Andrea L. Araujo Navas & Frank Osei & Lydia R. Leonardo & Ricardo J. Soares Magalhães & Alfred Stein, 2019. "Modeling Schistosoma japonicum Infection under Pure Specification Bias: Impact of Environmental Drivers of Infection," IJERPH, MDPI, vol. 16(2), pages 1-17, January.
    5171. Ioannis Kaskarelis, 1991. "Output fluctuations with bargained wages and a competitive tradeable goods sector in the economy: Empirical estimates for the group of five, 1970.1 — 1985.4," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 127(1), pages 42-72, March.
    5172. Dekle, Robert, 1996. "Saving-investment associations and capital mobility On the evidence from Japanese regional data," Journal of International Economics, Elsevier, vol. 41(1-2), pages 53-72, August.
    5173. Jeffrey M. Wooldridge, 2009. "Difference-in-differences estimation (in Russian)," Quantile, Quantile, issue 6, pages 25-47, March.
    5174. Ma, Tay-Cheng, 2010. "Competition authority independence, antitrust effectiveness, and institutions," International Review of Law and Economics, Elsevier, vol. 30(3), pages 226-235, September.
    5175. Zhang, Ling & Berk Saydaliev, Hayot & Ma, Xiaoyu, 2022. "Does green finance investment and technological innovation improve renewable energy efficiency and sustainable development goals," Renewable Energy, Elsevier, vol. 193(C), pages 991-1000.
    5176. Rachel Kimbro & Scott Lynch & Sara McLanahan, 2008. "The Influence of Acculturation on Breastfeeding Initiation and Duration for Mexican-Americans," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 27(2), pages 183-199, April.
    5177. Colella, Fabrizio & Lalive, Rafael & Sakalli, Seyhun Orcan & Thoenig, Mathias, 2019. "Inference with Arbitrary Clustering," IZA Discussion Papers 12584, Institute of Labor Economics (IZA).
    5178. Mohamed Jellal & François-Charles Wolff, 2003. "Solidarités familiales par la démonstration," Revue économique, Presses de Sciences-Po, vol. 54(4), pages 785-810.
    5179. Fabio Bertoni & Giancarlo Giudici, 2014. "The Strategic Reallocation of IPO shares," Post-Print hal-02313117, HAL.
    5180. Steven Glazerman & Sarah Dolfin & Martha Bleeker & Amy Johnson & Eric Isenberg & Julieta Lugo-Gil & Mary Grider & Edward Britton, "undated". "Impacts of Comprehensive Teacher Induction: Results from the First Year of a Randomized Controlled Study," Mathematica Policy Research Reports 68b483f31cb1455e897188824, Mathematica Policy Research.
    5181. Korkmaz, Turhan & Cevik, Emrah Ismail & Gurkan, Serhan, 2010. "Testing the international capital asset pricing model with Markov switching model in emerging markets," MPRA Paper 71481, University Library of Munich, Germany, revised 2010.
    5182. Lena Koller & Claus Schnabel & Joachim Wagner, 2007. "Freistellung von Betriebsräten – Eine Beschäftigungsbremse?," Working Paper Series in Economics 64, University of Lüneburg, Institute of Economics.
    5183. Bhagat, Sanjai & Welch, Ivo, 1995. "Corporate research & development investments international comparisons," Journal of Accounting and Economics, Elsevier, vol. 19(2-3), pages 443-470, April.
    5184. Fullerton, Steven L. & Fullerton, Thomas M., Jr. & Walke, Adam G., 2014. "An Econometric Analysis of the 2013 Major League Baseball Season," MPRA Paper 59593, University Library of Munich, Germany, revised 11 Mar 2014.
    5185. Walker, Thomas John & Walker, Marcus Glenn & Thiengtham, Dolruedee Nuttanontra & Pukthuanthong, Kuntara, 2014. "The role of aviation laws and legal liability in aviation disasters: A financial market perspective," International Review of Law and Economics, Elsevier, vol. 37(C), pages 51-65.
    5186. Christoph Vietze, 2011. "What's Pushing International Tourism Expenditures?," Tourism Economics, , vol. 17(2), pages 237-260, April.
    5187. Brounen, Dirk & Kok, Nils, 2011. "On the economics of energy labels in the housing market," Journal of Environmental Economics and Management, Elsevier, vol. 62(2), pages 166-179, September.
    5188. Fletcher, Jonathan & Forbes, David, 2002. "An exploration of the persistence of UK unit trust performance," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 475-493, December.
    5189. Jia Yao & Siqin Xiong & Xiaoming Ma, 2020. "Comparative Analysis of National Policies for Electric Vehicle Uptake Using Econometric Models," Energies, MDPI, vol. 13(14), pages 1-18, July.
    5190. Roberto Esposti & Pierpaolo Pierani, 2003. "Building the Knowledge Stock: Lags, Depreciation, and Uncertainty in R&D Investment and Link with Productivity Growth," Journal of Productivity Analysis, Springer, vol. 19(1), pages 33-58, January.
    5191. Ales Bulir & Martin Cihak & David-Jan Jansen, 2018. "Does the Clarity of Monetary Policy Reports Reduce Volatility in Financial Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(1), pages 2-17, February.
    5192. Thomas, Duncan & Contreras, Dante & Frankerberg, Elizabeth, 2002. "Distribution of power within the household and child health," MPRA Paper 80075, University Library of Munich, Germany, revised Mar 2002.
    5193. Mellinas, Juan Pedro & Nicolau, Juan Luis, 2020. "Let's hook up fast! Hotel reviews and Wi-Fi flaws," Annals of Tourism Research, Elsevier, vol. 80(C).
    5194. Aboody, David & Kasznik, Ron, 2000. "CEO stock option awards and the timing of corporate voluntary disclosures," Journal of Accounting and Economics, Elsevier, vol. 29(1), pages 73-100, February.
    5195. Teal, Francis, 2000. "Real wages and the demand for skilled and unskilled male labour in Ghana's manufacturing sector: 1991-1995," Journal of Development Economics, Elsevier, vol. 61(2), pages 447-461, April.
    5196. Eric C. Chang & J. Michael Pinegar & R. Ravichandran, 1995. "European day‐of‐the‐week effects, beta asymmetries and international herding," European Financial Management, European Financial Management Association, vol. 1(2), pages 173-200, July.
    5197. Dumont, Michel, 2004. "The Impact of International Trade with Newly Industrialised Countries on the Wages and Employment of Low-Skilled and High-Skilled Workers in the European Union," MPRA Paper 83525, University Library of Munich, Germany.
    5198. C. Y. Cyrus Chu & R. R. Yu & Ruey S. Tsay, 2004. "A New Model for Family Resource Allocation Among Siblings: Competition, Forbearance, and Support," IEAS Working Paper : academic research 04-A014, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    5199. Michael Pinegar, J. & Ravichandran, R., 2002. "Global and local information asymmetries, illiquidity and SEC Rule 144A/Regulation S: The case of Indian GDRs," Journal of Banking & Finance, Elsevier, vol. 26(8), pages 1645-1673, August.
    5200. Premti, Arjan & Garcia-Feijoo, Luis & Madura, Jeff, 2017. "Information content of analyst recommendations in the banking industry," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 35-47.
    5201. Frimpong, Eugene & Petrolia, Daniel & Harri, Ardian, 2017. "Community-level flood mitigation effects on household-level flood insurance and damage claims payments," Working Papers 254075, Mississippi State University, Department of Agricultural Economics.
    5202. Varela, Gonzalo J. & Taniguchi, Kiyoshi, 2014. "Asymmetric Price Transmission in Indonesia’s Wheat Flour Market," ADB Economics Working Paper Series 394, Asian Development Bank.
    5203. Chan, Konan & Lin, Yueh-hsiang & Wang, Yanzhi, 2015. "The information content of R&D reductions," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 131-155.
    5204. Madalozzo, Regina, 2002. "An Analysis of Income Differentials by Marital Status," Insper Working Papers wpe_14, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    5205. Alex Joiner, 2000. "The Costs of Inflation and Unemployment in Australia," Working Papers 2000.05, School of Economics, La Trobe University.
    5206. Rigall-I-Torrent, Ricard & Fluvià, Modest, 2011. "Managing tourism products and destinations embedding public good components: A hedonic approach," Tourism Management, Elsevier, vol. 32(2), pages 244-255.
    5207. Paula Hill, 2006. "Ownership Structure and IPO Underpricing," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 102-126, January.
    5208. Morales, Rolando & Galoppo, Erwing & Jemio M., Luis Carlos & Choque, María Carmen & Morales, Natasha, 2000. "Bolivia: Geografía y desarrollo económico," IDB Publications (Working Papers) 2047, Inter-American Development Bank.
    5209. Young K. Park & Kee H. Chung, 2007. "Foreign and Local Institutional Ownership and the Speed of Price Adjustment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(9‐10), pages 1569-1595, November.
    5210. DiCiccio, Cyrus J. & Romano, Joseph P. & Wolf, Michael, 2019. "Improving weighted least squares inference," Econometrics and Statistics, Elsevier, vol. 10(C), pages 96-119.
    5211. Milan Nedeljkovic & Christian Saborowski, 2018. "The Relative Effectiveness of Spot and Derivatives Based Intervention," CESifo Working Paper Series 7127, CESifo.
    5212. Hattori, Takahiro, 2020. "The impact of quantitative and qualitative easing on term structure: Evidence from micro-level data," Economics Letters, Elsevier, vol. 195(C).
    5213. Leonidas G. Barbopoulos & Jo Danbolt, 2021. "The real effects of earnout contracts in M&As," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 607-639, September.
    5214. Shapiro, Matthew D., 1984. "The permanent income hypothesis and the real interest rate : Some evidence from panel data," Economics Letters, Elsevier, vol. 14(1), pages 93-100.
    5215. Booth, James R. & Chua, Lena, 1996. "Ownership dispersion, costly information, and IPO underpricing," Journal of Financial Economics, Elsevier, vol. 41(2), pages 291-310, June.
    5216. Alakent, Ekin & Goktan, M. Sinan & Khoury, Theodore A., 2020. "Is venture capital socially responsible? Exploring the imprinting effect of VC funding on CSR practices," Journal of Business Venturing, Elsevier, vol. 35(3).
    5217. Spierdijk, Laura, 2004. "An empirical analysis of the role of the trading intensity in information dissemination on the NYSE," Journal of Empirical Finance, Elsevier, vol. 11(2), pages 163-184, March.
    5218. Fiorentini, Gabriele & Leon, Angel & Rubio, Gonzalo, 2002. "Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market," Journal of Empirical Finance, Elsevier, vol. 9(2), pages 225-255, March.
    5219. Konstantin M. Wacker, 2011. "The Impact of Foreign Direct Investment on Developing Countries' Terms of Trade," WIDER Working Paper Series wp-2011-006, World Institute for Development Economic Research (UNU-WIDER).
    5220. Jeffrey R. Vincent & Ismariah Ahmad & Norliyana Adnan & Walter B. Burwell & Subhrendu K. Pattanayak & Jie-Sheng Tan-Soo & Kyle Thomas, 2016. "Valuing Water Purification by Forests: An Analysis of Malaysian Panel Data," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 64(1), pages 59-80, May.
    5221. Allender, William J. & Richards, Timothy J., 2009. "Measures of Brand Loyalty," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49536, Agricultural and Applied Economics Association.
    5222. Joseph V. Carcello & Dana R. Hermanson & Terry L. Neal & Richard A. Riley, 2002. "Board Characteristics and Audit Fees," Contemporary Accounting Research, John Wiley & Sons, vol. 19(3), pages 365-384, September.
    5223. Lin, Chih-Yung & Chen, Yan-Shing & Yen, Ju-Fang, 2014. "On the determinant of bank loan contracts: The roles of borrowers’ ownership and board structures," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 500-512.
    5224. Pandey I M, 2001. "The Expected Stock Returns of Malaysian Firms: A Panel Data Analysis," IIMA Working Papers WP2001-09-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    5225. Lawrence D. Brown & Gordon D. Richardson & Charles A. Trzcinka, 1990. "Strong†form efficiency on the Toronto Stock Exchange: An examination of analyst price forecasts," Contemporary Accounting Research, John Wiley & Sons, vol. 7(1), pages 323-346, September.
    5226. Jun Xia & Xufei Ma & Jane W. Lu & Daphne W. Yiu, 2014. "Outward foreign direct investment by emerging market firms: A resource dependence logic," Strategic Management Journal, Wiley Blackwell, vol. 35(9), pages 1343-1363, September.
    5227. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
    5228. Richard Cebula, 2002. "Net interstate population growth rates and the Tiebout-Tullock hypothesis: New empirical evidence, 1990–2000," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 30(4), pages 414-421, December.
    5229. Chen, Shimin & Cronqvist, Henrik & Ni, Serene & Zhang, Frank, 2017. "Languages and corporate savings behavior," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 320-341.
    5230. Caravaggio, Nicola & Carnazza, Giovanni, 2022. "The Italian nominal interest rate conundrum: A problem of growth or public finance?," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 313-326.
    5231. Mallick, Debdulal & Nabin, Munirul, 2010. "Where NGOs go and do not go?," MPRA Paper 27185, University Library of Munich, Germany.
    5232. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5233. Pinegar, J. Michael & Ravichandran, Ravi, 2010. "Raising capital in emerging markets with restricted Global Depositary Receipts," Journal of Corporate Finance, Elsevier, vol. 16(5), pages 622-636, December.
    5234. Christoph Memmel & Andrea Schertler, 2013. "Bank management of the net interest margin: new measures," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(3), pages 275-297, September.
    5235. Karel Janda & Oleg Kravtsov, 2022. "Regulatory Stress Tests and Bank Responses: Heterogeneous Treatment Effect in Dynamic Settings," International Journal of Central Banking, International Journal of Central Banking, vol. 18(2), pages 1-49, June.
    5236. Angelov, Nikolay & Johansson, Per & Lindahl, Erica, 2013. "Is the persistent gender gap in income and wages due to unequal family responsibilities?," Working Paper Series, Center for Labor Studies 2013:3, Uppsala University, Department of Economics.
    5237. Benjamin C. Alamar & Stanton A. Glantz, 2004. "Smoke‐free Ordinances Increase Restaurant Profit and Value," Contemporary Economic Policy, Western Economic Association International, vol. 22(4), pages 520-525, October.
    5238. Penas, Maria Fabiana & Unal, Haluk, 2004. "Gains in bank mergers: Evidence from the bond markets," Journal of Financial Economics, Elsevier, vol. 74(1), pages 149-179, October.
    5239. Ibrahim Yousef, 2020. "When Good Things Turn Bad: Evidence from G-7 Serial Acquirer Bidding," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 16(2), pages 145-177.
    5240. Rojas, Mariana Giovanna Andrade & Solis, Edgar Rogelio Ramirez & Zhu, John JianJun, 2018. "Innovation and network multiplexity: R&D and the concurrent effects of two collaboration networks in an emerging economy," Research Policy, Elsevier, vol. 47(6), pages 1111-1124.
    5241. Shields, Kalvinder K, 1997. "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 107-125.
    5242. Entrop, Oliver & Merkel, Matthias F., 2018. "Managers' research education, the use of FX derivatives and corporate speculation," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-32-18, University of Passau, Faculty of Business and Economics.
    5243. Steven C. Michael, 2022. "Investing in entrepreneurs: The case of franchising," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(8), pages 3785-3794, December.
    5244. P. Dorian Owen, 2017. "Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development," Econometrics, MDPI, vol. 5(3), pages 1-33, September.
    5245. Kai-Shi Chuang, 2018. "Glamour versus value, market timing and firm performance: evidence from mergers and acquisitions," Review of Quantitative Finance and Accounting, Springer, vol. 51(4), pages 967-1003, November.
    5246. Yunus, Mohammad, 2009. "EU Ban, HACCP Compliance and Shrimp Exports from Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 32(3), pages 41-58, September.
    5247. Eric Isenberg & Steven Glazerman & Martha Bleeker & Amy Johnson & Julieta Lugo-Gil & Mary Grider & Sarah Dolfin & Edward Britton, "undated". "Impacts of Comprehensive Teacher Induction: Results from the Second Year of a Randomized Controlled Study," Mathematica Policy Research Reports 1cf29b9591064d67a33c73297, Mathematica Policy Research.
    5248. Ross Levine, 1988. "The forward exchange rate bias: a new explanation," International Finance Discussion Papers 338, Board of Governors of the Federal Reserve System (U.S.).
    5249. Bauweraerts, Jonathan & Arzubiaga, Unai & Diaz-Moriana, Vanessa, 2022. "Unveiling the global focus-performance relationship in family firms: The role of the board of directors," International Business Review, Elsevier, vol. 31(4).
    5250. Takamitsu Kurita & Bent Nielsen, 2019. "Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms," Econometrics, MDPI, vol. 7(4), pages 1-35, October.
    5251. Robert Joliet & Aline Muller, 2015. "Dividends and Foreign Performance Signaling," Multinational Finance Journal, Multinational Finance Journal, vol. 19(2), pages 77-107, June.
    5252. Glaser, Markus & Müller, Sebastian, 2006. "Der Diversification Discount in Deutschland: Existiert ein Bewertungsabschlag für diversifizierte Unternehmen?," Sonderforschungsbereich 504 Publications 06-13, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    5253. Nathaniel E. Helwig, 2022. "Robust Permutation Tests for Penalized Splines," Stats, MDPI, vol. 5(3), pages 1-18, September.
    5254. Ray C. Fair, 2018. "Information Content of DSGE Forecasts," Cowles Foundation Discussion Papers 2140, Cowles Foundation for Research in Economics, Yale University.
    5255. Digvijay S. Negi & Pratap S. Birthal & Devesh Roy & Jaweriah Hazrana, 2020. "Market access, price policy and diversification in Indian agriculture," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-009, Indira Gandhi Institute of Development Research, Mumbai, India.
    5256. Greenberg, Adam Eric, 2014. "On the complementarity of prosocial norms: The case of restaurant tipping during the holidays," Journal of Economic Behavior & Organization, Elsevier, vol. 97(C), pages 103-112.
    5257. Balcilar, Mehmet & Roubaud, David & Usman, Ojonugwa & Wohar, Mark E., 2021. "Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries," Energy Economics, Elsevier, vol. 98(C).
    5258. Lin, Ji-Chai & Wu, YiLin, 2013. "SEO timing and liquidity risk," Journal of Corporate Finance, Elsevier, vol. 19(C), pages 95-118.
    5259. Mario Jametti & Marcelin Joanis, 2010. "Determinants of fiscal decentralization: political economy aspects," Working Papers 2010/7, Institut d'Economia de Barcelona (IEB).
    5260. Mohammad Rajon Meah & Nasir Uddin Chaudhory, 2019. "Corporate Governance and Firm’s Profitability: An Emerging Economy-based Investigation," Indian Journal of Corporate Governance, , vol. 12(1), pages 71-93, June.
    5261. Russell Davidson & James G. MacKinnon, 1986. "Testing the Specification of Econometric Models in Regression and Non-Regression Directions," Working Paper 642, Economics Department, Queen's University.
    5262. Mikhail Zhelonkin & Marc G. Genton & Elvezio Ronchetti, 2016. "Robust inference in sample selection models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 805-827, September.
    5263. Galor, Oded & Zang, Hyoungsoo, 1997. "Fertility, income distribution, and economic growth: Theory and cross-country evidence," Japan and the World Economy, Elsevier, vol. 9(2), pages 197-229, May.
    5264. Asbeig & Kassim, 2015. "Monetary transmission during low interest rate environment in a dual banking system: evidence from Malaysia," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 8(3), pages 275-285, November.
    5265. Glenn B. Voss & Zannie Giraud Voss, 2013. "Strategic Ambidexterity in Small and Medium-Sized Enterprises: Implementing Exploration and Exploitation in Product and Market Domains," Organization Science, INFORMS, vol. 24(5), pages 1459-1477, October.
    5266. Herrmann, R. & Bissinger, K. & Krandick, L., 2018. "Implicit Prices of Sustainability Characteristics in Foods: the Case of the German Online Market for Honey," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277079, International Association of Agricultural Economists.
    5267. Chiquiar Daniel, 2004. "Globalization, Regional Wage Differentials and the Stolper-Samuelson Theorem: Evidence from México," Working Papers 2004-06, Banco de México.
    5268. Mitton, Todd, 2006. "Stock market liberalization and operating performance at the firm level," Journal of Financial Economics, Elsevier, vol. 81(3), pages 625-647, September.
    5269. Allison Shertzer & Tate Twinam & Randall Walsh, 2016. "Zoning and the Economic Geography of Cities," Working Papers id:11331, eSocialSciences.
    5270. Bogetic, Zeljko & Olusi, Olasupo, 2013. "Drivers of firm-level productivity in Russia's manufacturing sector," Policy Research Working Paper Series 6572, The World Bank.
    5271. Takeo Hoshi & Anil Kashyap, 2000. "The Japanese Banking Crisis: Where Did It Come From and How Will It End?," NBER Chapters, in: NBER Macroeconomics Annual 1999, Volume 14, pages 129-212, National Bureau of Economic Research, Inc.
    5272. Moulton, Pamela C. & Wei, Li, 2009. "A tale of two time zones: The impact of substitutes on cross-listed stock liquidity," Journal of Financial Markets, Elsevier, vol. 12(4), pages 570-591, November.
    5273. José M. Belbute & Alfredo M. Pereira, 2021. "The Relationship between Consumption and CO 2 Emissions: Evidence for Portugal," Sustainability, MDPI, vol. 13(21), pages 1-16, November.
    5274. Cho, Guedae & Sheldon, Ian M. & McCorriston, Steve, 2000. "Exchange Rate Misalignment And Agricultural Trade," 2000 Annual meeting, July 30-August 2, Tampa, FL 21824, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5275. Charlotte Fabri & Michele Moretti & Steven Van Passel, 2022. "On the (ir)relevance of heatwaves in climate change impacts on European agriculture," Climatic Change, Springer, vol. 174(1), pages 1-20, September.
    5276. David Hendry & Felix Pretis, 2011. "Anthropogenic Influences on Atmospheric CO2," Economics Series Working Papers 584, University of Oxford, Department of Economics.
    5277. Christopher H. Wheeler, 2004. "Cities, skills, and inequality," Working Papers 2004-020, Federal Reserve Bank of St. Louis.
    5278. Robert Kaestner & Theodore Joyce & Andrew Racine, 1999. "Does Publicly Provided Health Insurance Improve the Health of Low-Income Children in the United States," NBER Working Papers 6887, National Bureau of Economic Research, Inc.
    5279. Bhattacharyya, Surajit, 2008. "Determinants of Corporate Investment: Post Liberalization Panel Data Evidence from Indian Firms," MPRA Paper 6702, University Library of Munich, Germany.
    5280. Federici, Andrea, 2018. "Il rapporto tra capitale pubblico e altre variabili macroeconomiche: un'applicazione empirica [The relationship between public capital and other macroeconomic variables: an empirical application]," MPRA Paper 88516, University Library of Munich, Germany.
    5281. Mendelson, Haim & Pillai, Ravindran R., 1999. "Information Age organizations, dynamics and performance," Journal of Economic Behavior & Organization, Elsevier, vol. 38(3), pages 253-281, March.
    5282. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc.
    5283. Trenkler, Carsten & Wolf, Nikolaus, 2004. "Economic integration across borders : the Polish interwar economy 1921-1937," Papers 2004,38, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    5284. Adriana Cassoni & Steven G. Allen & Gaston J. Labadie, 2000. "The Effect of Unions on Employment: Evidence from an Unnatural Experiment in Uruguay," NBER Working Papers 7501, National Bureau of Economic Research, Inc.
    5285. Tzu-Chun Sheng & Alvin Chang & Shu-Hui Lan & Shih-Cheng Li, 2020. "Analysis of the Dividend Policy Decision-Making Mechanism of Chinese and Taiwanese Lithium Battery Industries," Mathematics, MDPI, vol. 8(10), pages 1-16, October.
    5286. Nikolay Angelov & Per Johansson & Erica Lindahl, 2016. "Parenthood and the Gender Gap in Pay," Journal of Labor Economics, University of Chicago Press, vol. 34(3), pages 545-579.
    5287. Svetlana Borovkova & Diego Mahakena, 2015. "News, volatility and jumps: the case of natural gas futures," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1217-1242, July.
    5288. Daniel W. Elfenbein & Anne Marie Knott, 2015. "Time to exit: Rational, behavioral, and organizational delays," Strategic Management Journal, Wiley Blackwell, vol. 36(7), pages 957-975, July.
    5289. Craigwell, Roland C & Elliott, Wayne A, 2011. "Loan loss provisioning in the commercial banking system of Barbados: practices and determinants," MPRA Paper 33426, University Library of Munich, Germany.
    5290. Marie Stack & Eric Pentecost, 2011. "A Gravity Model Approach to Estimating Prospective Trade Gains in the EU Accession and Associated Countries," NBS Discussion Papers in Economics 2010/11, Economics, Nottingham Business School, Nottingham Trent University.
    5291. Aftab Ahmed Memon & Zhimin Liu, 2019. "Assessment of Sustainable Development of the Performance of Higher Education Credentials in the Transitive Labor Market," Sustainability, MDPI, vol. 11(9), pages 1-14, May.
    5292. Gerdesmeier, Dieter, 1996. "Die Rolle des Vermögens in der Geldnachfrage," Discussion Paper Series 1: Economic Studies 1996,05, Deutsche Bundesbank.
    5293. Hayo, Bernd & Neumeier, Florian, 2020. "Public knowledge about and attitudes towards central bank independence in New Zealand," Journal of Banking & Finance, Elsevier, vol. 113(C).
    5294. Zamir Hussain, 2017. "Estimation of flood quantiles at gauged and ungauged sites of the four major rivers of Punjab, Pakistan," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 86(1), pages 107-123, March.
    5295. Geoffrey G. Gachino, 2011. "Determinants of FDI Spillover in the Kenyan Manufacturing Industry: Firm-Level Evidence," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 10(3), pages 235-255, December.
    5296. Alif Darrat, 1999. "Are Financial Deepening and Economic Growth Causally Related? Another Look at the Evidence," International Economic Journal, Taylor & Francis Journals, vol. 13(3), pages 19-35.
    5297. Priyanshi Gupta & Sanjay Sehgal, 2020. "Convergence of retail banking interest rates to households in euro area: time-varying measurement and determinants," International Economics and Economic Policy, Springer, vol. 17(1), pages 25-65, February.
    5298. Geetajali Bali & Frank Skinner, 2003. "The At Issue Maturity of Corporate Bonds: The Influence of Credit Rating, Security Level, Duration and Macreoconomic Conditions," ICMA Centre Discussion Papers in Finance icma-dp2003-01, Henley Business School, University of Reading.
    5299. Bardsen, Gunnar & Eitrheim, Oyvind & Jansen, Eilev S. & Nymoen, Ragnar, 2005. "The Econometrics of Macroeconomic Modelling," OUP Catalogue, Oxford University Press, number 9780199246502.
    5300. Morck, Randall & Shleifer, Andrei & Vishny, Robert W., 1988. "Management ownership and market valuation," Scholarly Articles 29407535, Harvard University Department of Economics.
    5301. Eduard Baumöhl & Štefan Lyócsa, 2014. "Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(5), pages 352-373, November.
    5302. Andreas Humpe & David G. McMillan, 2018. "Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets," Journal of Asset Management, Palgrave Macmillan, vol. 19(6), pages 413-428, October.
    5303. Ritu Pareek & Krishna Dayal Pandey & Tarak Nath Sahu, 2019. "Corporate Governance, Firms’ Characteristics and Environmental Performance Disclosure Practices of Indian Companies," Indian Journal of Corporate Governance, , vol. 12(2), pages 142-155, December.
    5304. Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2018. "Absolving beta of volatility’s effects," Journal of Financial Economics, Elsevier, vol. 128(1), pages 1-15.
    5305. Theodosia Konstantinidi & Arthur Kraft & Peter F. Pope, 2016. "Asymmetric Persistence and the Market Pricing of Accruals and Cash Flows," Abacus, Accounting Foundation, University of Sydney, vol. 52(1), pages 140-165, March.
    5306. Noe, Christopher F., 1999. "Voluntary disclosures and insider transactions," Journal of Accounting and Economics, Elsevier, vol. 27(3), pages 305-326, July.
    5307. Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series 181, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    5308. Warr, Richard S., 2005. "An empirical study of inflation distortions to EVA," Journal of Economics and Business, Elsevier, vol. 57(2), pages 119-137.
    5309. Mauricio Cárdenas & Adriana Pontón C., 1993. "Crecimiento del PIB departamental en Colombia: 1950 - 1989," Coyuntura Social 13245, Fedesarrollo.
    5310. Kuang, Yu Flora & Lee, Gladys, 2017. "Corporate fraud and external social connectedness of independent directors," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 401-427.
    5311. Nerina Vecchio & Nicholas Rohde, 2017. "The effect of inadequate access to healthcare services on emergency room visits in Australia," Discussion Papers in Economics economics:201708, Griffith University, Department of Accounting, Finance and Economics.
    5312. Rehim Kılıç, 2016. "Tests for Linearity in Star Models: Supwald and Lm-Type Tests," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 660-674, September.
    5313. Xingqiang Du, 2015. "Does Confucianism Reduce Minority Shareholder Expropriation? Evidence from China," Journal of Business Ethics, Springer, vol. 132(4), pages 661-716, December.
    5314. Jayoti Das & Cassandra Dirienzo, 2010. "Tourism Competitiveness and Corruption: A Cross-Country Analysis," Tourism Economics, , vol. 16(3), pages 477-492, September.
    5315. Martin Rohleder & Dominik Schulte & Marco Wilkens, 2017. "Management of flow risk in mutual funds," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 31-56, January.
    5316. Stephen Billings, 2009. "Do Enterprise Zones Work?," Public Finance Review, , vol. 37(1), pages 68-93, January.
    5317. Christophe Muller, 1992. "Estimation des consommations de producteurs agricoles d'Afrique centrale," Économie et Prévision, Programme National Persée, vol. 105(4), pages 17-34.
    5318. Katharina Pijnenburg, 2017. "The spatial dimension of US house prices," Urban Studies, Urban Studies Journal Limited, vol. 54(2), pages 466-481, February.
    5319. Michael F. Bryan & Stephen G. Cecchetti, 1999. "Inflation And The Distribution Of Price Changes," The Review of Economics and Statistics, MIT Press, vol. 81(2), pages 188-196, May.
    5320. Frank Heflin & Kenneth W. Shaw & John J. Wild, 2007. "Disclosure policy and intraday spread patterns," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 6(3), pages 285-303, August.
    5321. Andreas Benedictow & Pål Boug, 2013. "Trade liberalisation and exchange rate pass-through: the case of textiles and wearing apparels," Empirical Economics, Springer, vol. 45(2), pages 757-788, October.
    5322. English, William B., 1999. "Inflation and financial sector size," Journal of Monetary Economics, Elsevier, vol. 44(3), pages 379-400, December.
    5323. Marilena Locatelli-Biey & Roberto Zanola, 2002. "The Sculpture Market: An Adjacent Year Regression Index," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 26(1), pages 65-78, February.
    5324. Vithanage, Kulunu & Neupane, Suman & Chung, Richard, 2016. "Multiple lead underwriting syndicate and IPO pricing," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 193-208.
    5325. Adel Al-Sharkas & M. Hassan, 2010. "New evidence on shareholder wealth effects in bank mergers during 1980-2000," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(3), pages 326-348, July.
    5326. G. Geoffrey Booth & Paul Brockman & Yiuman Tse, 1998. "The relationship between US and Canadian wheat futures," Applied Financial Economics, Taylor & Francis Journals, vol. 8(1), pages 73-80.
    5327. Durrant Gabriele B. & Maslovskaya Olga & Smith Peter W. F., 2017. "Using Prior Wave Information and Paradata: Can They Help to Predict Response Outcomes and Call Sequence Length in a Longitudinal Study?," Journal of Official Statistics, Sciendo, vol. 33(3), pages 801-833, September.
    5328. Valéria Halamová & Kristína Kočišová, 2018. "Premietanie medzibankových úrokových sadzieb do klientskych sadzieb na Slovensku (20042016) [Interbank Interest Rate Pass-Through into Client Interest Rates in the Condition of Slovak Republic (200," Politická ekonomie, Prague University of Economics and Business, vol. 2018(4), pages 473-490.
    5329. Klapper, Leora & Laeven, Luc & Love, Inessa, 2006. "Corporate governance provisions and firm ownership: Firm-level evidence from Eastern Europe," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 429-444, April.
    5330. Richard Cebula & Anthony Bopp, 2008. "Estimating the Percentage of the US Population without Health Insurance: An Ecological Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(3), pages 336-347, August.
    5331. Rainer Fehn & Carsten-Patrick Meier, 2001. "The Positive Economics of Labor Market Rigidities and Investor Protection," CESifo Working Paper Series 456, CESifo.
    5332. Heather Tarbert & Kaihong Tee & Robert Watson, 2008. "The Legitimacy of Pay and Performance Comparisons: An Analysis of UK University Vice Chancellors Pay Awards," British Journal of Industrial Relations, London School of Economics, vol. 46(4), pages 771-805, December.
    5333. Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007. "The determinants of stock and bond return comovements," Working Paper Research 119, National Bank of Belgium.
    5334. Cebula, Richard, 2000. "Determinants of the Rate of Return on Commercial Bank Assets in the United States, 1959-1998," MPRA Paper 60006, University Library of Munich, Germany.
    5335. Rati Ram, 2004. "Recipient country's 'policies' and the effect of foreign aid on economic growth in developing countries: additional evidence," Journal of International Development, John Wiley & Sons, Ltd., vol. 16(2), pages 201-211.
    5336. Thomsen, Steen & Rose, Caspar, 2002. "Foundation ownership and financial performance. Do companies need owners?," Working Papers 2002-3, Copenhagen Business School, Department of Finance.
    5337. Eric K. Clemons & Il-Horn Hann & Lorin M. Hitt, 2002. "Price Dispersion and Differentiation in Online Travel: An Empirical Investigation," Management Science, INFORMS, vol. 48(4), pages 534-549, April.
    5338. Kempf, Alexander & Korn, Olaf, 1998. "Market depth and order size: an analysis of permanent price effects of DAX futures' trades," ZEW Discussion Papers 98-10, ZEW - Leibniz Centre for European Economic Research.
    5339. Ting Wang & Benjamin Graves & Yves Rosseel & Edgar C. Merkle, 2022. "Computation and application of generalized linear mixed model derivatives using lme4," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 1173-1193, September.
    5340. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics.
    5341. Drago, Robert & Garvey, Gerald T, 1998. "Incentives for Helping on the Job: Theory and Evidence," Journal of Labor Economics, University of Chicago Press, vol. 16(1), pages 1-25, January.
    5342. Iqbal Hussain, Hafezali & Mohd Farid, Shamsudin & Noor H, Jabarullah & Milad Abdelnabi, Salem & Fekri Ali, Shawtari, 2016. "Speed of Adjustment and Financial Constraints: Evidence from the UK," MPRA Paper 79265, University Library of Munich, Germany.
    5343. Ling, David C. & Ryngaert, Michael, 1997. "Valuation uncertainty, institutional involvement, and the underpricing of IPOs: The case of REITs," Journal of Financial Economics, Elsevier, vol. 43(3), pages 433-456, March.
    5344. Joan Costa‐Font & Eduardo Rodriguez‐Oreggia, 2005. "Trade and the Effect of Public Investment on Regional Inequalities in Heterogeneously Integrated Areas," The World Economy, Wiley Blackwell, vol. 28(6), pages 873-891, June.
    5345. Valéry Dongmo Jiongo, 2017. "The Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Estimation of the Total Private Cost for Large Businesses," Technical Reports 110, Bank of Canada.
    5346. Bessler, Wolfgang & Beyenbach, Johannes & Rapp, Marc Steffen & Vendrasco, Marco, 2021. "The global financial crisis and stock market migrations: An analysis of family and non-family firms in Germany," International Review of Financial Analysis, Elsevier, vol. 74(C).
    5347. Feige, Edgar L., 2011. "New estimates of U.S. currency abroad, the domestic money supply and the unreported Economy," MPRA Paper 34778, University Library of Munich, Germany.
    5348. Brau, James C. & Li, Mingsheng & Shi, Jing, 2007. "Do secondary shares in the IPO process have a negative effect on aftermarket performance?," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2612-2631, September.
    5349. Haim Mendelson, 2000. "Organizational Architecture and Success in the Information Technology Industry," Management Science, INFORMS, vol. 46(4), pages 513-529, April.
    5350. Osmundsen, Petter & Roll, Kristin Helen & Tveteras, Ragnar, 2012. "Drilling speed—the relevance of experience," Energy Economics, Elsevier, vol. 34(3), pages 786-794.
    5351. Bekaert, Geert & Wu, Guojun, 2000. "Asymmetric Volatility and Risk in Equity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 13(1), pages 1-42.
    5352. Albert Chevan & Randall Stokes, 2000. "Growth in family income inequality, 1970–1990: Industrial restructuring and demographic change," Demography, Springer;Population Association of America (PAA), vol. 37(3), pages 365-380, August.
    5353. Jeremy Penzer & Yorghos Tripodis, 2007. "Single-season heteroscedasticity in time series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 189-202.
    5354. ten Raa, Thijs & Shestalova, Victoria, 2004. "Empirical evidence on payment media costs and switch points," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 203-213, January.
    5355. Solnik, Bruno, 1993. "The performance of international asset allocation strategies using conditioning information," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 33-55, June.
    5356. Zhang, Kevin Honglin, 2014. "How does foreign direct investment affect industrial competitiveness? Evidence from China," China Economic Review, Elsevier, vol. 30(C), pages 530-539.
    5357. Chua, Ansley & Nasser, Tareque, 2016. "Insider sales in IPOs: Consequences of liquidity needs," Journal of Corporate Finance, Elsevier, vol. 39(C), pages 1-17.
    5358. Vassili Bazinas & Bent Nielsen, 2015. "Causal transmission in reduced-form models," Economics Papers 2015-W07, Economics Group, Nuffield College, University of Oxford.
    5359. De Ridder, Adri, 2015. "Additional evidence on the frequency of share repurchases and managerial timing," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 154-164.
    5360. Keishi Fujiyama, 2020. "Incorporating Piecewi se-linear Variables into an Empirical Model of Non-current Asset Impairment Timeliness," Discussion Paper Series DP2020-31, Research Institute for Economics & Business Administration, Kobe University, revised Oct 2021.
    5361. Antoni, Manfred, 2011. "Lifelong learning inequality? The relevance of family background for on-the-job training," IAB-Discussion Paper 201109, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    5362. Indro, Daniel C. & Leach, Robert T. & Lee, Wayne Y., 1999. "Sources of gains to shareholders from bankruptcy resolution," Journal of Banking & Finance, Elsevier, vol. 23(1), pages 21-47, January.
    5363. Ramírez, Carlos D., 2009. "Bank fragility, "money under the mattress", and long-run growth: US evidence from the "perfect" Panic of 1893," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2185-2198, December.
    5364. Matt Marx & Deborah Strumsky & Lee Fleming, 2009. "Mobility, Skills, and the Michigan Non-Compete Experiment," Management Science, INFORMS, vol. 55(6), pages 875-889, June.
    5365. Ken B. Cyree & Travis R. Davidson & John D. Stowe, 2020. "Forming appropriate peer groups for bank research: a cluster analysis of bank financial statements," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(2), pages 211-237, April.
    5366. Alex Y. Chen & José Escarce, 2007. "Family Structure and the Treatment of Childhood Asthma," NBER Working Papers 13461, National Bureau of Economic Research, Inc.
    5367. Nu, Nu Lwin, 2009. "Analysis on International Trade of CLM Countries," IDE Discussion Papers 215, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    5368. Arie Preminger & Uri Ben-Zion & David Wettstein, 2006. "Extended switching regression models with time-varying probabilities for combining forecasts," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 455-472.
    5369. Bouis, Romain, 2003. "IPOs cycle and investment in high-tech industries," CFS Working Paper Series 2003/47, Center for Financial Studies (CFS).
    5370. Xingqiang Du, 2019. "Does CEO-Auditor Dialect Sharing Impair Pre-IPO Audit Quality? Evidence from China," Journal of Business Ethics, Springer, vol. 156(3), pages 699-735, May.
    5371. Hsu, Yuan-Teng & Huang, Chia-Wei, 2016. "Idiosyncratic risk and share repurchases," Finance Research Letters, Elsevier, vol. 18(C), pages 76-82.
    5372. Cheng, Maoyong & Geng, Hongyan, 2021. "Do local firms employ political activities to respond to political uncertainty?," Journal of Asian Economics, Elsevier, vol. 73(C).
    5373. William N. Cooke, 1997. "The Influence of Industrial Relations Factors on U.S. Foreign Direct Investment Abroad," ILR Review, Cornell University, ILR School, vol. 51(1), pages 3-17, October.
    5374. Haislip, Jacob Z. & Masli, Adi & Richardson, Vernon J. & Watson, Marcia Weidenmier, 2015. "External reputational penalties for CEOs and CFOs following information technology material weaknesses," International Journal of Accounting Information Systems, Elsevier, vol. 17(C), pages 1-15.
    5375. Mellin, Stefan, 1998. "Inflation Target Instability and Interest Rates," Research Papers in Economics 1997:4, Stockholm University, Department of Economics.
    5376. Susan Albring & Monica Banyi & Dan Dhaliwal & Raynolde Pereira, 2016. "Does the Firm Information Environment Influence Financing Decisions? A Test Using Disclosure Regulation," Management Science, INFORMS, vol. 62(2), pages 456-478, February.
    5377. Fabio Fornari, 1993. "Estimating variability in the Italian stock market: An ARCH approach," Open Economies Review, Springer, vol. 4(4), pages 403-423, December.
    5378. Kees Koedijk & Clemens Kool, 1993. "Betting on the EMS," Open Economies Review, Springer, vol. 4(2), pages 151-173, June.
    5379. Norashikin Ismail & Pauline Weetman, 2007. "Forecast accuracy in initial public offerings and the impact of external constraints relative to managerial choice: a research note," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(3), pages 513-525, September.
    5380. Julien Vedani & Fabien Ramaharobandro, 2013. "Continuous compliance: a proxy-based monitoring framework," Working Papers hal-00866531, HAL.
    5381. Sven Bouman & Ben Jacobsen, 2002. "The Halloween Indicator, "Sell in May and Go Away": Another Puzzle," American Economic Review, American Economic Association, vol. 92(5), pages 1618-1635, December.
    5382. Benjamin M. Blau & Ryan J. Whitby, 2019. "The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects," Economics Bulletin, AccessEcon, vol. 39(2), pages 1030-1038.
    5383. Marco Angrisani & Kevin Foster & Marcin Hitczenko, 2017. "The 2015 Survey of Consumer Payment Choice: technical appendix," Research Data Report 17-4, Federal Reserve Bank of Boston.
    5384. Lai, Kam-Wah, 2011. "The cost of debt when all-equity firms raise sfinance: The role of investment opportunities, audit quality and debt maturity," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1931-1940, August.
    5385. Tian, Xiao & Duong, Huu Nhan & Kalev, Petko S., 2019. "Information content of the limit order book for crude oil futures price volatility," Energy Economics, Elsevier, vol. 81(C), pages 584-597.
    5386. Madura, Jeff & Ngo, Thanh & Viale, Ariel M., 2011. "Convergent synergies in the global market for corporate control," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2468-2478, September.
    5387. David C. Wheelock & Paul W. Wilson, 2015. "The Evolution of Scale Economies in U.S. Banking," Working Papers 2015-21, Federal Reserve Bank of St. Louis.
    5388. Andrew M. Gill & Duane E. Leigh, 2003. "Do the Returns to Community Colleges Differ between Academic and Vocational Programs?," Journal of Human Resources, University of Wisconsin Press, vol. 38(1).
    5389. Dan W. French & S. McKay Price, 2018. "Depreciation-Related Capital Gains, Differential Tax Rates, and the Market Value of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 57(1), pages 43-63, July.
    5390. David McMillan & Alan Speight, 2003. "Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures," Applied Financial Economics, Taylor & Francis Journals, vol. 13(8), pages 599-607.
    5391. William R. Emmons & Frank A. Schmid, 2000. "The Asian crisis and the exposure of large U.S. firms," Review, Federal Reserve Bank of St. Louis, vol. 82(Jan), pages 15-34.
    5392. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Mariolis, Theodore, 2014. "An endogenous Goodwin-Keynes business cycle model: Evidence for Germany (1991-2007)," MPRA Paper 90035, University Library of Munich, Germany.
    5393. Jian Xu & Jae Woo Sim, 2017. "Are costs really sticky and biased? Evidence from manufacturing listed companies in China," Applied Economics, Taylor & Francis Journals, vol. 49(55), pages 5601-5613, November.
    5394. Kim, Su Jung & Wang, Rebecca Jen-Hui & Malthouse, Edward C., 2015. "The Effects of Adopting and Using a Brand's Mobile Application on Customers' Subsequent Purchase Behavior," Journal of Interactive Marketing, Elsevier, vol. 31(C), pages 28-41.
    5395. Ouyang, Wenjing & Zhu, Pengcheng, 2016. "An international study of shareholder protection in freeze-out M&A transactions," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 157-171.
    5396. Kelly R Eckhold, 1998. "Determinants of New Zealand bond yields," Reserve Bank of New Zealand Discussion Paper Series G98/1, Reserve Bank of New Zealand.
    5397. Johannes Blum & Niklas Potrafke & Tomer Blumkin, 2019. "Does A Change of Government Influence Compliance with International Agreements? Empirical Evidence for the NATO Two Percent Target," CESifo Working Paper Series 7489, CESifo.
    5398. Rubio Martín, Gracia & Rodríguez Paredes, Mercedes & Maroto Acín, Juan Antonio, 2013. "La escasa relevancia de la información contable sobre los activos intangibles en la valoración de las empresas innovadoras españolas: el caso de los sectores farmacéutico y biotecnológico || The Low I," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 16(1), pages 68-94, December.
    5399. Beltrán, Allan & Maddison, David & Elliott, Robert, 2019. "The impact of flooding on property prices: A repeat-sales approach," Journal of Environmental Economics and Management, Elsevier, vol. 95(C), pages 62-86.
    5400. Alexander Reisz, 1999. "Temporal Resolution of Uncertainty and Corporate Debt Yields: an Empirical Investigation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-043, New York University, Leonard N. Stern School of Business-.
    5401. Guido Imbens & Stefan Wager, 2019. "Optimized Regression Discontinuity Designs," The Review of Economics and Statistics, MIT Press, vol. 101(2), pages 264-278, May.
    5402. Shinichi Nishioka & Naohiko Baba, 2004. "Dynamic Capital Structure of Japanese Firms: How Far Has the Reduction of Excess Leverage Progressed in Japan?," Bank of Japan Working Paper Series 04-E-16, Bank of Japan.
    5403. Joseph Aharony & Chan†Jane Lin & Martin P. Loeb, 1993. "Initial Public Offerings, Accounting Choices, and Earnings Management," Contemporary Accounting Research, John Wiley & Sons, vol. 10(1), pages 61-81, September.
    5404. Tsang, Eric W.K. & Yip, Paul S.L. & Toh, Mun Heng, 2008. "The impact of R&D on value added for domestic and foreign firms in a newly industrialized economy," International Business Review, Elsevier, vol. 17(4), pages 423-441, August.
    5405. Justin M. Lawrence & Andrew T. Crecelius & Lisa K. Scheer & Son K. Lam, 2019. "When it pays to have a friend on the inside: contingent effects of buyer advocacy on B2B suppliers," Journal of the Academy of Marketing Science, Springer, vol. 47(5), pages 837-857, September.
    5406. Christos Ioannidis & Mick Silver, 2003. "Chained, exact and superlative hedonic price changes: estimates from microdata," Applied Economics, Taylor & Francis Journals, vol. 35(9), pages 1005-1014.
    5407. Gjerde, Øystein & Knivsflå, Kjell Henry & Sættem, Frode, 2008. "The Value-Relevance of Adopting IFRS: Evidence from 145 NGAAP Restatements," Discussion Papers 2008/21, Norwegian School of Economics, Department of Business and Management Science.
    5408. Pierre M. Picard & Thi Thu Huyen Tran, 2019. "Green Urban Areas," DEM Discussion Paper Series 19-03, Department of Economics at the University of Luxembourg.
    5409. Sheila Hoag & Sean Orzol & Margaret Colby & Adam Swinburn & Fredric Blavin & Genevieve M. Kenney & Michael Huntress, "undated". "CHIPRA Mandated Evaluation of Express Lane Eligibility: First Year Findings," Mathematica Policy Research Reports ea8d230cec104e90ad417b32a, Mathematica Policy Research.
    5410. Budd, J.W. & Na, I.G., 1994. "The Union Membership Wage Premium for Employees Covered by Collective Bargaining Agreements," Papers 94-09, Minnesota - Industrial Relations Center.
    5411. William Dimovski & Simmala Philavanh & Robert Brooks, 2011. "Underwriter reputation and underpricing: evidence from the Australian IPO market," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 409-426, November.
    5412. Otavio Ribeiro de Medeiros & Alberto Shigueru Matsumoto, 2005. "Brazilian market reaction to equity issue announcements," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 9(spe2), pages 36-46.
    5413. Nafisa Halim, 2008. "Testing Alternative Theories of Bureaucratic Corruption in Less Developed Countries," Social Science Quarterly, Southwestern Social Science Association, vol. 89(1), pages 236-257, March.
    5414. Hoon Park & Clifford Russell & Junsoo Lee, 2007. "National culture and environmental sustainability: A cross-national analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 31(1), pages 104-121, March.
    5415. Mitja Kovac & Salvini Datta & Rok Spruk, 2021. "Pharmaceutical Product Liability, Litigation Regimes, and the Propensity to Patent: An Empirical Firm-Level Investigation," SAGE Open, , vol. 11(2), pages 21582440211, April.
    5416. Tay-Cheng Ma, 2005. "The Collusive Equilibrium in a Quantity-Setting Supergame: An Application to Taiwan’s Flour Industry," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 27(2), pages 107-124, September.
    5417. Zaman, Asad, 1995. "On the inconsistency of the Breusch-Pagan test," MPRA Paper 9904, University Library of Munich, Germany.
    5418. Yushu Zhu, 2017. "Call it good, bad or no news? The valuation effect of debt issues," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(4), pages 1203-1229, December.
    5419. Brian T. Melzer & Donald P. Morgan, 2009. "Price-increasing competition: the curious case of overdraft versus deferred deposit credit," Staff Reports 391, Federal Reserve Bank of New York.
    5420. Rämme, Ulf & Daunfeldt, Sven-Olov & Rudholm, Niklas, 2012. "Market reform and food prices: Did the 1912 Slaughterhouse Reform affect meat prices in Stockholm?," HUI Working Papers 79, HUI Research.
    5421. Anne-Célia Disdier & Stéphan Marette, 2010. "The Combination of Gravity and Welfare Approaches for Evaluating Nontariff Measures," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(3), pages 713-726.
    5422. Hingorani, Archana & Lehn, Kenneth & Makhija, Anil K., 1997. "Investor behavior in mass privatization: The case of the Czech voucher scheme," Journal of Financial Economics, Elsevier, vol. 44(3), pages 349-396, June.
    5423. Ma, Shuang & Mu, Ren, 2017. "Forced off Farm? Labor Allocation Response to Land Requisition in Rural China," IZA Discussion Papers 10640, Institute of Labor Economics (IZA).
    5424. Kevin Holland & Richard Jackson, 2004. "Earnings management and deferred tax," Accounting and Business Research, Taylor & Francis Journals, vol. 34(2), pages 101-123.
    5425. Sullivan, Richard J. & Spong, Kenneth R., 2007. "Manager wealth concentration, ownership structure, and risk in commercial banks," Journal of Financial Intermediation, Elsevier, vol. 16(2), pages 229-248, April.
    5426. Benjamin M. Blau & Robert A. Van Ness & Chip Wade, 2008. "Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(4), pages 967-996, December.
    5427. Erik Lundbäck & Johan Torstensson, 1998. "Demand, comparative advantage and economic geography in international trade: Evidence from the OECD," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 134(2), pages 230-249, June.
    5428. Jondeau, E. & Ricart, R., 1997. "La th orie des anticipations de la structure par terme : test partir des titres publics fran ais," Working papers 45, Banque de France.
    5429. Liam J A Lenten & Wayne Geerling & László Kónya, 2010. "A Hedonic Model of Player Wage Determination from the Indian Premier League Auction#," Working Papers 2010.04, School of Economics, La Trobe University.
    5430. Harless, David W. & Peterson, Steven P., 1998. "Investor behavior and the persistence of poorly-performing mutual funds," Journal of Economic Behavior & Organization, Elsevier, vol. 37(3), pages 257-276, November.
    5431. Gustavo Angeles & David K. Guilkey & Thomas A. Mroz, 2005. "The Impact of Community-Level Variables on Individual-Level Outcomes," Sociological Methods & Research, , vol. 34(1), pages 76-121, August.
    5432. Matthias Köhler, 2014. "Does non‐interest income make banks more risky? Retail‐ versus investment‐oriented banks," Review of Financial Economics, John Wiley & Sons, vol. 23(4), pages 182-193, November.
    5433. Pat Wilson & John Okunev & Guy Ta, 1995. "Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets," Working Paper Series 49, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    5434. Sonal Babbar & Sanjay Sehgal, 2018. "Mutual Fund Characteristics and Investment Performance in India," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 43(1-2), pages 1-30, February.
    5435. Cai, Ye & Kim, Yongtae & Park, Jong Chool & White, Hal D., 2016. "Common auditors in M&A transactions," Journal of Accounting and Economics, Elsevier, vol. 61(1), pages 77-99.
    5436. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
    5437. Andrea A. Naghi & Máté Váradi & Mikhail Zhelonkin, 2021. "Robust Estimation of Probit Models with Endogeneity," Tinbergen Institute Discussion Papers 21-004/III, Tinbergen Institute.
    5438. David Peel & Dennis Thomas, 1997. "Handicaps, outcome uncertainty and attendance demand," Applied Economics Letters, Taylor & Francis Journals, vol. 4(9), pages 567-570.
    5439. María Martínez Torres, "undated". "Flujos migratorios interregionales en Espana: Un modelo de ecuaciones simultáneas," Studies on the Spanish Economy 207, FEDEA.
    5440. Wu, Congsheng & Kwok, Chuck C. Y., 2003. "The pricing of global and domestic initial public offerings by US companies," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1167-1184, June.
    5441. Rainer Baule & Olaf Korn & Sven Saßning, 2016. "Which Beta Is Best? On the Information Content of Option†implied Betas," European Financial Management, European Financial Management Association, vol. 22(3), pages 450-483, June.
    5442. McKenzie, C.R. & Takaoka, Sumiko, 2005. "Deregulation of bank underwriting activities: impacts in the Euro–yen and Japanese corporate bond markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 526-535.
    5443. Bhattacharya, Arnab, 2017. "Innovations in new venture financing: Evidence from Indian SME IPOs," Global Finance Journal, Elsevier, vol. 34(C), pages 72-88.
    5444. Agarwal, Jamuna Prasad & Gubitz, Andrea & Nunnenkamp, Peter, 1991. "Foreign direct investment in developing countries: the case of Germany," Open Access Publications from Kiel Institute for the World Economy 423, Kiel Institute for the World Economy (IfW Kiel).
    5445. Santiago Lago-Penas, "undated". "Capital Grants and Regional Public Investment in Spain: Fungibility of Aid or Crowding-in Effect?," Studies on the Spanish Economy 162, FEDEA.
    5446. Marvin Washington & Marc J. Ventresca, 2004. "How Organizations Change: The Role of Institutional Support Mechanisms in the Incorporation of Higher Education Visibility Strategies, 1874–1995," Organization Science, INFORMS, vol. 15(1), pages 82-97, February.
    5447. Stoel, M. Dale & Muhanna, Waleed A., 2011. "IT internal control weaknesses and firm performance: An organizational liability lens," International Journal of Accounting Information Systems, Elsevier, vol. 12(4), pages 280-304.
    5448. Narjess Boubakri & Jean-Claude Cosset & Nassima Debab & Pascale Valéry, 2011. "Privatization and Globalization: an Empirical Analysis," Cahiers de recherche 1130, CIRPEE.
    5449. Asjeet S. Lamba & Vivek M. Miranda, 2010. "The Role of Executive Stock Options in On‐Market Share Buybacks," International Review of Finance, International Review of Finance Ltd., vol. 10(3), pages 339-363, September.
    5450. Al Dah, Bilal & Michael, Amir & Dixon, Rob, 2017. "Antitakeover provisions and CEO monetary benefits: Revisiting the E-index," Research in International Business and Finance, Elsevier, vol. 42(C), pages 992-1004.
    5451. Southwick, Lawrence Jr & Gill, Indermit S., 1997. "Unified salary schedule and student SAT scores: Adverse effects of adverse selection in the market for secondary school teachers," Economics of Education Review, Elsevier, vol. 16(2), pages 143-153, April.
    5452. Gonzalez, Francisco, 2005. "Bank regulation and risk-taking incentives: An international comparison of bank risk," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1153-1184, May.
    5453. Matthias M. M. Buehlmaier & Kit Pong Wong, 2020. "Should investors join the index revolution? Evidence from around the world," Journal of Asset Management, Palgrave Macmillan, vol. 21(3), pages 192-218, May.
    5454. Leonor Fernandes Ferreira & Juan Manuel García Lara & Tiago Gonçalves, 2007. "Accounting conservatism in Portugal: similarities and differences facing Germany and the United Kingdom," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 11(spe2), pages 163-188.
    5455. Kistruck, Geoffrey M. & Webb, Justin W. & Sutter, Christopher J. & Bailey, Anastasia V.G., 2015. "The double-edged sword of legitimacy in base-of-the-pyramid markets," Journal of Business Venturing, Elsevier, vol. 30(3), pages 436-451.
    5456. John S. Howe & Hongbok Lee, 2006. "The long‐run stock performance of preferred stock issuers," Review of Financial Economics, John Wiley & Sons, vol. 15(3), pages 237-250.
    5457. Karras, Georgios, 2009. "Demographic Change and the Current Account: Theory and Empirical Evidence," The Journal of Economic Asymmetries, Elsevier, vol. 6(1), pages 1-14.
    5458. Hafner, C.M. & Herwartz, H., 2002. "Testing for vector autoregressive dynamics under heteroskedasticity," Econometric Institute Research Papers EI 2002-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5459. Chia‐Cheng Ho & Chi‐Ling Huang & Chien‐Ting Lin & George Y.C. Lin, 2010. "Managing News Coverage around Initial Public Offerings," Financial Management, Financial Management Association International, vol. 39(1), pages 187-225, March.
    5460. Cristina Bota-Avram & Roumen Vesselinov & Paula Ramona Răchişan & Adrian Groşanu, 2022. "Determinant factors on ethical behavior of firms: evidence from a cross-country survey," SN Business & Economics, Springer, vol. 2(8), pages 1-25, August.
    5461. Nunnenkamp, Peter & Spatz, Julius, 2003. "Intellectual property rights and foreign direct investment: the role of industry and host-country characteristics," Kiel Working Papers 1167, Kiel Institute for the World Economy (IfW Kiel).
    5462. Leal, Andrés & López-Laborda, Julio & Rodrigo, Fernando, 2009. "Prices, taxes and automotive fuel cross-border shopping," Energy Economics, Elsevier, vol. 31(2), pages 225-234.
    5463. Fung, William & Hsieh, David A., 2011. "The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 547-569, September.
    5464. Johan Lundberg & Sofia Lundberg, 2012. "Distributional Effects of Lower Food Prices in a Rich Country," Journal of Consumer Policy, Springer, vol. 35(3), pages 373-391, September.
    5465. Dagney Faulk & Michael Hicks, 2010. "The Economic Effects of Bus Transit in Small Cities," Public Finance Review, , vol. 38(5), pages 513-539, September.
    5466. Stephen J Walters, 2010. "Therapist effects in randomised controlled trials: what to do about them," Journal of Clinical Nursing, John Wiley & Sons, vol. 19(7‐8), pages 1102-1112, April.
    5467. Nwanne, Nkem, 2017. "An Examination of the Neutrality of US Money Supply on the Nigerian Economy," MPRA Paper 82227, University Library of Munich, Germany.
    5468. Frederico Cruz-Jesus & Tiago Oliveira & Fernando Bacao & Zahir Irani, 2017. "Assessing the pattern between economic and digital development of countries," Information Systems Frontiers, Springer, vol. 19(4), pages 835-854, August.
    5469. Lu, Yao, 2008. "Test of the 'healthy migrant hypothesis': A longitudinal analysis of health selectivity of internal migration in Indonesia," Social Science & Medicine, Elsevier, vol. 67(8), pages 1331-1339, October.
    5470. Fine, Adam D. & Rowan, Zachary & Simmons, Cortney, 2019. "Do politics Trump race in determining America's youths' perceptions of law enforcement?," Journal of Criminal Justice, Elsevier, vol. 61(C), pages 48-57.
    5471. Van Le, 2016. "The effect of short-sale restrictions: another perspective," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 12(5), pages 700-714, October.
    5472. Ouoba, Youmanli, 2016. "Natural resources: Funds and economic performance of resource-rich countries," Resources Policy, Elsevier, vol. 50(C), pages 108-116.
    5473. Fehn, Rainer & Meier, Carsten-Patrick, 2000. "The positive economics of corporatism and corporate governance," Kiel Working Papers 982, Kiel Institute for the World Economy (IfW Kiel).
    5474. Alston, Lee J. & Libecap, Gary D. & Mueller, Bernardo, 2000. "Land Reform Policies, the Sources of Violent Conflict, and Implications for Deforestation in the Brazilian Amazon," Journal of Environmental Economics and Management, Elsevier, vol. 39(2), pages 162-188, March.
    5475. Wang, Lanfang & Wang, Susheng, 2012. "Endogenous networks in investment syndication," Journal of Corporate Finance, Elsevier, vol. 18(3), pages 640-663.
    5476. Han, Xiaoyi & Lee, Lung-fei, 2013. "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 250-271.
    5477. Bacidore, Jeffrey M. & Sofianos, George, 2002. "Liquidity provision and specialist trading in NYSE-listed non-U.S. stocks," Journal of Financial Economics, Elsevier, vol. 63(1), pages 133-158, January.
    5478. Brounen, Dirk & Kok, Nils & Quigley, John M., 2012. "Residential energy use and conservation: Economics and demographics," European Economic Review, Elsevier, vol. 56(5), pages 931-945.
    5479. George Ford & Barry Haworth & Audrey Kline, 2003. "Discrimination and minority ownership in radio broadcasting," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 10(3), pages 359-371.
    5480. Paul Crompton, 2000. "Extending the stochastic approach to index numbers," Applied Economics Letters, Taylor & Francis Journals, vol. 7(6), pages 367-371.
    5481. Filipović, Damir & Trolle, Anders B., 2013. "The term structure of interbank risk," Journal of Financial Economics, Elsevier, vol. 109(3), pages 707-733.
    5482. Elif Akben-Selcuk, 2016. "Factors Affecting Firm Competitiveness: Evidence from an Emerging Market," IJFS, MDPI, vol. 4(2), pages 1-10, May.
    5483. Goerlich, Francisco José & Mas, Matilde, 2004. "Three (Marginal?) Questions Regarding Convergence," MPRA Paper 15876, University Library of Munich, Germany, revised 2004.
    5484. Wolfgang Breuer & Moritz Felde & Bertram I. Steininger, 2017. "The Financial Impact of Firm Withdrawals from “State Sponsor of Terrorism” Countries," Journal of Business Ethics, Springer, vol. 144(3), pages 533-547, September.
    5485. Juan Manuel García Lara & Beatriz García Osma & Araceli Mora, 2005. "The Effect of Earnings Management on the Asymmetric Timeliness of Earnings," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3‐4), pages 691-726, April.
    5486. Stegarescu, Dan & Schwager, Robert & Büttner, Thiess, 2004. "Agglomeration, Population Size, and the Cost of Providing Public Services: An Empirical Analysis for German States," ZEW Discussion Papers 04-18, ZEW - Leibniz Centre for European Economic Research.
    5487. John L. Campbell & Matthew D. DeAngelis & James R. Moon, 2019. "Skin in the game: personal stock holdings and investors’ response to stock analysis on social media," Review of Accounting Studies, Springer, vol. 24(3), pages 731-779, September.
    5488. Blau, Benjamin M. & Smith, Jason M., 2014. "Autocorrelation in daily short-sale volume," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 31-41.
    5489. S. Magnussen & G. Frazer & M. Penner, 2016. "Alternative mean-squared error estimators for synthetic estimators of domain means," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(14), pages 2550-2573, October.
    5490. Nor Shaipah Abdul Wahab, 2016. "Malaysian multinational companies (MNC): Permanent and temporary nature of tax planning," Cogent Business & Management, Taylor & Francis Journals, vol. 3(1), pages 1248644-124, December.
    5491. Smith, Vincent H. & Glauber, Joseph W. & Dismukes, Robert, 2016. "Rent Dispersion in the US Agricultural Insurance Industry," IFPRI discussion papers 1532, International Food Policy Research Institute (IFPRI).
    5492. Mark J. Holmes & Jesús Otero, 2022. "The wage curve within and across regions: new insights from a pairwise view of US states," Empirical Economics, Springer, vol. 62(5), pages 2069-2089, May.
    5493. Richard J. Cebula & Gigi M. Alexander, 2018. "Is there an impact of labor market freedom on the elderly female labor force participation rate in the U.S.? An exploratory study," Economics Bulletin, AccessEcon, vol. 38(1), pages 30-40.
    5494. Oana-Ramona Socoliuc (Guriță) & Nicoleta Sîrghi & Dănuţ-Vasile Jemna & Mihaela David, 2022. "Corruption and Population Health in the European Union Countries—An Institutionalist Perspective," IJERPH, MDPI, vol. 19(9), pages 1-20, April.
    5495. Michael Firth, 1997. "The Provision of Nonaudit Services by Accounting Firms to their Audit Clients," Contemporary Accounting Research, John Wiley & Sons, vol. 14(2), pages 1-21, June.
    5496. Katharina Pijnenburg, 2014. "The Spatial Dimension of US House Price Developments," ERSA conference papers ersa14p127, European Regional Science Association.
    5497. Melnik, Arie & Nissim, Doron, 2006. "Issue costs in the Eurobond market: The effects of market integration," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 157-177, January.
    5498. Shuto, Akinobu & Otomasa, Shota & Suda, Kazuyuki, 2009. "The relative and incremental explanatory powers of dirty surplus items for debt interest rate," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 18(2), pages 119-131.
    5499. Serkan Yilmaz Kandir & Ahmet Erismis, 2010. "Investigating Exchange Rate Exposure of Bank Shares: Empirical Evidence From ISE," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(46), pages 49-83.
    5500. Lam, Hugo K.S. & Zhan, Yuanzhu & Zhang, Minhao & Wang, Yichuan & Lyons, Andrew, 2019. "The effect of supply chain finance initiatives on the market value of service providers," International Journal of Production Economics, Elsevier, vol. 216(C), pages 227-238.
    5501. Carlos Alano Soares de Almeida & Jansen Maia Del Corso & Leonardo Andrade Rocha & Wesley Vieira da Silva & Claudimar Pereira da Veiga, 2019. "Innovation and Performance: The Impact of Investments in R&D According to the Different Levels of Productivity of Firms," International Journal of Innovation and Technology Management (IJITM), World Scientific Publishing Co. Pte. Ltd., vol. 16(05), pages 1-21, August.
    5502. Fonseca, Miguel A., 2009. "An experimental investigation of asymmetric contests," International Journal of Industrial Organization, Elsevier, vol. 27(5), pages 582-591, September.
    5503. Chen, Xikai & Le, Cao Hoang Anh & Shan, Yaowen & Taylor, Stephen, 2020. "Australian policy uncertainty and corporate investment," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
    5504. George Hammond & Eric Thompson, 2001. "The Long-Term Development of Local Retail and Services Sectors in Rural Southern Counties," The Review of Regional Studies, Southern Regional Science Association, vol. 31(1), pages 51-70, Summer.
    5505. Taisier A. Zoubi & Feras Salama & Mahmud Hossain & Yass A. Alkafaji, 2016. "The Value Relevance of Components of Other Comprehensive Income When Net Income Is Disaggregated," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-36, December.
    5506. Liu, Chu-An, 2013. "Distribution Theory of the Least Squares Averaging Estimator," MPRA Paper 54201, University Library of Munich, Germany.
    5507. Seppälä, Juha, 2000. "The term structure of real interest rates: Theory and evidence form UK index-linked bonds," Bank of Finland Research Discussion Papers 22/2000, Bank of Finland.
    5508. Arsene Aka & W. Robert Reed & D. Eric Schansberg & Zhen Zhu, 1996. "Is There A “Culture Of Spending” In Congress?," Economics and Politics, Wiley Blackwell, vol. 8(3), pages 191-211, November.
    5509. Vivek Mande & Richard G. File & Wikil Kwak, 2000. "Income Smoothing and Discretionary R&D Expenditures of Japanese Firms," Contemporary Accounting Research, John Wiley & Sons, vol. 17(2), pages 263-302, June.
    5510. Quan Li & Rafael Reuveny, 2007. "The Effects of Liberalism on the Terrestrial Environment," Conflict Management and Peace Science, Peace Science Society (International), vol. 24(3), pages 219-238, July.
    5511. Michalak, Tobias C. & Uhde, André, 2012. "Credit risk securitization and bank soundness in Europe," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 272-285.
    5512. Holmen, Martin & Hogfeldt, Peter, 2004. "A law and finance analysis of initial public offerings," Journal of Financial Intermediation, Elsevier, vol. 13(3), pages 324-358, July.
    5513. Feld, Sebastian & Frenzen, Heiko & Krafft, Manfred & Peters, Kay & Verhoef, Peter C., 2013. "The effects of mailing design characteristics on direct mail campaign performance," International Journal of Research in Marketing, Elsevier, vol. 30(2), pages 143-159.
    5514. Paul Kudlow & Devin Bissky Dziadyk & Alan Rutledge & Aviv Shachak & Gunther Eysenbach, 2020. "The citation advantage of promoted articles in a cross‐publisher distribution platform: A 12‐month randomized controlled trial," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 71(10), pages 1257-1274, October.
    5515. Brandon Sheridan & Ben Smith & Erin Pleggenkuhle-Miles, 2017. "Short vs. long: cognitive load, retention and changing class structures," Education Economics, Taylor & Francis Journals, vol. 25(5), pages 501-512, September.
    5516. Hayo, Bernd & Vollan, Björn, 2012. "Group interaction, heterogeneity, rules, and co-operative behaviour: Evidence from a common-pool resource experiment in South Africa and Namibia," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 9-28.
    5517. Basu, Sudipta, 1997. "The conservatism principle and the asymmetric timeliness of earnings," Journal of Accounting and Economics, Elsevier, vol. 24(1), pages 3-37, December.
    5518. Uchôa, Carlos F.A. & Cribari-Neto, Francisco & Menezes, Tatiane A., 2014. "Testing inference in heteroskedastic fixed effects models," European Journal of Operational Research, Elsevier, vol. 235(3), pages 660-670.
    5519. Skidmore, Mark, 2001. "Risk, natural disasters, and household savings in a life cycle model," Japan and the World Economy, Elsevier, vol. 13(1), pages 15-34, January.
    5520. Luo, Lingli & Ma, Xufei & Makino, Shige & Shinkle, George A., 2020. "Cluster status and new venture creation," Journal of Business Venturing, Elsevier, vol. 35(5).
    5521. Hübler, Olaf, 2013. "Methods in empirical economics - a selective review with applications," Hannover Economic Papers (HEP) dp-513, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    5522. Marco Angrisani & Kevin Foster & Marcin Hitczenko, 2014. "The 2011 and 2012 Surveys of Consumer Payment Choice: technical appendix," Research Data Report 14-2, Federal Reserve Bank of Boston.
    5523. David M. Phillippo & Anthony E. Ades & Sofia Dias & Stephen Palmer & Keith R. Abrams & Nicky J. Welton, 2018. "Methods for Population-Adjusted Indirect Comparisons in Health Technology Appraisal," Medical Decision Making, , vol. 38(2), pages 200-211, February.
    5524. Cebula, Richard & Foley, Maggie, 2017. "The Effect of Labor Market Freedom and other Factors on US Settlement Pattern Decisions, 2012 and 2014," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 70(2), pages 133-152.
    5525. Mr. Joaquim Vieira Ferreira Levy & Mr. Alessandro Calza & Mr. Dieter Gerdesmeier, 2001. "Euro Area Money Demand: Measuring the Opportunity Costs Appropriately," IMF Working Papers 2001/179, International Monetary Fund.
    5526. Bataa, Erdenebat, 2012. "The Composite Leading Indicator of Mongolia," MPRA Paper 72415, University Library of Munich, Germany.
    5527. Lepori, Gabriele M., 2016. "Air pollution and stock returns: Evidence from a natural experiment," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 25-42.
    5528. Francisco Cribari-Neto & Maria da Gloria Lima, 2010. "Approximate inference in heteroskedastic regressions: A numerical evaluation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(4), pages 591-615.
    5529. Christopher S. Decker, 2005. "Do Regulators Respond to Voluntary Pollution Control Efforts? A Count Data Analysis," Contemporary Economic Policy, Western Economic Association International, vol. 23(2), pages 180-194, April.
    5530. Atul Nerkar, 2003. "Old Is Gold? The Value of Temporal Exploration in the Creation of New Knowledge," Management Science, INFORMS, vol. 49(2), pages 211-229, February.
    5531. Yen, Ju-Fang & Chen, Yan-Shing & Shen, Chung-Hua & Lin, Chih-Yung, 2014. "Why do firms allow their CEOs to join trade associations? An embeddedness view," International Review of Economics & Finance, Elsevier, vol. 32(C), pages 47-61.
    5532. H. Douglas Witte, 2010. "Outliers and the Halloween Effect: Comment on Maberly and Pierce," Econ Journal Watch, Econ Journal Watch, vol. 7(1), pages 91-98, January.
    5533. Krishnamurthy, Arvind, 2002. "The bond/old-bond spread," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 463-506.
    5534. David Mayers & Clifford W. Smith, 2010. "Compensation and Board Structure: Evidence From the Insurance Industry," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 297-327, June.
    5535. John C. Handley, 1995. "The Pricing of Underwriting Risk in Relation to Australian Rights Issues," Australian Journal of Management, Australian School of Business, vol. 20(1), pages 43-74, June.
    5536. Subramanian, Guhan, 2004. "Post-Siliconix Freeze-Outs: Theory, Evidence & Policy," Berkeley Olin Program in Law & Economics, Working Paper Series qt6rn0f1gb, Berkeley Olin Program in Law & Economics.
    5537. Koetter, Michael, 2013. "Market structure and competition in German banking: Modules I and IV," Working Papers 06/2013, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    5538. Baghestani, Hamid, 2006. "Federal reserve vs. private forecasts of real net exports," Economics Letters, Elsevier, vol. 91(3), pages 349-353, June.
    5539. Gugler, Klaus & Mueller, Dennis C & Yurtoglu, B Burcin, 2004. "Corporate Governance and the Returns on Investment," Journal of Law and Economics, University of Chicago Press, vol. 47(2), pages 589-633, October.
    5540. Butler, James R. G. & Furnival, Colin M. & Hart, Ruth F. G., 1995. "Estimating treatment cost functions for progressive diseases: A multiproduct approach with an application to breast cancer," Journal of Health Economics, Elsevier, vol. 14(3), pages 361-385, August.
    5541. Inge Noback & Lourens Broersma & Jouke Dijk, 2016. "Climbing the Ladder: Gender-Specific Career Advancement in Financial Services and the Influence of Flexible Work-Time Arrangements," British Journal of Industrial Relations, London School of Economics, vol. 54(1), pages 114-135, March.
    5542. M. Kate Bundorf, 2010. "The Effects of Offering Health Plan Choice Within Employment‐Based Purchasing Groups," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(1), pages 105-127, March.
    5543. George M. Holmes, "undated". "The Effect of Charter School Competition on Traditional School Quality," Working Papers 0107, East Carolina University, Department of Economics.
    5544. Soares, Lacir J. & Medeiros, Marcelo C., 2008. "Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data," International Journal of Forecasting, Elsevier, vol. 24(4), pages 630-644.
    5545. Wolfgang Keller & Carol H. Shiue, 2003. "The Origins of Spatial Interaction," NBER Working Papers 10069, National Bureau of Economic Research, Inc.
    5546. Filippini, Massimo & Geissmann, Thomas & Karplus, Valerie J. & Zhang, Da, 2020. "The productivity impacts of energy efficiency programs in developing countries: Evidence from iron and steel firms in China," China Economic Review, Elsevier, vol. 59(C).
    5547. Arie Melnik & Doron Nissim, 2004. "Liquidity and Issue Costs in the Eurobond Market: the Effects of Market Integration," ICER Working Papers 03-2004, ICER - International Centre for Economic Research.
    5548. Blunch, Niels-Hugo, 2013. "Staying Alive: Adult Literacy Programs and Child Mortality in Rural Ghana," World Development, Elsevier, vol. 42(C), pages 114-126.
    5549. Konstantinos Drakos, 2002. "The Dealership Model for Interest Margins: The Case of the Greek Banking Industry," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 1(1), pages 75-98, May.
    5550. Christopher Edmonds & Ryan Leece & John Maher, 2013. "CEO bonus compensation: the effects of missing analysts’ revenue forecasts," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 149-170, July.
    5551. María Arrazola & José de Hevia & Marta Risueño & José Félix Sanz Sanz, 2005. "A proposal to estimate human capital depreciation: some evidence for Spain," Hacienda Pública Española / Review of Public Economics, IEF, vol. 172(1), pages 9-22, June.
    5552. Debabrata Datta & Santanu K. Ganguli & Manu Chaturvedi, 2014. "Announcement Effect of Dividend in Presence of Dividend Tax: Possible Agency Problem and Macro Level Inefficiency?," South Asian Journal of Macroeconomics and Public Finance, , vol. 3(2), pages 195-220, December.
    5553. Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2019. "Pricing factors in multiple-term structures from interbank rates," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 138-159.
    5554. Jakob, Keith & Ma, Tongshu, 2004. "Tick size, NYSE rule 118, and ex-dividend day stock price behavior," Journal of Financial Economics, Elsevier, vol. 72(3), pages 605-625, June.
    5555. Beal-Hodges, Mary, 2012. "Conservation land acquisition lists and nearby property values: evidence from the Florida Forever programme," Studies in Agricultural Economics, Research Institute for Agricultural Economics, vol. 114(01), pages 1-8.
    5556. Assaf Eisdorfer, 2009. "Convertible Debt And Risk‐Shifting Incentives," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 32(4), pages 423-447, December.
    5557. Oliver W. Lerbs & Christian A. Oberst, 2014. "Explaining the Spatial Variation in Homeownership Rates: Results for German Regions," Regional Studies, Taylor & Francis Journals, vol. 48(5), pages 844-865, May.
    5558. Dominik Schreyer & Daniel Däuper, 2018. "Determinants of spectator no-show behaviour: first empirical evidence from the German Bundesliga," Applied Economics Letters, Taylor & Francis Journals, vol. 25(21), pages 1475-1480, December.
    5559. Richard B. Carter & Mark L. Power & Michelle Morin, 1999. "An Employer Analysis of Managed Care Costs and Satisfaction: Process, Effects, and Policy," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 2(3), pages 29-42, September.
    5560. Rodríguez, Francisco & Rodrik, Dani, 1999. "Trade Policy and Economic Growth: A Sceptic's Guide to the Cross-National Evidence," CEPR Discussion Papers 2143, C.E.P.R. Discussion Papers.
    5561. Peter Macmillan & Ian Smith, 2007. "Explaining International Soccer Rankings," Journal of Sports Economics, , vol. 8(2), pages 202-213, May.
    5562. Sanyal, Prabuddha & Ulimwengu, John, 2011. "Joint estimation of farmers' stated willingness to pay for agricultural services:," IFPRI discussion papers 1070, International Food Policy Research Institute (IFPRI).
    5563. Daniel A. Rodríguez & Felipe Targa & Michael H. Belzer, 2006. "Pay Incentives and Truck Driver Safety: A Case Study," ILR Review, Cornell University, ILR School, vol. 59(2), pages 205-225, January.
    5564. Peter Roosenboom & Tjalling van der Goot, 2006. "Broad-based employee stock options grants and IPO firms," Applied Economics, Taylor & Francis Journals, vol. 38(12), pages 1343-1351.
    5565. Lee, Sangho & Lee, Sejoong & Ryu, Ji Yeon, 2021. "Do Competent Managers Hoard Bad News? Self-regulation Theory and Korean Evidence," Finance Research Letters, Elsevier, vol. 41(C).
    5566. Alan Gregory & Richard D.F. Harris & Maria Michou, 2003. "Contrarian Investment and Macroeconomic Risk," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(1‐2), pages 213-256, January.
    5567. Alderighi, Marco & Nava, Consuelo R. & Calabrese, Matteo & Christille, Jean-Marc & Salvemini, Chiara B., 2022. "Consumer perception of price fairness and dynamic pricing: Evidence from Booking.com," Journal of Business Research, Elsevier, vol. 145(C), pages 769-783.
    5568. Fier, Andreas & Heneric, Oliver, 2005. "Public R&D Policy: The Right Turns of the Wrong Screw? The Case of the German Biotechnology Industry," ZEW Discussion Papers 05-60, ZEW - Leibniz Centre for European Economic Research.
    5569. José Emilio Farinós, 2001. "Rendimientos anormales de las OPV en España," Investigaciones Economicas, Fundación SEPI, vol. 25(2), pages 417-437, May.
    5570. Richardson, Grant, 2008. "The relationship between culture and tax evasion across countries: Additional evidence and extensions," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 17(2), pages 67-78.
    5571. Lado-Sestayo, Rubén & Fernández-Castro, Ángel Santiago, 2019. "The impact of tourist destination on hotel efficiency: A data envelopment analysis approach," European Journal of Operational Research, Elsevier, vol. 272(2), pages 674-686.
    5572. Andrew Eckert & Douglas West, 2006. "Exit and Upgrading in Response to Entry: The Case of Gasoline Retailing," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 13(3), pages 351-372.
    5573. Douglas Cumming & Sofia Johan, 2007. "Advice and monitoring in venture finance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(1), pages 3-43, March.
    5574. Flavio Lenz-Cesar & Almas Heshmati, 2009. "Determinants of Firms Cooperation in Innovation," TEMEP Discussion Papers 200927, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Nov 2009.
    5575. Tomáš Havránek, 2009. "Subsidy Competition for FDI: Fierce or Weak?," Working Papers IES 2009/07, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2009.
    5576. Muramiya, Katsuhiko & Takada, Tomomi, 2017. "A research note: Quality of financial inputs and management earnings forecast accuracy in Japan," Journal of Contemporary Accounting and Economics, Elsevier, vol. 13(2), pages 179-191.
    5577. VÍctor Blanco & JosÉ BaÑos Pino, 1997. "Cinema Demand in Spain: A Cointegration Analysis," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 21(1), pages 57-75, March.
    5578. Alvaro Escribano & Genaro Sucarrat, 2011. "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers 2011-09, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    5579. Lance Moir & Sudi Sudarsanam, 2007. "Determinants of financial covenants and pricing of debt in private debt contracts: the UK evidence," Accounting and Business Research, Taylor & Francis Journals, vol. 37(2), pages 151-166.
    5580. Andre Croppenstedt & Mulat Demeke, 1997. "An empirical study of cereal crop production and technical efficiency of private farmers in Ethiopia: a mixed fixed-random coefficients approach," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1217-1226.
    5581. Carol A. Robbins, 2006. "R&D Expenditures for the U.S.: A Frascati to System of National Accounts Application to U.s. Data," BEA Papers 0063, Bureau of Economic Analysis.
    5582. Nikolic, Milan, 2000. "Money Growth-Inflation Relationship in Postcommunist Russia," Journal of Comparative Economics, Elsevier, vol. 28(1), pages 108-133, March.
    5583. Pushkar Maitra & Russell Smyth, 2005. "Determinants of Retirement on the High Court of Australia," The Economic Record, The Economic Society of Australia, vol. 81(254), pages 193-203, September.
    5584. Broughman, Brian & Fried, Jesse, 2010. "Renegotiation of cash flow rights in the sale of VC-backed firms," Journal of Financial Economics, Elsevier, vol. 95(3), pages 384-399, March.
    5585. Christer Berglund & Patrik Söderholm, 2003. "An Econometric Analysis of Global Waste Paper Recovery and Utilization," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 26(3), pages 429-456, November.
    5586. Cable, J.R. & Wilson, N., 1988. "Profit-Sharing And Productivity: An Analysis Of Uk Engineering Firms," The Warwick Economics Research Paper Series (TWERPS) 300, University of Warwick, Department of Economics.
    5587. Tor Georg Jakobsen & Indra De Soysa & Jo Jakobsen, 2013. "Why do poor countries suffer costly conflict? Unpacking per capita income and the onset of civil war," Conflict Management and Peace Science, Peace Science Society (International), vol. 30(2), pages 140-160, April.
    5588. Kareem, Fatima Olanike & Martinez-Zarzoso, Inmaculada & Brümmer, Bernhard, 2016. "Fitting the Gravity Model when Zero Trade Flows are Frequent: a Comparison of Estimation Techniques using Africa's Trade Data," GlobalFood Discussion Papers 230588, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
    5589. Hsiao, Hsing-Chin & Chang, Hsihui & Cianci, Anna M. & Huang, Li-Hua, 2010. "First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1461-1471, July.
    5590. Larry Gorman, 2003. "Conditional performance, portfolio rebalancing, and momentum of small‐cap mutual funds," Review of Financial Economics, John Wiley & Sons, vol. 12(3), pages 287-300.
    5591. Lu, Wen-Min & Wang, Wei-Kang & Hung, Shiu-Wan & Lu, En-Tzu, 2012. "The effects of corporate governance on airline performance: Production and marketing efficiency perspectives," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(2), pages 529-544.
    5592. Marina Murdock & Nivine Richie, 2008. "The United States Oil Fund as a hedging instrument," Journal of Asset Management, Palgrave Macmillan, vol. 9(5), pages 333-346, December.
    5593. Yensen Ni & Yulu Liao & Paoyu Huang, 2017. "Foreign Institutional Investors, Shareholding Change, and Corporate Governance," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(4), pages 764-775, April.
    5594. Rizov, Marian & Cupak, Andrej & Pokrivcak, Jan, 2014. "Demand for the Food Diversity in Central and Eastern European Countries: an Evidence from Slovakia," 2014 Third Congress, June 25-27, 2014, Alghero, Italy 172978, Italian Association of Agricultural and Applied Economics (AIEAA).
    5595. Richard Cebula & Richard McGrath, 2005. "Evidence of liquidity constraints found in theme park ticket auctions," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 29(1), pages 112-121, March.
    5596. Bauckloh, Michael Tobias & Klein, Christian & Pioch, Thomas & Schiemann, Frank, 2022. "Under pressure: The link between mandatory climate reporting and firms' carbon performance," CFR Working Papers 22-01, University of Cologne, Centre for Financial Research (CFR).
    5597. Tae-Hwan Kim & Hoon Hong & Jonghyun Park & Chung Sik Yoo & Jongick Jang, 2017. "Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being," Working papers 2017rwp-104, Yonsei University, Yonsei Economics Research Institute.
    5598. Chakrabarti, Rajesh & Roll, Richard, 1999. "Learning from others, reacting, and market quality1," Journal of Financial Markets, Elsevier, vol. 2(2), pages 153-178, May.
    5599. Armando Arellano & Thomas Fullerton, 2005. "Educational Attainment and Regional Economic Performance in Mexico," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 11(2), pages 231-242, May.
    5600. Daniel Berkowitz & David N. DeJong, 2000. "The Evolution of Market Integration in Russia," William Davidson Institute Working Papers Series 334, William Davidson Institute at the University of Michigan.
    5601. Nyborg, Kjell & Wang, Zexi, 2013. "Stock Liquidity and Corporate Cash Holdings," CEPR Discussion Papers 9535, C.E.P.R. Discussion Papers.
    5602. B. Yurtoglu, 2000. "Ownership, Control and Performance of Turkish Listed Firms," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 27(2), pages 193-222, June.
    5603. Muhammad Sohail Amjad Makhdum & Rakhshanda Kousar, 2021. "Gender in agriculture: Determinants of female labor supply decisions among rural households in the context of market imperfections in Pakistan," Agricultural Economics, International Association of Agricultural Economists, vol. 52(2), pages 235-248, March.
    5604. Randall Morck & Andrei Shleifer & Robert W. Vishny, 1986. "Management Ownership and Corporate Performance: An Empirical Analysis," NBER Working Papers 2055, National Bureau of Economic Research, Inc.
    5605. Toms, Steven, 2008. "Asymmetric Response: Explaining Corporate Social Disclosure by Multi-National Firms in Environmentally Sensitive Industries," The York Management School Working Papers 42, The York Management School, University of York.
    5606. Anderson, Hamish D. & Marshall, Ben R. & Wales, Ryan, 2009. "What is the relationship between investor protection legislation and target takeover returns? Evidence from Europe," Journal of Multinational Financial Management, Elsevier, vol. 19(4), pages 291-305, October.
    5607. Abdulai, Awudu & Huffman, Wallace, 1998. "An Examination of Profit Inefficiency of Rice Farmers in Northern Ghana," Staff General Research Papers Archive 1380, Iowa State University, Department of Economics.
    5608. Chen, Ching-Lung & Weng, Pei-Yu & Chien, Chu-Yang, 2018. "Qualified foreign institutional investor ownership deregulation and the restatement of financial reports --- empirical findings from Taiwan," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 465-485.
    5609. Andrew T. Healey & Brian F. Yule & John P. Reid, 1994. "Variations in general practice prescribing costs and implications for budget setting," Health Economics, John Wiley & Sons, Ltd., vol. 3(1), pages 47-56, January.
    5610. Poumanyvong, Phetkeo & Kaneko, Shinji, 2010. "Does urbanization lead to less energy use and lower CO2 emissions? A cross-country analysis," Ecological Economics, Elsevier, vol. 70(2), pages 434-444, December.
    5611. Wonsang Ryu & Jeffrey J. Reuer & Thomas H. Brush, 2020. "The effects of multimarket contact on partner selection for technology cooperation," Strategic Management Journal, Wiley Blackwell, vol. 41(2), pages 267-289, February.
    5612. Susana Callao & José I. Jarne & David Wróblewski, 2017. "Why Do Companies From Emerging Countries Manage Earnings?," Eurasian Journal of Business and Management, Eurasian Publications, vol. 5(2), pages 60-84.
    5613. Nakajima, Kan & Sasaki, Takafumi, 2010. "Unfunded pension liabilities and stock returns," Pacific-Basin Finance Journal, Elsevier, vol. 18(1), pages 47-63, January.
    5614. Meryem Mehri & M. Kabir Hassan & M. Fasial Safa & Ibrahim Siraj, 2021. "Do determinants of fees differ between Islamic and conventional funds?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3599-3623, July.
    5615. Anastasios P. Pappas, 2011. "The Short‐term Determinants of Capital Flows for a Small Open Economy: The Case of Greece," Review of Development Economics, Wiley Blackwell, vol. 15(4), pages 699-713, November.
    5616. Andersson, Thomas & Burenstam Linder, Staffan, 1991. "East Asian Development and Japanese Direct Investment," Working Paper Series 312, Research Institute of Industrial Economics.
    5617. Peter-Jan Engelen & Marc van Essen, 2013. "Effects of firm-level corporate governance and country-level economic governance institutions on R&D curtailment during crisis times," Chapters, in: Mehmet Ugur (ed.), Governance, Regulation and Innovation, chapter 3, pages 58-85, Edward Elgar Publishing.
    5618. Martínez-Sánchez, Francisco & Romeu, Andrés, 2018. "Development and software piracy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-21.
    5619. Vassalou, Maria, 2001. "News Related to Future GDP Growth as a Risk Factor in Equity Returns," CEPR Discussion Papers 3057, C.E.P.R. Discussion Papers.
    5620. Clements, Michael P. & Hendry, David F., 1998. "Forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 14(1), pages 111-131, March.
    5621. Sheng-Syan Chen & I-Ju Chen, 2011. "Inefficient Investment and the Diversification Discount: Evidence from Corporate Asset Purchases," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(7-8), pages 887-914, September.
    5622. Luz Andrea Pineros, 2009. "Las uniones maritales, los diferenciales salariales y la brecha educativa en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, September.
    5623. Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "What makes individual investors exercise early? Empirical evidence from the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 15, University of Passau, Faculty of Business and Economics.
    5624. Richard S. Ridge, 1988. "Energy Conservation for Low-Income Households," Evaluation Review, , vol. 12(2), pages 170-185, April.
    5625. S. M. Dobson & J. A. Goddard, 1996. "The Demand for Football in the Regions of England and Wales," Regional Studies, Taylor & Francis Journals, vol. 30(5), pages 443-453.
    5626. Hansen, Bruce E. & Seo, Byeongseon, 2002. "Testing for two-regime threshold cointegration in vector error-correction models," Journal of Econometrics, Elsevier, vol. 110(2), pages 293-318, October.
    5627. Wang, Liangliang & Yu, Junli & Chan, Kam C., 2021. "Product line transformation, foreign sales, and firm value: Evidence from COVID-19 pandemic governance in urban China," Research in International Business and Finance, Elsevier, vol. 58(C).
    5628. Daniele Pianeselli & Andrea Zaghini, 2014. "The cost of firms� debt financing and the global financial crisis," Temi di discussione (Economic working papers) 950, Bank of Italy, Economic Research and International Relations Area.
    5629. Papke, Leslie E. & Wooldridge, Jeffrey M., 2005. "A computational trick for delta-method standard errors," Economics Letters, Elsevier, vol. 86(3), pages 413-417, March.
    5630. Athanassakos, George & Tian, Yisong Sam, 1998. "Seasonality in Canadian treasury bond returns: An institutional explanation," Review of Financial Economics, Elsevier, vol. 7(1), pages 65-86.
    5631. Sung Kwon & Jennifer Yin, 2015. "A comparison of earnings persistence in high-tech and non-high-tech firms," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 645-668, May.
    5632. Alessandro Mechelli & Riccardo Cimini & Francesca Mazzocchetti, 2015. "Is regulatory capital more value relevant than book value of equity? A cross-country analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 22(11), pages 900-903, July.
    5633. Wisniewski, Tomasz P. & Pathan, Saima K., 2014. "Political environment and foreign direct investment: Evidence from OECD countries," European Journal of Political Economy, Elsevier, vol. 36(C), pages 13-23.
    5634. Sorokina, Nonna & Thornton, John H., 2016. "Reactions of equity markets to recent financial reforms," Journal of Economics and Business, Elsevier, vol. 87(C), pages 50-69.
    5635. Foong Soon Cheong & Jacob Thomas, 2018. "Management of Reported and Forecast EPS, Investor Responses, and Research Implications," Management Science, INFORMS, vol. 64(9), pages 4277-4301, September.
    5636. Clark, Todd E., 1995. "Rents and prices of housing across areas of the United States. A cross-section examination of the present value model," Regional Science and Urban Economics, Elsevier, vol. 25(2), pages 237-247, April.
    5637. Santiago Tobón, 2017. "Condiciones de Reclusión y Reincidencia: Evidencia de una expansión de cupos carcelario," Documentos CEDE 15293, Universidad de los Andes, Facultad de Economía, CEDE.
    5638. Pei-Gi Shu & Yin-Hua Yeh & Shean-Bii Chiu & Fu-Sheng Ho, 2011. "The reputation effect of venture capital," Review of Quantitative Finance and Accounting, Springer, vol. 36(4), pages 533-554, May.
    5639. Stefano Caselli & Gino Gandolfi & Maria Gaia Soana, 2016. "The Impact of Sovereign Rating News on European Banks," European Financial Management, European Financial Management Association, vol. 22(1), pages 142-167, January.
    5640. Zhang, Shengrun & Derudder, Ben & Witlox, Frank, 2013. "The impact of hub hierarchy and market competition on airfare pricing in US hub-to-hub markets," Journal of Air Transport Management, Elsevier, vol. 32(C), pages 65-70.
    5641. Farbmacher, Helmut & Kögel, Heinrich, 2015. "Inference Problems under a Special Form of Heteroskedasticity," MEA discussion paper series 201503, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    5642. Lukas Benz & Stefan Paulus & Julia Scherer & Janik Syryca & Stefan Trück, 2021. "Investors' carbon risk exposure and their potential for shareholder engagement," Business Strategy and the Environment, Wiley Blackwell, vol. 30(1), pages 282-301, January.
    5643. Henneberger Fred & Ziegler Alexandre, 2000. "Direktinvestitionen, Exportströme und Beschäftigungseffekte. Gepoolte Regressionen mit Daten aus der amtlichen Statistik für die Schweiz 1985-1997 unter Berücksichtigung branchenspezifischer Besonderh," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(2), pages 147-164, April.
    5644. Naifar, Nader, 2011. "What explains default risk premium during the financial crisis? Evidence from Japan," Journal of Economics and Business, Elsevier, vol. 63(5), pages 412-430, September.
    5645. Samuel Baker, 2000. "Does Enhanced Veto Authority Centralize Government?," Public Choice, Springer, vol. 104(1), pages 63-79, July.
    5646. Laura Argys & Andrew Friedson & M. Melinda Pitts, 2016. "Killer Debt: The Impact of Debt on Mortality," FRB Atlanta Working Paper 2016-14, Federal Reserve Bank of Atlanta.
    5647. Petroni, Kathy R. & Shackelford, Douglas A., 1995. "Taxation, regulation, and the organizational structure of property-casualty insurers," Journal of Accounting and Economics, Elsevier, vol. 20(3), pages 229-253, December.
    5648. Imen Khanchel El Mehdi, 2007. "Empirical Evidence on Corporate Governance and Corporate Performance in Tunisia," Corporate Governance: An International Review, Wiley Blackwell, vol. 15(6), pages 1429-1441, November.
    5649. Chevillon, Guillaume, 2009. "Multi-step forecasting in emerging economies: An investigation of the South African GDP," International Journal of Forecasting, Elsevier, vol. 25(3), pages 602-628, July.
    5650. Wu, Qinin & Lu, Jing, 2020. "Air pollution, individual investors, and stock pricing in China," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 267-287.
    5651. Boris Groysberg & Paul M. Healy & David A. Maber, 2011. "What Drives Sell‐Side Analyst Compensation at High‐Status Investment Banks?," Journal of Accounting Research, Wiley Blackwell, vol. 49(4), pages 969-1000, September.
    5652. Mazzola, Erica & Perrone, Giovanni & Kamuriwo, Dzidziso Samuel, 2016. "The interaction between inter-firm and interlocking directorate networks on firm's new product development outcomes," Journal of Business Research, Elsevier, vol. 69(2), pages 672-682.
    5653. Wholey, Douglas & Feldman, Roger & Christianson, Jon B., 1995. "The effect of market structure on HMO premiums," Journal of Health Economics, Elsevier, vol. 14(1), pages 81-105, May.
    5654. Shlomo Zilca, 2017. "Day-of-the-week returns and mood: an exterior template approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 3(1), pages 1-21, December.
    5655. Robert Huggins & Daniel Prokop & Piers Thompson, 2020. "Universities and open innovation: the determinants of network centrality," The Journal of Technology Transfer, Springer, vol. 45(3), pages 718-757, June.
    5656. Sultan Alturki & Alexander Kurov, 2022. "Market inefficiencies surrounding energy announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(1), pages 172-188, January.
    5657. Riedl, Maximilian, 2013. "Wage bargaining, job loss fears and offshoring," University of Göttingen Working Papers in Economics 174, University of Goettingen, Department of Economics.
    5658. Joel C. Cantor & Alan C. Monheit & Derek DeLia & Kristen Lloyd, 2012. "The Role of Federal and State Dependent Coverage Eligibility Policies on the Health Insurance Status of Young Adults," NBER Working Papers 18254, National Bureau of Economic Research, Inc.
    5659. Anh-Tu Nguyen & Shih-Hao Lu & Phuc Thanh Thien Nguyen, 2021. "Validating and Forecasting Carbon Emissions in the Framework of the Environmental Kuznets Curve: The Case of Vietnam," Energies, MDPI, vol. 14(11), pages 1-38, May.
    5660. M. O. Odedokun, 1996. "Foreign Creditors' Perception of Risks in Lending to African Countries: Evidence from Interest‐Rate Spread," Development Policy Review, Overseas Development Institute, vol. 14(4), pages 391-408, December.
    5661. Mohammed Musah & Yusheng Kong & Isaac Adjei Mensah & Stephen Kwadwo Antwi & Mary Donkor, 2021. "The connection between urbanization and carbon emissions: a panel evidence from West Africa," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(8), pages 11525-11552, August.
    5662. Mann, Steven V. & Moore, William T. & Ramanlal, Pradipkumar, 1999. "Timing of Convertible Debt Issues," Journal of Business Research, Elsevier, vol. 45(1), pages 101-105, May.
    5663. Chau, Michael & Lin, Chih-Yung & Lin, Tse-Chun, 2020. "Wisdom of crowds before the 2007–2009 global financial crisis," Journal of Financial Stability, Elsevier, vol. 48(C).
    5664. Busse, Matthias, 2004. "Trade, environmental regulations and the World Trade Organization : new empirical evidence," Policy Research Working Paper Series 3361, The World Bank.
    5665. Baller, Stefanie & Entrop, Oliver & McKenzie, Michael & Wilkens, Marco, 2016. "Market makers’ optimal price-setting policy for exchange-traded certificates," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 206-226.
    5666. Franklin G. Mixon, 2018. "Do academics swing for the fences after tenure? Analysis of attributions data from economics research," Scientometrics, Springer;Akadémiai Kiadó, vol. 116(3), pages 2155-2160, September.
    5667. Eric Isenberg & Heinrich Hock, 2010. "Measuring School and Teacher Value Added for IMPACT and TEAM in DC Public Schools," Mathematica Policy Research Reports 42dd1ff2d7eb46948f98d8e9c, Mathematica Policy Research.
    5668. Gustavo Grullon & Roni Michaely, 2002. "Dividends, Share Repurchases, and the Substitution Hypothesis," Journal of Finance, American Finance Association, vol. 57(4), pages 1649-1684, August.
    5669. Murdoch, James C. & Sandler, Todd, 1997. "The voluntary provision of a pure public good: The case of reduced CFC emissions and the Montreal Protocol," Journal of Public Economics, Elsevier, vol. 63(3), pages 331-349, February.
    5670. Lindholm, Mathias & Verrall, Richard, 2020. "Regression based reserving models and partial information," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 109-124.
    5671. McAvinchey, Ian D. & Yannopoulos, Andreas, 2003. "Stationarity, structural change and specification in a demand system: the case of energy," Energy Economics, Elsevier, vol. 25(1), pages 65-92, January.
    5672. Shuanglin Lin & Shunfeng Song, 2002. "Urban Economic Growth in China: Theory and Evidence," Urban Studies, Urban Studies Journal Limited, vol. 39(12), pages 2251-2266, November.
    5673. Li, Fengyu & Liu, Mark H. & Shi, Yongdong (Eric), 2017. "Institutional ownership around stock splits," Pacific-Basin Finance Journal, Elsevier, vol. 46(PA), pages 14-40.
    5674. Yasuo Nishiyama, 2006. "The Asian Financial Crisis and Investors’ Risk Aversion," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(3), pages 181-205, September.
    5675. P. Srinivasan & P. Ibrahim, 2012. "Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 5(3), pages 65-80, December.
    5676. Amir Kia, 2005. "Developing a Market-Based Monetary Policy Transparency Index and Testing Its Impact on Risk and Volatility in the United States," Carleton Economic Papers 05-02, Carleton University, Department of Economics.
    5677. Bekaert, Geert & Hoerova, Marie, 2016. "What do asset prices have to say about risk appetite and uncertainty?," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 103-118.
    5678. Hsiu-Hsin Ko, 2016. "Exchange Rate Predictability in Finite Samples," The Japanese Economic Review, Japanese Economic Association, vol. 67(3), pages 361-378, September.
    5679. Hahm, Joon-Ho, 1998. "Consumption adjustment to real interest rates: Intertemporal substitution revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 22(2), pages 293-320, February.
    5680. Luigi Guiso & Monica Paiella & Ignazio Visco, 2005. "Do capital gains affect consumption? Estimates of wealth effects from Italian households� behavior," Temi di discussione (Economic working papers) 555, Bank of Italy, Economic Research and International Relations Area.
    5681. French, Michael T. & Zarkin, Gary A., 1995. "Is moderate alcohol use related to wages? Evidence from four worksites," Journal of Health Economics, Elsevier, vol. 14(3), pages 319-344, August.
    5682. J. Michael Pinegar, 2002. "Losing Sleep at the Market: Comment," American Economic Review, American Economic Association, vol. 92(4), pages 1251-1256, September.
    5683. J. Brian O'Roark & William C. Wood, 2004. "Safety at the Racetrack: Results of Restrictor Plates in Superspeedway Competition," Southern Economic Journal, John Wiley & Sons, vol. 71(1), pages 118-129, July.
    5684. Eichler, Stefan, 2012. "Financial crisis risk, ECB “non-standard” measures, and the external value of the euro," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 257-265.
    5685. Chen, Sheng-Syan & Lin, Chih-Yen, 2018. "Managerial ability and acquirer returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 171-182.
    5686. Leon Vinokur, 2009. "Disposition in the Carbon Market and Institutional Constraints," Working Papers 652, Queen Mary University of London, School of Economics and Finance.
    5687. Shibata, Akihisa & Shintani, Mototsugu, 1998. "Capital mobility in the world economy: an alternative test," Journal of International Money and Finance, Elsevier, vol. 17(5), pages 741-756, October.
    5688. McLauchlan Cynthia & Schonlau Matthias, 2016. "Statistical Literacy in the Classroom: Should Introductory Statistics Courses Rethink their Goals?," Statistics, Politics and Policy, De Gruyter, vol. 7(1-2), pages 99-115, December.
    5689. Ella Oyono, Dieudonné, 2006. "Effets réels des régimes de change dans les pays en développement," L'Actualité Economique, Société Canadienne de Science Economique, vol. 82(3), pages 319-340, septembre.
    5690. Portugal, Luís & Pantelous, Athanasios A. & Verrall, Richard, 2021. "Univariate and multivariate claims reserving with Generalized Link Ratios," Insurance: Mathematics and Economics, Elsevier, vol. 97(C), pages 57-67.
    5691. Michael Mutz, 2016. "Christmas and Subjective Well-Being: a Research Note," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 11(4), pages 1341-1356, December.
    5692. Hsu, Yung-Ching & Shiu, Yung-Ming & Chou, Pai-Lung & Chen, Yen-Ming J., 2015. "Vehicle insurance and the risk of road traffic accidents," Transportation Research Part A: Policy and Practice, Elsevier, vol. 74(C), pages 201-209.
    5693. Chen Gu & Alexander Kurov, 2018. "What drives informed trading before public releases? Evidence from natural gas inventory announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(9), pages 1079-1096, September.
    5694. David Blanc & François-Charles Wolff, 2006. "Leaving Home in Europe: The Role of Parents’ and Children’s Incomes," Review of Economics of the Household, Springer, vol. 4(1), pages 53-73, March.
    5695. Dimitris Kallioras & Vassilis Monastiriotis & George Petrakos, 2018. "Spatial dynamics and agglomeration forces in the external EU periphery," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(3), pages 591-612, May.
    5696. Benson, Karen L. & Faff, Robert W., 2006. "Conditional performance evaluation and the relevance of money flows for Australian international equity funds," Pacific-Basin Finance Journal, Elsevier, vol. 14(3), pages 231-249, June.
    5697. Médard de Chardon, Cyrille & Caruso, Geoffrey, 2015. "Estimating bike-share trips using station level data," Transportation Research Part B: Methodological, Elsevier, vol. 78(C), pages 260-279.
    5698. Bruce Burton, 2005. "Concurrent capital expenditure and the stock market reaction to corporate alliance announcements," Applied Financial Economics, Taylor & Francis Journals, vol. 15(10), pages 715-729.
    5699. David A. Guenther & Mark A. Trombley, 1994. "The “LIFO Reserve†and the Value of the Firm: Theory and Empirical Evidence," Contemporary Accounting Research, John Wiley & Sons, vol. 10(2), pages 433-452, March.
    5700. Mingshan Lu, 1999. "Separating the True Effect from Gaming in Incentive‐Based Contracts in Health Care," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 8(3), pages 383-431, September.
    5701. Herwartz, Helmut & Weber, Henning, 2013. "The role of cross-sectional heterogeneity for magnitude and timing of the euro's trade effect," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 48-74.
    5702. Harald Strotmann & Andreas Koch, 2005. "The Impact of Functional Integration and Spatial Proximity on the Post-entry Performance of Knowledge Intensive Business Service Firms," IAW Discussion Papers 18, Institut für Angewandte Wirtschaftsforschung (IAW).
    5703. Mike Conlin, 1999. "Empirical Test of a Separating Equilibrium in National Football League Contract Negotiations," RAND Journal of Economics, The RAND Corporation, vol. 30(2), pages 289-304, Summer.
    5704. Patrick Kuok-Kun Chu, 2016. "Analysis and Forecast of Tracking Performance of Hong Kong Exchange-Traded Funds: Evidence from Tracker Fund and X iShares A50," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-26, December.
    5705. Richard J. Butler & John D. Worrall, 2008. "Wage and Injury Response to Shifts in Workplace Liability," ILR Review, Cornell University, ILR School, vol. 61(2), pages 181-200, January.
    5706. Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos, 2015. "Stock market dispersion, the business cycle and expected factor returns," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 265-279.
    5707. Po‐Hsin Ho & Chih‐Yung Lin & Tse‐Chun Lin, 2022. "Equity Short Selling and the Bank Loan Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 349-379, March.
    5708. Jørgen Bølstad & Christoph Elhardt, 2015. "To bail out or not to bail out? Crisis politics, credibility, and default risk in the Eurozone," European Union Politics, , vol. 16(3), pages 325-346, September.
    5709. Harry H. Kelejian & Gianfranco Piras, 2016. "A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence," Empirical Economics, Springer, vol. 51(4), pages 1581-1605, December.
    5710. Åstebro, Thomas & Thompson, Peter, 2011. "Entrepreneurs, Jacks of all trades or Hobos?," Research Policy, Elsevier, vol. 40(5), pages 637-649, June.
    5711. Piao, Xiaorui & Mei, Bin & Xue, Yuan, 2016. "Comparing the financial performance of timber REITs and other REITs," Forest Policy and Economics, Elsevier, vol. 72(C), pages 115-121.
    5712. Oguzhan Dincer & James E. Payne & Kristi Simkins, 2014. "Are State Renewable Portfolio Standards Contagious?," American Journal of Economics and Sociology, Wiley Blackwell, vol. 73(2), pages 325-340, April.
    5713. Martin Bugeja & Zoltan Matolcsy & Helen Spiropoulos, 2016. "The Association Between Gender-Diverse Compensation Committees and CEO Compensation," Journal of Business Ethics, Springer, vol. 139(2), pages 375-390, December.
    5714. Rui Baptista, 2004. "Culture, Institutions and Government Attitudes towards New Firm Entry," Papers on Entrepreneurship, Growth and Public Policy 2004-39, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group.
    5715. Chen, Qi & Francis, Jennifer & Jiang, Wei, 2005. "Investor learning about analyst predictive ability," Journal of Accounting and Economics, Elsevier, vol. 39(1), pages 3-24, February.
    5716. Yoon, Jangho & Brown, Timothy T., 2011. "Does the promotion of community social capital reduce obesity risk?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(3), pages 296-305, May.
    5717. Chan, Konan & Ikenberry, David L. & Lee, Inmoo & Wang, Yanzhi, 2010. "Share repurchases as a potential tool to mislead investors," Journal of Corporate Finance, Elsevier, vol. 16(2), pages 137-158, April.
    5718. Michael S. McPherson & Morton Owen Schapiro, 1990. "Measuring the Effects of Federal Student Aid: An Assessment of Some Methodological And Empirical Problems," Williams Project on the Economics of Higher Education DP-4, Department of Economics, Williams College.
    5719. Engstrom, Malin, 2002. "Do Swedes smile? On implied volatility functions," Journal of Multinational Financial Management, Elsevier, vol. 12(4-5), pages 285-304.
    5720. Richard Cebula, 2006. "A Further Analysis of Determinants of Health Insurance Coverage," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(3), pages 382-389, August.
    5721. Manolis G. Kavussanos & Ilias D. Visvikis, 2011. "The Predictability of Non-Overlapping Forecasts: Evidence from a New Market," Multinational Finance Journal, Multinational Finance Journal, vol. 15(1-2), pages 125-156, March - J.
    5722. David Dollar & Craig Burnside, 2000. "Aid, Policies, and Growth," American Economic Review, American Economic Association, vol. 90(4), pages 847-868, September.
    5723. Saiying Deng & David Rakowski, 2016. "Geography and Local (Dis)advantage: Evidence from Muni Bond Funds," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 1-24, September.
    5724. In Kwon Lee, 2001. "Asymmetry in the Response of Price-Cost Margins to the Level of Demand Across Booms and Slumps: the Case of U.S. Industries* I thank Editor of this journal and an anonymous referee for their helpful s," International Economic Journal, Taylor & Francis Journals, vol. 15(4), pages 47-58.
    5725. Mark J. C. Crescenzi, 1999. "Violence and Uncertainty in Transitions," Journal of Conflict Resolution, Peace Science Society (International), vol. 43(2), pages 192-212, April.
    5726. Nash, Jane Gradwohl & Rosenthal, Robert A., 2014. "An investigation of the endowment effect in the context of a college housing lottery," Journal of Economic Psychology, Elsevier, vol. 42(C), pages 74-82.
    5727. Haiden A. Huskamp & Richard G. Frank & Kimberly A. McGuigan & Yuting Zhang, 2005. "The Impact of a Three‐Tier Formulary on Demand Response for Prescription Drugs," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 14(3), pages 729-753, September.
    5728. Andrew Halpern-Manners, 2011. "The Effect of Family Member Migration on Education and Work Among Nonmigrant Youth in Mexico," Demography, Springer;Population Association of America (PAA), vol. 48(1), pages 73-99, February.
    5729. Rath, Subhrendu & Durand, Robert B., 2015. "Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model," Economics Letters, Elsevier, vol. 132(C), pages 139-141.
    5730. Aharon, David Y. & Gavious, Ilanit & Yosef, Rami, 2010. "Stock market bubble effects on mergers and acquisitions," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 456-470, November.
    5731. Aarland, Kristin & Osland, Liv & Gjestland, Arnstein, 2017. "Do area-based intervention programs affect house prices? A quasi-experimental approach," Journal of Housing Economics, Elsevier, vol. 37(C), pages 67-83.
    5732. Chung-Ki Min & Sun Young Whang, 2001. "The Impact of Ownership Structure on Earnings Usefulness: Japanese Evidence," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 4(1), pages 109-124, March.
    5733. Henna Busk & Signe Jauhiainen, 2022. "The Careers of Immigrants in Finland: Empirical Evidence for Genders and Year of Immigration," Journal of International Migration and Integration, Springer, vol. 23(4), pages 2009-2030, December.
    5734. Brunetta, Federica & Boccardelli, Paolo & Lipparini, Andrea, 2015. "Central positions and performance in the scientific community. Evidences from clinical research projects," Journal of Business Research, Elsevier, vol. 68(5), pages 1074-1081.
    5735. Natalia Matanova & Tanja Steigner & Bingsheng Yi & Qiancheng Zheng, 2019. "Going concern opinions and IPO pricing accuracy," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 195-238, July.
    5736. Payne, Thomas H. & Millar, James A. & William Glezen, G., 1996. "Fiduciary responsibility and bank-firm relationships: An analysis of shareholder voting by banks," Journal of Corporate Finance, Elsevier, vol. 3(1), pages 75-87, December.
    5737. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August.
    5738. Philipp Koch & Clemens Fessler, 2020. "A test for Heckscher-Ohlin using value-added exports," Papers 2009.11743, arXiv.org.
    5739. Vakrman, Tomas & Kristoufek, Ladislav, 2015. "Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches," FinMaP-Working Papers 35, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    5740. Niklas Potrafke & Felix Rösel, 2016. "A Banana Republic? Trust in Electoral Institutions in Western Democracies - Evidence from a Presidential Election in Austria," CESifo Working Paper Series 6254, CESifo.
    5741. Stefanie Behncke, 2020. "Effects of macroprudential policies on bank lending and credit risks," Working Papers 2020-06, Swiss National Bank.
    5742. Katja Rietzler, 2012. "The IMK’s Model of the German Economy," IMK Studies 29-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    5743. Q. Farooq Akram & Ragnar Nymoen, 2006. "Model selection for monetary policy analysis – Importance of empirical validity," Working Paper 2006/13, Norges Bank.
    5744. Kai Li & Xinlei Zhao, 2008. "Asymmetric Information and Dividend Policy," Financial Management, Financial Management Association International, vol. 37(4), pages 673-694, December.
    5745. Teppo Martikainen & Juha-Pekka Kallunki & Jukka Perttunen, 1997. "Finnish earnings response coefficients: the information content of losses," European Accounting Review, Taylor & Francis Journals, vol. 6(1), pages 69-81, May.
    5746. Krishna Dayal Pandey & Tarak Nath Sahu, 2019. "Concentrated Promoters’ Ownership and Firm Value: Re-examining the Monitoring and Expropriation Hypothesis," Paradigm, , vol. 23(1), pages 70-82, June.
    5747. Nan-Ting Kuo, 2013. "Dividend tax signaling and the pricing of future earnings: a case of taxable stock dividends," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 539-570, April.
    5748. Rzepkowski, Bronka, 2003. "The devaluation expectations in Hong Kong and their determinants," Journal of the Japanese and International Economies, Elsevier, vol. 17(2), pages 174-191, June.
    5749. Hung‐Chao Yu & Wu‐Chun Chi & Chun‐Yuan Hsu, 2003. "The Nature of Corporate Income Tax Under a Full Imputation Tax Regime: A Test of Functional Fixation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(3‐4), pages 589-618, April.
    5750. Jorge Manzi & Ernesto San Martín & Sébastien Van Bellegem, 2014. "School System Evaluation by Value Added Analysis Under Endogeneity," Psychometrika, Springer;The Psychometric Society, vol. 79(1), pages 130-153, January.
    5751. Chkir, Imed E., 2002. "L’effet des acquisitions internationales sur la structure du capital," L'Actualité Economique, Société Canadienne de Science Economique, vol. 78(2), pages 153-178, Juin.
    5752. Keith J. Crocker & John R. Moran, 2002. "Contracting with Limited Commitment: Evidence from Employment-Based Health Insurance Contracts," Center for Policy Research Working Papers 45, Center for Policy Research, Maxwell School, Syracuse University.
    5753. Schenk, Tom, Jr., 2007. "The effects of graduate-student unionization," ISU General Staff Papers 2007010108000015881, Iowa State University, Department of Economics.
    5754. Eric Levin & Gwilym Pryce, 2011. "A Disequilibrium Model of the Market for Houses: Implicit Selling Time as a Signal of Optimal Holding Periods and Buyer Valuation," Urban Studies, Urban Studies Journal Limited, vol. 48(11), pages 2249-2263, August.
    5755. Chia-Wei Chen & Christos Pantzalis & Jung Chul Park, 2013. "Press Coverage And Stock Price Deviation From Fundamental Value," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(2), pages 175-214, June.
    5756. E. Richard Gold & Jean‐Frédéric Morin & Erica Shadeed, 2019. "Does intellectual property lead to economic growth? Insights from a novel IP dataset," Regulation & Governance, John Wiley & Sons, vol. 13(1), pages 107-124, March.
    5757. Li An & Huijun Wang & Jian Wang & Jianfeng Yu, 2015. "Lottery-related anomalies: the role of reference-dependent preferences," Globalization Institute Working Papers 259, Federal Reserve Bank of Dallas.
    5758. Xingqiang Du, 2016. "Does Confucianism Reduce Board Gender Diversity? Firm-Level Evidence from China," Journal of Business Ethics, Springer, vol. 136(2), pages 399-436, June.
    5759. Ivaldi, Marc & Monier-Dilhan, Sylvette & Simioni, Michel, 1995. "Stochastic production frontiers and panel data: A latent variable framework," European Journal of Operational Research, Elsevier, vol. 80(3), pages 534-547, February.
    5760. Konstantakis, Konstantinos & Michaelides, Panayotis G., 2014. "The Political Economy of Car Sales in Athens, Greece," MPRA Paper 74489, University Library of Munich, Germany.
    5761. Pastén, Roberto & Cover, James P., 2015. "Tax tilting and politics: Some theory and evidence for Latin America," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 208-218.
    5762. Premti, Arjan & Jafarinejad, Mohammad & Balani, Henry, 2021. "The impact of the Fourth Anti-Money Laundering Directive on the valuation of EU banks," Research in International Business and Finance, Elsevier, vol. 57(C).
    5763. Lutz, Eva & Bender, Marko & Achleitner, Ann-Kristin & Kaserer, Christoph, 2013. "Importance of spatial proximity between venture capital investors and investees in Germany," Journal of Business Research, Elsevier, vol. 66(11), pages 2346-2354.
    5764. Shamik Dhar & Darren Pain & Ryland Thomas, 2000. "A small structural empirical model of the UK monetary transmission mechanism," Bank of England working papers 113, Bank of England.
    5765. Hallahan, Terrence A. & Faff, Robert W., 1999. "An examination of Australian equity trusts for selectivity and market timing performance," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 387-402, November.
    5766. George P. Baker & Brian J. Hall, 2004. "CEO Incentives and Firm Size," Journal of Labor Economics, University of Chicago Press, vol. 22(4), pages 767-798, October.
    5767. Chen, Hung-Ling & Shiu, Cheng-Yi & Wei, Hui-Shan, 2019. "Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 93-112.
    5768. Landon-Lane, John S. & Robertson, Peter E., 2009. "Long-run growth in the OECD: A test of the parallel growth paths hypothesis," Explorations in Economic History, Elsevier, vol. 46(3), pages 346-355, July.
    5769. Fogel, Kathy & Kali, Raja & Yeager, Tim, 2011. "Have community banks reduced home foreclosure rates?," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2498-2509, September.
    5770. Simon Vandekar & Ran Tao & Jeffrey Blume, 2020. "A Robust Effect Size Index," Psychometrika, Springer;The Psychometric Society, vol. 85(1), pages 232-246, March.
    5771. Richard J. Cebula & Andre J. Van Rensburg, 2016. "Does greater labour market freedom lead to lower new home prices in the US? An exploratory inquiry," Applied Economics Letters, Taylor & Francis Journals, vol. 23(6), pages 415-419, April.
    5772. Palmon, Oded & Smith, Barton A., 1998. "A New Approach for Identifying the Parameters of a Tax Capitalization Model," Journal of Urban Economics, Elsevier, vol. 44(2), pages 299-316, September.
    5773. Baumöhl, Eduard & Lyócsa, Štefan, 2014. "Volatility and dynamic conditional correlations of worldwide emerging and frontier markets," Economic Modelling, Elsevier, vol. 38(C), pages 175-183.
    5774. Dutta, Jayasri & Zaman, Asad, 1989. "What Do Heteroskedasticity Tests Detect?," MPRA Paper 113344, University Library of Munich, Germany, revised Dec 1992.
    5775. Blose, Laurence E. & Shieh, Joseph C. P., 1995. "The impact of gold price on the value of gold mining stock," Review of Financial Economics, Elsevier, vol. 4(2), pages 125-139.
    5776. Short, Helen & Keasey, Kevin, 1999. "Managerial ownership and the performance of firms: Evidence from the UK," Journal of Corporate Finance, Elsevier, vol. 5(1), pages 79-101, March.
    5777. Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A., 2012. "Earnings conference calls and stock returns: The incremental informativeness of textual tone," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 992-1011.
    5778. Yu, Feifei & Guo, Yue & Le-Nguyen, Khuong & Barnes, Stuart J. & Zhang, Weiting, 2016. "The impact of government subsidies and enterprises’ R&D investment: A panel data study from renewable energy in China," Energy Policy, Elsevier, vol. 89(C), pages 106-113.
    5779. Mincheol Choi & Chang‐Yang Lee, 2020. "The Peter Pan syndrome for small and medium‐sized enterprises: Evidence from Korean manufacturing firms," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(3), pages 426-445, April.
    5780. Stéphane Bonhomme & Martin Weidner, 2020. "Posterior average effects," CeMMAP working papers CWP49/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5781. Ivaldi, Marc & Nunez, Walter, 2022. "Covid-19 impact on bike-sharing systems: Lessons from Toulouse and Lyon," TSE Working Papers 22-1317, Toulouse School of Economics (TSE), revised Jul 2024.
    5782. Maura P. Doyle & Christopher M. Snyder, 1999. "Information Sharing and Competition in the Motor Vehicle Industry," Journal of Political Economy, University of Chicago Press, vol. 107(6), pages 1326-1364, December.
    5783. Alexander Braun, 2016. "Pricing in the Primary Market for Cat Bonds: New Empirical Evidence," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 811-847, December.
    5784. Sébastien Breau, 2010. "Low-Income-Country Import Competition and the Structure of Earnings Inequality in Canada, 1996–2001," Environment and Planning A, , vol. 42(8), pages 1964-1986, August.
    5785. Fishback, Price V. & Haines, Michael R. & Kantor, Shawn, 2001. "The Impact of the New Deal on Black and White Infant Mortality in the South," Explorations in Economic History, Elsevier, vol. 38(1), pages 93-122, January.
    5786. Octave JOKUNG & Jean-Christophe MEYFREDI, 2004. "Improving the Market Model: The 4-State Model Alternative," Finance 0403006, University Library of Munich, Germany.
    5787. Keryn Chalmers & Greg Clinch & Jayne M Godfrey, 2011. "Changes in value relevance of accounting information upon IFRS adoption: Evidence from Australia," Australian Journal of Management, Australian School of Business, vol. 36(2), pages 151-173, August.
    5788. Panayotis Kapopoulos & Fotios Siokis, 2005. "Market Structure, Efficiency and Rising Consolidation of the Banking Industry in the Euro Area," Bulletin of Economic Research, Wiley Blackwell, vol. 57(1), pages 67-91, January.
    5789. Foley, Maggie & Clark, J.R., 2016. "Economic Freedom and Real Income," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 46(01).
    5790. Robert S. Chirinko & Debdulal Mallick, 2017. "The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(4), pages 225-253, October.
    5791. Chao-shun Hung, 1999. "An anomaly in the pricing of bank non-interest mortgage charges," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 23(2), pages 162-169, June.
    5792. Wang, Li-Hsun & Lin, Chu-Hsiung & Fung, Hung-Gay & Chen, Hsien-Ming, 2013. "An analysis of stock repurchase in Taiwan," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 497-513.
    5793. Anirban Basu, 2005. "Extended generalized linear models: Simultaneous estimation of flexible link and variance functions," Stata Journal, StataCorp LLC, vol. 5(4), pages 501-516, December.
    5794. Juan Monterrey & Amparo Sánchez-Segura, 2006. "Las características socioeconómicas como incentivos para la información financiera: evidencia empírica española," Investigaciones Economicas, Fundación SEPI, vol. 30(3), pages 611-634, September.
    5795. Ho, Po-Hsin & Huang, Chia-Wei & Lin, Chih-Yung & Yen, Ju-Fang, 2016. "CEO overconfidence and financial crisis: Evidence from bank lending and leverage," Journal of Financial Economics, Elsevier, vol. 120(1), pages 194-209.
    5796. Paul Miller & Paul Volker, 1993. "Youth Wages, Risk, and Tertiary Finance Arrangements," The Economic Record, The Economic Society of Australia, vol. 69(1), pages 20-33, March.
    5797. Grobys, Klaus, 2021. "What do we know about the second moment of financial markets?," International Review of Financial Analysis, Elsevier, vol. 78(C).
    5798. Liu, Ling & Henley, John & Mousavi, Mohammad Mahdi, 2021. "Foreign interfirm networks and internationalization: Evidence from sub-Saharan Africa," Journal of International Management, Elsevier, vol. 27(1).
    5799. D. Beggs & C.L. Skeels, 2005. "Market Arbitrage of Cash Dividends and Franking Credits," Department of Economics - Working Papers Series 947, The University of Melbourne.
    5800. Fredriksson, Per & Mamun, Khawaja, 2009. "Gubernatorial Reputation and Vertical Tax Externalities: All Smoke, No Fire?," Working Papers 2009002, Sacred Heart University, John F. Welch College of Business.
    5801. Jingjing Zeng & Meiquan Jiang & Meng Yuan, 2020. "Environmental Risk Perception, Risk Culture, and Pro-Environmental Behavior," IJERPH, MDPI, vol. 17(5), pages 1-18, March.
    5802. Ravi Bansal & Dana Kiku & Marcelo Ochoa, 2016. "Price of Long-Run Temperature Shifts in Capital Markets," NBER Working Papers 22529, National Bureau of Economic Research, Inc.
    5803. de Figueiredo, Rui J P, Jr & Vanden Bergh, Richard G, 2004. "The Political Economy of State-Level Administrative Procedure Acts," Journal of Law and Economics, University of Chicago Press, vol. 47(2), pages 569-588, October.
    5804. Kathryn Yount, 2008. "Gender, resources across the life course, and cognitive functioning in Egypt," Demography, Springer;Population Association of America (PAA), vol. 45(4), pages 907-926, November.
    5805. Asthana, Sharad C. & Mishra, Birendra K., 2001. "The differential information hypothesis, firm size, and earnings information transfer: An empirical investigation," Journal of Business Research, Elsevier, vol. 53(1), pages 37-47, July.
    5806. Alexander F. Wolff, 2013. "Investor sentiment and stock prices in the subprime mortgage crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 23(16), pages 1301-1309, August.
    5807. Wei, Yu & Nan, Haoxi & Wei, Guiwu, 2020. "The impact of employee welfare on innovation performance: Evidence from China's manufacturing corporations," International Journal of Production Economics, Elsevier, vol. 228(C).
    5808. Andreas Charitou & Neophytos Lambertides & Giorgos Theodoulou, 2010. "The Effect of Past Earnings and Dividend Patterns on the Information Content of Dividends When Earnings Are Reduced," Abacus, Accounting Foundation, University of Sydney, vol. 46(2), pages 153-187, June.
    5809. Shmelev, Stanislav E. & Speck, Stefan U., 2018. "Green fiscal reform in Sweden: Econometric assessment of the carbon and energy taxation scheme," Renewable and Sustainable Energy Reviews, Elsevier, vol. 90(C), pages 969-981.
    5810. Xiong, Yan & Zhao, Yan, 2021. "Guanxi, media coverage and IPO approvals: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
    5811. Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets," Japan and the World Economy, Elsevier, vol. 30(C), pages 10-24.
    5812. Rutledge, Zach, 2020. "No Farm Workers, No Food? Evidence from Specialty Crop Production," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304249, Agricultural and Applied Economics Association.
    5813. Daniel L. Bennett & Boris Nikolaev, 2021. "Historical Disease Prevalence, Cultural Values, and Global Innovation," Entrepreneurship Theory and Practice, , vol. 45(1), pages 145-174, January.
    5814. David Urbano & Claudia Alvarez, 2014. "Institutional dimensions and entrepreneurial activity: an international study," Small Business Economics, Springer, vol. 42(4), pages 703-716, April.
    5815. Jielan Ding & Zhesi Shen & Per Ahlgren & Tobias Jeppsson & David Minguillo & Johan Lyhagen, 2021. "The link between ethnic diversity and scientific impact: the mediating effect of novelty and audience diversity," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(9), pages 7759-7810, September.
    5816. Richard Cebula, 2012. "Recent evidence on determinants of per residential customer electricity consumption in the U.S.: 2001-2005," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(4), pages 925-936, October.
    5817. Jochmans, K., 2019. "Heteroskedasticity-Robust Inference in Linear Regression Models," Cambridge Working Papers in Economics 1957, Faculty of Economics, University of Cambridge.
    5818. Nikolaev, V. & van Lent, L.A.G.M., 2005. "The Endogeneity Bias in the Relation Between Cost-of-Debt Capital and Corporate Disclosure Policy," Other publications TiSEM 5960a342-0adc-4f85-bf87-2, Tilburg University, School of Economics and Management.
    5819. Shams, Syed M.M. & Gunasekarage, Abeyratna & Colombage, Sisira R.N., 2013. "Does the organisational form of the target influence market reaction to acquisition announcements? Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 89-108.
    5820. Jill Wetmore & Chiaku Ndu, 2006. "Mortgage Refinancing Activity: An Explanation [1990–2001]," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 75-86, August.
    5821. Elizabeth Powers & Nicholas Powers, 2001. "The Size and Frequency of Price Changes: Evidence from Grocery Stores," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 18(4), pages 397-416, June.
    5822. Crespí-Cladera, Rafel & Pascual-Fuster, Bartolomé, 2014. "Does the independence of independent directors matter?," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 116-134.
    5823. Azomahou, Théophile T. & Diene, Bity & Diene, Mbaye, 2013. "Nonlinearities in productivity growth: A semi-parametric panel analysis," Structural Change and Economic Dynamics, Elsevier, vol. 24(C), pages 45-75.
    5824. Konstantinos Giannakas & Kien Tran & Vangelis Tzouvelekas, 2000. "Efficiency, technological change and output growth in Greek olive growing farms: a Box-Cox approach," Applied Economics, Taylor & Francis Journals, vol. 32(7), pages 909-916.
    5825. Kia, Amir, 2017. "Monetary policy transparency in a forward-looking market: Evidence from the United States," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 597-617.
    5826. Bany-Ariffin, A.N. & Mat Nor, Fauzias & McGowan Jr., Carl B., 2010. "Pyramidal structure, firm capital structure exploitation and ultimate owners' dominance," International Review of Financial Analysis, Elsevier, vol. 19(3), pages 151-164, June.
    5827. Nakazono, Yoshiyuki, 2013. "Strategic behavior of Federal Open Market Committee board members: Evidence from members’ forecasts," Journal of Economic Behavior & Organization, Elsevier, vol. 93(C), pages 62-70.
    5828. El-Osta, Hisham S. & Ahearn, Mary Clare, 1996. "Estimating the Opportunity Cost of Unpaid Farm Labor for U.S. Farm Operators," Technical Bulletins 156784, United States Department of Agriculture, Economic Research Service.
    5829. Diebold, Francis X. & Chen, Celia, 1996. "Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures," Journal of Econometrics, Elsevier, vol. 70(1), pages 221-241, January.
    5830. S. McKay Price & Michael J. Seiler & Jiancheng Shen, 2017. "Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls?," The Journal of Real Estate Finance and Economics, Springer, vol. 54(4), pages 515-557, May.
    5831. Simon Hussain, 2000. "Simultaneous determination of UK analyst following and institutional ownership," Accounting and Business Research, Taylor & Francis Journals, vol. 30(2), pages 111-124.
    5832. Augustin Kwasi Fosu, 2010. "Income Distribution and Growth's Ability to Reduce Poverty: Evidence from Rural and Urban African Economies," WIDER Working Paper Series wp-2010-092, World Institute for Development Economic Research (UNU-WIDER).
    5833. Acar, Berkan & Selcuk, Orhun & Dastan, Seyit Ali, 2019. "The merit order effect of wind and river type hydroelectricity generation on Turkish electricity prices," Energy Policy, Elsevier, vol. 132(C), pages 1298-1319.
    5834. Lucena, Pierre & Figueiredo, Antonio Carlos, 2008. "Anomalias no Mercado no Mercado de Ações Brasileiro: uma Modificação do Modelo de Fama de Fama e French [Anomalies on the Brazilian Stock Market: a Modification of the Fama and French Model]," MPRA Paper 38127, University Library of Munich, Germany.
    5835. Francisco Cribari-Neto & Wilton Silva, 2011. "A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(2), pages 129-146, June.
    5836. Baik, Bok & Kim, Young Jun & Kim, Jungbae & Lee, Su Jeong, 2015. "Usefulness of earnings in credit markets: Korean evidence," Pacific-Basin Finance Journal, Elsevier, vol. 33(C), pages 93-113.
    5837. Cheng Chee Mun, Eugene & Courtenay, Stephen M. & Rahman, Asheq R., 2011. "Effects of prior voluntary disclosure on earnings announcements in an environment with low information and regulation," Pacific-Basin Finance Journal, Elsevier, vol. 19(3), pages 308-329, June.
    5838. Nurwati A. Ahmad‐Zaluki & Kevin Campbell & Alan Goodacre, 2007. "The Long Run Share Price Performance of Malaysian Initial Public Offerings (IPOs)," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 78-110, January.
    5839. L. Franklin Fant & Edward S. O'Neal, 2000. "Temporal Changes In The Determinants Of Mutual Fund Flows," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(3), pages 353-371, September.
    5840. Buscher, Herbert S., 2003. "Gibt es eine Lohnkurve in den neuen Bundesländern? (Is there a wage curve in eastern German?)," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 36(4), pages 461-475.
    5841. Scott Milliman & Robert Maranto & William Wood, 2015. "Education Reform and School District Leadership: Did Initial Charter Penetration Influence Superintendent Salaries in Arizona?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 43(4), pages 501-512, December.
    5842. Ehalaiye, Dimu & Tippett, Mark & van Zijl, Tony, 2017. "The predictive value of bank fair values," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 111-127.
    5843. Adomako, Samuel & Amankwah-Amoah, Joseph & Frimpong, Kwabena, 2022. "Human capital, reverse engineering and new venture growth: The moderating role of competitive strategy," Technovation, Elsevier, vol. 114(C).
    5844. Balazs Reizer, 2016. "Do Firms Pay Bonuses to Protect Jobs?," CERS-IE WORKING PAPERS 1612, Institute of Economics, Centre for Economic and Regional Studies.
    5845. Fulgence Dominick Waryoba, 2018. "Tanzania’s 2010–2015 Development Plan and Industrial Growth," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 4(3), pages 133-137, September.
    5846. Yubing Fan & Zeng Tang & Seong C. Park, 2019. "Effects of Community Perceptions and Institutional Capacity on Smallholder Farmers’ Responses to Water Scarcity: Evidence from Arid Northwestern China," Sustainability, MDPI, vol. 11(2), pages 1-21, January.
    5847. Oleg Badunenko & Daniel J. Henderson & Valentin Zelenyuk, 2007. "Technological Change and Transition: Relative Contributions to Worldwide Growth during the 1990s," Discussion Papers of DIW Berlin 740, DIW Berlin, German Institute for Economic Research.
    5848. Kawaguchi, Akira & Mizuno, Keizo, 2011. "Deregulation and labour earnings: Three motor carrier industries in Japan," Labour Economics, Elsevier, vol. 18(4), pages 441-452, August.
    5849. Rachel A. Smith & C. Nicholas McKinney & Steven B. Caudill & Franklin G. Mixon, 2016. "Consumer ratings and the pricing of experience goods: hedonic regression analysis of beer prices," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 4(1), pages 1-10, December.
    5850. Enzo Grilli & Markus Riess, 1992. "EC aid to associated countries: distribution and determinants," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(2), pages 202-220, June.
    5851. Raveendra Chittoor & Preet S. Aulakh & Sougata Ray, 2015. "What Drives Overseas Acquisitions by Indian Firms? A Behavioral Risk-Taking Perspective," Management International Review, Springer, vol. 55(2), pages 255-275, April.
    5852. Beaumont, Jean-François & Charest, Anne-Sophie, 2012. "Bootstrap variance estimation with survey data when estimating model parameters," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4450-4461.
    5853. Flora F. Niu & Gordon D. Richardson, 2006. "Are Securitizations in Substance Sales or Secured Borrowings? Capital†Market Evidence," Contemporary Accounting Research, John Wiley & Sons, vol. 23(4), pages 1105-1133, December.
    5854. Adrian Lüthge & Ulrich Pidun & Dodo zu Knyphausen-Aufseß, 2021. "Approximating relatedness from a business model perspective: towards a taxonomic approach," Review of Managerial Science, Springer, vol. 15(3), pages 813-846, April.
    5855. Martin Evans, 2012. "International Capital Flows and Debt Dynamics," Working Papers gueconwpa~12-12-04, Georgetown University, Department of Economics.
    5856. Konchitchki, Yaniv & Patatoukas, Panos N., 2014. "Accounting earnings and gross domestic product," Journal of Accounting and Economics, Elsevier, vol. 57(1), pages 76-88.
    5857. Sørensen, Carsten & Trolle, Anders Bjerre, 2006. "Dynamic asset allocation and latent variables," Working Papers 2004-8, Copenhagen Business School, Department of Finance.
    5858. Tarek Harchaoui & Faouzi Tarkhani & Terence Yuen, 2005. "The Effects of the Exchange Rate on Investment: Evidence from Canadian Manufacturing Industries," Staff Working Papers 05-22, Bank of Canada.
    5859. Hanqinq “Chevy†Fang & Robert V.D.G. Randolph & Esra Memili & James J. Chrisman, 2016. "Does Size Matter? The Moderating Effects of Firm Size on the Employment of Nonfamily Managers in Privately Held Family SMEs," Entrepreneurship Theory and Practice, , vol. 40(5), pages 1017-1039, September.
    5860. Graham Elliott & Takatoshi Ito, 1995. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market," NBER Working Papers 5376, National Bureau of Economic Research, Inc.
    5861. Björn Kauder, 2015. "Spatial Administrative Structure And Intrametropolitan Tax Competition," Journal of Regional Science, Wiley Blackwell, vol. 55(4), pages 626-643, September.
    5862. Zeng, Yeqin, 2016. "Institutional investors: Arbitrageurs or rational trend chasers," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 240-262.
    5863. Adamson, Seabron & Noe, Thomas & Parker, Geoffrey, 2010. "Efficiency of financial transmission rights markets in centrally coordinated periodic auctions," Energy Economics, Elsevier, vol. 32(4), pages 771-778, July.
    5864. Marina Riem, 2016. "Corporate investment decisions under political uncertainty," ifo Working Paper Series 221, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    5865. Roman Frydman & Joshua R. Stillwagon, 2016. "Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter," Working Papers Series 44, Institute for New Economic Thinking.
    5866. Achille Dargaud Fofack & Enow Asu Derick, 2020. "Evaluating The Bidirectional Nexus Between Climate Change And Agriculture From A Global Perspective," Malaysian Journal of Sustainable Agriculture (MJSA), Zibeline International Publishing, vol. 4(1), pages 40-43, February.
    5867. del Rosío Barajas-Escamilla María & Kia Amir & Sotomayor Maritza, 2016. "Concepts and Measurements of Economic Interdependence: The Case of the United States and Mexico," Global Economy Journal, De Gruyter, vol. 16(1), pages 63-90, March.
    5868. María del Carmen Ramos-Herrera & María A. Prats, 2020. "Fiscal Sustainability in the European Countries: A Panel ARDL Approach and a Dynamic Panel Threshold Model," Sustainability, MDPI, vol. 12(20), pages 1-14, October.
    5869. Gebka, Bartosz & Henke, Harald & Bohl, Martin T., 2006. "Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior," Global Finance Journal, Elsevier, vol. 16(3), pages 233-244, March.
    5870. Abhyankar, Abhay & Ho, Keng-Yu, 2006. "Long-run abnormal performance following convertible preference share and convertible bond issues: New evidence from the United Kingdom," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 97-119.
    5871. Ting-Huan Chang, 2011. "Risk preference and trading motivation measurement due to moneyness: evidence from the S&P 500 Index option market," Applied Financial Economics, Taylor & Francis Journals, vol. 21(14), pages 1049-1057.
    5872. Bruce E. Hansen & Seojeong Jay Lee, 2018. "Inference for Iterated GMM Under Misspecification and Clustering," Discussion Papers 2018-07, School of Economics, The University of New South Wales.
    5873. Yan‐Leung Cheung & Aris Stouraitis & Weiqiang Tan, 2010. "Does the Quality of Corporate Governance Affect Firm Valuation and Risk? Evidence from a Corporate Governance Scorecard in Hong Kong," International Review of Finance, International Review of Finance Ltd., vol. 10(4), pages 403-432, December.
    5874. Genaro Sucarrat & Alvaro Escribano, 2012. "Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(5), pages 716-735, October.
    5875. Abdulai, Awudu & Barrett, Christopher B. & Hoddinott, John, 2005. "Does food aid Really have disincentive effects? New evidence from sub-Saharan Africa," World Development, Elsevier, vol. 33(10), pages 1689-1704, October.
    5876. David G. McMillan, 2005. "Non‐linear dynamics in international stock market returns," Review of Financial Economics, John Wiley & Sons, vol. 14(1), pages 81-91.
    5877. Partha S. Mohanram & Shyam V. Sunder, 2006. "How Has Regulation FD Affected the Operations of Financial Analysts?," Contemporary Accounting Research, John Wiley & Sons, vol. 23(2), pages 491-525, June.
    5878. Dimitris Kyriazis & Christos Anastassis, 2007. "The Validity of the Economic Value Added Approach: an Empirical Application," European Financial Management, European Financial Management Association, vol. 13(1), pages 71-100, January.
    5879. Wang, Danny T. & Gu, Flora F. & Tse, David K. & Yim, Chi Kin (Bennett), 2013. "When does FDI matter? The roles of local institutions and ethnic origins of FDI," International Business Review, Elsevier, vol. 22(2), pages 450-465.
    5880. Martin Gassebner & Michael Lamla & Jan-Egbert Sturm, 2006. "Economic, Demographic and Political Determinants of Pollution Reassessed: A Sensitivity Analysis," CESifo Working Paper Series 1699, CESifo.
    5881. Chung, Shifei & Wei, Peihwang, 2005. "The relationship between bid-ask spreads and holding periods: The case of Chinese A and B shares," Global Finance Journal, Elsevier, vol. 15(3), pages 239-249, February.
    5882. Doucouliagos, Chris & Hennessy, Jack & Mallick, Debdulal, 2019. "Health Aid, Governance and Infant Mortality," IZA Discussion Papers 12166, Institute of Labor Economics (IZA).
    5883. E. Hui & J. Wright & S. Yam, 2014. "Calendar Effects and Real Estate Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 91-115, July.
    5884. Michael Dobbie, 2005. "The insider-outsider theory: some evidence of Australia," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 8(2), pages 181-201, June.
    5885. Chung-Ki Min, 2010. "Estimation of SEs for heteroscedastic and cross-sectionally correlated data," Applied Economics, Taylor & Francis Journals, vol. 42(14), pages 1825-1832.
    5886. Afzalur Rashid, 2013. "CEO duality and agency cost: evidence from Bangladesh," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 17(4), pages 989-1008, November.
    5887. Du, Julan & Lu, Yi & Tao, Zhigang, 2009. "China as a regulatory state," BOFIT Discussion Papers 17/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
    5888. Daniel T. Winkler & Bruce L. Gordon, 2013. "The Effect of the BP Oil Spill on Volume and Selling Prices of Oceanfront Condominiums," Land Economics, University of Wisconsin Press, vol. 89(4), pages 614-631.
    5889. Lindström, Tomas, 1999. "External Economies at the Firm Level: Evidence from Swedish Manufacturing," Working Paper Series 89, Sveriges Riksbank (Central Bank of Sweden).
    5890. Odilon Costa & Wesley Mendes-da-Silva, 2016. "The Recent Slowdown in Sao Paulo’s Office Market: A Comparison of Hedonic Indices," LARES lares-16-costa_therecent_, Latin American Real Estate Society (LARES).
    5891. Lucke, Matthias, 1993. "The diffusion of process innovations in industrialized and developing countries: A case study of the world textile and steel industries," World Development, Elsevier, vol. 21(7), pages 1225-1238, July.
    5892. Mitton, Todd, 2004. "Corporate governance and dividend policy in emerging markets," Emerging Markets Review, Elsevier, vol. 5(4), pages 409-426, December.
    5893. Golinelli, Roberto & Parigi, Giuseppe, 2008. "Real-time squared: A real-time data set for real-time GDP forecasting," International Journal of Forecasting, Elsevier, vol. 24(3), pages 368-385.
    5894. Benjamin M Blau & Ryan J Whitby, 2017. "Range-based volatility, expected stock returns, and the low volatility anomaly," PLOS ONE, Public Library of Science, vol. 12(11), pages 1-19, November.
    5895. Vassilis A. Hajivassiliou, 1987. "An Aggregative Disequilibrium Model of the U.S. Labour Market," Cowles Foundation Discussion Papers 848, Cowles Foundation for Research in Economics, Yale University.
    5896. B.R. Chiswick & P.W. Miller, 1997. "English language fluency among immigrants in the Unites States," Economics Discussion / Working Papers 97-03, The University of Western Australia, Department of Economics.
    5897. John Hudson, 2012. "Internet Banking and the Marginal Internet User," Department of Economics Working Papers 7/12, University of Bath, Department of Economics.
    5898. Carlos F. Alves & João Vaz Nunes & Ana Paula Serra, 2014. "Analysis of European Equity Funds Preferences for Stock Characteristics," FEP Working Papers 533, Universidade do Porto, Faculdade de Economia do Porto.
    5899. Eric S. Lin & Ta-Sheng Chou, 2018. "Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 1-28, January.
    5900. Ke Zhong & Robert B. Welker & Donald W. Gribbin, 2010. "Method‐Shifting in Aggressive Earnings Reporting: The Case of the US Software Industry's Response to New US Regulation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7‐8), pages 792-814, July.
    5901. Anthony Macedo & Marta Ferreira Dias & Paulo Reis Mourão, 2023. "European Men's Club Football in the Eyes of Consumers: The Determinants of Television Broadcast Demand," Journal of Sports Economics, , vol. 24(5), pages 579-623, June.
    5902. Miroslav Verbič & Rok Spruk, 2019. "Political economy of pension reforms: an empirical investigation," European Journal of Law and Economics, Springer, vol. 47(2), pages 171-232, April.
    5903. Guven, Murat & Cetinguc, Basak & Guloglu, Bulent & Calisir, Fethi, 2022. "The effects of daily growth in COVID-19 deaths, cases, and governments’ response policies on stock markets of emerging economies," Research in International Business and Finance, Elsevier, vol. 61(C).
    5904. Samaniego, Roberto, 2009. "Financing Creative Destruction," MPRA Paper 22348, University Library of Munich, Germany.
    5905. Oliver Linton, 1997. "Second Order Approximation in a Linear Regression with Heteroskedasticity for Unknown Form," Cowles Foundation Discussion Papers 1151, Cowles Foundation for Research in Economics, Yale University.
    5906. Joseph Shaanan, 2006. "Ricardian or Monopoly Rents? The Perspective of Potential Entrants," Eastern Economic Journal, Eastern Economic Association, vol. 32(1), pages 19-30, Winter.
    5907. Kato, Hideaki Kiyoshi & Lemmon, Michael & Luo, Mi & Schallheim, James, 2005. "An empirical examination of the costs and benefits of executive stock options: Evidence from Japan," Journal of Financial Economics, Elsevier, vol. 78(2), pages 435-461, November.
    5908. Cebula, Richard, 1992. "The Impact of Federal Deposit Insurance on Savings and Loan Failures," MPRA Paper 51540, University Library of Munich, Germany.
    5909. Ben Ltaief, Leila, 2014. "Dette publique et croissance économique : investigation empirique pour la zone euro, l’Union européenne et les pays avancés," L'Actualité Economique, Société Canadienne de Science Economique, vol. 90(2), pages 79-103, Juin.
    5910. Carmen-Maria Albrecht & Stefan Hattula & Donald R. Lehmann, 2017. "The relationship between consumer shopping stress and purchase abandonment in task-oriented and recreation-oriented consumers," Journal of the Academy of Marketing Science, Springer, vol. 45(5), pages 720-740, September.
    5911. Christensen, Björn, 2001. "The Determinants of Reservation Wages in Germany Does a Motivation Gap Exist?," Kiel Working Papers 1024, Kiel Institute for the World Economy (IfW Kiel).
    5912. Heston, Steven L. & Rouwenhorst, K. Geert & Wessels, Roberto E., 1995. "The structure of international stock returns and the integration of capital markets," Journal of Empirical Finance, Elsevier, vol. 2(3), pages 173-197, September.
    5913. Smales, Lee A. & Apergis, Nick, 2016. "The influence of FOMC member characteristics on the monetary policy decision-making process," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 216-231.
    5914. Hayami, Hitoshi & Nakamura, Masao & Nakamura, Alice O., 2015. "Economic performance and supply chains: The impact of upstream firms׳ waste output on downstream firms׳ performance in Japan," International Journal of Production Economics, Elsevier, vol. 160(C), pages 47-65.
    5915. Koontz, Stephen R. & Unnevehr, Laurian J., 1987. "An Analysis of Meat Income Elasticities by Income Group," 1987 Annual Meeting, August 2-5, East Lansing, Michigan 270091, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5916. Leah Vanwey, 2004. "Altruistic and contractual remittances between male and female migrants and households in rural Thailand," Demography, Springer;Population Association of America (PAA), vol. 41(4), pages 739-756, November.
    5917. Trabelsi, Samir & Labelle, Réal & Dumontier, Pascal, 2008. "Incremental Voluntary Disclosure on Corporate Websites, Determinants and Consequences," Journal of Contemporary Accounting and Economics, Elsevier, vol. 4(2), pages 120-155.
    5918. Baghestani, Hamid, 2011. "Federal Reserve and private forecasts of growth in investment," Journal of Economics and Business, Elsevier, vol. 63(4), pages 290-305, July.
    5919. Adriana Bin & Sergio Salles-Filho & Luiza Maria Capanema & Fernando Antonio Basile Colugnati, 2015. "What difference does it make? Impact of peer-reviewed scholarships on scientific production," Scientometrics, Springer;Akadémiai Kiadó, vol. 102(2), pages 1167-1188, February.
    5920. T. Clifton Green & Byoung-Hyoun Hwang, 2012. "Initial Public Offerings as Lotteries: Skewness Preference and First-Day Returns," Management Science, INFORMS, vol. 58(2), pages 432-444, February.
    5921. Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad, 2021. "Quote dynamics of cross‐listed stocks," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 497-522, June.
    5922. David C. Wheelock & Paul W. Wilson, 2019. "New Estimates of the Lerner Index of Market Power for U.S. Banks," Working Papers 2019-012, Federal Reserve Bank of St. Louis, revised 19 Feb 2020.
    5923. Dimitrios Koutmos & Konstantinos Bozos & Dionysia Dionysiou & Neophytos Lambertides, 2018. "The timing of new corporate debt issues and the risk-return tradeoff," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 943-978, May.
    5924. Frédérique Festoc, 1997. "Le potentiel de croissance du commerce des pays d'Europe centrale et orientale avec la France et ses principaux partenaires," Économie et Prévision, Programme National Persée, vol. 128(2), pages 161-181.
    5925. Willenborg, Michael & McKeown, J.C.James C., 2000. "Going-concern initial public offerings," Journal of Accounting and Economics, Elsevier, vol. 30(3), pages 279-313, December.
    5926. Ali Al‐Attar & Simon Hussain, 2004. "Corporate Data and Future Cash Flows," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(7‐8), pages 861-903, September.
    5927. Inna Zaytseva & Daniil Shaposhnikov, 2020. "Moneyball In Offensive Vs Defensive Actions In Soccer," HSE Working papers WP BRP 223/EC/2020, National Research University Higher School of Economics.
    5928. Barros, Pedro Pita & Brito, Duarte & de Lucena, Diogo, 2006. "Mergers in the food retailing sector: An empirical investigation," European Economic Review, Elsevier, vol. 50(2), pages 447-468, February.
    5929. Marvin Wolverton, 1998. "Empirical Investigation into the Limitations of the Normative Paired Sales Adjustment Method," Journal of Real Estate Research, Taylor & Francis Journals, vol. 15(2), pages 191-203, January.
    5930. Min Zhang & Adam W. Kolkiewicz & Tony S. Wirjanto & Xindan Li, 2013. "The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe," Working Paper series 62_13, Rimini Centre for Economic Analysis.
    5931. Christian A. Vossler, 2013. "Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation," Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 3, pages 89-112, Edward Elgar Publishing.
    5932. Easterwood, John C. & İnce, Özgür Ş. & Raheja, Charu G., 2012. "The evolution of boards and CEOs following performance declines," Journal of Corporate Finance, Elsevier, vol. 18(4), pages 727-744.
    5933. Kenneth Small & Seung Kwag & Joanne Li, 2015. "Do shareholder rights influence managerial propensity to engage in earnings management?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 308-326, April.
    5934. Christopher B. Colburn & John B. Horowitz, 2003. "Local Politics and the Demand for Public Education," Urban Studies, Urban Studies Journal Limited, vol. 40(4), pages 797-807, April.
    5935. Horowitz, Joel L., 2000. "Should the Dea's Stride Data Be Used for Economic Analyses of Markets for Illegal Drugs?," Working Papers 00-02, University of Iowa, Department of Economics.
    5936. Ellguth, Peter & Gerner, Hans-Dieter & Stegmaier, Jens, 2012. "Wage bargaining in Germany : the role of works councils and opening clauses," IAB-Discussion Paper 201205, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    5937. Moch, Dietmar, 2001. "Price indices for information and communication technology industries: an application to the German PC market," ZEW Discussion Papers 01-20, ZEW - Leibniz Centre for European Economic Research.
    5938. Richard J. Cebula & James E. Payne & Ira S. Saltz, 2017. "Determinants of Geographic Voter Participation Rate Differentials: the 2014 Mid-Term Election," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 45(1), pages 35-43, March.
    5939. Ebenezer K. Lamptey & Jin Dong Park & Isaac Bonaparte, 2023. "Does Corporate Social Responsibility Affect the Timeliness of Audited Financial Information? Evidence from “100 Best Corporate Citizens”," JRFM, MDPI, vol. 16(2), pages 1-21, January.
    5940. Falakahla, Lwazi, 2018. "The Causality Between Youth Unemployment, Education Attainment and Labour Force Participation: Evidence from South Africa," MPRA Paper 92562, University Library of Munich, Germany.
    5941. Capistrán Carlos & Ramos Francia Manuel, 2007. "Does Inflation Targeting Affect the Dispersion of Inflation Expectations?," Working Papers 2007-11, Banco de México.
    5942. Anatolitis, Vasilios & Azanbayev, Alina & Fleck, Ann-Katrin, 2022. "How to design efficient renewable energy auctions? Empirical insights from Europe," Energy Policy, Elsevier, vol. 166(C).
    5943. Dube, S. & Dube, M. & Turan, A., 2015. "Information technology in Turkey: Creating high-skill jobs along with more unemployed highly-educated workers?," Telecommunications Policy, Elsevier, vol. 39(10), pages 811-829.
    5944. Asche, Frank & Bronnmann, Julia & Cojocaru, Andreea L., 2021. "The value of responsibly farmed fish: A hedonic price study of ASC-certified whitefish," Ecological Economics, Elsevier, vol. 188(C).
    5945. Behrens, Christoph, 2020. "German trade forecasts since 1970: An evaluation using the panel dimension," Working Papers 26, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
    5946. Srikanth Paruchuri & Atul Nerkar & Donald C. Hambrick, 2006. "Acquisition Integration and Productivity Losses in the Technical Core: Disruption of Inventors in Acquired Companies," Organization Science, INFORMS, vol. 17(5), pages 545-562, October.
    5947. Siougle, Georgia, 2007. "Accounting information and the valuation of Seasoned Equity Offerings (SEOs)," The International Journal of Accounting, Elsevier, vol. 42(4), pages 380-395, December.
    5948. Falahi , Mohammad Ali & Hajamini , Mehdi, 2015. "Relationship between Inflation and Inflation Uncertainty in Iran: An Application of SETAR-GARCH Model," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(2), pages 69-91, January.
    5949. Niels-Hugo Blunch & Nabanita Datta Gupta, 2014. "Social Networks and Health Knowledge in India: Who You Know or Who You Are?," Economics Working Papers 2014-24, Department of Economics and Business Economics, Aarhus University.
    5950. Gjerde, Øystein & Knivsflå, Kjell & Sættem, Frode, 2011. "The value relevance of financial reporting in Norway 1965-2004," Scandinavian Journal of Management, Elsevier, vol. 27(1), pages 113-128, March.
    5951. Sergio Zuñiga & Eduardo Dagnino, 2003. "Medicion De La Eficiencia Bancaria En Chile A Traves De Fronteras Estocasticas (1990-1999)," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 6(2), pages 83-116.
    5952. Hiermeyer, Martin, 2008. "The trade-off between a high and an equal biological standard of living--Evidence from Germany," Economics & Human Biology, Elsevier, vol. 6(3), pages 431-445, December.
    5953. Hsiao-I Kuo & Ching-Lung Lu, 2013. "Expenditure-Based Segmentation: Application of Quantile Regression to Analyse the Travel Expenditures of Baby Boomer Households," Tourism Economics, , vol. 19(6), pages 1429-1441, December.
    5954. Chebbi, Kaouther & Ammer, Mohammed Abdullah & Hameed, Affan, 2021. "The COVID-19 pandemic and stock liquidity: Evidence from S&P 500," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 134-142.
    5955. Cyert, Richard & Kang, Sok-Hyon & Kumar, Praveen, 1996. "Managerial objectives and firm dividend policy: A behavioral theory and empirical evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 31(2), pages 157-174, November.
    5956. Jones, Christopher S., 2001. "Extracting factors from heteroskedastic asset returns," Journal of Financial Economics, Elsevier, vol. 62(2), pages 293-325, November.
    5957. Emenalo, Chukwunonye O. & Gagliardi, Francesca, 2020. "Is current institutional quality linked to legal origins and disease endowments? Evidence from Africa," Research in International Business and Finance, Elsevier, vol. 52(C).
    5958. M. Kendix & W. D. Walls, "undated". "Estimating the Impact of Refinery Outages on Petroleum Product Prices," Working Papers 2010-12, Department of Economics, University of Calgary, revised 01 Jun 2010.
    5959. Harris, Oneil, 2018. "The impact of industrial districts on the pricing of IPOs," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 274-285.
    5960. Fabio Fonti & Massimo Maoret, 2016. "The direct and indirect effects of core and peripheral social capital on organizational performance," Post-Print hal-01478950, HAL.
    5961. Jonathan A. Neuberger, 1992. "Bank holding company stock risk and the composition of bank asset portfolios," Economic Review, Federal Reserve Bank of San Francisco, pages 53-62.
    5962. Akbar, Saeed & Rehman, Shafiq ur & Ormrod, Phillip, 2013. "The impact of recent financial shocks on the financing and investment policies of UK private firms," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 59-70.
    5963. Joris Ebbers & Nachoem Wijnberg, 2012. "The effects of having more than one good reputation on distributor investments in the film industry," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 36(3), pages 227-248, August.
    5964. Abdulai, Awudu & Regmi, Punya Prasad, 2000. "Estimating labor supply of farm households under nonseparability: empirical evidence from Nepal," Agricultural Economics, Blackwell, vol. 22(3), pages 309-320, April.
    5965. Michael Beenstock, 1997. "Business Sector Production in the Short and Long Run in Israel," Journal of Productivity Analysis, Springer, vol. 8(1), pages 53-69, March.
    5966. Firth, Michael & Leung, T.Y. & Rui, Oliver M., 2010. "Double signals or single signal? An investigation of insider trading around share repurchases," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 376-388, October.
    5967. Erickson, Timothy & Whited, Toni M., 2005. "Proxy-quality thresholds: Theory and applications," Finance Research Letters, Elsevier, vol. 2(3), pages 131-151, September.
    5968. Peterson, Jeffrey M. & Boisvert, Richard N., "undated". "Optimal "Green" Payments to Meet Chance Constraints on Nitrate Leaching Under Price and Yield Risk," Working Papers 128003, Cornell University, Department of Applied Economics and Management.
    5969. Emine Öner Kaya, 2015. "The Effects of Firm-Specific Factors on the Profitability of Non-Life Insurance Companies in Turkey," IJFS, MDPI, vol. 3(4), pages 1-20, October.
    5970. Róbert Oravský & Peter Tóth & Anna Bánociová, 2020. "The Ability of Selected European Countries to Face the Impending Economic Crisis Caused by COVID-19 in the Context of the Global Economic Crisis of 2008," JRFM, MDPI, vol. 13(8), pages 1-17, August.
    5971. Gallagher, Paul W. & Sleper, Daniel, 2016. "The market and consumer welfare effects of mid-level ethanol blends in the US fuel market," Energy Policy, Elsevier, vol. 98(C), pages 149-159.
    5972. Han, Bong H. & Manry, David, 2004. "The value-relevance of R&D and advertising expenditures: Evidence from Korea," The International Journal of Accounting, Elsevier, vol. 39(2), pages 155-173.
    5973. Ermini, Luigi, 1998. "A Tale of Three Seasonal Adjustment Procedures: The Case of Sweden's GDP," SSE/EFI Working Paper Series in Economics and Finance 230, Stockholm School of Economics.
    5974. Rute Gonçalves & Patrícia Lopes, 2015. "Accounting in Agriculture: Measurement practices of listed firms," FEP Working Papers 557, Universidade do Porto, Faculdade de Economia do Porto.
    5975. Stavros Degiannakis, 2015. "A Probit Model for the State of the Greek GDP Growth," IJFS, MDPI, vol. 3(3), pages 1-12, August.
    5976. Gonzalez, Elena & Stephen, Bruce & Infield, David & Melero, Julio J., 2019. "Using high-frequency SCADA data for wind turbine performance monitoring: A sensitivity study," Renewable Energy, Elsevier, vol. 131(C), pages 841-853.
    5977. Carlo D'Augusta & Sasson Bar-Yosef & Annalisa Prencipe, 2016. "The Effects of Conservative Reporting on Investor Disagreement," European Accounting Review, Taylor & Francis Journals, vol. 25(3), pages 451-485, September.
    5978. Hidenobu Okuda & Hidetoshi Hashimoto, 2004. "Estimating Cost Functions of Malaysian Commercial Banks: The Differential Effects of Size, Location, and Ownership," Asian Economic Journal, East Asian Economic Association, vol. 18(3), pages 233-259, September.
    5979. H. Kent Baker & Satish Kumar & Debidutta Pattnaik, 2020. "Twenty‐five years of Review of Financial Economics: A bibliometric overview," Review of Financial Economics, John Wiley & Sons, vol. 38(1), pages 3-23, January.
    5980. Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2020. "Google search volume and individual investor trading," Journal of Financial Markets, Elsevier, vol. 49(C).
    5981. Preinerstorfer, David & Pötscher, Benedikt M., 2013. "On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests," MPRA Paper 45675, University Library of Munich, Germany.
    5982. David R. Johnson, 1997. "Expected Inflation in Canada 1988-1995: An Evaluation of Bank of Canada Credibility and the Effect of Inflation Targets," Canadian Public Policy, University of Toronto Press, vol. 23(3), pages 233-258, September.
    5983. Espenlaub, Susanne & Goyal, Abhinav & Mohamed, Abdulkadir, 2020. "The impact of shareholders and creditors rights on IPO performance: An international study," The British Accounting Review, Elsevier, vol. 52(1).
    5984. Qin Xiao & Randolph Gee Kwang Tan, 2006. "Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul," Economic Growth Centre Working Paper Series 0602, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    5985. Vassilis Tselios, 2009. "Growth and Convergence in Income Per Capita and Income Inequality in the Regions of the EU," Spatial Economic Analysis, Taylor & Francis Journals, vol. 4(3), pages 343-370.
    5986. Dimitris Kenourgios & Nikolaos Pavlidis, 2005. "Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market," Finance 0512011, University Library of Munich, Germany.
    5987. Atakan Yalcin & Lerzan Aksoy & Timothy L. Keiningham & Bart Larivière & Sunil Mithas & Forrest V. Morgeson III, 2012. "The Satisfaction, Repurchase Intention and Shareholder Value Linkage: A Longitudinal Examination of Fixed and Firm Specific Effects," EcoMod2012 4543, EcoMod.
    5988. A. Preston, 1996. "Where Are We Now With Human Capital Theory in Australia?," Economics Discussion / Working Papers 96-18, The University of Western Australia, Department of Economics.
    5989. Mitsudome, Toshiaki & Weintrop, Joseph & Hwang, Lee-Seok, 2008. "The relation between changes in CEO compensation and firm performance: A Japanese/American comparison," Journal of the Japanese and International Economies, Elsevier, vol. 22(4), pages 605-619, December.
    5990. Uy, Marilyn A. & Foo, Maw-Der & Song, Zhaoli, 2013. "Joint effects of prior start-up experience and coping strategies on entrepreneurs’ psychological well-being," Journal of Business Venturing, Elsevier, vol. 28(5), pages 583-597.
    5991. Castillo-Manzano, José I. & López-Valpuesta, Lourdes & Pérez, Javier J., 2008. "Economic analysis of the Spanish port sector reform during the 1990s," Transportation Research Part A: Policy and Practice, Elsevier, vol. 42(8), pages 1056-1063, October.
    5992. Florian Geiger & Dirk Schiereck, 2014. "The influence of industry concentration on merger motives—empirical evidence from machinery industry mergers," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(1), pages 27-52, January.
    5993. Jabłońska Katarzyna, 2018. "Dealing With Heteroskedasticity Within The Modeling Of The Quality Of Life Of Older People," Statistics in Transition New Series, Statistics Poland, vol. 19(3), pages 433-452, September.
    5994. Martínez, Miguel Ángel & Yzaguirre, J., 1998. "Information transmission around block trades on the Spanish stock market," DEE - Working Papers. Business Economics. WB 6531, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    5995. Fry, Jane M. & Farrell, Lisa & Temple, Jeromey B., 2022. "Energy poverty and retirement income sources in Australia," Energy Economics, Elsevier, vol. 106(C).
    5996. Vougas, Dimitrios V., 2008. "Unit root testing based on BLUS residuals," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1943-1947, September.
    5997. Abdur Chowdhury, 1994. "The behaviour of closed-end country fund prices in the Asian NIEs," Applied Economics Letters, Taylor & Francis Journals, vol. 1(12), pages 219-222.
    5998. Herrmann, Roland & Bissinger, Katharina & Krandick, Lisa, 2018. "Price Premia for Sustainability Characteristics in Foods: Measurement Matters!," 2018 International European Forum (163rd EAAE Seminar), February 5-9, 2018, Innsbruck-Igls, Austria 276855, International European Forum on System Dynamics and Innovation in Food Networks.
    5999. Jory, Surendranath R. & Madura, Jeff, 2009. "Acquisitions of bankrupt assets," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 748-759, August.
    6000. Rik Hafer & Scott E. Hein, 1989. "Comparing futures and survey forecasts of near-term Treasury bill rates," Review, Federal Reserve Bank of St. Louis, issue May, pages 33-42.
    6001. Cardenas, Mauricio & Ponton, Adriana, 1995. "Growth and convergence in Colombia: 1950-1990," Journal of Development Economics, Elsevier, vol. 47(1), pages 5-37, June.
    6002. Liv Osland & Inge Thorsen & Jens Petter Gitlesen, 2004. "The impact of labour market accessibility on housing prices," ERSA conference papers ersa04p355, European Regional Science Association.
    6003. Oliver Zhen Li, 2010. "Tax‐Induced Dividend Capturing," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7‐8), pages 866-904, July.
    6004. Tom Fangyun Tan & Serguei Netessine, 2014. "When Does the Devil Make Work? An Empirical Study of the Impact of Workload on Worker Productivity," Management Science, INFORMS, vol. 60(6), pages 1574-1593, June.
    6005. Cushman, David O. & Michael, Nils, 2011. "Nonlinear trends in real exchange rates: A panel unit root test approach," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1619-1637.
    6006. Chou, Robin K. & Wang, George H.K. & Wang, Yun-Yi & Bjursell, Johan, 2011. "The impacts of large trades by trader types on intraday futures prices: Evidence from the Taiwan Futures Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 19(1), pages 41-70, January.
    6007. Mabrouki, Mohamed, 2017. "Brevet d’invention et croissance économique : une analyse dans le cadre de l’économie tunisienne durant la période 1970 - 2010 [Patent of invention and economic growth: an analysis within the frame," MPRA Paper 80485, University Library of Munich, Germany.
    6008. Hashed Mabkhot & Hamid Abdulkhaleq Hasan Al-Wesabi, 2022. "Banks’ Financial Stability and Macroeconomic Key Factors in GCC Countries," Sustainability, MDPI, vol. 14(23), pages 1-21, November.
    6009. Andrew W. Lo & A. Craig MacKinlay, 1987. "Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test," NBER Working Papers 2168, National Bureau of Economic Research, Inc.
    6010. Ahmed, Mumtaz & Zaman, Asad, 2014. "A Minimax Bias Estimator for OLS Variances under Heteroskedasticity," MPRA Paper 55724, University Library of Munich, Germany.
    6011. Christoph Kaserer & Benjamin Moldenhauer, 2008. "Insider ownership and corporate performance: evidence from Germany," Review of Managerial Science, Springer, vol. 2(1), pages 1-35, March.
    6012. Cheng, Chih-Yang & Chien, Mei-Se & Lee, Chien-Chiang, 2021. "ICT diffusion, financial development, and economic growth: An international cross-country analysis," Economic Modelling, Elsevier, vol. 94(C), pages 662-671.
    6013. Bronka Rzepkowski, 2001. "Pouvoir prédictif de la volatilité implicite dans le prix des options de change," Économie et Prévision, Programme National Persée, vol. 148(2), pages 71-97.
    6014. Pamela Wicker & Svenja Feiler & Christoph Breuer, 2013. "Organizational Mission and Revenue Diversification among Non-profit Sports Clubs," IJFS, MDPI, vol. 1(4), pages 1-18, November.
    6015. Mara Faccio, 2010. "Differences between Politically Connected and Nonconnected Firms: A Cross‐Country Analysis," Financial Management, Financial Management Association International, vol. 39(3), pages 905-928, September.
    6016. Chi, Yu-Ho & Ziebart, David A & Campbell, Terry, 2019. "Option Compensation and Optimistic Bias in Management’s Earnings Forecasts," Journal of Finance and Accounting Research, University of Management and Technology, Lahore, vol. 1(2), pages 1-26, August.
    6017. Barth, Mary E. & Israeli, Doron, 2013. "Disentangling mandatory IFRS reporting and changes in enforcement," Journal of Accounting and Economics, Elsevier, vol. 56(2), pages 178-188.
    6018. Grossman, Michael & Chaloupka, Frank J & Sirtalan, Ismail, 1998. "An Empirical Analysis of Alcohol Addiction: Results from the Monitoring the Future Panels," Economic Inquiry, Western Economic Association International, vol. 36(1), pages 39-48, January.
    6019. Konstantin M. Wacker, 2011. "Do multinationals beat down developing countries' export prices? The impact of FDI on net barter terms of trade," Ibero America Institute for Econ. Research (IAI) Discussion Papers 211, Ibero-America Institute for Economic Research.
    6020. María-Jesús Gutiérrez-Pedrero & María J. Ruiz-Fuensanta & Miguel-Ángel Tarancón, 2020. "Regional Factors Driving the Deployment of Wind Energy in Spain," Energies, MDPI, vol. 13(14), pages 1-13, July.
    6021. Hillert, Alexander & Jacobs, Heiko & Müller, Sebastian, 2018. "Journalist disagreement," Journal of Financial Markets, Elsevier, vol. 41(C), pages 57-76.
    6022. Bernd Frick, 2003. "Contest Theory and Sport," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 19(4), pages 512-529, Winter.
    6023. Buchman, Thomas A. & Collins, Denton, 1998. "Uncertainty about Litigation Losses and Auditors' Modified Audit Reports," Journal of Business Research, Elsevier, vol. 43(2), pages 57-63, October.
    6024. Indrani Chakraborty, 2010. "Living Standard and Economic Growth: A Fresh Look at the Relationship Through The Nonparametric Approach," Working Papers id:3161, eSocialSciences.
    6025. Teppo Martikainen & Vesa Puttonen, 1996. "Sequential information arrival in the Finnish stock index derivatives markets," The European Journal of Finance, Taylor & Francis Journals, vol. 2(2), pages 207-217.
    6026. Romacho, Joao Carlos & Cortez, Maria Ceu, 2006. "Timing and selectivity in Portuguese mutual fund performance," Research in International Business and Finance, Elsevier, vol. 20(3), pages 348-368, September.
    6027. J. C. Matallin & A. Fernandez-Izquierdo, 2003. "Passive timing effect in portfolio management," Applied Economics, Taylor & Francis Journals, vol. 35(17), pages 1829-1837.
    6028. Kinsey, Jean D. & Ndayisenga, Fidele, 1999. "The Impact Of Political Contributions By Food Manufacturing Firms On U.S. Farm Policy," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 17(01), pages 1-15.
    6029. Richard Cebula & J. Clark, 2012. "Lessons from the experience of OECD nations on macroeconomic growth and economic freedom, 2004–2008," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 59(3), pages 231-243, September.
    6030. Vorotnikova, Ekaterina & Borisova, Tatiana & VanSickle, John J., 2014. "Evaluation of the profitability of a new precision fungicide application system for strawberry production," Agricultural Systems, Elsevier, vol. 130(C), pages 77-88.
    6031. Fitzenberger, Bernd, 1998. "The moving blocks bootstrap and robust inference for linear least squares and quantile regressions," Journal of Econometrics, Elsevier, vol. 82(2), pages 235-287, February.
    6032. Chalak, Morteza & Pannell, David J., 2012. "Optimising control of an agricultural weed in sheep-production pastures," Agricultural Systems, Elsevier, vol. 109(C), pages 1-8.
    6033. Byeongseon Seo, 2004. "Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models," Econometric Society 2004 Far Eastern Meetings 749, Econometric Society.
    6034. Karpoff, Jonathan M. & Lee, Gemma & Masulis, Ronald W., 2013. "Contracting under asymmetric information: Evidence from lockup agreements in seasoned equity offerings," Journal of Financial Economics, Elsevier, vol. 110(3), pages 607-626.
    6035. Gompers, Paul & Lerner, Josh, 2000. "Money chasing deals? The impact of fund inflows on private equity valuation," Journal of Financial Economics, Elsevier, vol. 55(2), pages 281-325, February.
    6036. W. Robert Knechel & Lasse Niemi & Mikko Zerni, 2013. "Empirical Evidence on the Implicit Determinants of Compensation in Big 4 Audit Partnerships," Journal of Accounting Research, Wiley Blackwell, vol. 51(2), pages 349-387, May.
    6037. Karras, Georgios, 2003. "How homogenizing are monetary unions?: Evidence from the U.S. states," The North American Journal of Economics and Finance, Elsevier, vol. 14(3), pages 381-397, December.
    6038. Del Guercio, Diane, 1996. "The distorting effect of the prudent-man laws on institutional equity investments," Journal of Financial Economics, Elsevier, vol. 40(1), pages 31-62, January.
    6039. Anthony Scott & David Parkin, 1995. "Investigating hospital efficiency in the new NHS: The role of the translog cost function," Health Economics, John Wiley & Sons, Ltd., vol. 4(6), pages 467-478, November.
    6040. Merlo, Luca & Petrella, Lea & Salvati, Nicola & Tzavidis, Nikos, 2022. "Marginal M-quantile regression for multivariate dependent data," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
    6041. Chung, Kee H. & Lee, Choonsik, 2020. "Voting methods for director election, monitoring costs, and institutional ownership," Journal of Banking & Finance, Elsevier, vol. 113(C).
    6042. Neil R. Ericsson & Steven B. Kamin, 1993. "Dollarization in Argentina," International Finance Discussion Papers 460, Board of Governors of the Federal Reserve System (U.S.).
    6043. Luke Hartigan, 2016. "Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties," Discussion Papers 2016-06, School of Economics, The University of New South Wales.
    6044. Feld, Lars P. & Matsusaka, John G., 2003. "Budget referendums and government spending: evidence from Swiss cantons," Journal of Public Economics, Elsevier, vol. 87(12), pages 2703-2724, December.
    6045. Liao, Woody M. & Lu, Chia-Chi & Wang, Hsuan, 2014. "Venture capital, corporate governance, and financial stability of IPO firms," Emerging Markets Review, Elsevier, vol. 18(C), pages 19-33.
    6046. Entorf, Horst & Sattarova, Liliya, 2016. "The Analysis of Prison-Prisoner Data Using Cluster-Sample Econometrics: Prison Conditions and Prisoners' Assessments of the Future," IZA Discussion Papers 10209, Institute of Labor Economics (IZA).
    6047. Balduzzi, Pierluigi & Kallal, Hedi & Longin, Francois, 1996. "Minimal returns and the breakdown of the price-volume relation," Economics Letters, Elsevier, vol. 50(2), pages 265-269, February.
    6048. Bae, Kee-Hong & Ozoguz, Arzu & Tan, Hongping & Wirjanto, Tony S., 2012. "Do foreigners facilitate information transmission in emerging markets?," Journal of Financial Economics, Elsevier, vol. 105(1), pages 209-227.
    6049. Antonios Adamopoulos, 2020. "Financial Development and Economic Growth: An Empirical Investigation of three European Union Member - Countries," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 10(1), pages 3-24.
    6050. Arthur C. Brooks & Jan I. Ondrich, 2006. "How Public Is Public Television?," Public Finance Review, , vol. 34(1), pages 101-113, January.
    6051. Saito, Yoshie, 2019. "Are long-tenured CEOs rent seekers? Analysis of cash compensation and post disposal performance," Advances in accounting, Elsevier, vol. 44(C), pages 95-107.
    6052. Boone, Audra L. & Casares Field, Laura & Karpoff, Jonathan M. & Raheja, Charu G., 2007. "The determinants of corporate board size and composition: An empirical analysis," Journal of Financial Economics, Elsevier, vol. 85(1), pages 66-101, July.
    6053. Shumi Akhtar & Barry Oliver, 2009. "Determinants of Capital Structure for Japanese Multinational and Domestic Corporations," International Review of Finance, International Review of Finance Ltd., vol. 9(1‐2), pages 1-26, March.
    6054. Cyrus J. DiCiccio & Joseph P. Romano, 2017. "Robust Permutation Tests For Correlation And Regression Coefficients," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1211-1220, July.
    6055. Changbao Wu & Bixia Xu, 2008. "Deflator selection and generalized linear modelling in market-based regression analyses," Applied Financial Economics, Taylor & Francis Journals, vol. 18(21), pages 1739-1753.
    6056. Kohei Aono & Tokuo Iwaisako, 2011. "Forecasting Japanese Stock Returns with Financial Ratios and Other Variables," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 18(4), pages 373-384, November.
    6057. Ellis, Christopher J. & Thoma, Mark A., 1996. "The implications for an open economy of partisan political business cycles: Theory and evidence," European Journal of Political Economy, Elsevier, vol. 11(4), pages 635-651, April.
    6058. Sander, Heather & Polasky, Stephen & Haight, Robert G., 2010. "The value of urban tree cover: A hedonic property price model in Ramsey and Dakota Counties, Minnesota, USA," Ecological Economics, Elsevier, vol. 69(8), pages 1646-1656, June.
    6059. Naseem Al Rahahleh & M. Ishaq Bhatti & Faridah Najuna Misman, 2019. "Developments in Risk Management in Islamic Finance: A Review," JRFM, MDPI, vol. 12(1), pages 1-22, February.
    6060. M. Nieto & Angeles Fernandez & M. Muñoz, 1998. "Market efficiency in the Spanish derivatives markets: An empirical analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 4(4), pages 349-355, November.
    6061. Russo, Angeloantonio & Vurro, Clodia & Nag, Rajiv, 2019. "To have or to be? The interplay between knowledge structure and market identity in knowledge-based alliance formation," Research Policy, Elsevier, vol. 48(3), pages 571-583.
    6062. Les Godfrey & Chris Orme, "undated". "The Sensitivity of some General Checks to Omitted Variables in the Linear Model," Discussion Papers 92/3, Department of Economics, University of York.
    6063. Takeo Hoshi & Anil Kashyap & David Scharfstein, 1990. "The Role of Banks in Reducing the Costs of Financial Distress in Japan," NBER Working Papers 3435, National Bureau of Economic Research, Inc.
    6064. Travis L Johnson, 2019. "A Fresh Look at Return Predictability Using a More Efficient Estimator," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 9(1), pages 1-46.
    6065. Ahrens, R., 2002. "Predicting recessions with interest rate spreads: a multicountry regime-switching analysis," Journal of International Money and Finance, Elsevier, vol. 21(4), pages 519-537, August.
    6066. Halvorsen, Robert & Smith, Tim R, 1984. "On Measuring Natural Resource Scarcity," Journal of Political Economy, University of Chicago Press, vol. 92(5), pages 954-964, October.
    6067. David C. Wheelock, 1992. "Government policy and banking instability: \"overbanking\" in the 1920s," Working Papers 1992-007, Federal Reserve Bank of St. Louis.
    6068. Christopher A. Vellturo & Ernst R. Berndt & Ann F. Friedlaender & Judy Shaw‐Er Wang Chiang & Mark H. Showalter, 1992. "Deregulation, Mergers, and Cost Savingsin Class I U.S. Railroads, 1974‐1986," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 1(2), pages 339-369, June.
    6069. Feichtinger, Paul & Salhofer, Klaus, 2013. "What Do We Know about the Influence of Agricultural Support on Agricultural Land Prices?," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 62(02), pages 1-15, May.
    6070. Guy Navon & Ilan Tojerow, 2013. "Does rent sharing profit female and male workers? Evidence from Israeli matched employer-employee data," ULB Institutional Repository 2013/145691, ULB -- Universite Libre de Bruxelles.
    6071. Sarker, Rakhal & Surry, Yves R., 2003. "The Fast Decay Process In Recreational Demand Activities And The Use Of Alternative Count Data Models," Working Papers 34147, University of Guelph, Department of Food, Agricultural and Resource Economics.
    6072. Oleg V. Petrenko & Federico Aime & Jason Ridge & Aaron Hill, 2016. "Corporate social responsibility or CEO narcissism? CSR motivations and organizational performance," Strategic Management Journal, Wiley Blackwell, vol. 37(2), pages 262-279, February.
    6073. Cebula, Richard & Toma, Michael, 2006. "Determinants of Interstate Differentials in the Real Median Price of Single Family Homes," MPRA Paper 61410, University Library of Munich, Germany.
    6074. Khavul, Susanna & Deeds, David, 2016. "The Evolution of Initial Co-investment Syndications in an Emerging Venture Capital Market," Journal of International Management, Elsevier, vol. 22(3), pages 280-293.
    6075. Vellturo, Christopher Allen., 1992. "Deregulation, mergers, and cost savings in Class I U.S. railroads, 1974-1986," Working papers 3415-92., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    6076. Giuseppe Astarita & Kwang-Mook Jung & Nicole C Berchtold & Vinh Q Nguyen & Daniel L Gillen & Elizabeth Head & Carl W Cotman & Daniele Piomelli, 2010. "Deficient Liver Biosynthesis of Docosahexaenoic Acid Correlates with Cognitive Impairment in Alzheimer's Disease," PLOS ONE, Public Library of Science, vol. 5(9), pages 1-8, September.
    6077. Neil R. Ericsson & David F. Hendry, 1990. "Modeling the demand for narrow money in the United Kingdom and the United States," International Finance Discussion Papers 383, Board of Governors of the Federal Reserve System (U.S.).
    6078. Luo, Di, 2022. "ESG, liquidity, and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
    6079. Ando, Masakazu & Hodoshima, Jiro, 2007. "A note on bootstrapped White's test for heteroskedasticity in regression models," Economics Letters, Elsevier, vol. 97(1), pages 46-51, October.
    6080. John M. Halstead & Shantaram Hegde & Linda Schmid Klein, 2004. "Orange County Bankruptcy: Financial Contagion in the Municipal Bond and Bank Equity Markets," The Financial Review, Eastern Finance Association, vol. 39(2), pages 293-315, May.
    6081. Stock-Homburg, Ruth M. & Heald, Shannon L.M. & Holthaus, Christian & Gillert, Nils Lennart & Hippel, Eric von, 2021. "Need-solution pair recognition by household sector individuals: Evidence, and a cognitive mechanism explanation," Research Policy, Elsevier, vol. 50(8).
    6082. Christopher Winship & Larry Radbill, 1994. "Sampling Weights and Regression Analysis," Sociological Methods & Research, , vol. 23(2), pages 230-257, November.
    6083. Faleye, Olubunmi, 2007. "Classified boards, firm value, and managerial entrenchment," Journal of Financial Economics, Elsevier, vol. 83(2), pages 501-529, February.
    6084. Douglas Cumming & Grant Fleming & Armin Schwienbacher, 2009. "Corporate Relocation in Venture Capital Finance," Entrepreneurship Theory and Practice, , vol. 33(5), pages 1121-1155, September.
    6085. Lu, Yao, 2010. "Rural-urban migration and health: Evidence from longitudinal data in Indonesia," Social Science & Medicine, Elsevier, vol. 70(3), pages 412-419, February.
    6086. Mazboudi, Mohamad & Khalil, Samer, 2017. "The attenuation effect of social media: Evidence from acquisitions by large firms," Journal of Financial Stability, Elsevier, vol. 28(C), pages 115-124.
    6087. Naik, Prasad A. & Peters, Kay, 2009. "A Hierarchical Marketing Communications Model of Online and Offline Media Synergies," Journal of Interactive Marketing, Elsevier, vol. 23(4), pages 288-299.
    6088. Crane, Laurence M. & Pinnoi, Nat & Fuller, Stephen W., 1992. "Demand for Transportation Facility," Transportation Research Forum Proceedings 1990s 311869, Transportation Research Forum.
    6089. Skinner, Frank S. & Mason, Andrew, 2011. "Covered interest rate parity in emerging markets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 355-363.
    6090. Martynova, M., 2006. "The market for corporate control and corporate governance regulation in Europe," Other publications TiSEM 8651e281-4914-41f2-ac14-1, Tilburg University, School of Economics and Management.
    6091. Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds 1993-97," CEPR Discussion Papers 2166, C.E.P.R. Discussion Papers.
    6092. Hirvonen, Kalle & Hoddinott, John & Minten, Bart & Stifel, David, 2017. "Children’s Diets, Nutrition Knowledge, and Access to Markets," World Development, Elsevier, vol. 95(C), pages 303-315.
    6093. John R. Graham & Campbell R. Harvey & Hai Huang, 2005. "Investor Competence, Trading Frequency, and Home Bias," NBER Working Papers 11426, National Bureau of Economic Research, Inc.
    6094. Ran Barniv & Mark Myring, 2006. "An International Analysis of Historical and Forecast Earnings in Accounting‐Based Valuation Models," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7‐8), pages 1087-1109, September.
    6095. Størdal, Ståle & Lien, Gudbrand & Mydland, Ørjan & Haugom, Erik, 2021. "Effects of strong and weak non-pharmaceutical interventions on stock market returns: A comparative analysis of Norway and Sweden during the initial phase of the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 341-350.
    6096. Normann, Hans-Theo & Möllers, Claudia & Snyder, Christopher M., 2015. "Communication in Vertically Related Markets: Experimental Evidence," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112842, Verein für Socialpolitik / German Economic Association.
    6097. Chen, Yi-Ting, 2006. "Non-nested tests for competing U.S. narrow money demand functions," Economic Modelling, Elsevier, vol. 23(2), pages 339-363, March.
    6098. Elisa Gallo & Franco Folino & Gianfranco Buja & Gabriele Zanotto & Daniele Bottigliengo & Rosanna Comoretto & Elena Marras & Giuseppe Allocca & Diego Vaccari & Gianni Gasparini & Emanuele Bertaglia & , 2020. "Daily Exposure to Air Pollution Particulate Matter Is Associated with Atrial Fibrillation in High-Risk Patients," IJERPH, MDPI, vol. 17(17), pages 1-10, August.
    6099. Huayu Shen & Man Zhang & Runxin Liu & Fei Hou, 2021. "Economic Policy Uncertainty and Corporate Innovation - Evidence From China," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 1(1), pages 1-7.
    6100. Zellner, James A., 1984. "Persuasive And Informative Advertising Of Standardized And Non-Standard Food Products: Different Implications For Entry Barriers And Profitability," 1984 Annual Meeting, August 5-8, Ithaca, New York 279029, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6101. Chang, Shao-Chi & Chen, Sheng-Syan & Liu, Yichen, 2004. "Why firms use convertibles: A further test of the sequential-financing hypothesis," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1163-1183, May.
    6102. Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1996. "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers 96s-19, CIRANO.
    6103. Elena Sinelnikova-Muryleva, 2011. "Innovations in the sphere of payments and the money demand in Russia," Research Paper Series, Gaidar Institute for Economic Policy, issue 157P.
    6104. Lee, Seul Ki, 2015. "Quality differentiation and conditional spatial price competition among hotels," Tourism Management, Elsevier, vol. 46(C), pages 114-122.
    6105. M. K. Chin & Matthew Semadeni, 2017. "CEO political ideologies and pay egalitarianism within top management teams," Strategic Management Journal, Wiley Blackwell, vol. 38(8), pages 1608-1625, August.
    6106. Timothy Richards, 2007. "A nested logit model of strategic promotion," Quantitative Marketing and Economics (QME), Springer, vol. 5(1), pages 63-91, March.
    6107. Jacob Kleinow & Tobias Nell, 2015. "Determinants of systemically important banks: the case of Europe," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 7(4), pages 446-476, November.
    6108. Cebula, Richard, 2010. "Effects of Health Insurance and Medical Care Inflation on Voluntary Enlistment in the Army: An Empirical Study in the United States," MPRA Paper 51246, University Library of Munich, Germany.
    6109. Yamile Díaz Torres & Paride Gullo & Hernán Hernández Herrera & Migdalia Torres del Toro & Mario A. Álvarez Guerra & Jorge Iván Silva Ortega & Arne Speerforck, 2022. "Statistical Analysis of Design Variables in a Chiller Plant and Their Influence on Energy Consumption and Life Cycle Cost," Sustainability, MDPI, vol. 14(16), pages 1-19, August.
    6110. Yanan Li & Chan Xiong & Zhe Zhu & Qiaowen Lin, 2021. "Family Migration and Social Integration of Migrants: Evidence from Wuhan Metropolitan Area, China," IJERPH, MDPI, vol. 18(24), pages 1-21, December.
    6111. Andrea, Bastianin & Chiara F., Del Bo, 2019. "Procurement in Big Science Centres: politics or technology? Evidence from CERN," Working Papers 410, University of Milano-Bicocca, Department of Economics, revised 21 May 2019.
    6112. Kleibergen, F.R., 1997. "Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models," Econometric Institute Research Papers EI 9722/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    6113. Guoli Chen & Raveendra Chittoor & Balagopal Vissa, 2021. "Does nepotism run in the family? CEO pay and pay‐performance sensitivity in Indian family firms," Strategic Management Journal, Wiley Blackwell, vol. 42(7), pages 1326-1343, July.
    6114. Wen, Miin-Jye & Chen, Shun-Yi & Chen, Hubert J., 2007. "On testing a subset of regression parameters under heteroskedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5958-5976, August.
    6115. Shaista Wasiuzzaman & Ali Uyar & Cemil Kuzey & Abdullah S. Karaman, 2022. "Corporate social responsibility: Is it a matter of slack financial resources or strategy or both?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(6), pages 2444-2466, September.
    6116. Pier Luigi Marchini & Veronica Tibiletti & Tatiana Mazza & Gianluca Gabrielli, 2022. "Gender quotas and the environment: Environmental performance and enforcement," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(1), pages 256-272, January.
    6117. Victor Soucik & David E. Allen, 2006. "Benchmarking Australian fixed interest fund performance: finding the optimal factors," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(5), pages 865-898, December.
    6118. Al-Yahyaee, Khamis Hamed, 2013. "The effect of a reduction in price discreteness on ex-day stock returns in a unique environment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 283-294.
    6119. Jennifer L. Blouin & Jana Smith Raedy & Douglas A. Shackelford, 2003. "Capital Gains Taxes and Equity Trading: Empirical Evidence," Journal of Accounting Research, Wiley Blackwell, vol. 41(4), pages 611-651, September.
    6120. Niklas Potrafke & Markus Reischmann, 2014. "Fiscal Transfers and Fiscal Sustainability," CESifo Working Paper Series 4716, CESifo.
    6121. Kauder, Björn & Björn, Kauder & Niklas, Potrafke & Markus, Reischmann, 2016. "Do politicians gratify core supporters? Evidence from a discretionary grant program," VfS Annual Conference 2016 (Augsburg): Demographic Change 145509, Verein für Socialpolitik / German Economic Association.
    6122. McCurdy, Thomas H & Morgan, Ieuan G, 1988. "Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(3), pages 187-202, July-Sept.
    6123. GAMMADIGBE, Vigninou, 2015. "Policy Mix Coherence Index (PMCI) : A Proposal," MPRA Paper 63583, University Library of Munich, Germany.
    6124. Jill L. Wetmore & John R. Brick, 1994. "Commercial Bank Risk: Market, Interest Rate, And Foreign Exchange," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(4), pages 585-596, December.
    6125. Ramdan Dridi, 2000. "Simulated Asymptotic Least Squares Theory," STICERD - Econometrics Paper Series 396, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6126. Almeida, José Elias Feres de & Dalmácio, Flávia Zóboli, 2015. "The Effects of Corporate Governance and Product Market Competition on Analysts' Forecasts: Evidence from the Brazilian Capital Market," The International Journal of Accounting, Elsevier, vol. 50(3), pages 316-339.
    6127. Lu¨ªs Oliveira & Tom¨¢s Salen & Jos¨¦ Dias Curto & Nuno Ferreira, 2019. "Market Timing and Selectivity: An Empirical Investigation of European Mutual Fund Performance," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(2), pages 1-16, February.
    6128. Manzoni, Katiuscia, 2002. "Modeling credit spreads: An application to the sterling Eurobond market," International Review of Financial Analysis, Elsevier, vol. 11(2), pages 183-218.
    6129. Ramirez, Carlos D., 2003. "Did branch banking restrictions increase bank failures? Evidence from Virginia and West Virginia in the late 1920s," Journal of Economics and Business, Elsevier, vol. 55(4), pages 331-352.
    6130. Hansen,B.E., 1999. "Testing for linearity," Working papers 7, Wisconsin Madison - Social Systems.
    6131. Savva Shanaev & Nikita Shimkus & Binam Ghimire & Satish Sharma, 2020. "Children’s toy or grown-ups’ gamble? LEGO sets as an alternative investment," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 21(5), pages 577-620, November.
    6132. Tae-Hwan Kim & Halbert White, 2003. "Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression," Advances in Econometrics, in: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, pages 107-132, Emerald Group Publishing Limited.
    6133. He, Peng William & Jarnecic, Elvis & Liu, Yubo, 2015. "The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X," Journal of Financial Markets, Elsevier, vol. 22(C), pages 27-49.
    6134. KARRAS, Georgios, 2008. "GROWTH AND CONVERGENCE, 1950-2003. What Can We Learn from the Solow Model?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 5-18.
    6135. Muscarella, Chris J. & Piwowar, Michael S., 2001. "Market microstructure and securities values: : Evidence from the Paris Bourse," Journal of Financial Markets, Elsevier, vol. 4(3), pages 209-229, June.
    6136. Thomas J. Flavin & Thomas O'Connor, 2009. "The sequencing of stock market liberalization events and corporate financing decisions," Economics Department Working Paper Series n2021009.pdf, Department of Economics, National University of Ireland - Maynooth.
    6137. Andrew C. Worthington & Tracey West, 2004. "Australian Evidence Concerning the Information Content of Economic Value-Added," Australian Journal of Management, Australian School of Business, vol. 29(2), pages 201-223, December.
    6138. Rösel, Felix, 2016. "The Persistency of Public Debt," VfS Annual Conference 2016 (Augsburg): Demographic Change 145595, Verein für Socialpolitik / German Economic Association.
    6139. Sung C. Bae & Kiyoung Chang & Ha-Chin Yi, 2018. "Corporate social responsibility, credit rating, and private debt contracting: new evidence from syndicated loan market," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 261-299, January.
    6140. Cumming, Douglas, 2007. "Government policy towards entrepreneurial finance: Innovation investment funds," Journal of Business Venturing, Elsevier, vol. 22(2), pages 193-235, March.
    6141. Carter, David A. & McNulty, James E., 2005. "Deregulation, technological change, and the business-lending performance of large and small banks," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1113-1130, May.
    6142. Harchaoui, Tarek M. & Lasserre, Pierre, 1995. "Testing the impact of taxation on capacity choice: A 'putty clay' approach," Journal of Public Economics, Elsevier, vol. 56(3), pages 377-411, March.
    6143. Fengxia Zhu & Yueyun Zhang & Qi Li & Yuanyao Xu & Baozhong Liu, 2022. "Families, Schools, and the Longitudinal Changes in Psychological Distress among College Students during the First Year of the COVID-19 Pandemic: Evidence from a National Panel Survey in China," IJERPH, MDPI, vol. 19(19), pages 1-14, October.
    6144. Mark Clatworthy & Gerald Makepeace & Michael Peel, 2009. "Selection bias and the Big Four premium: New evidence using Heckman and matching models," Accounting and Business Research, Taylor & Francis Journals, vol. 39(2), pages 139-166.
    6145. Neil R. Ericsson & Sunil Sharma, 1996. "Broad money demand and financial liberalization in Greece," International Finance Discussion Papers 559, Board of Governors of the Federal Reserve System (U.S.).
    6146. Massimo Armenise & Giorgia Giovannetti & Gianluca Santoni, 2011. "FDI in Business Services has general TFP effects : evidence from Italy," Working Papers - Economics wp2011_12.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    6147. Koller, Lena & Schnabel, Claus & Wagner, Joachim, 2006. "Arbeitsrechtliche Schwellenwerte und betriebliche Arbeitsplatzdynamik : eine empirische Untersuchung am Beispiel des Schwerbehindertengesetzes (Labour-law thresholds and employment dynamics in firms :," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 39(2), pages 181-199.
    6148. Welsh, Dianne H.B. & Kaciak, Eugene & Shamah, Rania, 2018. "Determinants of women entrepreneurs' firm performance in a hostile environment," Journal of Business Research, Elsevier, vol. 88(C), pages 481-491.
    6149. Fatemi, Ali & Desai, Anand S. & Katz, Jeffrey P., 2003. "Wealth creation and managerial pay: MVA and EVA as determinants of executive compensation," Global Finance Journal, Elsevier, vol. 14(2), pages 159-179, July.
    6150. Martyn Duffy, 2006. "Tobacco consumption and policy in the United Kingdom," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1235-1257.
    6151. Kothari, S.P. & Leone, Andrew J. & Wasley, Charles E., 2005. "Performance matched discretionary accrual measures," Journal of Accounting and Economics, Elsevier, vol. 39(1), pages 163-197, February.
    6152. Daunfeldt, Sven-Olov & Rudholm, Niklas & Rämme, Ulf, 2009. "Congestion charges and retail revenues: Results from the Stockholm road pricing trial," Transportation Research Part A: Policy and Practice, Elsevier, vol. 43(3), pages 306-309, March.
    6153. Carrillo Murillo, David Guillermo & Liedtke, Gernot, 2013. "A model for the formation of colloidal structures in freight transportation: The case of hinterland terminals," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 49(1), pages 55-70.
    6154. Wadu Mesthrige Jayantha & Esther Hiu Kwan Yung, 2018. "Effect of Revitalisation of Historic Buildings on Retail Shop Values in Urban Renewal: An Empirical Analysis," Sustainability, MDPI, vol. 10(5), pages 1-18, May.
    6155. David E. Clark, 2005. "The Effects of Ignoring Train Whistle Bans on Residential Property Values," Working Papers and Research 0504, Marquette University, Center for Global and Economic Studies and Department of Economics.
    6156. Debelle, Guy & Lamont, Owen, 1997. "Relative Price Variability and Inflation: Evidence from U.S. Cities," Journal of Political Economy, University of Chicago Press, vol. 105(1), pages 132-152, February.
    6157. Li, Lu & Duan, Yang & He, Yuqian & Chan, Kam C., 2018. "Linguistic distance and mergers and acquisitions: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 81-102.
    6158. White, Lee V. & Sintov, Nicole D., 2017. "You are what you drive: Environmentalist and social innovator symbolism drives electric vehicle adoption intentions," Transportation Research Part A: Policy and Practice, Elsevier, vol. 99(C), pages 94-113.
    6159. Heaney, Richard & Naughton, Tony & Truong, Thanh & Davidson, Sinclair & Fry, Tim & McKenzie, Michael, 2007. "The link between performance and changes in the size and stability of a firm's officers and directors," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 16-29, February.
    6160. Hřebačka, Viktor, 2022. "The impact of provider-specific factors on the profitability of contract for difference traders," Finance Research Letters, Elsevier, vol. 45(C).
    6161. Butkiewicz, James L. & Gordon, Leo-Rey C., 2013. "The Economic Growth Effect of Offshore Banking in Host Territories: Evidence from the Caribbean," World Development, Elsevier, vol. 44(C), pages 165-179.
    6162. Eric Arthur & Hassan E. Oaikhenan, 2017. "The Effects of Health Expenditure on Health Outcomes in Sub-Saharan Africa (SSA)," African Development Review, African Development Bank, vol. 29(3), pages 524-536, September.
    6163. José Clemente Jacinto Ferreira & Ana Paula Matias Gama & Luiz Paulo Fávero & Ricardo Goulart Serra & Patrícia Belfiore & Igor Pinheiro de Araújo Costa & Marcos dos Santos, 2022. "Economic Performance and Stock Market Integration in BRICS and G7 Countries: An Application with Quantile Panel Data and Random Coefficients Modeling," Mathematics, MDPI, vol. 10(21), pages 1-35, October.
    6164. Castro, Alexandre Samy de, 2021. "Judicial attitudes under shifting jurisprudence: Evidence from Brazil’s new drug law of 2006," International Review of Law and Economics, Elsevier, vol. 68(C).
    6165. Richard Grieve & Richard Nixon & Simon G. Thompson, 2010. "Bayesian Hierarchical Models for Cost-Effectiveness Analyses that Use Data from Cluster Randomized Trials," Medical Decision Making, , vol. 30(2), pages 163-175, March.
    6166. Christine Fauvelle-Aymar, 2014. "The welfare state, migration, and voting rights," Public Choice, Springer, vol. 159(1), pages 105-120, April.
    6167. Luca Berchicci & Glen Dowell & Andrew A. King, 2017. "Environmental Performance and the Market for Corporate Assets," Strategic Management Journal, Wiley Blackwell, vol. 38(12), pages 2444-2464, December.
    6168. Aui, A. & Wang, Y. & Mba-Wright, M., 2021. "Evaluating the economic feasibility of cellulosic ethanol: A meta-analysis of techno-economic analysis studies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 145(C).
    6169. Deneffe, Daniel & Masson, Robert T., 2002. "What do not-for-profit hospitals maximize?," International Journal of Industrial Organization, Elsevier, vol. 20(4), pages 461-492, April.
    6170. Li, Yuanzhi, 2013. "A nonlinear wealth transfer from shareholders to creditors around Chapter 11 filing," Journal of Financial Economics, Elsevier, vol. 107(1), pages 183-198.
    6171. Peter Roosenboom, 2007. "How Do Underwriters Value Initial Public Offerings? An Empirical Analysis of the French IPO Market," Contemporary Accounting Research, John Wiley & Sons, vol. 24(4), pages 1217-1243, December.
    6172. Kee H. Chung & Peter Wright & Ben Kedia, 2003. "Corporate governance and market valuation of capital and R&D investments," Review of Financial Economics, John Wiley & Sons, vol. 12(2), pages 161-172.
    6173. Abdiweli Ali, 2001. "Political instability, policy uncertainty, and economic growth: An empirical investigation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 29(1), pages 87-106, March.
    6174. Isabel Toledo & Rocío Marco, 2010. "Costs associated with mutual funds in Spain," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 165-179.
    6175. Lehmann, Erik & Neuberger, Doris, 2001. "Do lending relationships matter?: Evidence from bank survey data in Germany," Journal of Economic Behavior & Organization, Elsevier, vol. 45(4), pages 339-359, August.
    6176. Martin, Anna D., 2000. "Exchange rate exposure of the key financial institutions in the foreign exchange market," International Review of Economics & Finance, Elsevier, vol. 9(3), pages 267-286, July.
    6177. Rocha, Roberta de Moraes & da Silva, Marcelo Eduardo Alves & Gomes, Sonia Maria Fonseca Pereira Oliveira, 2011. "Por que os estados brasileiros têm reações assimétricas a choques na política monetária?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(4), November.
    6178. Mobbs, Shawn & Raheja, Charu G., 2012. "Internal managerial promotions: Insider incentives and CEO succession," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1337-1353.
    6179. Jenkins, Stephen P. & Taylor, Mark P., 2012. "Non-employment, age, and the economic cycle," LSE Research Online Documents on Economics 57589, London School of Economics and Political Science, LSE Library.
    6180. Lars Jonung & Hans Tson Söderström & Joakim Stymne, 1996. "Depression in the north - boom and bust in Sweden and Finland, 1985-93," Finnish Economic Papers, Finnish Economic Association, vol. 9(1), pages 55-71, Spring.
    6181. Hopkins, Lucas & Ferguson, Keith E., 2014. "Looking forward: The role of multiple regression in family business research," Journal of Family Business Strategy, Elsevier, vol. 5(1), pages 52-62.
    6182. Jianghao Chu & Tae-Hwy Lee & Aman Ullah & Haifeng Xu, 2020. "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference," Working Papers 202027, University of California at Riverside, Department of Economics.
    6183. Reinert, Regina M. & Weigert, Florian & Winnefeld, Christoph H., 2015. "Does Female Management Influence Firm Performance? Evidence from Luxembourg Banks," Working Papers on Finance 1501, University of St. Gallen, School of Finance.
    6184. Arnold R. Cowan, 1996. "Convertible Exchangeable Preferred Stock," Finance 9606001, University Library of Munich, Germany, revised 12 Aug 1996.
    6185. Alexandre Rands Barros, 2012. "Stabilization Policies and Regional Development in Brazil," Chapters, in: Werner Baer (ed.), The Regional Impact of National Policies, chapter 9, Edward Elgar Publishing.
    6186. Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917797, HAL.
    6187. Guillermo Carlomagno & Antoni Espasa, 2021. "Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 641-662, June.
    6188. Mark Hoven Stohs & Yun W. Park, 2007. "Residential Stability or Rational Bubble: Proposition 13 in Southern California," International Real Estate Review, Global Social Science Institute, vol. 10(1), pages 26-47.
    6189. Tom Holden, 2012. "Medium-frequency cycles and the remarkable near trend-stationarity of output," School of Economics Discussion Papers 1412, School of Economics, University of Surrey.
    6190. Martin Linde-Rahr, 2003. "Property Rights and Deforestation: The Choice of Fuelwood Source in Rural Viet Nam," Land Economics, University of Wisconsin Press, vol. 79(2), pages 217-234.
    6191. Mack, Elizabeth A. & Rey, Sergio J., 2014. "An econometric approach for evaluating the linkages between broadband and knowledge intensive firms," Telecommunications Policy, Elsevier, vol. 38(1), pages 105-118.
    6192. Michael C. Dillbeck & Kenneth L. Cavanaugh, 2017. "Group Practice of the Transcendental Meditation® and TM-Sidhi® Program and Reductions in Infant Mortality and Drug-Related Death," SAGE Open, , vol. 7(1), pages 21582440176, March.
    6193. Sheng-Syan Chen & Robin K. Chou & Yun-Chi Lee, 2020. "The effects of executive compensation and outside monitoring on firms’ pre-repurchase disclosure behavior and post-repurchase performance," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 111-158, January.
    6194. Kennedy, Duane B. & Sivakumar, Ranjini & Vetzal, Kenneth R., 2006. "The implications of IPO underpricing for the firm and insiders: Tests of asymmetric information theories," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 49-78, January.
    6195. Danilo Pelletiere & Kenneth A. Reinert, 2006. "World Trade in Used Automobiles: A Gravity Analysis of Japanese and US Exports," Asian Economic Journal, East Asian Economic Association, vol. 20(2), pages 161-172, June.
    6196. Andrew B. Whitford, 2007. "Competing Explanations for Bureaucratic Preferences," Journal of Theoretical Politics, , vol. 19(3), pages 219-247, July.
    6197. Keith Jakob & Ryan Whitby, 2017. "The impact of nominal stock price on ex-dividend price responses," Review of Quantitative Finance and Accounting, Springer, vol. 48(4), pages 939-953, May.
    6198. Girma Kassie & Awudu Abdulai & Clemens Wollny, 2011. "Heteroscedastic hedonic price model for cattle in the rural markets of central Ethiopia," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3459-3464.
    6199. Mallick, Debdulal, 2012. "The role of the elasticity of substitution in economic growth: A cross-country investigation," Labour Economics, Elsevier, vol. 19(5), pages 682-694.
    6200. Scott E. Yonker, 2017. "Do Managers Give Hometown Labor an Edge?," The Review of Financial Studies, Society for Financial Studies, vol. 30(10), pages 3581-3604.
    6201. Douglas Holtz-Eakin, 1992. "Solow and the States: Capital Accumulation, Productivity and Economic Growth," NBER Working Papers 4144, National Bureau of Economic Research, Inc.
    6202. Kim, Minho & Kim, Minchoul, 2003. "Implied volatility dynamics in the foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 22(4), pages 511-528, August.
    6203. Catherine M. Schrand & Haluk Unal, 1995. "Hedging and Coordinated Risk Management: Evidence from Thrift Conversions," Center for Financial Institutions Working Papers 96-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
    6204. Serdar A. Avsar, 1992. "Efficiency in Currency Futures Markets SURE vs. FIML Estimates," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 130-134, December.
    6205. Bernhard Boockmann & Roland Vaubel, 2009. "The Theory of Raising Rivals’ Costs and Evidence from the International Labour Organisation," The World Economy, Wiley Blackwell, vol. 32(6), pages 862-887, June.
    6206. Startz, Richard, 2012. "Bayesian Heteroskedasticity-Robust Standard Errors," University of California at Santa Barbara, Economics Working Paper Series qt69c4x8m9, Department of Economics, UC Santa Barbara.
    6207. Holt, Matthew T., 1992. "Modelling Risk Response in the Marketing Channel for Beef: A Multivariate Generalize Arch-M Approach," Staff Papers 200546, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    6208. Andrikopoulos, Andreas & Samitas, Aristeidis & Bekiaris, Michalis, 2014. "Corporate social responsibility reporting in financial institutions: Evidence from Euronext," Research in International Business and Finance, Elsevier, vol. 32(C), pages 27-35.
    6209. John McDonald, 2010. "The Q theory of investment, the capital asset pricing model and the capitalization rate in real estate valuation," Applied Financial Economics, Taylor & Francis Journals, vol. 20(14), pages 1133-1143.
    6210. Su, Xuan-Qi & Lin, Yung-Chieh & Chen, Chin-Ming & Lowe, Alpha, 2019. "Are educational managers credible or overconfident? Evidence from share repurchases in Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 93-112.
    6211. Pryce, Gwilym & White, Michael, 1999. "Contiguous land use as a driver for land allocation," ERSA conference papers ersa99pa041, European Regional Science Association.
    6212. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2014. "Finite Population Causal Standard Errors," NBER Working Papers 20325, National Bureau of Economic Research, Inc.
    6213. Cong Cao & Markus Pauly & Frank Konietschke, 2020. "The Behrens–Fisher problem with covariates and baseline adjustments," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(2), pages 197-215, February.
    6214. Shin, Seungjae & Eksioglu, Burak, 2015. "An empirical study of RFID productivity in the U.S. retail supply chain," International Journal of Production Economics, Elsevier, vol. 163(C), pages 89-96.
    6215. Skripnitchenko, Anatoliy & Beladi, Hamid & Koo, Won W., 2004. "Preferential Trade Arrangements: Impacts On Agricultural Trade And Income," 2004 Annual meeting, August 1-4, Denver, CO 20260, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6216. Jose Gutierrez & Steve Johnson & Robert Stretcher, 2018. "A synthesized model of short selling constraints and their impact on stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(1), pages 191-210, January.
    6217. Chambers, Robert G. & Pope, Rulon D., 1992. "Piglog Aggregation and Engel's Law," Working Papers 197779, University of Maryland, Department of Agricultural and Resource Economics.
    6218. Sikandar Siddiqui, 2003. "Can interest rate changes help predict future stock price movements? Evidence from the German market," Applied Economics Letters, Taylor & Francis Journals, vol. 10(4), pages 209-211.
    6219. Stephen Dobson & John Goddard & John Wilson, 2001. "League Structure and Match Attendances in English Rugby League," International Review of Applied Economics, Taylor & Francis Journals, vol. 15(3), pages 335-351.
    6220. Irvine, Paul J., 2003. "The incremental impact of analyst initiation of coverage," Journal of Corporate Finance, Elsevier, vol. 9(4), pages 431-451, September.
    6221. Hung‐Neng Lai, 2007. "The Market Quality of Dealer versus Hybrid Markets: The Case of Moderately Liquid Securities," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 349-373, January.
    6222. Kolluri, Bharat & Wahab, Susan & Wahab, Mahmoud, 2015. "An examination of co-movements of India's stock and government bond markets," Journal of Asian Economics, Elsevier, vol. 41(C), pages 39-56.
    6223. Koon Nam Henry Lee, 2017. "Residential property price-stock price nexus in Hong Kong: new evidence from ARDL bounds test," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 10(2), pages 204-220, April.
    6224. Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness, 2011. "Information in short selling: Comparing Nasdaq and the NYSE," Review of Financial Economics, John Wiley & Sons, vol. 20(1), pages 1-10, January.
    6225. Egginton, Don M., 1999. "Testing the efficiency and rationality of City forecasts," International Journal of Forecasting, Elsevier, vol. 15(1), pages 57-66, February.
    6226. Matthew Odedokun, 2003. "Analysis Of Deviations And Delays In Aid Disbursements," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 28(1), pages 137-169, June.
    6227. L. Paige Fields & William T. Moore, 1995. "Equity Valuation Effects Of Forced Warrant Exercise," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(2), pages 157-170, June.
    6228. Zhou, Xinmiao & Zhang, Junru & Zhang, Zhaoyong, 2021. "How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 196-213.
    6229. Ryan Flugum, 2021. "The trend is an analyst's friend: Analyst recommendations and market technicals," The Financial Review, Eastern Finance Association, vol. 56(2), pages 301-330, May.
    6230. Choi, Jaewon & Kim, Yongjun, 2018. "Anomalies and market (dis)integration," Journal of Monetary Economics, Elsevier, vol. 100(C), pages 16-34.
    6231. Jaroslava Hlouskova & Martin Wagner, 2013. "The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 445-492, December.
    6232. Wesley II, Curtis L. & Kong, Dejun Tony & Lubojacky, Connor J. & Kim Saxton, M. & Saxton, Todd, 2022. "Will the startup succeed in your eyes? Venture evaluation of resource providers during entrepreneurs' informational signaling," Journal of Business Venturing, Elsevier, vol. 37(5).
    6233. Peter Lloyd Jones, 2011. "The determinants of aggregate creditors' voluntary liquidations," Post-Print hal-00762895, HAL.
    6234. Kaplan, Sigal & Gruber, Johannes & Reinthaler, Martin & Klauenberg, Jens, 2016. "Intentions to introduce electric vehicles in the commercial sector: A model based on the theory of planned behaviour," Research in Transportation Economics, Elsevier, vol. 55(C), pages 12-19.
    6235. Benjamin, Emmanuel O. & Sauer, Johannes, 2018. "The cost effectiveness of payments for ecosystem services—Smallholders and agroforestry in Africa," Land Use Policy, Elsevier, vol. 71(C), pages 293-302.
    6236. Sunil Kumar & Ilyoung Chong, 2018. "Correlation Analysis to Identify the Effective Data in Machine Learning: Prediction of Depressive Disorder and Emotion States," IJERPH, MDPI, vol. 15(12), pages 1-24, December.
    6237. Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2019. "Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?," Working Papers 15-49, Eastern Mediterranean University, Department of Economics.
    6238. Katja Rietzler, 2005. "Modelling European Business Cycles (EBC Model): A Macroeconometric Model of Spain ; February 2005," Data Documentation 4, DIW Berlin, German Institute for Economic Research.
    6239. Hidalgo, Javier & Schafgans, Marcia M. A., 2017. "Inference without smoothing for large panels with cross-sectional and temporal dependence," LSE Research Online Documents on Economics 87748, London School of Economics and Political Science, LSE Library.
    6240. Comprix, Joseph & Muller III, Karl A., 2006. "Asymmetric treatment of reported pension expense and income amounts in CEO cash compensation calculations," Journal of Accounting and Economics, Elsevier, vol. 42(3), pages 385-416, December.
    6241. Heather Tookes & Brian Henderson, 2010. "Do Investment Banks' Relationships with Investors Impact Pricing? The Case of Convertible Bond Issues," Yale School of Management Working Papers amz2667, Yale School of Management.
    6242. Ortíz Quevedo, Carlos Humberto, 1993. "Production ´Roundaboutness´and Economic Growth: Some Empirical Evidence," Documentos de Trabajo 3994, Universidad del Valle, CIDSE.
    6243. Zeitun Rami, 2014. "Corporate Governance, Capital Structure and Corporate Performance: Evidence from GCC Countries," Review of Middle East Economics and Finance, De Gruyter, vol. 10(1), pages 75-96, April.
    6244. Gupta, Sanjeev & Verhoeven, Marijn, 2001. "The efficiency of government expenditure: experiences from Africa," Journal of Policy Modeling, Elsevier, vol. 23(4), pages 433-467, May.
    6245. Catherine Beaudry & G. Swann, 2009. "Firm growth in industrial clusters of the United Kingdom," Small Business Economics, Springer, vol. 32(4), pages 409-424, April.
    6246. Mr. Aleš Bulíř & Mr. Martin Cihak & Mr. David-Jan Jansen, 2014. "Does the Clarity of Inflation Reports Affect Volatility in Financial Markets?," IMF Working Papers 2014/175, International Monetary Fund.
    6247. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    6248. In‐Mu Haw & Bingbing Hu & Lee‐Seok Hwang & Woody Wu, 2004. "Ultimate Ownership, Income Management, and Legal and Extra‐Legal Institutions," Journal of Accounting Research, Wiley Blackwell, vol. 42(2), pages 423-462, May.
    6249. Wooldridge, Jeffrey M., 1990. "A Unified Approach to Robust, Regression-Based Specification Tests," Econometric Theory, Cambridge University Press, vol. 6(1), pages 17-43, March.
    6250. Sarah Rummery, 1992. "The Contribution of Intermittent Labour Force Participation to the Gender Wage Differential," The Economic Record, The Economic Society of Australia, vol. 68(4), pages 351-364, December.
    6251. Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2018. "Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 168-186.
    6252. Rakesh Radav, 2017. "Women Directors' Compensation and Firm Performance of an Emerging Economy: India," EconWorld Working Papers 17003, WERI-World Economic Research Institute, revised Mar 2017.
    6253. An, Can & Pan, Xiaofei & Tian, Gary Gang, 2014. "Ownership structure and collateral requirements: Evidence from China's listed firms," International Review of Financial Analysis, Elsevier, vol. 36(C), pages 168-178.
    6254. Zoë Fannon & Christiaan Monden & Bent Nielsen, 2018. "Age-period-cohort modelling and covariates, with an application to obesity in England 2001-2014," Economics Papers 2018-W05, Economics Group, Nuffield College, University of Oxford.
    6255. Kurita, Takamitsu, 2011. "An empirical model for Japan’s business fixed investment," Journal of Economics and Business, Elsevier, vol. 63(2), pages 107-120.
    6256. Cheng, Minying & Lin, Bingxuan & Wei, Minghai, 2015. "Executive compensation in family firms: The effect of multiple family members," Journal of Corporate Finance, Elsevier, vol. 32(C), pages 238-257.
    6257. Chesson, Harrell & Harrison, Paul & Kassler, William J, 2000. "Sex Under the Influence: The Effect of Alcohol Policy on Sexually Transmitted Disease Rates in the United States," Journal of Law and Economics, University of Chicago Press, vol. 43(1), pages 215-238, April.
    6258. Nicolas Frevel & Dominik Schreyer, 2020. "Behavioral responses to terrorist attacks: empirical evidence from professional football," Applied Economics Letters, Taylor & Francis Journals, vol. 27(3), pages 244-247, February.
    6259. Qushim, Berdikul & Gillespie, Jeffrey, 2016. "Women Farm Operators in the U.S. Meat Goat Production: Who is More Productive?," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 230004, Southern Agricultural Economics Association.
    6260. In†Mu Haw & Daqing Qi & Donghui Wu & Woody Wu, 2005. "Market Consequences of Earnings Management in Response to Security Regulations in China," Contemporary Accounting Research, John Wiley & Sons, vol. 22(1), pages 95-140, March.
    6261. Leigh McAlister, 2007. "—Cross-Brand Pass-Through: Fact or Artifact?," Marketing Science, INFORMS, vol. 26(6), pages 876-898, 11-12.
    6262. Wu, Manhwa & Ni, Yensen & Huang, Paoyu, 2020. "Dividend payouts and family-controlled firms—The effect of culture on business," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 221-228.
    6263. Richard Cebula, 2009. "Impact of the real median price of single-family homes on US internal net migration: an exploratory empirical note," Applied Economics Letters, Taylor & Francis Journals, vol. 16(17), pages 1743-1746.
    6264. Chen, Cherry C. & So, Raymond W., 2002. "Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil," Journal of Multinational Financial Management, Elsevier, vol. 12(4-5), pages 411-428.
    6265. Carlo Rosa, 2011. "Talking Less And Moving The Market More: Evidence From The Ecb And The Fed," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 51-81, February.
    6266. A. Dale Tussing & John A. Henning, 1991. "Measuring the Effect of Structural Change on Long-Term Public Expenditure Growth: the United States, 1929 to 1981," Public Finance Review, , vol. 19(4), pages 393-411, October.
    6267. Kraybill, David S. & Bashaasha, Bernard, 2005. "Regression-Based Simulation of Anti- Poverty Policies in Uganda," 2005 Annual meeting, July 24-27, Providence, RI 19203, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6268. Dimitropoulos, Panagiotis E. & Asteriou, Dimitrios, 2010. "The effect of board composition on the informativeness and quality of annual earnings: Empirical evidence from Greece," Research in International Business and Finance, Elsevier, vol. 24(2), pages 190-205, June.
    6269. Monica Singhania & Akshay Gupta, 2012. "Determinants of Corporate Dividend Policy: A Tobit Model Approach," Vision, , vol. 16(3), pages 153-162, September.
    6270. Lacir J. Soares & Marcelo Cunha Medeiros, 2005. "Modelling and forecasting short-term electricity load: a two step methodology," Textos para discussão 495, Department of Economics PUC-Rio (Brazil).
    6271. Brand, Claus & Gerdesmeier, Dieter & Roffia, Barbara, 2002. "Estimating the trend of M3 income velocity underlying the reference value for monetary growth," Occasional Paper Series 3, European Central Bank.
    6272. Ernst R. Berndt & Ann F. Friedlaender & Judy Shaw-Er Wang Chiang & Christopher A. Vellturo, 1991. "Mergers, Deregulation and Cost Savings in the U.S. Rail Industry," NBER Working Papers 3749, National Bureau of Economic Research, Inc.
    6273. Magali Jaoul-Grammare & Karine Pellier, 2020. "The evolution of regional differences in French university supply between 1980 and 2000: Specialisation or diversification? [L’évolution des écarts régionaux d’offre universitaire en France entre 1," Post-Print halshs-03345631, HAL.
    6274. Karen Mills & Steven Morling & Warren Tease, 1994. "The Influence of Financial Factors on Corporate Investment," RBA Research Discussion Papers rdp9402, Reserve Bank of Australia.
    6275. Tong, Wilson H.S. & Yu, Wayne W., 2012. "A corporate governance explanation of the A-B share discount in China," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 125-147.
    6276. Jonathan Gruber, 1992. "The Effect of Price Shopping in Medical Markets: Hospital Responses to PPOs in California," NBER Working Papers 4190, National Bureau of Economic Research, Inc.
    6277. Kim, Young Sang & Kim, Yura & Yi, Ha-Chin, 2021. "Vice or virtue? The impact of earnings management on bank loan agreements," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 303-324.
    6278. Perez, Javier J., 2007. "Leading indicators for euro area government deficits," International Journal of Forecasting, Elsevier, vol. 23(2), pages 259-275.
    6279. Kun‐Shan Wu & Bao‐Guang Chang, 2022. "The concave–convex effects of environmental, social and governance on high‐tech firm value: Quantile regression approach," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(5), pages 1527-1545, September.
    6280. David Jesuit, 2003. "The Regional Dynamics of European Electoral Politics," European Union Politics, , vol. 4(2), pages 139-164, June.
    6281. Garcia-López, Miquel-Àngel, 2010. "Population suburbanization in Barcelona, 1991-2005: Is its spatial structure changing?," Journal of Housing Economics, Elsevier, vol. 19(2), pages 119-132, June.
    6282. Loughran, Tim, 2007. "Geographic dissemination of information," Journal of Corporate Finance, Elsevier, vol. 13(5), pages 675-694, December.
    6283. Jorge Eduardo Mendoza Cota, 2002. "Agglomeration Economies and Urban Manufacturing Growth in the Northern Border Cities of Mexico," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 163-190, January-J.
    6284. Francesco Perrini & Ginevra Rossi & Barbara Rovetta, 2008. "Does Ownership Structure Affect Performance? Evidence from the Italian Market," Corporate Governance: An International Review, Wiley Blackwell, vol. 16(4), pages 312-325, July.
    6285. Richard G. Frank & Martin Gaynor, 1991. "Organizational Failure and Government Transfers: Evidence From an Experiment in the Financing of Mental Health Care," NBER Working Papers 3923, National Bureau of Economic Research, Inc.
    6286. Shah, Syed Zulfiqar Ali & Stark, Andrew W. & Akbar, Saeed, 2009. "The value relevance of major media advertising expenditures: Some U.K. evidence," The International Journal of Accounting, Elsevier, vol. 44(2), pages 187-206, June.
    6287. Mulyani, Evy & Singh, Harminder & Mishra, Sagarika, 2016. "Dividends, leverage, and family ownership in the emerging Indonesian market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 16-29.
    6288. Michael R. Pergamit & Jonathan R. Veum, 1999. "What is a Promotion?," ILR Review, Cornell University, ILR School, vol. 52(4), pages 581-601, July.
    6289. Francisco Cribari-Neto, 1997. "On the corrections to information matrix tests," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 39-53.
    6290. Cebenoyan, A. Sinan & Strahan, Philip E., 2004. "Risk management, capital structure and lending at banks," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 19-43, January.
    6291. Chiang, Thomas C., 1997. "Time series dynamics of short-term interest rates: evidence from Eurocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(3), pages 201-220, October.
    6292. Köhler, Matthias, 2015. "Which banks are more risky? The impact of business models on bank stability," Journal of Financial Stability, Elsevier, vol. 16(C), pages 195-212.
    6293. Wenyuan Hua & Zhihan Chen & Liangguo Luo, 2022. "The Effect of the Major-Grain-Producing-Areas Oriented Policy on Crop Production: Evidence from China," Land, MDPI, vol. 11(9), pages 1-28, August.
    6294. Hossein Jalilian & Matthew Odedokun, 2000. "Equipment and non-equipment private investment: a generalized Solow model," Applied Economics, Taylor & Francis Journals, vol. 32(3), pages 289-296.
    6295. Abadir, Karim & Larsson, R., 1994. "Cointegration Theory, Equilibrium and Disequilibrium Economics," Discussion Papers 9407, University of Exeter, Department of Economics.
    6296. Daniel Wurstbauer & Stephan Lang & Christoph Rothballer & Wolfgang Schaefers, 2016. "Can common risk factors explain infrastructure equity returns? Evidence from European capital markets," Journal of Property Research, Taylor & Francis Journals, vol. 33(2), pages 97-120, April.
    6297. Vilasuso, Jon, 2001. "Causality tests and conditional heteroskedasticity: : Monte Carlo evidence," Journal of Econometrics, Elsevier, vol. 101(1), pages 25-35, March.
    6298. Marco Mazzoli, 2001. "A simple enquiry on heterogeneous lending rates and lending behaviour," Heterogeneity and monetary policy 0105, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
    6299. Rose, Caspar, 2005. "Takeover Defenses' Influence on Managerial Incentives," International Review of Law and Economics, Elsevier, vol. 25(4), pages 556-577, December.
    6300. James V. Koch & Ziniya Zahedi, 2019. "The effects of role models on college graduation rates," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 607-617, July.
    6301. Daquan Huang & Zhen Liu & Xingshuo Zhao, 2015. "Monocentric or Polycentric? The Urban Spatial Structure of Employment in Beijing," Sustainability, MDPI, vol. 7(9), pages 1-25, August.
    6302. Shimaa Elkomy & Graham Cookson, 2020. "Performance Management Strategy: Waiting Time in the English National Health Services," Public Organization Review, Springer, vol. 20(1), pages 95-112, March.
    6303. Lars Norden, 2010. "Individual home bias, portfolio churning and performance," The European Journal of Finance, Taylor & Francis Journals, vol. 16(4), pages 329-351.
    6304. Juan Bu & Eric Yanfei Zhao & Krista J. Li & Joanna Mingxuan Li, 2022. "Multilevel optimal distinctiveness: Examining the impact of within‐ and between‐organization distinctiveness of product design on market performance," Strategic Management Journal, Wiley Blackwell, vol. 43(9), pages 1793-1822, September.
    6305. Nappi-Choulet, Ingrid & Maury, Tristan-Pierre, 2008. "A Spatiotemporal Autoregressive Price Index for the Paris Office Property Market," ESSEC Working Papers DR 08008, ESSEC Research Center, ESSEC Business School.
    6306. Hussain, Tanveer & Shams, Syed, 2022. "Pre-deal differences in corporate social responsibility and acquisition performance," International Review of Financial Analysis, Elsevier, vol. 81(C).
    6307. Yu-Lin Chen & Chao-Jung Chen, 2015. "Family firms and the incentive contracting role of accounting earnings," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 22(4), pages 384-405, December.
    6308. Richard J. Cebula & Garey C. Durden, 2007. "Expected Benefits of Voting and Voter Turnout," Working Papers 07-06, Department of Economics, Appalachian State University.
    6309. Bjorklund, Anders & Kjellstrom, Christian, 2002. "Estimating the return to investments in education: how useful is the standard Mincer equation?," Economics of Education Review, Elsevier, vol. 21(3), pages 195-210, June.
    6310. Hoechle, Daniel & Zimmermann, Heinz, 2007. "A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors," Working papers 2007/14, Faculty of Business and Economics - University of Basel.
    6311. Ying Huang & Ronald W. Spahr & Mark A. Sunderman, 2020. "The Impact of Default and Foreclosure on Housing Values: Rings Vs. Neighborhoods Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 60(3), pages 338-374, April.
    6312. Huang, Pinghsun & Kabir, M. Humayun & Zhang, Yan, 2017. "Does Corporate Derivative Use Reduce Stock Price Exposure? Evidence From UK Firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 128-136.
    6313. van der Genugten, B.B., 1990. "Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity," Research Memorandum FEW 454, Tilburg University, School of Economics and Management.
    6314. Andreou, Christoforos K. & Lambertides, Neophytos & Panayides, Photis M., 2021. "Distress risk anomaly and misvaluation," The British Accounting Review, Elsevier, vol. 53(5).
    6315. Xiaoli Yin & Jianfeng Wu & Wenpin Tsai, 2012. "When Unconnected Others Connect: Does Degree of Brokerage Persist After the Formation of a Multipartner Alliance?," Organization Science, INFORMS, vol. 23(6), pages 1682-1699, December.
    6316. Marcelo Ochoa & Dana Kiku & Ravi Bansal, 2016. "What Do Capital Markets Tell Us About Climate Change?," 2016 Meeting Papers 542, Society for Economic Dynamics.
    6317. D'Alessio, Stewart J. & Stolzenberg, Lisa, 2010. "Do cities influence co-offending?," Journal of Criminal Justice, Elsevier, vol. 38(4), pages 711-719, July.
    6318. Patton, Andrew J. & Timmermann, Allan, 2005. "Testable implications of forecast optimality," LSE Research Online Documents on Economics 6834, London School of Economics and Political Science, LSE Library.
    6319. Ezequiel Uriel Jiménez & María Consuelo Colom & María Cruz Molés & María Luisa Moltó Carbonell, 1998. "- Least Squares Estimates Symetrically Adjusted With No Loss Of Information In The Truncated Tobit Model," Working Papers. Serie EC 1998-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    6320. MAUREEN McNICHOLS, 1989. "Discussion of “Attributes of industry, industry segment and firm†specific information in security valuationâ€," Contemporary Accounting Research, John Wiley & Sons, vol. 5(2), pages 620-624, March.
    6321. French, Joseph J. & French, Atchaporn & Li, Wei-Xuan, 2015. "The relationship among cultural dimensions, education expenditure, and PISA performance," International Journal of Educational Development, Elsevier, vol. 42(C), pages 25-34.
    6322. Addison, John T. & Bellmann, Lutz & Kölling, Arnd, 2002. "Unions, Works Councils and Plant Closings in Germany," IZA Discussion Papers 474, Institute of Labor Economics (IZA).
    6323. Aigbe Akhigbe & Jeff Madura, 1999. "Intraindustry Effects of Bank Stock Repurchases," Journal of Financial Services Research, Springer;Western Finance Association, vol. 15(1), pages 23-36, February.
    6324. Hans B. Christensen & Edward Lee & Martin Walker, 2009. "Do IFRS Reconciliations Convey Information? The Effect of Debt Contracting," Journal of Accounting Research, Wiley Blackwell, vol. 47(5), pages 1167-1199, December.
    6325. Klinedinst, Mark, 2010. "Bad loans in the meltdown: micro analysis of credit union performance versus banks, an initial investigation," MPRA Paper 27434, University Library of Munich, Germany.
    6326. Yang, Linchuan & Chu, Xiaoling & Gou, Zhonghua & Yang, Hongtai & Lu, Yi & Huang, Wencheng, 2020. "Accessibility and proximity effects of bus rapid transit on housing prices: Heterogeneity across price quantiles and space," Journal of Transport Geography, Elsevier, vol. 88(C).
    6327. Atthaphon Mumi & Michael Obal & Yi Yang, 2019. "Investigating social media as a firm’s signaling strategy through an IPO," Small Business Economics, Springer, vol. 53(3), pages 631-645, October.
    6328. Susan Athey & Guido Imbens, 2016. "The State of Applied Econometrics - Causality and Policy Evaluation," Papers 1607.00699, arXiv.org.
    6329. Hussain, Tanveer & Tunyi, Abongeh A. & Sufyan, Muhammad & Shahab, Yasir, 2022. "Powerful bidders and value creation in M&As," International Review of Financial Analysis, Elsevier, vol. 81(C).
    6330. Andrew Marshall & Pauline Weetman, 2007. "Modelling Transparency in Disclosure: The Case of Foreign Exchange Risk Management," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(5‐6), pages 705-739, June.
    6331. Bildersee, John & Radhakrishnan, Suresh & Ronen, Joshua, 1996. "Dispersion of analysts' forecasts, precision of earnings, and trading volume reaction," International Review of Financial Analysis, Elsevier, vol. 5(2), pages 99-111.
    6332. Philippe Le Goffe & Julien Salanie, 2005. "Pricing manure spreading rights: measure from the land market," Post-Print hal-02338151, HAL.
    6333. Ngo, Anh & Duong, Hong & Nguyen, Thanh & Nguyen, Liem, 2020. "The effects of ownership structure on dividend policy: Evidence from seasoned equity offerings (SEOs)," Global Finance Journal, Elsevier, vol. 44(C).
    6334. Andrea Carriero, 2007. "A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates," Working Papers 591, Queen Mary University of London, School of Economics and Finance.
    6335. Arjan Premti, 2013. "Earnings Management Prior to Initial Public Offerings and Its Effect on Firm Performance: International Evidence," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(3), pages 10-24, July.
    6336. López, Rafael & Valarezo, Ángel & Pérez-Amaral, Teodosio, 2021. "Online education adoption in Spain 2008-2019. Drivers and impediments," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world 238038, International Telecommunications Society (ITS).
    6337. Brad R. Humphreys, 2002. "Alternative Measures of Competitive Balance in Sports Leagues," Journal of Sports Economics, , vol. 3(2), pages 133-148, May.
    6338. Steffen Meyer & Michaela Pagel, 2022. "Fully Closed: Individual Responses to Realized Gains and Losses," Journal of Finance, American Finance Association, vol. 77(3), pages 1529-1585, June.
    6339. Lin, Mei-Chen, 2023. "Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market," International Review of Financial Analysis, Elsevier, vol. 85(C).
    6340. Burstrom, Kristina & Johannesson, Magnus & Diderichsen, Finn, 2001. "Health-related quality of life by disease and socio-economic group in the general population in Sweden," Health Policy, Elsevier, vol. 55(1), pages 51-69, January.
    6341. Lujun Qi & Lixiang Wang & Wei'an Li, 2020. "Do mutual fund networks affect corporate social responsibility? Evidence from China," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 27(2), pages 1040-1050, March.
    6342. Michaela Fuchs, 2016. "Unemployment decline in East Germany: the role of demography," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 36(2), pages 145-168, October.
    6343. Arian Khaleghi Moghadam & Mohammed Dore, 2012. "Cost and Efficacy of Water Disinfection Practices: Evidence from Canada," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 4(2), pages 209-223, December.
    6344. Elijah Brewer & William E. Jackson, 2002. "Inter-industry contagion and the competitive effects of financial distress announcements: evidence from commercial banks and life insurance companies," Working Paper Series WP-02-23, Federal Reserve Bank of Chicago.
    6345. K.R. Subramanyam & John J. Wild, 1996. "Going†Concern Status, Earnings Persistence, and Informativeness of Earnings," Contemporary Accounting Research, John Wiley & Sons, vol. 13(1), pages 251-273, March.
    6346. Sibylle Puntscher & Christoph Hauser & Karin Pichler & Gottfried Tappeiner, 2014. "Social Capital and Collective Memory: A Complex Relationship," Kyklos, Wiley Blackwell, vol. 67(1), pages 116-132, February.
    6347. Dasilas, Apostolos & Grose, Chris, 2018. "The wealth effects of public-to-private LBOs: Evidence from Europe," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 179-194.
    6348. Lionel Fontagné & Michael Frudenberg & Nicolas Péridy, 1998. "Commerce international et structures de marché : une vérification empirique," Économie et Prévision, Programme National Persée, vol. 135(4), pages 147-167.
    6349. Gropper, Daniel M. & Jahera, John S. & Park, Jung Chul, 2013. "Does it help to have friends in high places? Bank stock performance and congressional committee chairmanships," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1986-1999.
    6350. Richard J. Cebula & John Connaughton & Caroline Swartz, 2018. "An Empirical Analysis of the Impact of the Three Labor Market Freedom Indices and Occupational Licensing on Interstate Living-Cost Differentials," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 33(Fall 2018), pages 49-62.
    6351. Laura Mervelskemper & Daniel Streit, 2017. "Enhancing Market Valuation of ESG Performance: Is Integrated Reporting Keeping its Promise?," Business Strategy and the Environment, Wiley Blackwell, vol. 26(4), pages 536-549, May.
    6352. Richie, Nivine & Madura, Jeff, 2007. "Impact of the QQQ on liquidity and risk of the underlying stocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(3), pages 411-421, July.
    6353. Rhiannon Patterson, 2008. "Neighborhood Effects on High-School Drop-Out Rates and Teenage Childbearing: Tests for Non-Linearities, Race-Specific Effects, Interactions with Family Characteristics, and Endogenous Causation using ," Working Papers 08-12, Center for Economic Studies, U.S. Census Bureau.
    6354. Richard J. Cebula, 2011. "Economic Growth, Ten Forms of Economic Freedom, and Political Stability: An Empirical Study Using Panel Data, 2003–2007," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 26(Spring 20), pages 61-81.
    6355. Chengqi Wang & Jeremy Clegg & Mario Kafouros, 2009. "Country-of-Origin Effects of Foreign Direct Investment," Management International Review, Springer, vol. 49(2), pages 179-198, April.
    6356. Gumilang Aryo Sahadewo & Jeffrey Drope & Qing Li & Firman Witoelar & Raphael Lencucha, 2020. "In-and-Out of Tobacco Farming: Shifting Behavior of Tobacco Farmers in Indonesia," IJERPH, MDPI, vol. 17(24), pages 1-16, December.
    6357. Guenther, David A. & Willenborg, Michael, 1999. "Capital gains tax rates and the cost of capital for small business: evidence from the IPO market," Journal of Financial Economics, Elsevier, vol. 53(3), pages 385-408, September.
    6358. Kenneth A. Froot, 1987. "Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets," NBER Working Papers 2362, National Bureau of Economic Research, Inc.
    6359. Nasser A. Spear, 1994. "The Stock Market Reaction to the Reserve Quantity Disclosures of U.S. Oil and Gas Producers," Contemporary Accounting Research, John Wiley & Sons, vol. 11(1), pages 381-404, June.
    6360. Keil, Alwin & Zeller, Manfred & Wida, Anastasia & Sanim, Bunasor & Birner, Regina, 2006. "Determinants of Farmers' Resilience towards ENSO-Related Drought: Evidence from Central Sulawesi, Indonesia," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25592, International Association of Agricultural Economists.
    6361. Franklin G. Mixon, 2018. "Glass Houses and Friends-and-Neighbors Voting: An Exploratory Analysis of the Impact of Political Scandal on Localism," Economies, MDPI, vol. 6(3), pages 1-10, September.
    6362. Yue Ma & Ying Chu Ng, 2008. "Bootstrapping statistical inferences of decomposition methods for gender earnings differentials," Applied Economics, Taylor & Francis Journals, vol. 40(12), pages 1583-1593.
    6363. Ekele Alih & Hong Choon Ong, 2015. "An outlier-resistant test for heteroscedasticity in linear models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1617-1634, August.
    6364. Fatemi, Ali & Glaum, Martin & Kaiser, Stefanie, 2018. "ESG performance and firm value: The moderating role of disclosure," Global Finance Journal, Elsevier, vol. 38(C), pages 45-64.
    6365. Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013. "The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach," Discussion Papers 731, Statistics Norway, Research Department.
    6366. Vidal, Marta & Vidal-García, Javier & Lean, Hooi Hooi & Uddin, Gazi Salah, 2015. "The relation between fees and return predictability in the mutual fund industry," Economic Modelling, Elsevier, vol. 47(C), pages 260-270.
    6367. Smales, Lee A., 2022. "Spreading the fear: The central role of CBOE VIX in global stock market uncertainty," Global Finance Journal, Elsevier, vol. 51(C).
    6368. Issal Haj-Salem & Salma Damak Ayadi & Khaled Hussainey, 2020. "The joint effect of corporate risk disclosure and corporate governance on firm value," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 17(2), pages 123-140, September.
    6369. Qu, Zhe & Huang, Can & Zhang, Mingqian & Zhao, Yanyun, 2013. "R&D offshoring, technology learning and R&D efforts of host country firms in emerging economies," Research Policy, Elsevier, vol. 42(2), pages 502-516.
    6370. Chen, Sheng-Syan & Hsu, Ching-Yu & Huang, Chia-Wei, 2016. "The white squire defense: Evidence from private investments in public equity," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 16-35.
    6371. Boswijk, H. Peter, 2010. "Nuisance parameter free inference on cointegration parameters in the presence of a variance shift," Economics Letters, Elsevier, vol. 107(2), pages 190-193, May.
    6372. Abe, Yasuyo & Gee, Kevin A., 2014. "Sensitivity analyses for clustered data: An illustration from a large-scale clustered randomized controlled trial in education," Evaluation and Program Planning, Elsevier, vol. 47(C), pages 26-34.
    6373. Lopatta, Kerstin & Kaspereit, Thomas, 2014. "The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi," Energy Economics, Elsevier, vol. 41(C), pages 125-136.
    6374. Mikkelson, Wayne H. & Partch, M. Megan & Shah, Kshitij, 1997. "Ownership and operating performance of companies that go public," Journal of Financial Economics, Elsevier, vol. 44(3), pages 281-307, June.
    6375. Sean P. Salter & Franklin G. Mixon & Ernest W. King, 2012. "Broker beauty and boon: a study of physical attractiveness and its effect on real estate brokers’ income and productivity," Applied Financial Economics, Taylor & Francis Journals, vol. 22(10), pages 811-825, May.
    6376. Patrick Plane, 1996. "La privatisation dans les pays en développement : déterminants et conséquences macro-économiques," Économie et Prévision, Programme National Persée, vol. 125(4), pages 19-36.
    6377. Jennifer Castle & David Hendry, 2010. "Automatic Selection for Non-linear Models," Economics Series Working Papers 473, University of Oxford, Department of Economics.
    6378. Moscone, F. & Tosetti, Elisa, 2015. "Robust estimation under error cross section dependence," Economics Letters, Elsevier, vol. 133(C), pages 100-104.
    6379. Sheikh, Shahbaz, 2021. "CEO inside debt, market structure and payout policy," International Review of Financial Analysis, Elsevier, vol. 76(C).
    6380. Stephen Knack & Philip Keefer, 1997. "Does Social Capital Have an Economic Payoff? A Cross-Country Investigation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 112(4), pages 1251-1288.
    6381. Molinos-Senante, María & Sala-Garrido, Ramón, 2017. "Energy intensity of treating drinking water: Understanding the influence of factors," Applied Energy, Elsevier, vol. 202(C), pages 275-281.
    6382. Walton, Jonathan C. & Larson, James A. & Roberts, Roland K. & Lambert, Dayton M. & English, Burton C. & Larkin, Sherry L. & Marra, Michele C., 2008. "PDA and Handheld GPS Adoption in Precision Cotton Production," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6839, Southern Agricultural Economics Association.
    6383. Manolis G. Kavussanos & Ilias D. Visvikis & Panayotis D. Alexakis, 2008. "The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market," European Financial Management, European Financial Management Association, vol. 14(5), pages 1007-1025, November.
    6384. Cronqvist, Henrik & Makhija, Anil K. & Yonker, Scott E., 2012. "Behavioral consistency in corporate finance: CEO personal and corporate leverage," Journal of Financial Economics, Elsevier, vol. 103(1), pages 20-40.
    6385. Li, Chunjiang & Zhang, Yan & Chai, Yanwei, 2021. "Do spatial factors outweigh institutional factors? Changes in influencing factors of home-work separation from 2007 to 2017 in Beijing," Journal of Transport Geography, Elsevier, vol. 96(C).
    6386. Javier Hidalgo & Marcia M Schafgans, 2017. "Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence," STICERD - Econometrics Paper Series 597, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6387. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2019. "Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data," Econometrics, MDPI, vol. 7(3), pages 1-27, September.
    6388. Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2002. "Market discipline in banking reconsidered: the roles of deposit insurance reform, funding manager decisions and bond market liquidity," Finance and Economics Discussion Series 2002-46, Board of Governors of the Federal Reserve System (U.S.).
    6389. Rafel Crespi-Cladera & Carles Gispert & Luc Renneboog, 2001. "Verringern Management-Entlohnungskosten die Agency-Kosten?: Empirische Evidenz von netzwerkorientierten und marktorientierten Unternehmenskontrollsystemen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(2), pages 234-246.
    6390. Mark Bauman & Kenneth Shaw, 2006. "Stock option compensation and the likelihood of meeting analysts' quarterly earnings targets," Review of Quantitative Finance and Accounting, Springer, vol. 26(3), pages 301-319, May.
    6391. Juwon Jang & Eunju Lee, 2021. "Do record earnings affect market reactions to earnings news?," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1259-1287, May.
    6392. Kwangmin Park & SooCheong (Shawn) Jang, 2018. "Is franchising an additional financing source for franchisors? A Blinder–Oaxaca decomposition analysis," Tourism Economics, , vol. 24(5), pages 541-559, August.
    6393. Steve Lin & Peter F. Pope & Steven Young, 2003. "Stock Market Reaction to the Appointment of Outside Directors," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(3‐4), pages 351-382, April.
    6394. Bacidore, Jeffrey M., 1997. "The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock Exchange," Journal of Financial Intermediation, Elsevier, vol. 6(2), pages 92-120, April.
    6395. Bin Ke & Kathy Petroni & Douglas A. Shackelford, 1999. "The Impact of State Taxes on Self-Insurance," NBER Working Papers 7453, National Bureau of Economic Research, Inc.
    6396. Thomas S. Dee, 2005. "Expense Preference and Student Achievement in School Districts," Eastern Economic Journal, Eastern Economic Association, vol. 31(1), pages 23-44, Winter.
    6397. Partha Gangopadhyay, 1996. "Macroeconomic Variables And Seasonal Mean Reversion In Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(3), pages 395-416, September.
    6398. Adra, Samer & Barbopoulos, Leonidas G., 2018. "The valuation effects of investor attention in stock-financed acquisitions," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 108-125.
    6399. Antoine Deeb & Cl'ement de Chaisemartin, 2019. "Clustering and External Validity in Randomized Controlled Trials," Papers 1912.01052, arXiv.org, revised Dec 2022.
    6400. Uri, Noel D., 1996. "Crude-oil price volatility and agricultural employment in the USA," Applied Energy, Elsevier, vol. 54(4), pages 355-373, August.
    6401. Nikodem Szumilo & Franz Fuerst, 2015. "Who captures the "green value" in the US office market?," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 5(1-2), pages 65-84, April.
    6402. Norman Sedgley & Bruce Elmslie, 2004. "The Geographic Concentration of Knowledge: Scale, Agglomeration, and Congestion in Innovation Across U.S. States," International Regional Science Review, , vol. 27(2), pages 111-137, April.
    6403. Raphael J. Nawrotzki & Verena Gantner & Jana Balzer & Thomas Wencker & Sabine Brüntrup-Seidemann, 2022. "Strategic Allocation of Development Projects in Post-Conflict Regions: A Gender Perspective for Colombia," Sustainability, MDPI, vol. 14(4), pages 1-26, February.
    6404. Nawata, Kazumitsu, 1995. "Estimation of sample-selection models by the maximum likelihood method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 299-303.
    6405. Ertugrul, Mine & Hegde, Shantaram, 2008. "Board compensation practices and agency costs of debt," Journal of Corporate Finance, Elsevier, vol. 14(5), pages 512-531, December.
    6406. Lucy F. Ackert & Bryan K. Church & Mohamed Shehata, 1996. "What Affects Individuals' Decisions to Acquire Forecasted Information?," Contemporary Accounting Research, John Wiley & Sons, vol. 13(2), pages 379-399, September.
    6407. Cebula, Richard & Saltz, Ira, 2000. "An Empirical Note on Tax Auditing and the Size of the Underground Economy in the United States, 1962-1980," MPRA Paper 50559, University Library of Munich, Germany.
    6408. Yin-Siang Huang & Iftekhar Hasan & Ying-Chen Huang & Chih-Yung Lin, 2021. "Political Uncertainty and Bank Loan Contracts: Does Government Quality Matter?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 60(2), pages 157-185, December.
    6409. Mengoli, Stefano, 2004. "On the source of contrarian and momentum strategies in the Italian equity market," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 301-331.
    6410. James Davidson & Andreea G. Halunga, 2013. "Consistent Model Specification Testing," Discussion Papers 1312, University of Exeter, Department of Economics.
    6411. Lin, Chihuang H. & Shiu, Cheng-Yi, 2003. "Foreign ownership in the Taiwan stock market--an empirical analysis," Journal of Multinational Financial Management, Elsevier, vol. 13(1), pages 19-41, February.
    6412. Mahmut GÜNAY & Cengiz CIHAN & Seref SAYGILI & Mesut SAYGILI & Azim ÖZDEMIER, 2008. "Trade Block of Quarterly Macroeconometric Model of Turkey," EcoMod2008 23800048, EcoMod.
    6413. Anderson, Ronald C. & Mansi, Sattar A. & Reeb, David M., 2003. "Founding family ownership and the agency cost of debt," Journal of Financial Economics, Elsevier, vol. 68(2), pages 263-285, May.
    6414. Søren Johansen & Bent Nielsen, 2016. "Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 321-348, June.
    6415. Brockman, Paul & Chung, Dennis Y., 1998. "Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 277-298, December.
    6416. Laurie J. Bates, 1993. "Municipal Monopoly Power and the Supply of Residential Development Rights," Eastern Economic Journal, Eastern Economic Association, vol. 19(2), pages 173-184, Spring.
    6417. Hayo, Bernd & Ono, Hiroyuki, 2015. "Explaining inflation in the period of quantitative easing in Japan: Relative-price changes, aggregate demand, and monetary policy," Journal of Asian Economics, Elsevier, vol. 36(C), pages 72-85.
    6418. Kanto, Antti J. & Schadewitz, Hannu J., 2000. "Market use of disclosure components in interim reports," Omega, Elsevier, vol. 28(4), pages 417-431, August.
    6419. Pariyada Sukcharoensin, 2013. "Time-Varying Market, Interest Rate and Exchange Rate Risks of Thai Commercial Banks," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 9(1), pages 25-45.
    6420. Mallick, Debdulal & Rafi, Mohammad, 2010. "Are Female-Headed Households More Food Insecure? Evidence from Bangladesh," World Development, Elsevier, vol. 38(4), pages 593-605, April.
    6421. Huang, Chao-Hsi, 2010. "International capital mobility: An alternative test based on intertemporal current account models," International Review of Economics & Finance, Elsevier, vol. 19(3), pages 467-482, June.
    6422. Keng‐Yu Ho, 2005. "Long‐horizon abnormal performance following rights issues and placings: Additional evidence from the U.K. market," Review of Financial Economics, John Wiley & Sons, vol. 14(1), pages 25-45.
    6423. Song, Shunfeng & Chu, George S. -F. & Chao, Rongqing, 2000. "Intercity regional disparity in China," China Economic Review, Elsevier, vol. 11(3), pages 246-261.
    6424. Denisard Alves & Walter Belluzzo, 2005. "Child Health and Infant Mortality in Brazil," Research Department Publications 3187, Inter-American Development Bank, Research Department.
    6425. Jith Jayaratne & Philip E. Strahan, 1995. "The finance-growth nexus: evidence from bank branch deregulation," Research Paper 9513, Federal Reserve Bank of New York.
    6426. Santos, Joseph M., 2009. "Grain Futures Markets: What Have They Learned?," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53040, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    6427. Cheung, Yan-Leung & Jing, Lihua & Lu, Tong & Rau, P. Raghavendra & Stouraitis, Aris, 2009. "Tunneling and propping up: An analysis of related party transactions by Chinese listed companies," Pacific-Basin Finance Journal, Elsevier, vol. 17(3), pages 372-393, June.
    6428. Danis, Wade M. & De Clercq, Dirk & Petricevic, Olga, 2011. "Are social networks more important for new business activity in emerging than developed economies? An empirical extension," International Business Review, Elsevier, vol. 20(4), pages 394-408, August.
    6429. Hamish Anderson & Ben Marshall, 2007. "Takeover motives in a weak regulatory environment surrounding a market shock: a case study of New Zealand with a comparison of Gondhalekar and Bhagwat’s (2003) US findings," Review of Quantitative Finance and Accounting, Springer, vol. 29(1), pages 53-67, July.
    6430. Matthew J. Lebo & Will H. Moore, 2003. "Dynamic Foreign Policy Behavior," Journal of Conflict Resolution, Peace Science Society (International), vol. 47(1), pages 13-32, February.
    6431. Ainulashikin Marzuki & Andrew C. Worthington, 2011. "Comparative fund flows for Malaysian Islamic and conventional domestic managed equity funds," Discussion Papers in Finance finance:201118, Griffith University, Department of Accounting, Finance and Economics.
    6432. Abrahamson, Martin, 2018. "Birds of a feather flock together: A study of new shareholders and Swedish IPOs," Journal of Behavioral and Experimental Finance, Elsevier, vol. 18(C), pages 1-17.
    6433. Veith, Stefan & Werner, Jörg R., 2014. "Comparative Value Relevance Studies: Country Differences Versus Specification Effects," The International Journal of Accounting, Elsevier, vol. 49(3), pages 301-330.
    6434. Bacidore, Jeffrey M. & Battalio, Robert H. & Jennings, Robert H., 2002. "Depth improvement and adjusted price improvement on the New York stock exchange," Journal of Financial Markets, Elsevier, vol. 5(2), pages 169-195, April.
    6435. Gillman, Max & Otto, Glen, 2006. "Money Demand in General Equilibrium Endogenous Growth: Estimating the Role of a Variable Interest Elasticity," Cardiff Economics Working Papers E2006/24, Cardiff University, Cardiff Business School, Economics Section, revised Oct 2006.
    6436. Peter M. Clarkson & Alex Dontoh & Gordon Richardson & Stephan E. Sefcik, 1991. "Retained ownership and the valuation of initial public offerings: Canadian evidence," Contemporary Accounting Research, John Wiley & Sons, vol. 8(1), pages 115-131, September.
    6437. Sun, Qian & Tong, Wilson & Yu, Qiao, 2002. "Determinants of foreign direct investment across China," Journal of International Money and Finance, Elsevier, vol. 21(1), pages 79-113, February.
    6438. Irena Jindrichovska, 2001. "The relationship between accounting numbers and returns: some empirical evidence from the emerging market of the Czech Republic," European Accounting Review, Taylor & Francis Journals, vol. 10(1), pages 107-131.
    6439. Ihlanfeldt, Keith R. & Taylor, Laura O., 2004. "Externality effects of small-scale hazardous waste sites: evidence from urban commercial property markets," Journal of Environmental Economics and Management, Elsevier, vol. 47(1), pages 117-139, January.
    6440. Martin, Kenneth J. & Thomas, Randall S., 2005. "When is enough, enough? Market reaction to highly dilutive stock option plans and the subsequent impact on CEO compensation," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 61-83, March.
    6441. Dewenter, Kathryn L. & Han, Xi & Malatesta, Paul H., 2010. "Firm values and sovereign wealth fund investments," Journal of Financial Economics, Elsevier, vol. 98(2), pages 256-278, November.
    6442. Krol, Robert & Svorny, Shirley, 2005. "The effect of rent control on commute times," Journal of Urban Economics, Elsevier, vol. 58(3), pages 421-436, November.
    6443. Lewis, Karen K., 2017. "Changing risk exposures of cross-listed firms and market integration," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 378-405.
    6444. Cornwall, John & Cornwall, Wendy, 2002. "A demand and supply analysis of productivity growth," Structural Change and Economic Dynamics, Elsevier, vol. 13(2), pages 203-229, June.
    6445. Ching-Lung Chen & Hung-Shu Fan & Ya-Ming Yang, 2014. "The effects of corporate governance and accounting rule changes on derivatives usage," Review of Derivatives Research, Springer, vol. 17(3), pages 323-353, October.
    6446. Tauchmann, Harald, 2019. "Fixed-effects estimation of the linear discrete-time hazard model: An adjusted first-differences estimator," FAU Discussion Papers in Economics 09/2019, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    6447. Eric A. Hanushek & Dongwook Kim, 1995. "Schooling, Labor Force Quality, and Economic Growth," NBER Working Papers 5399, National Bureau of Economic Research, Inc.
    6448. Julia Lackmann & Jürgen Ernstberger & Michael Stich, 2012. "Market Reactions to Increased Reliability of Sustainability Information," Journal of Business Ethics, Springer, vol. 107(2), pages 111-128, May.
    6449. Galasi, Péter, 1995. "Munkanélküliek piaci munkakínálata és a munkanélküliségi mérőszámok értékelése [Labour market supply of the unemployed - evaluation of the indicators of unemployment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 236-255.
    6450. Firth, M. & Tam, M. & Tang, M., 1999. "The determinants of top management pay," Omega, Elsevier, vol. 27(6), pages 617-635, December.
    6451. Nigel Rice & Matthew Sutton, 1998. "Drinking patterns within households: the estimation and interpretation of individual and group variables," Health Economics, John Wiley & Sons, Ltd., vol. 7(8), pages 689-699, December.
    6452. Noriega Antonio E. & Ramos Francia Manuel & Rodríguez-Pérez Cid Alonso, 2015. "Money Demand Estimations in Mexico and of its Stability 1986-2010, as well as Some Examples of its Uses," Working Papers 2015-13, Banco de México.
    6453. Subha Mani & John Hoddinott & John Strauss, 2009. "Determinants of Schooling Outcomes: Empirical Evidence from Rural Ethiopia," Fordham Economics Discussion Paper Series dp2009-03, Fordham University, Department of Economics.
    6454. David Brookfield & Phillip Ormrod, 2000. "Credit agency regulation and the impact of credit ratings in the international bond market," The European Journal of Finance, Taylor & Francis Journals, vol. 6(4), pages 311-331.
    6455. Pat Wilson & John Okunev, 1996. "Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets," Working Paper Series 62, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    6456. Lutz Kaiser, 2014. "The Gender-Career Estimation Gap," Proceedings of International Academic Conferences 0300349, International Institute of Social and Economic Sciences.
    6457. Fadzlan Sufian & Muzafar Shah Habibullah, 2010. "Developments in the efficiency of the Thailand banking sector: a DEA approach," International Journal of Development Issues, Emerald Group Publishing Limited, vol. 9(3), pages 226-245, September.
    6458. Kim, Min Seong & Sun, Yixiao, 2011. "Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix," Journal of Econometrics, Elsevier, vol. 160(2), pages 349-371, February.
    6459. Sangapta Damarjati Purba & Tastaftiyan Risfandy & Muizzuddin Muizzuddin & Muh. Rudi Nugroho, 2022. "Foreign institutional investors and dividend policy in Indonesia," Journal of Asset Management, Palgrave Macmillan, vol. 23(3), pages 235-245, May.
    6460. Mick Silver & Saeed Heravi, 2003. "The Measurement of Quality-Adjusted Price Changes," NBER Chapters, in: Scanner Data and Price Indexes, pages 277-316, National Bureau of Economic Research, Inc.
    6461. James R. Wasson & Donald M. McLeod & Christopher T. Bastian & Benjamin S. Rashford, 2013. "The Effects of Environmental Amenities on Agricultural Land Values," Land Economics, University of Wisconsin Press, vol. 89(3), pages 466-478.
    6462. Maria Asuncion Prats Albentosa & Arielle Beyaert, 1998. "Testing the expectations theory in a market of short-term financial assets," Applied Financial Economics, Taylor & Francis Journals, vol. 8(2), pages 101-109.
    6463. Abernathy, John L. & Herrmann, Don & Kang, Tony & Krishnan, Gopal V., 2013. "Audit committee financial expertise and properties of analyst earnings forecasts," Advances in accounting, Elsevier, vol. 29(1), pages 1-11.
    6464. Tyler, John H. & Murnane, Richard J. & Willett, John B., 2003. "Who benefits from a GED? Evidence for females from High School and Beyond," Economics of Education Review, Elsevier, vol. 22(3), pages 237-247, June.
    6465. Jushan Bai & Sung Hoon Choi & Yuan Liao, 2019. "Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations," Papers 1910.09004, arXiv.org, revised Aug 2020.
    6466. Alan Gregory & Walid Saleh & Jon Tucker, 2005. "A UK Test of an Inflation‐Adjusted Ohlson Model," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3‐4), pages 487-534, April.
    6467. Konan Chan & John W. Cooney & Joonghyuk Kim & Ajai K. Singh, 2008. "The IPO Derby: Are There Consistent Losers and Winners on This Track?," Financial Management, Financial Management Association International, vol. 37(1), pages 45-79, March.
    6468. Peter Neuhäusler & Rainer Frietsch, 2013. "Patent families as macro level patent value indicators: applying weights to account for market differences," Scientometrics, Springer;Akadémiai Kiadó, vol. 96(1), pages 27-49, July.
    6469. Chih-Wen Hsiao & Ya-Chuan Chan & Mei-Yu Lee & Hsi-Peng Lu, 2021. "Heteroscedasticity and Precise Estimation Model Approach for Complex Financial Time-Series Data: An Example of Taiwan Stock Index Futures before and during COVID-19," Mathematics, MDPI, vol. 9(21), pages 1-18, October.
    6470. Nicholas Rueilin Lee, 2012. "Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(4), pages 449-468, December.
    6471. Ming-Chi Chen & Chin-Yu Wang & So-De Shyu, 2012. "Liquidity and the Future Stock Returns of the REIT Industry," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 588-603, October.
    6472. J.A. Bikker & L. Spierdijk & P. Finnie, 2007. "The Impact of Market Structure, Contestability and Institutional Environment on Banking Competition," Working Papers 07-29, Utrecht School of Economics.
    6473. Pandey, Rakesh & Vithessonthi, Chaiporn & Mansi, Mansi, 2015. "Busy CEOs and the performance of family firms," Research in International Business and Finance, Elsevier, vol. 33(C), pages 144-166.
    6474. Michael Bräuninger & Justus Haucap & Johannes Muck, 2011. "Was lesen und schätzen deutschsprachige Ökonomen heute?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(4), pages 339-371, November.
    6475. Maclachlan, Iain C, 2007. "An empirical study of corporate bond pricing with unobserved capital structure dynamics," MPRA Paper 28416, University Library of Munich, Germany.
    6476. Cebula, Richard J., 1995. "The impact of federal government budget deficits on economic growth in the united states: an empirical investigation, 1955-1992," International Review of Economics & Finance, Elsevier, vol. 4(3), pages 245-252.
    6477. Pham, Peter K. & Kalev, Petko S. & Steen, Adam B., 2003. "Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms," Journal of Banking & Finance, Elsevier, vol. 27(5), pages 919-947, May.
    6478. John Marangos & Vasiliki Fourmouzi & Minoas Koukouritakis, 2013. "Factors that Determine the Decline in University Student Enrolments in Economics in Australia: An Empirical Investigation," The Economic Record, The Economic Society of Australia, vol. 89(285), pages 255-270, June.
    6479. Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan, 2009. "REIT Open-Market Stock Repurchases and Profitability," The Journal of Real Estate Finance and Economics, Springer, vol. 39(4), pages 439-449, November.
    6480. Hakim Lyngstadaas, 2020. "Packages or systems? Working capital management and financial performance among listed U.S. manufacturing firms," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, vol. 31(4), pages 403-450, December.
    6481. Steven S. Vickner, 2017. "Friend or PHO? On the Marginal Valuation of Reducing the Content of Trans Fat in Processed Foods," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 7(2), pages 1-2.
    6482. Tai-Yuen HON, 2015. "Causality Relationship between Money, Income, Price and Exchange Rates in a Small Open Economy: the Case of Hong Kong," Journal of Economics Library, KSP Journals, vol. 2(4), pages 350-363, December.
    6483. Rock, Steve & Sedo, Stanley & Willenborg, Michael, 2000. "Analyst following and count-data econometrics," Journal of Accounting and Economics, Elsevier, vol. 30(3), pages 351-373, December.
    6484. Nick Wills-Johnson, 2010. "Lessons for sustainability from the world’s most sustainable culture," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 12(6), pages 909-925, December.
    6485. Ekström, Erika, 1998. "Income Distribution and Labour Market Discrimination: A Case Study of Namibia," Working Paper Series 502, Research Institute of Industrial Economics.
    6486. Zhengqiang Feng & Siman Xie, 2021. "The DuPont financial indicators and the short‐term market performance of Chinese cross‐border M&As: The moderating role of payment method," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4262-4276, July.
    6487. Alexandra Brown & Sigitas Karpavičius, 2017. "The Reaction of the Australian Stock Market to Monetary Policy Announcements from the Reserve Bank of Australia," The Economic Record, The Economic Society of Australia, vol. 93(300), pages 20-41, March.
    6488. Lee, Hsing-fen & Miozzo, Marcela, 2019. "Which types of knowledge-intensive business services firms collaborate with universities for innovation?," Research Policy, Elsevier, vol. 48(7), pages 1633-1646.
    6489. A. C. Arize, 1994. "An Econometric Analysis of Money Demand in Taiwan, 1950–1989," The American Economist, Sage Publications, vol. 38(1), pages 27-35, March.
    6490. Elizabeth A. Mack & Luc Anselin & Tony H. Grubesic, 2011. "The importance of broadband provision to knowledge intensive firm location," Regional Science Policy & Practice, Wiley Blackwell, vol. 3(1), pages 17-35, March.
    6491. William Compton & Robert Kunkel, 2000. "Tax-free trading on calendar stock and bond market patterns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 24(1), pages 64-76, March.
    6492. Roosenboom, Peter & van der Goot, Tjalling & Mertens, Gerard, 2003. "Earnings management and initial public offerings: Evidence from the Netherlands," The International Journal of Accounting, Elsevier, vol. 38(3), pages 243-266.
    6493. Karen K. Lewis, 2015. "Do Foreign Firm Betas Change During Cross-listing?," NBER Working Papers 21054, National Bureau of Economic Research, Inc.
    6494. John Bridges & Elizabeth Kinter & Annette Schmeding & Ina Rudolph & Axel Mühlbacher, 2011. "Can Patients Diagnosed with Schizophrenia Complete Choice-Based Conjoint Analysis Tasks?," The Patient: Patient-Centered Outcomes Research, Springer;International Academy of Health Preference Research, vol. 4(4), pages 267-275, December.
    6495. Vaughan Dickson, 2010. "Cost pass-through elasticities, concentration and productivity growth," Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 663-666.
    6496. Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2009. "Two estimators of the long-run variance: Beyond short memory," Journal of Econometrics, Elsevier, vol. 150(1), pages 56-70, May.
    6497. Kuosmanen, Timo, 2012. "Stochastic semi-nonparametric frontier estimation of electricity distribution networks: Application of the StoNED method in the Finnish regulatory model," Energy Economics, Elsevier, vol. 34(6), pages 2189-2199.
    6498. David Giles & Andrea Keil, 1997. "Applying the RESET test in allocation models: a cautionary note," Applied Economics Letters, Taylor & Francis Journals, vol. 4(6), pages 359-363.
    6499. Haykir, Ozkan & Yagli, Ibrahim & Aktekin Gok, Emine Dilara & Budak, Hilal, 2022. "Oil price explosivity and stock return: Do sector and firm size matter?," Resources Policy, Elsevier, vol. 78(C).
    6500. Torabzadeh, Khalil M. & Roufagalas, John & Woodruff, Criss G., 2000. "Self-selection and the effects of poison put/call covenants on the reoffering yields of corporate bonds," International Review of Economics & Finance, Elsevier, vol. 9(2), pages 139-156.
    6501. Farrell, Roger & Gaston, Noel & Sturm, Jan-Egbert, 2004. "Determinants of Japan's foreign direct investment: An industry and country panel study, 1984-1998," Journal of the Japanese and International Economies, Elsevier, vol. 18(2), pages 161-182, June.
    6502. Neil Soderlund & Rowena Jacobs, 2001. "Towards panel data specifications of efficiency measures for English acute hospitals," Working Papers 185chedp, Centre for Health Economics, University of York.
    6503. Hidalgo, Javier & Schafgans, Marcia, 2021. "Inference without smoothing for large panels with cross-sectional and temporal dependence," Journal of Econometrics, Elsevier, vol. 223(1), pages 125-160.
    6504. He, Shenjing & Wang, Dong & Webster, Chris & Chau, Kwong Wing, 2019. "Property rights with price tags? Pricing uncertainties in the production, transaction and consumption of China’s small property right housing," Land Use Policy, Elsevier, vol. 81(C), pages 424-433.
    6505. Richard Cebula, 2003. "Tax evasion as ade facto vote of disapproval of PAC contributions," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(4), pages 338-347, December.
    6506. Phillips, Owen R. & Menkhaus, Dale J. & Krogmeier, Joseph L., 2001. "Production-to-order or production-to-stock: the endogenous choice of institution in experimental auction markets," Journal of Economic Behavior & Organization, Elsevier, vol. 44(3), pages 333-345, March.
    6507. Cook, Nathan J. & Wright, Glenn D. & Andersson, Krister P., 2017. "Local Politics of Forest Governance: Why NGO Support Can Reduce Local Government Responsiveness," World Development, Elsevier, vol. 92(C), pages 203-214.
    6508. Barbopoulos, Leonidas & Marshall, Andrew & MacInnes, Cameron & McColgan, Patrick, 2014. "Foreign direct investment in emerging markets and acquirers’ value gains," International Business Review, Elsevier, vol. 23(3), pages 604-619.
    6509. Reckwerth, Jürgen, 1997. "Der Zusammenhang zwischen Inflation und Output in Deutschland unter besonderer Berücksichtigung der Inflationserwartungen," Discussion Paper Series 1: Economic Studies 1997,05, Deutsche Bundesbank.
    6510. Eklund, Bruno & Terasvirta, Timo, 2007. "Testing constancy of the error covariance matrix in vector models," Journal of Econometrics, Elsevier, vol. 140(2), pages 753-780, October.
    6511. Lee, Choonsik, 2021. "Mitigating information imperfections in proxy contests: The effect of dissidents' proxy solicitation," Journal of Corporate Finance, Elsevier, vol. 69(C).
    6512. Juan Ángel Lafuente & Nuria Petit & Jesús Ruiz & Pedro Serrano, 2020. "Dissecting interbank risk using basis swap spreads," The World Economy, Wiley Blackwell, vol. 43(3), pages 729-757, March.
    6513. Gomes, Magno Rogério & Souza, Solange de Cássia Inforzato de & Mantovani, Gabriela Gomes & Paiva, Vanessa Fortunato de, 2020. "Wage gap decomposition models: A methodological contribution," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 39(2), March.
    6514. Gaver, Jennifer J. & Paterson, Jeffrey S., 2007. "The influence of large clients on office-level auditor oversight: Evidence from the property-casualty insurance industry," Journal of Accounting and Economics, Elsevier, vol. 43(2-3), pages 299-320, July.
    6515. Chengru Hu & Wei Jiang & Cheng-few Lee, 2013. "Managerial flexibility and the wealth effect of new product introductions," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 273-294, August.
    6516. Prado, Tiago S. & Bauer, Johannes M., 2021. "Improving broadband policy design using market data: A general framework and an application to Brazil," Telecommunications Policy, Elsevier, vol. 45(4).
    6517. Réal Labelle & Taïeb Hafsi & Claude Francoeur & Walid Ben Amar, 2018. "Family Firms’ Corporate Social Performance: A Calculated Quest for Socioemotional Wealth," Journal of Business Ethics, Springer, vol. 148(3), pages 511-525, March.
    6518. Nishiyama, Yasuo, 2011. "The term structure of CD rates and monetary policy transmission," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 82-94, January.
    6519. Jesús García & Rosa Arroyo & Lidón Mars & Tomás Ruiz, 2019. "The Influence of Attitudes towards Cycling and Walking on Travel Intentions and Actual Behavior," Sustainability, MDPI, vol. 11(9), pages 1-17, May.
    6520. John Asafu‐Adjaye, 2003. "Biodiversity Loss and Economic Growth: A Cross‐Country Analysis," Contemporary Economic Policy, Western Economic Association International, vol. 21(2), pages 173-185, April.
    6521. Barbopoulos, Leonidas G. & Adra, Samer & Saunders, Anthony, 2020. "Macroeconomic news and acquirer returns in M&As: The impact of investor alertness," Journal of Corporate Finance, Elsevier, vol. 64(C).
    6522. Ben Dkhil, Inès, 2014. "Investment in Fixed Broadband Networks and Access Regulation in Developed and Developing countries: Panel Data Applications," MPRA Paper 59337, University Library of Munich, Germany.
    6523. Gene Birz & Sandip Dutta & Han Yu, 2022. "Economic forecasts, anchoring bias, and stock returns," Financial Management, Financial Management Association International, vol. 51(1), pages 169-191, March.
    6524. Davis, Douglas D., 1999. "Advance production and Cournot outcomes: an experimental investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 40(1), pages 59-79, September.
    6525. Misund, Bård & Asche, Frank & Osmundsen, Petter, 2008. "Industry upheaval and valuation: Empirical evidence from the international oil and gas industry," The International Journal of Accounting, Elsevier, vol. 43(4), pages 398-424, December.
    6526. Regina M. Reinert & Florian Weigert & Christoph H. Winnefeld, 2016. "Does female management influence firm performance? Evidence from Luxembourg banks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(2), pages 113-136, May.
    6527. Parys, Juliane & Schwerhoff, Gregor, 2010. "Efficient Intra-Household Allocation of Parental Leave," IZA Discussion Papers 5113, Institute of Labor Economics (IZA).
    6528. González-Bustamante, Bastián & Carvajal, Ariane & González, Andrea, 2019. "Determinantes del gobierno electrónico en las municipalidades: Evidencia del caso chileno," SocArXiv fze3x, Center for Open Science.
    6529. BOONE, Christophe & WEZEL, Filippo Carlo & VAN WITTELOOSTUIJN, Arjen, 2006. "An ecological theory of population-level organizational diversity," Working Papers 2007003, University of Antwerp, Faculty of Business and Economics.
    6530. Wai-Ming Fong & Kevin C.K. Lam, 2014. "Rights Offerings and Expropriation by Controlling Shareholders," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(5-6), pages 773-790, June.
    6531. Mark M. Pitt & Shahidur R. Khandker, 1998. "The Impact of Group-Based Credit Programs on Poor Households in Bangladesh: Does the Gender of Participants Matter?," Journal of Political Economy, University of Chicago Press, vol. 106(5), pages 958-996, October.
    6532. Hiroyuki Ishikawa, 2011. "Empirical Analysis on the Dividend Life-Cycle Theory: Evidence from Japan," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 1, pages 39-60, December.
    6533. John Brazier & Carolyn Czoski-Murray & Jennifer Roberts & Martin Brown & Tara Symonds & Con Kelleher, 2008. "Estimation of a Preference-Based Index from a Condition-Specific Measure: The King's Health Questionnaire," Medical Decision Making, , vol. 28(1), pages 113-126, January.
    6534. Duong, Lien & Evans, John, 2015. "CFO compensation: Evidence from Australia," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 425-443.
    6535. Daniel Hoechle, 2007. "Robust standard errors for panel regressions with cross-sectional dependence," Stata Journal, StataCorp LLC, vol. 7(3), pages 281-312, September.
    6536. Zi Ning & Yiuman Tse, 2009. "Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(1‐2), pages 230-252, January.
    6537. Santosh Jatrana & Ken Richardson & Samba Siva Rao Pasupuleti, 2018. "The Effect of Nativity, Duration of Residence, and Age at Arrival on Obesity: Evidence from an Australian Longitudinal Study," VID Working Papers 1811, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna.
    6538. J. Diltz, 2002. "U.S. Equity Markets and Environmental Policy. The Case of Electric Utility Investor Behavior During the Passage of the Clean Air Act Amendments of 1990," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 23(4), pages 379-401, December.
    6539. Richard Cebula, 2004. "Determinants of the rate of return on S&L assets: 1970–97," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 10(1), pages 16-27, February.
    6540. Brau, James C. & Rodríguez, Javier, 2009. "An empirical analysis of Mexican and US closed-end mutual fund IPOs," Research in International Business and Finance, Elsevier, vol. 23(1), pages 1-17, January.
    6541. Ivo Jansen & Lee Sanning & Nathan Stuart, 2015. "Do hubris and the information environment explain the effect of acquirers’ size on their gains from acquisitions?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 211-234, April.
    6542. Kaloud Tobias, 2017. "Renewable Energy Sources and Investment in European Power Transmission Networks," Department of Economics Working Papers wuwp249, Vienna University of Economics and Business, Department of Economics.
    6543. Olaf Hübler, 2014. "Estimation of standard errors and treatment effects in empirical economics—methods and applications [Schätzung von Standardfehlern und Kausaleffekten in der empirischen Wirtschaftsforschung – Metho," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 47(1), pages 43-62, March.
    6544. Adra, Samer & Barbopoulos, Leonidas G., 2020. "Do corporations learn from mispricing? Evidence from takeovers and corporate performance," International Review of Financial Analysis, Elsevier, vol. 68(C).
    6545. Torben Andersen & Niels Hansen, 1995. "Price adjustment in open economies," Open Economies Review, Springer, vol. 6(4), pages 303-321, October.
    6546. Duarte Atoche Teresa & Pérez López José Ángel & Camúñez Ruíz José Antonio, 2012. "Información sobre I+D y valoración de empresas," Contaduría y Administración, Accounting and Management, vol. 57(4), pages 107-136, octubre-d.
    6547. Thomas Jeanjean & Hervé Stolowy & Michael Erkens, 2012. "Economic consequences of adopting English for annual reports," Post-Print hal-00690931, HAL.
    6548. Afzalur Rashid, 2016. "Managerial Ownership and Agency Cost: Evidence from Bangladesh," Journal of Business Ethics, Springer, vol. 137(3), pages 609-621, September.
    6549. Kor, Yasemin Y. & Watson, Sharon & Mahoney, Joseph T., 2004. "Industry Effects on the Use of Board and Institutional Investor Monitoring and Executive Incentive Compensation," Working Papers 04-0108, University of Illinois at Urbana-Champaign, College of Business.
    6550. So, Jacky Yuk-chow & Zhang, John Fan, 2022. "The effect of cultural heterogeneity on cash holdings of multinational businesses," Research in International Business and Finance, Elsevier, vol. 61(C).
    6551. Rajiv D. Banker & Raj Mashruwala, 2007. "The Moderating Role of Competition in the Relationship between Nonfinancial Measures and Future Financial Performance," Contemporary Accounting Research, John Wiley & Sons, vol. 24(3), pages 763-793, September.
    6552. Tim Pawlowski & Georgios Nalbantis, 2015. "Competition format, championship uncertainty and stadium attendance in European football - a small league perspective," Applied Economics, Taylor & Francis Journals, vol. 47(38), pages 4128-4139, August.
    6553. Chow, Edward H. & Chen, Hung-Ling, 1998. "The determinants of foreign exchange rate exposure: Evidence on Japanese firms1," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 153-174, May.
    6554. Vincenzo Scoppa, 2015. "Fatigue and Team Performance in Soccer," Journal of Sports Economics, , vol. 16(5), pages 482-507, June.
    6555. Jan Kluge & Gunther Markwardt & Christian Thater, 2017. "Self-Preserving Leviathans Evidence from Local-Level Data," Kyklos, Wiley Blackwell, vol. 70(4), pages 594-621, November.
    6556. Fabio Fonti & Massimo Maoret, 2016. "The direct and indirect effects of core and peripheral social capital on organizational performance," Strategic Management Journal, Wiley Blackwell, vol. 37(8), pages 1765-1786, August.
    6557. Wu, Qinqin & Hao, Ying & Lu, Jing, 2018. "Air pollution, stock returns, and trading activities in China," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 342-365.
    6558. Finger, Robert & Lazzarotto, Patrick & Calanca, Pierluigi, 2010. "Bio-economic assessment of climate change impacts on managed grassland production," Agricultural Systems, Elsevier, vol. 103(9), pages 666-674, November.
    6559. Skoufias, Emmanuel & Quisumbing, Agnes R., 2003. "Consumption insurance and vulnerability to poverty: a synthesis of the evidence from Bangladesh, Ethiopia, Mali, Mexico, and Russia," FCND discussion papers 155, International Food Policy Research Institute (IFPRI).
    6560. Hooi Hooi Lean & Irene W.K. Ting, 2016. "Will Penang Based Companies Perform Better than the Market?," Economics Bulletin, AccessEcon, vol. 36(1), pages 528-536.
    6561. J V Hansen & R D Nelson, 2003. "Forecasting and recombining time-series components by using neural networks," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(3), pages 307-317, March.
    6562. Nepal, Mani & Bohara, Alok K, 2015. "Consumption insurance under uncertainty: The case of Nepal during Maoist insurgency," International Journal of Development and Conflict, Gokhale Institute of Politics and Economics, vol. 5(1), pages 1-31.
    6563. M.T. Alguacil & V. Orts, "undated". "A multivariate cointegrated model testing for temporal causality between exports and outward FDI: The Spanish case," Studies on the Spanish Economy 50, FEDEA.
    6564. Mohl, P. & Hagen, T., 2010. "Do EU structural funds promote regional growth? New evidence from various panel data approaches," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 353-365, September.
    6565. Rigoberto A. Lopez, 2008. "Does ‘Protection for Sale’ Apply to the US Food Industries?," Journal of Agricultural Economics, Wiley Blackwell, vol. 59(1), pages 25-40, February.
    6566. Jennifer L. Blouin & Jana Smith Raedy & Douglas A. Shackelford, 2000. "Capital Gains Holding Periods and Equity Trading: Evidence from the 1998 Tax Act," NBER Working Papers 7827, National Bureau of Economic Research, Inc.
    6567. Brown, Paul J & Matolcsy, Zoltan & Wells, Peter, 2014. "Group versus individual compensation schemes for senior executives and firm performance: Some evidence based on archival data," Journal of Contemporary Accounting and Economics, Elsevier, vol. 10(2), pages 100-114.
    6568. Shams, Syed M.M. & Duong, Huu Nhan & Singh, Harminder, 2016. "Information content of directors' trading around acquisitions," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 177-193.
    6569. Yan-Leung Cheung & Aris Stouraitis & Anita Wong, 2003. "Ownership Concentation and Executive COmpenation in Closely Held Firms: Evidence from Hong Kong," Working Papers 142003, Hong Kong Institute for Monetary Research.
    6570. Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
    6571. Donald, Stephen G., 1995. "Two-step estimation of heteroskedastic sample selection models," Journal of Econometrics, Elsevier, vol. 65(2), pages 347-380, February.
    6572. Henri Servaes & Ane Tamayo, 2013. "The Impact of Corporate Social Responsibility on Firm Value: The Role of Customer Awareness," Management Science, INFORMS, vol. 59(5), pages 1045-1061, May.
    6573. Goldberg, Pinelopi Koujianou, 1996. "Dealer Price Discrimination in New Car Purchases: Evidence from the Consumer Expenditure Survey," Journal of Political Economy, University of Chicago Press, vol. 104(3), pages 622-654, June.
    6574. Klinedinst, Mark, 2008. "A strength of credit unions: employee productivity of credit unions versus banks in the U.S.?," MPRA Paper 26296, University Library of Munich, Germany.
    6575. Björn Kauder & Niklas Potrafke & Markus Reischmann, 2016. "Do Politicians Reward Core Supporters? Evidence from a Discretionary Grant Program," CESifo Working Paper Series 6097, CESifo.
    6576. SU Chenchen, 2022. "Tunneling Through Private Equity Placements: Evidence From Japan," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 17(1), pages 238-255, April.
    6577. Ali T. Akarca, 2010. "Analysis of the 2009 Turkish Election Results from an Economic Voting Perspective," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 3-38.
    6578. Robert Krol & Shirley Svorny, 2007. "Budget Rules and State Business Cycles," Public Finance Review, , vol. 35(4), pages 530-544, July.
    6579. Christophe Volonté, 2015. "Culture and Corporate Governance: The Influence of Language and Religion in Switzerland," Management International Review, Springer, vol. 55(1), pages 77-118, February.
    6580. Li, Dong & Zhang, Xingfa & Zhu, Ke & Ling, Shiqing, 2018. "The ZD-GARCH model: A new way to study heteroscedasticity," Journal of Econometrics, Elsevier, vol. 202(1), pages 1-17.
    6581. Marcus M. Doxey & James G. Lawson & Thomas J. Lopez & Quinn T. Swanquist, 2021. "Do Investors Care Who Did the Audit? Evidence from Form AP," Journal of Accounting Research, Wiley Blackwell, vol. 59(5), pages 1741-1782, December.
    6582. Ozkan, Neslihan, 2007. "Do corporate governance mechanisms influence CEO compensation? An empirical investigation of UK companies," Journal of Multinational Financial Management, Elsevier, vol. 17(5), pages 349-364, December.
    6583. Denton Collins & Steven Henning, 2004. "Write‐Down Timeliness, Line‐of‐Business Disclosures and Investors’ Interpretations of Segment Divestiture Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(9‐10), pages 1261-1299, November.
    6584. Dong, Bei & Robinson, Dahlia & Robinson, Michael, 2015. "The market's response to earnings surprises after first-time going-concern modifications," Advances in accounting, Elsevier, vol. 31(1), pages 21-32.
    6585. Klock, Mark & Megna, Pamela, 2000. "Measuring and valuing intangible capital in the wireless communications industry," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(4), pages 519-532.
    6586. Choi, Gunae, 2022. "Determinants of target location selection for acquirers in the manufacturing sector: Pollution intensity, policy enforcement, and civic environmentalism," Journal of Business Research, Elsevier, vol. 146(C), pages 308-324.
    6587. Williford, Anne & Sharp, Julia L. & Fout, Alex & Schafer, Casey & Shi, Xiaosong & Isen, Debbie, 2021. "The mediating role of willingness to seek help on the relationship between peer victimization and mental health outcomes," Children and Youth Services Review, Elsevier, vol. 128(C).
    6588. Nevado Gil, María Teresa & Gallardo Vázquez , Dolores, 2019. "Local government social responsibility: empirical evidence in the region of Extremadura," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 45, pages 161-179.
    6589. Xiao Han & Nikolaos Sakkas & Jo Danbolt & Arman Eshraghi, 2022. "Persistence of investor sentiment and market mispricing," The Financial Review, Eastern Finance Association, vol. 57(3), pages 617-640, August.
    6590. Luiz Lima & Jaime de Jesus Filho, 2008. "Further investigation of the uncertain trend in US GDP," Applied Economics, Taylor & Francis Journals, vol. 40(9), pages 1207-1216.
    6591. Joseph F. Brazel & Elizabeth Webb, 2006. "CEO compensation and the seasoned equity offering decision," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(5), pages 363-378.
    6592. Fleischer, Rouven & Goettsche, Max, 2012. "Size effects and audit pricing: Evidence from Germany," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 21(2), pages 156-168.
    6593. Rhys Andrews & George A. Boyne, 2009. "Size, Structure and Administrative Overheads: An Empirical Analysis of English Local Authorities," Urban Studies, Urban Studies Journal Limited, vol. 46(4), pages 739-759, April.
    6594. D. H. Blackaby & P. D. Murphy & N. C. O'Leary, 1999. "Graduate earnings in Great Britain: a matter of degree?," Applied Economics Letters, Taylor & Francis Journals, vol. 6(5), pages 311-315.
    6595. Tara Deelchand & Carol Padgett, 2009. "Size and Scale Economies in Japanese Cooperative Banking," ICMA Centre Discussion Papers in Finance icma-dp2009-02, Henley Business School, University of Reading.
    6596. L.A. Sjaastad, 1992. "Gold and the Exchange Rates," Economics Discussion / Working Papers 92-05, The University of Western Australia, Department of Economics.
    6597. Espahbodi, Hassan & Espahbodi, Pouran & Rezaee, Zabihollah & Tehranian, Hassan, 2002. "Stock price reaction and value relevance of recognition versus disclosure: the case of stock-based compensation," Journal of Accounting and Economics, Elsevier, vol. 33(3), pages 343-373, August.
    6598. Anis Mnif, 2009. "Corporate Governance And Management Earnings Forecast Quality: Evidence From French Ipos," Post-Print halshs-00459171, HAL.
    6599. Ching-Lung Chen & Pin-Yu Lin & Pei-Yu Weng, 2014. "Real Activities Manipulation and Subsequent Accounting Performance ---Yes, the Manipulating Direction Matters," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 81-97, Feburary.
    6600. Blake LeBaron, 2013. "Heterogeneous Agents and Long Horizon Features of Asset Prices," Working Papers 63, Brandeis University, Department of Economics and International Business School, revised Sep 2013.
    6601. Byeongyong Paul Choi, 2010. "The U.S. Property and Liability Insurance Industry: Firm Growth, Size, and Age," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 13(2), pages 207-224, September.
    6602. Peter Easton & Peter Eddey, 1997. "The Relevance of Asset Revaluations over an Economic Cycle," Australian Accounting Review, CPA Australia, vol. 7(13), pages 22-30, May.
    6603. Tullio Jappelli & Mario Padula & Renata Bottazzi, 2003. "Retirement Expectations and Pension Reforms," CSEF Working Papers 92, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    6604. Cheng, Su-Yin & Hou, Han, 2013. "The information content of open-market repurchase announcements in Taiwan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 59-75.
    6605. Billett, Matthew T. & Mauer, David C., 2000. "Diversification and the value of internal capital markets: The case of tracking stock," Journal of Banking & Finance, Elsevier, vol. 24(9), pages 1457-1490, September.
    6606. J F McDonald & D P McMillen, 1990. "Employment Subcenters and Land Values in a Polycentric Urban Area: The Case of Chicago," Environment and Planning A, , vol. 22(12), pages 1561-1574, December.
    6607. Teulings, Coen N, 1995. "The Wage Distribution in a Model of the Assignment of Skills to Jobs," Journal of Political Economy, University of Chicago Press, vol. 103(2), pages 280-315, April.
    6608. Liano, Kartono & Liano, Kadir & Manakyan, Herman, 1999. "Presidential administrations and the day-of-the-week effect in stock returns," Review of Financial Economics, Elsevier, vol. 8(1), pages 93-99, June.
    6609. Tao Zeng, 2011. "Intercorporate Ownership, Taxes, and Corporate Payout Choices," Accounting Perspectives, John Wiley & Sons, vol. 10(4), pages 265-283, December.
    6610. Ranjay Gulati & Maxim Sytch & Adam Tatarynowicz, 2012. "The Rise and Fall of Small Worlds: Exploring the Dynamics of Social Structure," Organization Science, INFORMS, vol. 23(2), pages 449-471, April.
    6611. Chih‐Ying Chen, 2003. "Investment Opportunities and the Relation Between Equity Value and Employees’ Bonus," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(7‐8), pages 941-974, September.
    6612. Nikos Vafeas, 2003. "Length of Board Tenure and Outside Director Independence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(7‐8), pages 1043-1064, September.
    6613. Antoine Auberger, 2021. "Vote, popularity, unemployment and French presidential elections [Vote, popularité, chômage et élections présidentielles françaises]," Working Papers hal-03480855, HAL.
    6614. S. Heravi & J. Easaw & R. Golinelli, 2016. "Generalized State-Dependent Models: A Multivariate Approach," Working Papers wp1067, Dipartimento Scienze Economiche, Universita' di Bologna.
    6615. Douglas Cumming & Na Dai, 2010. "A Law and Finance Analysis of Hedge Funds," Financial Management, Financial Management Association International, vol. 39(3), pages 997-1026, September.
    6616. Doh-Khul Kim & Hyungsoo Kim, 2006. "Aging and Savings in Korea: A Time-Series Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(3), pages 374-381, August.
    6617. Gouriéroux, Christian, 1994. "Modèles économétriques : utilisation et interprétation (les)," CEPREMAP Working Papers (Couverture Orange) 9423, CEPREMAP.
    6618. Eduardo Fernandes Cazassa & Odilon Costa, 2017. "Real Estate Indices: the good and the bad," LARES lares_2017_paper_65, Latin American Real Estate Society (LARES).
    6619. Mitchell, Thomas, 2007. "Comment," Japan and the World Economy, Elsevier, vol. 19(1), pages 133-137, January.
    6620. Coombs, Christopher & Cebula, Richard, 2009. "Are there rewards for language skills? Evidence from the earnings of registered nurses," MPRA Paper 49646, University Library of Munich, Germany.
    6621. James Stodder & Bernard Lietaer, 2016. "The Macro-Stability of Swiss WIR-Bank Credits: Balance, Velocity, and Leverage," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 58(4), pages 570-605, December.
    6622. David Carter & James McNulty & James Verbrugge, 2004. "Do Small Banks have an Advantage in Lending? An Examination of Risk-Adjusted Yields on Business Loans at Large and Small Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 25(2), pages 233-252, April.
    6623. Scott B. Jackson & Paul A. Shoemaker & John A. Barrick & F. Greg Burton, 2005. "Taxpayers' Prepayment Positions and Tax Return Preparation Fees," Contemporary Accounting Research, John Wiley & Sons, vol. 22(2), pages 409-447, June.
    6624. Cynthia M. Gong & Di Luo & Huainan Zhao, 2021. "Liquidity risk and the beta premium," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(4), pages 789-814, December.
    6625. Ittner, Christopher D. & Larcker, David F. & Pizzini, Mina, 2007. "Performance-based compensation in member-owned firms: An examination of medical group practices," Journal of Accounting and Economics, Elsevier, vol. 44(3), pages 300-327, December.
    6626. Al-Yahyaee, Khamis Hamed, 2014. "Shareholder wealth effects of stock dividends in a unique environment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 66-81.
    6627. Sang-Hyop Lee & Gerard Russo & Lawrence H. Nitz & Abdul Jabbar, 2005. "The Effect of Mandatory Employer-Sponsored Insurance (ESI) on Health Insurance Coverage and Labor Force Utilization in Hawaii: Evidence from the Current Population Survey (CPS) 1994-2004," Working Papers 200512, University of Hawaii at Manoa, Department of Economics.
    6628. Amihud, Yakov & Wohl, Avi, 2004. "Political news and stock prices: The case of Saddam Hussein contracts," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1185-1200, May.
    6629. Mehanna Dr Rock-Antoine, 2003. "Do Politics and Culture Affect Middle East Trade? Evidence from the Gravity Model," Review of Middle East Economics and Finance, De Gruyter, vol. 1(2), pages 57-72, August.
    6630. Ioannatos, Petros E., 2021. "Systematic growth asymmetry in the Eurozone? Evidence from a natural experiment," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    6631. Jeff Borland & Jenny Lye, 1996. "Matching and Mobility in the Market for Australian Rules Football Coaches," ILR Review, Cornell University, ILR School, vol. 50(1), pages 143-158, October.
    6632. Kraybill, David S. & Bashaasha, Bernard, 2004. "Explaining Poverty in Uganda: Evidence from the Uganda National Household Survey," 2004 Inaugural Symposium, December 6-8, 2004, Nairobi, Kenya 9537, African Association of Agricultural Economists (AAAE).
    6633. Tihana Škrinjarić & Branka Marasović & Boško Šego, 2021. "Does the Croatian Stock Market Have Seasonal Affective Disorder?," JRFM, MDPI, vol. 14(2), pages 1-16, February.
    6634. Hakan Özkaya, 2021. "Sticky cost behavior: evidence from small and medium sized enterprises in Turkey," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 11(2), pages 349-369, June.
    6635. Jian Yang & Yinggang Zhou, 2013. "Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence," Management Science, INFORMS, vol. 59(10), pages 2343-2359, October.
    6636. Mara Faccio, 2006. "Politically Connected Firms," American Economic Review, American Economic Association, vol. 96(1), pages 369-386, March.
    6637. Syed, Abdul Haseeb & Javed, Adeel & Asim Feroz, Raja M. & Calhoun, Ronald, 2020. "Partial repowering analysis of a wind farm by turbine hub height variation to mitigate neighboring wind farm wake interference using mesoscale simulations," Applied Energy, Elsevier, vol. 268(C).
    6638. Caroline M. Hoxby, 2005. "Competition Among Public Schools: A Reply to Rothstein (2004)," NBER Working Papers 11216, National Bureau of Economic Research, Inc.
    6639. Baghestani, Hamid, 2008. "A random walk approach to predicting US 30-year home mortgage rates," Journal of Housing Economics, Elsevier, vol. 17(3), pages 225-233, September.
    6640. Srikanta Chatterjee & Claudio Michelini & Ranjan Ray, 1994. "Expenditure Patterns and Aggregate Consumer Behaviour: Some Experiments with Australian and New Zealand Data," The Economic Record, The Economic Society of Australia, vol. 70(210), pages 278-291, September.
    6641. Oliver Musshoff & Norbert Hirschauer, 2011. "A behavioral economic analysis of bounded rationality in farm financing decisions," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 71(1), pages 62-83, May.
    6642. Baker, Michael & Benjamin, Dwayne, 1999. "Early Retirement Provisions and the Labor Force Behavior of Older Men: Evidence from Canada," Journal of Labor Economics, University of Chicago Press, vol. 17(4), pages 724-756, October.
    6643. Maria Kalogera & Antonios Georgopoulos & Panagiota Boura, 2020. "Is there a link between firms? export activity and economic performance in a Small Open Economy? Evidence from Greece," Proceedings of Business and Management Conferences 10112601, International Institute of Social and Economic Sciences.
    6644. Heather Rhodes & James A. Ligon, 2019. "Regulatory Corporate Governance and the Valuation of IPO Firms," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 8(2), pages 18-56, April.
    6645. Nancy Ammon Jianakoplos & Martin Shields, 2012. "Practice or Profits," Journal of Sports Economics, , vol. 13(4), pages 451-465, August.
    6646. Pick, Tobias & Schanz, Deborah & Niemann, Rainer, 2009. "Stock price reactions to share repurchase announcements in Germany: Evidence from a tax perspective," arqus Discussion Papers in Quantitative Tax Research 89, arqus - Arbeitskreis Quantitative Steuerlehre.
    6647. Hiermeyer, Martin, 2009. "Height and BMI values of German conscripts in 2000, 2001 and 1906," Economics & Human Biology, Elsevier, vol. 7(3), pages 366-375, December.
    6648. Thomas M. Fullerton, 2001. "Educational attainment and border income performance," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 2-10.
    6649. Kadapakkam, Palani-Rajan & Martinez, Valeria, 2008. "Ex-dividend returns: The Mexican puzzle," Journal of Banking & Finance, Elsevier, vol. 32(11), pages 2453-2461, November.
    6650. Jonas Lindahl & Cristian Colliander & Rickard Danell, 2020. "Early career performance and its correlation with gender and publication output during doctoral education," Scientometrics, Springer;Akadémiai Kiadó, vol. 122(1), pages 309-330, January.
    6651. Osmani Teixeira De Carvalho Guillen & José Valentim Machado Vicente, 2011. "Characterizing The Brazilian Termstructure Of Interest Rates In A Cointegrated Var Model," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 041, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    6652. Robert M Hull & JuliAnn Mazachek, 2001. "Junior‐for‐senior announcements," Review of Financial Economics, John Wiley & Sons, vol. 10(3), pages 213-225.
    6653. William G. Hardin, III, 1998. "Executive Compensation in EREITs: EREIT Size is But One Determinant," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 401-410.
    6654. Akhigbe, Aigbe & Madura, Jeff, 2001. "Why do contagion effects vary among bank failures?," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 657-680, April.
    6655. Li, Bo & Megginson, William L. & Shen, Zhe & Sun, Qian, 2019. "Privatization effect versus listing effect: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 369-394.
    6656. Wang, Chengqi & Kafouros, Mario I., 2009. "What factors determine innovation performance in emerging economies? Evidence from China," International Business Review, Elsevier, vol. 18(6), pages 606-616, December.
    6657. Daniel Rakotomalala, 2020. "The effects of age on educational performances at the end of primary school : cross-sectional and regression discontinuity approach applications from Reunion Island," TEPP Working Paper 2020-06, TEPP.
    6658. Haitham A. Al-Zoubi & Aktham Maghyereh, 2007. "Stationary Component in Stock Prices: A Reappraisal of Empirical Findings," Multinational Finance Journal, Multinational Finance Journal, vol. 11(3-4), pages 287-322, September.
    6659. Rafael González-Val & Luis Lanaspa & Fernando Sanz, 2011. "Gibrat's Law for Cities Revisited," ERSA conference papers ersa10p199, European Regional Science Association.
    6660. Prada, Marta & González-García, Marta & Majada, Juan & Martínez-Alonso, Celia, 2019. "Development of a dynamic growth model for sweet chestnut coppice: A case study in Northwest Spain," Ecological Modelling, Elsevier, vol. 409(C), pages 1-1.
    6661. Arturo Bujanda & Thomas M. Fullerton, 2017. "Impacts of transportation infrastructure on single-family property values," Applied Economics, Taylor & Francis Journals, vol. 49(51), pages 5183-5199, November.
    6662. Hu, May & Tuilautala, Mataiasi & Kang, Yuni, 2019. "Bandwagon effect: Special dividend payments," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 339-363.
    6663. Sammy Thuo Kangea & Tabitha Nasieku & Willy Muturi, 2022. "Effect of Board Diversity on Earnings quality of Non-Financial Firms Listed at the Nairobi Securities Exchange," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(3), pages 1-4.
    6664. Mizon, Grayham E., 1995. "A simple message for autocorrelation correctors: Don't," Journal of Econometrics, Elsevier, vol. 69(1), pages 267-288, September.
    6665. Robert Bartels & Denzil G. Fiebig & Daehoon Nahm, 1996. "Regional End‐Use Gas Demand in Australia," The Economic Record, The Economic Society of Australia, vol. 72(219), pages 319-331, December.
    6666. Brenner, Menachem & Izhakian, Yehuda, 2018. "Asset pricing and ambiguity: Empirical evidence⁎," Journal of Financial Economics, Elsevier, vol. 130(3), pages 503-531.
    6667. Mónica Correa-López & Agustín García-Serrador & Cristina Mingorance-Arnáiz, 2014. "Product Market Competition, Monetary Policy Regimes and Inflation Dynamics: Evidence from a Panel of OECD Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(4), pages 484-509, August.
    6668. Laeven, Luc & Chhaochharia, Vidhi, 2007. "The Invisible Hand in Corporate Governance," CEPR Discussion Papers 6256, C.E.P.R. Discussion Papers.
    6669. Wilson X. B. Li & Tina T. He & Andrew Marshall & Gordon Y. N. Tang, 2020. "An empirical analysis of accounting conservatism surrounding share repurchases," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 609-627, December.
    6670. Al-Tuwaijri, Sulaiman A. & Christensen, Theodore E. & Hughes, K. II, 2004. "The relations among environmental disclosure, environmental performance, and economic performance: a simultaneous equations approach," Accounting, Organizations and Society, Elsevier, vol. 29(5-6), pages 447-471.
    6671. Tihana Škrinjarić, 2018. "Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets," Risks, MDPI, vol. 6(4), pages 1-26, December.
    6672. She‐Chih Chiu & Hsuan‐Chu Lin & Chuan‐San Wang, 2017. "The Impact of Investments in Pollution Reduction on Shareholder Wealth: Evidence from Taiwanese Manufacturing Companies," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 24(6), pages 676-691, November.
    6673. Peter Ebbes & Michel Wedel & Ulf Böckenholt & Ton Steerneman, 2005. "Solving and Testing for Regressor-Error (in)Dependence When no Instrumental Variables are Available: With New Evidence for the Effect of Education on Income," Quantitative Marketing and Economics (QME), Springer, vol. 3(4), pages 365-392, December.
    6674. Fuchs, Michaela & Weyh, Antje, 2014. "Demography and unemployment in East Germany : how close are the ties?," IAB-Discussion Paper 201426, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    6675. Roberto Ezcurra, 2009. "Does Income Polarization Affect Economic Growth? The Case of the European Regions," Regional Studies, Taylor & Francis Journals, vol. 43(2), pages 267-285.
    6676. Günter, Tobias Maria, 2007. "Preispromotionanalysen in Vertriebslinien des Lebensmitteleinzelhandels: dynamische Kategorieeffekte und Einflussfaktoren," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 26755, February.
    6677. Li, Zhaoyuan & Yao, Jianfeng, 2019. "Testing for heteroscedasticity in high-dimensional regressions," Econometrics and Statistics, Elsevier, vol. 9(C), pages 122-139.
    6678. Majocchi, Antonio & Presutti, Manuela, 2009. "Industrial clusters, entrepreneurial culture and the social environment: The effects on FDI distribution," International Business Review, Elsevier, vol. 18(1), pages 76-88, February.
    6679. Lim, Tiong Kiong & Kong, Hwee Chi, 2004. "New evidence on price impact of analyst forecast revisions," International Review of Financial Analysis, Elsevier, vol. 13(2), pages 161-190.
    6680. Richard Gretz, 2010. "Console Price and Software Availability in the Home Video Game Industry," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(1), pages 81-94, March.
    6681. Lawrence Jin & Jang C. Jin, 2014. "Internet Education and Economic Growth: Evidence from Cross-Country Regressions," Economies, MDPI, vol. 2(1), pages 1-17, March.
    6682. W. A. Naudé, 2004. "The effects of policy, institutions and geography on economic growth in Africa: an econometric study based on cross-section and panel data," Journal of International Development, John Wiley & Sons, Ltd., vol. 16(6), pages 821-849.
    6683. José De Sousa & Anne-Célia Disdier, 2006. "La qualité du cadre juridique constitue-t-elle une barrière au commerce ?. Application aux économies en transition," Revue économique, Presses de Sciences-Po, vol. 57(1), pages 135-149.
    6684. Banerjee, Suman & Humphery-Jenner, Mark, 2016. "Directors’ duties of care and the value of auditing," Finance Research Letters, Elsevier, vol. 19(C), pages 1-14.
    6685. Giorgio Eduardo Montanari & Marco Doretti & Maria Francesca Marino, 2022. "Model-based two-way clustering of second-level units in ordinal multilevel latent Markov models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 16(2), pages 457-485, June.
    6686. Janet Currie Neelin, 1989. "What Do (Public Sector) Unions Do? Wage and Employment Determination Among Ontario Public School Teachers," UCLA Economics Working Papers 542, UCLA Department of Economics.
    6687. Susanne Neckermann & Reto Cueni & Bruno S. Frey, 2009. "What is an Award Worth? An Econometric Assessment of the Impact of Awards on Employee Performance," CESifo Working Paper Series 2657, CESifo.
    6688. de Grange, Louis & Troncoso, Rodrigo & González, Felipe, 2012. "An empirical evaluation of the impact of three urban transportation policies on transit use," Transport Policy, Elsevier, vol. 22(C), pages 11-19.
    6689. Pavlidis Efthymios G. & Paya Ivan & Peel David A., 2013. "Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 297-312, May.
    6690. McCarty, William P. & Meng, Zhe & Buslik, Marc S. & Moreno, Rafael, 2021. "Body-worn cameras and arrest: Zooming in on disaggregated metrics and possible unintended consequences," Journal of Criminal Justice, Elsevier, vol. 75(C).
    6691. Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2017. "Validity Of Wild Bootstrap Inference With Clustered Errors," Working Paper 1383, Economics Department, Queen's University.
    6692. Burns, Natasha & Liebenberg, Ivonne, 2011. "U.S. takeovers in foreign markets: Do they impact emerging and developed markets differently?," Journal of Corporate Finance, Elsevier, vol. 17(4), pages 1028-1046, September.
    6693. Nick Obradovich & Scott M. Guenther, 2016. "Collective responsibility amplifies mitigation behaviors," Climatic Change, Springer, vol. 137(1), pages 307-319, July.
    6694. Martikainen, Minna & Nikkinen, Jussi & Vähämaa, Sami, 2009. "Production functions and productivity of family firms: Evidence from the S&P 500," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 295-307, May.
    6695. Carles Bret'o, 2013. "On idiosyncratic stochasticity of financial leverage effects," Papers 1312.5496, arXiv.org.
    6696. Cebula, Richard, 1990. "A Brief Empirical Note on the Impact of Welfare Benefit Levels on Property Crime in the United States," MPRA Paper 52023, University Library of Munich, Germany.
    6697. Su-Ping Liu & Juan Manuel García Lara, 2013. "Market Rewards to Patterns of Increasing Earnings: Do Cash Flow Patterns, Accruals Manipulation and Real Activities Manipulation Matter?," Working Papers 1303, Departament Empresa, Universitat Autònoma de Barcelona, revised May 2013.
    6698. R.H.S. Samaratunga & Sisira Jayasuriya & David Prentice, 2001. "Impact of the Enlargement of APEC on South Asia: An Analysis of Trade Potential â€," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 2(2), pages 171-201, September.
    6699. Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos, 2014. "Assessing the performance of symmetric and asymmetric implied volatility functions," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 373-397, April.
    6700. Oc, Burak & Daniels, Michael A. & Diefendorff, James M. & Bashshur, Michael R. & Greguras, Gary J., 2020. "Humility breeds authenticity: How authentic leader humility shapes follower vulnerability and felt authenticity," Organizational Behavior and Human Decision Processes, Elsevier, vol. 158(C), pages 112-125.
    6701. Sotiris Tsolacos, 1999. "Retail Building Cycles: Evidence from Great Britain," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 197-218.
    6702. Dorsaf Ben Aissia, 2014. "IPO first‐day returns: Skewness preference, investor sentiment and uncertainty underlying factors," Review of Financial Economics, John Wiley & Sons, vol. 23(3), pages 148-154, September.
    6703. David A. Penn & Joachim Zietz, 2004. "The Development of Water Rights in Colorado," Working Papers 200404, Middle Tennessee State University, Department of Economics and Finance.
    6704. Jaunky, V.C & Khadaroo, A.J., 2008. "Health Care Expenditure And Gdp: An African Perspective," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 131-146.
    6705. Apergis, Nicholas, 2015. "Policy risks, technological risks and stock returns: New evidence from the US stock market," Economic Modelling, Elsevier, vol. 51(C), pages 359-365.
    6706. Nikos Karabalis & Euripides Kondelis, 2013. "Indirect tax increases and their impact on inflation over 2010 – 2012," Economic Bulletin, Bank of Greece, issue 38, pages 7-19, November.
    6707. Hueh-Chen Lin & Chin-Sheng Huang & Jack J. W. Yang, 2015. "Market Reaction to Voluntary and Mandatory Announcements of Independent Director Appointments," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 125-135.
    6708. Valdes, Rodrigo, 2017. "What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258265, Agricultural and Applied Economics Association.
    6709. Günster, Andrea & van Dijk, Mathijs, 2016. "The impact of European antitrust policy: Evidence from the stock market," International Review of Law and Economics, Elsevier, vol. 46(C), pages 20-33.
    6710. Berkowitz, Daniel & Holland, Jonathan, 2001. "Does privatization enhance or deter small enterprise formation?," Economics Letters, Elsevier, vol. 74(1), pages 53-60, December.
    6711. Jeffery I. Round & Matthew Odedokun, 2010. "Aid Effort and its Determinants," Working Papers id:3211, eSocialSciences.
    6712. Aleksey Oshchepkov & Anna Shirokanova, 2020. "Multilevel Modeling For Economists: Why, When And How," HSE Working papers WP BRP 233/EC/2020, National Research University Higher School of Economics.
    6713. Jonathan Fletcher, 2009. "Risk Reduction and Mean‐Variance Analysis: An Empirical Investigation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7‐8), pages 951-971, September.
    6714. Maurice J.G. Bun & Frank Kleibergen, 2013. "Identification and inference in moments based analysis of linear dynamic panel data models," UvA-Econometrics Working Papers 13-07, Universiteit van Amsterdam, Dept. of Econometrics.
    6715. Andreas Diekmann & Ben Jann & David Wyder, 2004. "Trust and Reputation in Internet Auctions," ETH Zurich Sociology Working Papers 1, ETH Zurich, Chair of Sociology, revised Oct 2007.
    6716. Munoz, Teresa Garin & Amaral, Teodosio Perez, 1996. "Demand for international telephone traffic in Spain: An econometric study using provincial panel data," Information Economics and Policy, Elsevier, vol. 8(4), pages 289-315, December.
    6717. Achim Kemmerling & Andreas Stephan, 2000. "Political Economy of Infrastructure Investment Allocation: Evidence from a Panel of Large German Cities," CIG Working Papers FS IV 00-03, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
    6718. Kamran Ahmed & John Hillier & Elisabeth Tanusasmita, 2011. "R&D profitability, intensity and market‐to‐book: evidence from Australia," Accounting Research Journal, Emerald Group Publishing Limited, vol. 24(2), pages 150-177, September.
    6719. Qiang Fu & Qiang Ren, 2010. "Educational Inequality under China's Rural–Urban Divide: The Hukou System and Return to Education," Environment and Planning A, , vol. 42(3), pages 592-610, March.
    6720. Hearn, Bruce & Piesse, Jenifer & Strange, Roger, 2010. "Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment," International Business Review, Elsevier, vol. 19(5), pages 489-501, October.
    6721. Zhang, Hao & Zhu, Jiaqing, 2022. "Does trade cause fear of appreciation?," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 68-80.
    6722. Bazzana, Flavio & Zadorozhnaya, Anna & Gabriele, Roberto, 2018. "The role of covenants in bond issue. The case of Russian companies," Emerging Markets Review, Elsevier, vol. 36(C), pages 1-18.
    6723. Cebula, Richard J. & Alexander, Gigi M., 2006. "Determinants of Net Interstate Migration, 2000-2004," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 36(2), pages 1-8.
    6724. Bruce, Donald & Schuetze, Herbert J., 2004. "The labor market consequences of experience in self-employment," Labour Economics, Elsevier, vol. 11(5), pages 575-598, October.
    6725. Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2011. "Do hedge funds' exposures to risk factors predict their future returns?," Journal of Financial Economics, Elsevier, vol. 101(1), pages 36-68, July.
    6726. Artikis, Panagiotis G. & Diamantopoulou, Lydia & Papanastasopoulos, Georgios A. & Sorros, John N., 2022. "Asset growth and stock returns in european equity markets: Implications of investment and accounting distortions," Journal of Corporate Finance, Elsevier, vol. 73(C).
    6727. Karras, Georgios & Song, Frank, 1996. "Sources of business-cycle volatility: An exploratory study on a sample of OECD countries," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 621-637.
    6728. Cebula, Richard & McGrath, Richard, 2000. "An Empirical Note on Determinants of Income Tax Evasion, 1973-1997," MPRA Paper 58549, University Library of Munich, Germany.
    6729. Ben Angelo & Mitchell Johnston, 2023. "Do investors infer future cash flow volatility based on liquidity?," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 259-294, January.
    6730. Roman Frydman & Michael D. Goldberg, 2001. "Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model," Working Papers 50, Oesterreichische Nationalbank (Austrian Central Bank).
    6731. Nico Singer & Saskia Laser & Frank Dreher, 2013. "Published stock recommendations as investor sentiment in the near-term stock market," Empirical Economics, Springer, vol. 45(3), pages 1233-1249, December.
    6732. Justin S. White & Hana Ross, 2015. "Smokers' Strategic Responses to Sin Taxes: Evidence from Panel Data in Thailand," Health Economics, John Wiley & Sons, Ltd., vol. 24(2), pages 127-141, February.
    6733. Corbet, Shaen & Larkin, Charles & McMullan, Caroline, 2018. "Chemical industry disasters and the sectoral transmission of financial market contagion," Research in International Business and Finance, Elsevier, vol. 46(C), pages 490-501.
    6734. Caplan, Arthur J. & Sims, Charles & Anderson, Elliot Jordan, 2014. "Measuring the environmental cost of hypocrisy," Ecological Economics, Elsevier, vol. 108(C), pages 124-135.
    6735. Jason Hall & Matthew Pinnuck & Matthew Thorne, 2013. "Market risk exposure of merger arbitrage in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(1), pages 185-215, March.
    6736. Chuang, Kai-Shi, 2014. "Financial advisors, financial crisis, and shareholder wealth in bank mergers," Global Finance Journal, Elsevier, vol. 25(3), pages 229-245.
    6737. Ekelund, Robert B, Jr & Ford, George S & Koutsky, Thomas, 2000. "Market Power in Radio Markets: An Empirical Analysis of Local and National Concentration," Journal of Law and Economics, University of Chicago Press, vol. 43(1), pages 157-184, April.
    6738. Cornelli, Francesca & Goldreich, David, 2001. "Bookbuilding: How Informative is the Order Book?," CEPR Discussion Papers 2863, C.E.P.R. Discussion Papers.
    6739. Balsam, Steven & Fernando, Guy D. & Tripathy, Arindam, 2011. "The impact of firm strategy on performance measures used in executive compensation," Journal of Business Research, Elsevier, vol. 64(2), pages 187-193, February.
    6740. Pretis, Felix, 2021. "Exogeneity in climate econometrics," Energy Economics, Elsevier, vol. 96(C).
    6741. Richard A. Benton, 2017. "The Decline of Social Entrenchment: Social Network Cohesion and Board Responsiveness to Shareholder Activism," Organization Science, INFORMS, vol. 28(2), pages 262-282, April.
    6742. Löffler, Gunter & Posch, Peter N, 2013. "Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5147-5158.
    6743. Zhang, Chuanguo & Nian, Jiang, 2013. "Panel estimation for transport sector CO2 emissions and its affecting factors: A regional analysis in China," Energy Policy, Elsevier, vol. 63(C), pages 918-926.
    6744. Hayo, Bernd, 2021. "Does Quantitative Easing Affect People’s Personal Financial Situation and Economic Inequality? The View of the German Population," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242331, Verein für Socialpolitik / German Economic Association.
    6745. Maoyong Cheng & Hong Zhao & Junrui Zhang, 2014. "What precludes the development of noninterest activities in Chinese commercial banks from the perspective of the price of interest activities?," Applied Economics, Taylor & Francis Journals, vol. 46(21), pages 2453-2461, July.
    6746. Andres Felipe Hoyos Martin, 2015. "Uso de los estimadores HC en presencia de heterocedasticidad multiplicativa," Icesi Economics Working Papers 14564, Universidad Icesi.
    6747. Mine Ertugrul & Shantaram Hegde, 2009. "Corporate Governance Ratings and Firm Performance," Financial Management, Financial Management Association International, vol. 38(1), pages 139-160, March.
    6748. Li, Junye, 2012. "Option-implied volatility factors and the cross-section of market risk premia," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 249-260.
    6749. Maio, Paulo & Silva, André C., 2020. "Asset pricing implications of money: New evidence," Journal of Banking & Finance, Elsevier, vol. 120(C).
    6750. Rapach, David E. & Wohar, Mark E., 2002. "Testing the monetary model of exchange rate determination: new evidence from a century of data," Journal of International Economics, Elsevier, vol. 58(2), pages 359-385, December.
    6751. Tian, Xiaowen & Slocum, John W., 2014. "What determines MNC subsidiary performance? Evidence from China," Journal of World Business, Elsevier, vol. 49(3), pages 421-430.
    6752. William G. Hardin III & Jon Carr, 2006. "Disaggregating Neighborhood and Community Center Property Types," Journal of Real Estate Research, American Real Estate Society, vol. 28(2), pages 167-192.
    6753. Kim, Jikyoung & Kim, Wonjoon, 2022. "The intensity and diversity of R&D partner types and product development: Do product innovation types and industry sectors matter?," Technological Forecasting and Social Change, Elsevier, vol. 184(C).
    6754. David J. Feber & Judith M. Feldmeier & Keith J. Crocker, 2003. "The Economic Effects of Road Safety Improvements: An Insurance Claims Analysis," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 651-664, December.
    6755. Cayirli, Omer & Aktas, Huseyin & Kayalidere, Koray, 2022. "A closer look into the behavior of emerging market sovereign spreads: State-dependent and asymmetric behaviors," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 522-548.
    6756. How, Janice & Lam, Jennifer & Yeo, Julian, 2007. "The use of the comparable firm approach in valuing Australian IPOs," International Review of Financial Analysis, Elsevier, vol. 16(2), pages 99-115.
    6757. Edmonds, Christopher T. & Edmonds, Jennifer E. & Leece, Ryan D. & Vermeer, Thomas E., 2015. "Do risk management activities impact earnings volatility?," Research in Accounting Regulation, Elsevier, vol. 27(1), pages 66-72.
    6758. Gary C. Biddle & Gim S. Seow & Andrew F. Siegel, 1995. "Relative versus Incremental Information Content," Contemporary Accounting Research, John Wiley & Sons, vol. 12(1), pages 1-23, September.
    6759. Konstantakis, Konstantinos & Michaelides, Panayotis G. & Tsionas, Efthymios, 2015. "The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014)," MPRA Paper 74459, University Library of Munich, Germany.
    6760. Eulaiwi, Baban & Al-Hadi, Ahmed & Taylor, Grantley & Al-Yahyaee, Khamis Hamed & Evans, John, 2016. "Multiple directorships, family ownership and the board nomination committee: International evidence from the GCC," Emerging Markets Review, Elsevier, vol. 28(C), pages 61-88.
    6761. Jessica S. Howell, 2010. "Assessing the Impact of Eliminating Affirmative Action in Higher Education," Journal of Labor Economics, University of Chicago Press, vol. 28(1), pages 113-166, January.
    6762. Moura, Ticiana Grecco Zanon & Chen, Zhangliang & Garcia-Alonso, Lorena, 2019. "Spatial interaction effects on inland distribution of maritime flows," Transportation Research Part A: Policy and Practice, Elsevier, vol. 128(C), pages 1-10.
    6763. Duncan, Brian & Trejo, Stephen J., 2011. "Low-Skilled Immigrants and the U.S. Labor Market," IZA Discussion Papers 5964, Institute of Labor Economics (IZA).
    6764. Valerie L. Durrant, 1998. "Community Influences on Schooling and Work Activity of Youth in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 37(4), pages 915-937.
    6765. Begoña Álvarez, 2001. "La demanda atendida de consultas médicas y servicios urgentes en España," Investigaciones Economicas, Fundación SEPI, vol. 25(1), pages 93-138, January.
    6766. Leonardo Rocha Andrade & Leonardo Q. Cardenas & Fernando Dias Lopes & Fernando P. S. Oliveira & Kaio Cesar Fernandes, 2018. "The Impact of R&D Investments on Performance of Firms in Different Degrees of Proximity to the Technological Frontier," Economics Bulletin, AccessEcon, vol. 38(2), pages 1156-1170.
    6767. Rossazana Ab Rahim, 2016. "Does Competition Foster Efficiency? Empirical Evidence from Malaysian Commercial Banks," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 12(1), pages 1-23.
    6768. Deepankar Basu, 2010. "Marx‐Biased Technical Change And The Neoclassical View Of Income Distribution," Metroeconomica, Wiley Blackwell, vol. 61(4), pages 593-620, November.
    6769. Cees van Beers & Jeroen C.J.M. van den Bergh, 2000. "The Impact of Environmental Policy on Foreign Trade: Tobey revisited with a Bilateral Flow Model," Tinbergen Institute Discussion Papers 00-069/3, Tinbergen Institute.
    6770. Arora, Navneet & Gandhi, Priyank & Longstaff, Francis A., 2012. "Counterparty credit risk and the credit default swap market," Journal of Financial Economics, Elsevier, vol. 103(2), pages 280-293.
    6771. Barr, Abigail & Packard, Truman, 2002. "Revealed preference and self-insurance - Can we learn from the self-employed in Chile?," Policy Research Working Paper Series 2754, The World Bank.
    6772. Gray, Stephen F., 1996. "Modeling the conditional distribution of interest rates as a regime-switching process," Journal of Financial Economics, Elsevier, vol. 42(1), pages 27-62, September.
    6773. Sucarrat, Genaro, 2009. "Automated financial multi-path GETS modelling," UC3M Working papers. Economics we093620, Universidad Carlos III de Madrid. Departamento de Economía.
    6774. Daniel Burren & Klaus Neusser, 2010. "The decline in volatility of US GDP growth," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1625-1631.
    6775. Abdiweli Ali, 2003. "Institutional differences as sources of growth differences," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(4), pages 348-362, December.
    6776. Vihriälä, Vesa, 1997. "Banks and the Finnish credit cycle 1986-1995," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm1997_007, July.
    6777. Bandeira, Pablo & Sumpsi, Jose Maria, 2009. "Access to land and rural poverty in developing countries: theory and evidence from Guatemala," MPRA Paper 13365, University Library of Munich, Germany.
    6778. Kim, Moshe & Vale, Bent, 2001. "Non-price strategic behavior: the case of bank branches," International Journal of Industrial Organization, Elsevier, vol. 19(10), pages 1583-1602, December.
    6779. Cole, Ismail M., 2000. "Spatial Differences in Manufacturing Firm Births and Deaths and Local Economic Conditions: Evidence from Pennsylvania," The Review of Regional Studies, Southern Regional Science Association, vol. 30(2), pages 215-236, Fall.
    6780. Dambra, Michael & Field, Laura Casares & Gustafson, Matthew T. & Pisciotta, Kevin, 2018. "The consequences to analyst involvement in the IPO process: Evidence surrounding the JOBS Act," Journal of Accounting and Economics, Elsevier, vol. 65(2), pages 302-330.
    6781. Aray, Henry & Pacheco-Delgado, Janeth, 2020. "Public investment allocation across Ecuadorian Provinces," Socio-Economic Planning Sciences, Elsevier, vol. 71(C).
    6782. Kato, E., 2009. "Soil and water conservation technologies: a buffer against production risk in the face of climate change?: insights from the Nile Basin in Ethiopia," IWMI Working Papers H042477, International Water Management Institute.
    6783. Ballesteros, Juan Acosta & Rico, Aurelia Modrego, 2001. "Public financing of cooperative R&D projects in Spain: the Concerted Projects under the National R&D Plan," Research Policy, Elsevier, vol. 30(4), pages 625-641, April.
    6784. G.R. Arabsheibani & J.M. Emami & A. Marin, 2004. "The Impact of Computer Use On Earnings in the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(1), pages 82-94, February.
    6785. Griffiths, Mark D. & Kotomin, Vladimir & Winters, Drew B., 2009. "Year-end and quarter-end effects in the term structure of sterling repo and Eurepo rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 803-817, December.
    6786. John, Kose & Freund, Steven & Nguyen, Duong & Vasudevan, Gopala K., 2010. "Investor protection and cross-border acquisitions of private and public targets," Journal of Corporate Finance, Elsevier, vol. 16(3), pages 259-275, June.
    6787. Lakhanpal, Manisha & Ram, Rati, 2008. "Educational attainment and HIV/AIDS prevalence: A cross-country study," Economics of Education Review, Elsevier, vol. 27(1), pages 14-21, February.
    6788. Aylin Seckin, 2006. "Art as an Investment under High Inflation: an Empirical Study on Turkish Paintings," EcoMod2006 272100081, EcoMod.
    6789. Q. Farooq Akram & Casper Christophersen, 2010. "Interbank overnight interest rates - gains from systemic importance," Working Paper 2010/11, Norges Bank.
    6790. Behn, Bruce K. & Carver, Brian T. & Neal, Terry L., 2013. "Small firms and the value of improvements in corporate governance mechanisms," Advances in accounting, Elsevier, vol. 29(2), pages 171-179.
    6791. Katsuhiko Muramiya & Kazuhisa Otogawa & Tomomi Takada, 2008. "Abnormal Accrual, Informed Trader, and Long-Term Stock Return: Evidence from Japan," Discussion Paper Series 233, Research Institute for Economics & Business Administration, Kobe University.
    6792. Pan, Xiaofei & Tian, Gary Gang, 2015. "Does banks’ dual holding affect bank lending and firms’ investment decisions? Evidence from China," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 406-424.
    6793. Michael Weigerding & Michael Hanke, 2018. "Drivers of seasonal return patterns in German stocks," Business Research, Springer;German Academic Association for Business Research, vol. 11(1), pages 173-196, February.
    6794. Diego Romero-Ávila, 2013. "Is Physical Investment The Key To China'S Growth Miracle?," Economic Inquiry, Western Economic Association International, vol. 51(4), pages 1948-1971, October.
    6795. Alberto Chong & César Calderón, 2001. "Volumen y calidad de la infraestructura y la distribución del ingreso: investigación empírica," Research Department Publications 4264, Inter-American Development Bank, Research Department.
    6796. Hanh T. Le & Emma Schultz, 2007. "Toeholds and the Bidder Shareholder Wealth Effects of Takeover Announcements," Australian Journal of Management, Australian School of Business, vol. 32(2), pages 315-344, December.
    6797. Glassman, Debra A. & Riddick, Leigh A., 2006. "Market timing by global fund managers," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1029-1050, November.
    6798. Chen, Hsuan-Chi & Chou, Robin K. & Lin, Chih-Yung & Lu, Chien-Lin, 2022. "Bank loans during the 2008 quantitative easing," Journal of Financial Stability, Elsevier, vol. 59(C).
    6799. Anella Munro, 2005. "UIP, Expectations and the Kiwi," Reserve Bank of New Zealand Discussion Paper Series DP2005/05, Reserve Bank of New Zealand.
    6800. Neil Shephard, 2020. "An estimator for predictive regression: reliable inference for financial economics," Papers 2008.06130, arXiv.org.
    6801. Lo Prete, Chiara & Norman, Catherine S., 2013. "Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS," Energy Economics, Elsevier, vol. 36(C), pages 312-321.
    6802. Temple, Jonathan, 1998. "Initial Conditions, Social Capital and Growth in Africa," Journal of African Economies, Centre for the Study of African Economies, vol. 7(3), pages 309-347, October.
    6803. Wooldridge, J.M., 1990. "Regression-Based Inference In Linear Time Series Models With Incomplete Dynamics," Working papers 550, Massachusetts Institute of Technology (MIT), Department of Economics.
    6804. Raveendra Chittoor & MB Sarkar & Sougata Ray & Preet S. Aulakh, 2009. "Third-World Copycats to Emerging Multinationals: Institutional Changes and Organizational Transformation in the Indian Pharmaceutical Industry," Organization Science, INFORMS, vol. 20(1), pages 187-205, February.
    6805. Koji Ota, 2012. "Information Content of Analysts' Stock Ratings and Earnings Forecasts in the Presence of Management Earnings Forecasts," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 2, pages 87-116, December.
    6806. Walid Saleh, 2014. "Explaining the Cross-Sectional Patterns of UK Expected Stock Returns: The Effect of Intangibles," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(2), pages 160-170, April.
    6807. Dominic Gasbarro & Sunil Bundoo & J. Kenton Zumwalt, 2003. "Underpricing and Aftermarket Performance of IPO Firms in Mauritius," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 2(3), pages 315-335, September.
    6808. Giada Di Stefano & Andrew A. King & Gianmario Verona, 2014. "Kitchen confidential? Norms for the use of transferred knowledge in gourmet cuisine," Strategic Management Journal, Wiley Blackwell, vol. 35(11), pages 1645-1670, November.
    6809. Jacqueline Birt & Michaela Rankin & Chen L. Song, 2013. "Derivatives use and financial instrument disclosure in the extractives industry," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(1), pages 55-83, March.
    6810. Alexius, Annika, 2004. "Far Out on the Yield Curve," Working Paper Series 2004:12, Uppsala University, Department of Economics.
    6811. Steven Pottier, 2011. "Life insurer efficiency and state regulation: evidence of optimal firm behavior," Journal of Regulatory Economics, Springer, vol. 39(2), pages 169-193, April.
    6812. Mokhtari, M., 1996. "Savings under quantity constraints: what can we learn from former Soviet families?," Journal of Policy Modeling, Elsevier, vol. 18(5), pages 561-582, October.
    6813. Andrew Johnson & Timo Kuosmanen, 2011. "One-stage estimation of the effects of operational conditions and practices on productive performance: asymptotically normal and efficient, root-n consistent StoNEZD method," Journal of Productivity Analysis, Springer, vol. 36(2), pages 219-230, October.
    6814. Lucy F. Ackert & Bryan K. Church, 1998. "The effects of subject pool and design experience on rationality in experimental asset markets," FRB Atlanta Working Paper 98-18, Federal Reserve Bank of Atlanta.
    6815. Julie Le Gallo, 2000. "Spatial econometrics (2, Spatial heterogeneity) [Econométrie spatiale (2, Hétérogénéité spatiale)]," Working Papers hal-01526969, HAL.
    6816. Jelena Lauçev, 2012. "Public-Private Earnings Differentials during Economic Transition in Hungary," Budapest Working Papers on the Labour Market 1202, Institute of Economics, Centre for Economic and Regional Studies.
    6817. Jonathan Fletcher & Andrew Marshall, 2005. "An Empirical Examination of U.K. International Unit Trust Performance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 27(2), pages 183-206, April.
    6818. Ferreira, Ernesto R. & Monteiro, João D. & Manso, José R. Pires, 2018. "Are economic crises age and gender neutral? Evidence from European Union mortality data," Economic Analysis and Policy, Elsevier, vol. 60(C), pages 69-77.
    6819. Daniel L. Bennett, 2021. "Local economic freedom and creative destruction in America," Small Business Economics, Springer, vol. 56(1), pages 333-353, January.
    6820. Fuentelsaz, Lucio & Gomez, Jaime & Polo, Yolanda, 2003. "Intrafirm diffusion of new technologies: an empirical application," Research Policy, Elsevier, vol. 32(4), pages 533-551, April.
    6821. Guido BOLLIGER & Manuel KAST, 2003. "Executive Compensation and Analyst Guidance: The Link between CEO Pay and Expectations Management," FAME Research Paper Series rp102, International Center for Financial Asset Management and Engineering.
    6822. Kessler, Anke & Lessmann, Christian, 2010. "Interregional Redistribution and Regional Disparities: How Equalization Does (Not) Work," CEPR Discussion Papers 8133, C.E.P.R. Discussion Papers.
    6823. Budzinski, Oliver & Kunz-Kaltenhäuser, Philipp, 2020. "Promoting or restricting competition? - The 50plus1-rule in German football," Ilmenau Economics Discussion Papers 141, Ilmenau University of Technology, Institute of Economics.
    6824. Walid Ben‐Amar & Paul André, 2006. "Separation of Ownership from Control and Acquiring Firm Performance: The Case of Family Ownership in Canada," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(3‐4), pages 517-543, April.
    6825. Tseng, Yi-Heng & Chen, Shu-Heng, 2015. "Limit order book transparency and order aggressiveness at the closing call: Lessons from the TWSE 2012 new information disclosure mechanism," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 241-272.
    6826. Jerry Coakley & Leon Hadass & Andrew Wood, 2008. "Hot IPOs can damage your long-run wealth!," Applied Financial Economics, Taylor & Francis Journals, vol. 18(14), pages 1111-1120.
    6827. Mozes, Haim A., 2003. "Accuracy, usefulness and the evaluation of analysts' forecasts," International Journal of Forecasting, Elsevier, vol. 19(3), pages 417-434.
    6828. Dah, Mustafa A., 2016. "Governance and firm value: The effect of a recession," Research in International Business and Finance, Elsevier, vol. 37(C), pages 464-476.
    6829. Tay-Cheng Ma, 2012. "Legal tradition and antitrust effectiveness," Empirical Economics, Springer, vol. 43(3), pages 1263-1297, December.
    6830. Lin, Chih-Yung & Chen, Yehning & Ho, Po-Hsin & Yen, Ju-Fang, 2020. "CEO overconfidence and bank loan contracting," Journal of Corporate Finance, Elsevier, vol. 64(C).
    6831. Alex P. Tang & Palani-Rajan Kadapakkam & Ronald F. Singer, 1994. "The Valuation Effects Of Out-Of-The-Money Calls Of Convertible Securities," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(4), pages 481-493, December.
    6832. Chung, Kee H. & Wright, Peter & Kedia, Ben, 2003. "Corporate governance and market valuation of capital and R&D investments," Review of Financial Economics, Elsevier, vol. 12(2), pages 161-172.
    6833. Dobetz, Wolfgang & Grüninger, Matthias C., 2006. "Corporate cash holdings: Evidence from a different institutional setting," Working papers 2006/06, Faculty of Business and Economics - University of Basel.
    6834. Sarah E. Bonner & Artur Hugon & Beverly R. Walther, 2007. "Investor Reaction to Celebrity Analysts: The Case of Earnings Forecast Revisions," Journal of Accounting Research, Wiley Blackwell, vol. 45(3), pages 481-513, June.
    6835. Stephen Makar & Jay DeBruin & Stephen Huffman, 1999. "The management of foreign currency risk: derivatives use and the natural hedge of geographic diversification," Accounting and Business Research, Taylor & Francis Journals, vol. 29(3), pages 229-237.
    6836. Guggisberg Michael, 2019. "Misspecified Discrete Choice Models and Huber-White Standard Errors," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-17, January.
    6837. Phu NGUYEN VAN, 2002. "Endogenous Population and Environmental Quality," Working Papers of BETA 2002-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    6838. Mark G. Dotzour & Everard Moorhead & Daniel T. Winkler, 1998. "The Impact of Auctions on Residential Sales Prices in New Zealand," Journal of Real Estate Research, American Real Estate Society, vol. 16(1), pages 57-72.
    6839. Wardman, Mark & Toner, Jeremy & Fearnley, Nils & Flügel, Stefan & Killi, Marit, 2018. "Review and meta-analysis of inter-modal cross-elasticity evidence," Transportation Research Part A: Policy and Practice, Elsevier, vol. 118(C), pages 662-681.
    6840. Helmut Herwartz & Florian Siedenburg, 2007. "Determinants of Current Account Imbalances in 16 OECD Countries: An Out-Of-Sample Perspective," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 143(2), pages 349-374, July.
    6841. Nigussie, Tefera, 2008. "Consumption smoothing and Vulnerability in Four Rural Villages of Ethiopia," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 15(2), pages 1-68, May.
    6842. Shahdad Naghshpour, 2009. "Evidence of convergence in Eastern Europe: a quantile regression approach," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 2(2), pages 133-152.
    6843. Fadzlan Sufian & Muzafar Shah Habibullah, 2012. "Developments in the efficiency of the Malaysian banking sector: the impacts of financial disruptions and exchange rate regimes," Progress in Development Studies, , vol. 12(1), pages 19-46, January.
    6844. Caspar Rose, 2019. "Stock market reactions to CEO succession announcements: inside versus outside recruitment?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 23(1), pages 33-65, March.
    6845. Bae, Kee-Hong & Kang, Jun-Koo & Lim, Chan-Woo, 2002. "The value of durable bank relationships: evidence from Korean banking shocks," Journal of Financial Economics, Elsevier, vol. 64(2), pages 181-214, May.
    6846. Takii, Sadayuki, 2003. "Do Education Earnings Differentials Reflect Productivity?: Evidence From Indonesian Manufacturing 1996," EIJS Working Paper Series 169, Stockholm School of Economics, The European Institute of Japanese Studies.
    6847. Ulrich K. Mueller, 2020. "A More Robust t-Test," Papers 2007.07065, arXiv.org.
    6848. Emmanuel Duguet & Stéphanie Monjon, 2004. "Is innovation persistent at the firm Level. An econometric examination comparing the propensity score and regression methods," Cahiers de la Maison des Sciences Economiques v04075, Université Panthéon-Sorbonne (Paris 1).
    6849. Labidi, Manel & Gajewski, Jean François, 2019. "Does increased disclosure of intangible assets enhance liquidity around new equity offerings?," Research in International Business and Finance, Elsevier, vol. 48(C), pages 426-437.
    6850. Vijay Gondhalekar & Yatin Bhagwat, 2003. "Motives in the Acquisitions of NASDAQ Targets during the Aftermath of the 1987 Crash," The Financial Review, Eastern Finance Association, vol. 38(4), pages 553-569, November.
    6851. Peter Z. Schochet, "undated". "What is Design-Based Causal Inference and Why Should I Use It?," Mathematica Policy Research Reports 82a207630f374ef6a7dfd4a60, Mathematica Policy Research.
    6852. Andrew Mason & Sang-Hyop Lee, 2004. "Population aging and the extended family in Taiwan," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 10(8), pages 197-230.
    6853. Sucarrat, Genaro, 2021. "Identification of volatility proxies as expectations of squared financial returns," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1677-1690.
    6854. Ellen S. Campbell & Melissa W. Ahern, 1993. "Have procompetitive changes altered hospital provision of indigent care?," Health Economics, John Wiley & Sons, Ltd., vol. 2(3), pages 281-289, October.
    6855. Ying Sophie Huang & Carl R. Chen, 2013. "Are college chief executives paid like corporate CEOs or bureaucrats?," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3035-3043, July.
    6856. Ke-Hai Yuan & Ying Cheng & Scott Maxwell, 2014. "Moderation Analysis Using a Two-Level Regression Model," Psychometrika, Springer;The Psychometric Society, vol. 79(4), pages 701-732, October.
    6857. Berkowitz, Michael K. & Kotowitz, Yehuda, 2000. "Investor risk evaluation in the determination of management incentives in the mutual fund industry," Journal of Financial Markets, Elsevier, vol. 3(4), pages 365-387, November.
    6858. Hannu, Schadewitz, 1997. "Financial and nonfinancial information in interim reports: Determinants and implications," MPRA Paper 44292, University Library of Munich, Germany.
    6859. Hiermeyer, Martin, 2010. "The height and BMI values of West Point cadets after the Civil War," Economics & Human Biology, Elsevier, vol. 8(1), pages 127-133, March.
    6860. Edward Lee & Konstantinos Stathopoulos & Mark Hon, 2006. "Investigating the return predictability of changes in corporate borrowing," Accounting and Business Research, Taylor & Francis Journals, vol. 36(2), pages 93-107.
    6861. Georgios Karras, 2006. "Foreign aid and long-run economic growth: empirical evidence for a panel of developing countries," Journal of International Development, John Wiley & Sons, Ltd., vol. 18(1), pages 15-28.
    6862. Baser, Onur & Gardiner, Joseph C & Bradley, Cathy J & Given, Charles W, 2004. "Estimation from Censored Medical Cost Data," MPRA Paper 102198, University Library of Munich, Germany.
    6863. Ariff, Mohamed & Fah, Cheng Fan & Ni, Soh Wei, 2013. "Earnings response coefficients of OECD banks: Tests extended to include bank risk factors," Advances in accounting, Elsevier, vol. 29(1), pages 97-107.
    6864. Andreas Brunhart, 2014. "Methodenbericht zur Schnellschätzung des liechtensteinischen Bruttonationaleinkommens," Arbeitspapiere 47, Liechtenstein-Institut.
    6865. Bugeja, Martin, 2011. "Takeover premiums and the perception of auditor independence and reputation," The British Accounting Review, Elsevier, vol. 43(4), pages 278-293.
    6866. Fadzlan Sufian, 2016. "Determinants of Efficiency in the Malaysian Banking Sector: Evidence from Semi-parametric Data Envelopment Analysis Method," Studies in Microeconomics, , vol. 4(2), pages 151-172, December.
    6867. Miles M. Finney & Mann J. Yoon, 2003. "Asymmetric Interdependence in the Provision of a Local Public Good: An Empirical Examination," Public Finance Review, , vol. 31(6), pages 648-668, November.
    6868. Karantininis, Kostas & Sauer, Johannes & Furtan, William Hartley, 2010. "Innovation and integration in the agri-food industry," Food Policy, Elsevier, vol. 35(2), pages 112-120, April.
    6869. Jegadeesh, Narasimhan & Karceski, Jason, 2009. "Long-run performance evaluation: Correlation and heteroskedasticity-consistent tests," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 101-111, January.
    6870. Michael Creel & Montserrat Farell Ferrer, 2006. "The black-white test score gap widens with age?," UFAE and IAE Working Papers 670.06, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    6871. Ying Zhang, 2009. "Determinants of Poster Reputation on Internet Stock Message Boards," American Journal of Economics and Business Administration, Science Publications, vol. 1(2), pages 114-121, June.
    6872. Janmaat, John A, 2007. "Factors Affecting Residential Property Values in a Small Historic Canadian University Town," MPRA Paper 6145, University Library of Munich, Germany.
    6873. James W. Shaw & William C. Horrace & Ronald J. Vogel, 2005. "The Determinants of Life Expectancy: An Analysis of the OECD Health Data," Southern Economic Journal, John Wiley & Sons, vol. 71(4), pages 768-783, April.
    6874. Christine Lim & Michael McAleer, 2001. "Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia," Applied Economics, Taylor & Francis Journals, vol. 33(12), pages 1599-1619.
    6875. Thiele, S. & Weiss, C., 2003. "Consumer demand for food diversity: evidence for Germany," Food Policy, Elsevier, vol. 28(2), pages 99-115, April.
    6876. Hooy, Chee-Wooi & Lee, Meng-Horng & Chong, Terence Tai Leung, 2017. "The Sources of Country and Industry Variations in ASEAN Stock Returns," MPRA Paper 80574, University Library of Munich, Germany.
    6877. Heflin, Frank & Shaw, Kenneth W. & Wild, John J., 2011. "Credit ratings and disclosure channels," Research in Accounting Regulation, Elsevier, vol. 23(1), pages 20-33.
    6878. Mountain, Dean C. & Lawson, Evelyn L., 1995. "Some initial evidence of Canadian responsiveness to time-of-use electricity rates: Detailed daily and monthly analysis," Resource and Energy Economics, Elsevier, vol. 17(2), pages 189-212, August.
    6879. Changjun Zheng & Syed Moudud-Ul-Huq, 2017. "Banks’ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(02n03), pages 1-27, June.
    6880. Weiju Young & Chun-An Li, 2011. "Price transmission between stocks of European countries and their American depositary receipts," Applied Financial Economics, Taylor & Francis Journals, vol. 21(11), pages 825-835.
    6881. D'Mello, Ranjan & Gruskin, Mark, 2014. "Are the benefits of debt declining? The decreasing propensity of firms to be adequately levered," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 327-350.
    6882. Coombs, Christopher & Newman, Robert & Cebula, Richard & White, Mary, 2013. "The Bargaining Power of Health Care Unions: Union Wage Premiums for Registered Nurses in Hospitals," MPRA Paper 56223, University Library of Munich, Germany.
    6883. Martin Piotrowski & Yuying Tong & Yueyun Zhang & Lu Chao, 2016. "The Transition to First Marriage in China, 1966–2008: An Examination of Gender Differences in Education and Hukou Status," European Journal of Population, Springer;European Association for Population Studies, vol. 32(1), pages 129-154, February.
    6884. Kristin Wode & Tom Strube & Eva Schischke & Markus Hadam & Sarah Pabst & Annedore Mittreiter, 2023. "Tool Chain for Deriving Consistent Storage Model Parameters for Optimization Models," Energies, MDPI, vol. 16(3), pages 1-22, February.
    6885. Dichtl, Hubert & Drobetz, Wolfgang, 2014. "Are stock markets really so inefficient? The case of the “Halloween Indicator”," Finance Research Letters, Elsevier, vol. 11(2), pages 112-121.
    6886. Andrea Cervone & Ezio Santini & Sabrina Teodori & Donatella Zaccagnini Romito, 2014. "Electricity Price Forecast: a Comparison of Different Models to Evaluate the Single National Price in the Italian Energy Exchange Market," International Journal of Energy Economics and Policy, Econjournals, vol. 4(4), pages 744-758.
    6887. Homar, Timotej, 2016. "Bank recapitalizations and lending: A little is not enough," ESRB Working Paper Series 16, European Systemic Risk Board.
    6888. Sufian, Fadzlan & Habibullah, Muzafar Shah, 2010. "Does economic freedom fosters banks’ performance? Panel evidence from Malaysia," Journal of Contemporary Accounting and Economics, Elsevier, vol. 6(2), pages 77-91.
    6889. Landsman, Wayne R. & Shackelford, Douglas A. & Yetman, Robert J., 2002. "The determinants of capital gains tax compliance: evidence from the RJR Nabisco leveraged buyout," Journal of Public Economics, Elsevier, vol. 84(1), pages 47-74, April.
    6890. Weber, Axel A. & Beck, Günter W., 2005. "Price stability, inflation convergence and diversity in EMU: Does one size fit all?," CFS Working Paper Series 2005/30, Center for Financial Studies (CFS).
    6891. Peter Gal & Attila Jambor, 2020. "Geographical Indications as Factors of Market Value: Price Premiums and Their Drivers in the Hungarian Off-Trade Wine Market," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 12(2), June.
    6892. Susana Callao & José Ignacio Jarne, 2010. "Have IFRS Affected Earnings Management in the European Union?," Accounting in Europe, Taylor & Francis Journals, vol. 7(2), pages 159-189, December.
    6893. Lin, Chih-Yung & Tsai, Wei-Che & Hasan, Iftekhar & Tuan, Le Quoc, 2018. "Private benefits of control and bank loan contracts," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 324-343.
    6894. Kofman, Paul & Martens, Martin, 1997. "Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 387-414, June.
    6895. Ferson, Wayne E & Korajczyk, Robert A, 1995. "Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?," The Journal of Business, University of Chicago Press, vol. 68(3), pages 309-349, July.
    6896. Panagiota Tzamourani, 2013. "The Household Finance Survey: description of the 2009 survey and main results on households’ income, wealth and debt in Greece," Economic Bulletin, Bank of Greece, issue 38, pages 85-101, November.
    6897. Lutz, Eva & Schraml, Stephanie & Achleitner, Ann-Kristin, 2010. "Loss of control vs. risk reduction: decision factors for hiring non-family CFOs in family firms," CEFS Working Paper Series 2010-04, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
    6898. Barry Reilly & Robert Witt, 1995. "English league transfer prices: is there a racial dimension?," Applied Economics Letters, Taylor & Francis Journals, vol. 2(7), pages 220-222.
    6899. Murayama, Kota & Nirei, Makoto & 楡井, 誠 & Shimizu, Hiroshi & 清水, 洋, 2013. "Management of Science, Serendipity, and Research Performance: Evidence from Scientists' Survey," IIR Working Paper 13-13, Institute of Innovation Research, Hitotsubashi University.
    6900. Ebrahim Mohammed Al-Matari & Mahfoudh Hussein Mgammal & Mushari Hamdan Alosaimi & Talal Fawzi Alruwaili & Sultan Al-Bogami, 2022. "Fintech, Board of Directors and Corporate Performance in Saudi Arabia Financial Sector: Empirical Study," Sustainability, MDPI, vol. 14(17), pages 1-23, August.
    6901. William Hardin & Gow-Cheng Huang & Kartono Liano, 2012. "Dividend Size, Yield, Clienteles and REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 435-449, August.
    6902. Yu Honghai & Xu Longbing & Chen Baizhu, 2011. "Ultimate ownership, institutions and listed companies' debt financing," China Finance Review International, Emerald Group Publishing Limited, vol. 1(4), pages 316-333, September.
    6903. Dridi, Ramdan, 2000. "Simulated asymptotic least squares theory," LSE Research Online Documents on Economics 6861, London School of Economics and Political Science, LSE Library.
    6904. Euston Quah & Jongsay Yong, 2008. "An assessment of four popular auction mechanisms in the siting of NIMBY facilities: some experimental evidence," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 841-852.
    6905. Jönsson, Kristian, 2004. "Fiscal Policy Regimes and Household Consumption," Working Papers 2004:12, Lund University, Department of Economics.
    6906. Helder Ferreira de Mendonça & Igor da Silva Veiga, 2017. "The open economy trilemma in Latin America: A three-decade analysis," International Finance, Wiley Blackwell, vol. 20(2), pages 135-154, June.
    6907. Cable, John R. & Wilson, Nicholas, 1988. "Profit-Sharing And Productivity: An Analysis Of Uk Engineering Firms," Economic Research Papers 268335, University of Warwick - Department of Economics.
    6908. Pedro Luiz Albertin Bono Milan & William Eid Junior, 2015. "Determinants of Portfolio Turnover for Equity Mutual Funds," Brazilian Business Review, Fucape Business School, vol. 12(5), pages 1-15, September.
    6909. Wang, Tse-Min, 2021. "Voluntary contributions to public goods : A multi-disciplinary examination of prosocial behavior and its antecedents," Other publications TiSEM f0f6341f-5530-4d18-99e3-9, Tilburg University, School of Economics and Management.
    6910. Jaeger, David A. & Parys, Juliane, 2009. "On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak," IZA Discussion Papers 3961, Institute of Labor Economics (IZA).
    6911. Karras Georgios, 2001. "Long-Run Economic Growth In Europe: Is It Endogenous Or Neoclassical?," International Economic Journal, Taylor & Francis Journals, vol. 15(2), pages 63-76, June.
    6912. Blackburn, McKinley L., 1997. "Misspecified skedastic functions in grouped-data models," Economics Letters, Elsevier, vol. 55(1), pages 1-8, August.
    6913. Goerlich, Francisco José & Mas, Matilde, 2009. "Drivers of Agglomeration: geography VS. History," MPRA Paper 15802, University Library of Munich, Germany, revised 2009.
    6914. Jacqueline Karlsson & Helena Melin & Kevin Cullinane, 2018. "The impact of potential Brexit scenarios on German car exports to the UK: an application of the gravity model," Journal of Shipping and Trade, Springer, vol. 3(1), pages 1-22, December.
    6915. Petrakos, George & Dimitris, Kallioras & Ageliki, Anagnostou, 2007. "A Generalized Model of Regional Economic Growth in the European Union," Papers DYNREG12, Economic and Social Research Institute (ESRI).
    6916. Kennedy, Patricia F. & McGarvey, Mary G., 2008. "Animal-companion depictions in women's magazine advertising," Journal of Business Research, Elsevier, vol. 61(5), pages 424-430, May.
    6917. Fried, Jesse & Broughman, Brian, 2007. "Power and Payouts in the Sale of Startups," Berkeley Olin Program in Law & Economics, Working Paper Series qt6sm713kb, Berkeley Olin Program in Law & Economics.
    6918. Mariusz Jarmuzek & Lucjan T. Orlowski & Artur Radziwill, 2004. "Monetary Policy Transparency in Inflation Targeting Countries: the Czech Republic, Hungary and Poland," CASE Network Studies and Analyses 0281, CASE-Center for Social and Economic Research.
    6919. Zhang, Xiaoxiang & Wen, Jie, 2016. "The impacts of economic importance difference of a joint venture (JV) held by partners and partners' size difference on the extraction of rivalrous and non-rivalrous private benefits in a JV," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 46-54.
    6920. Jin Seo Cho & Peter C.B. Phillips, "undated". "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University.
    6921. Thomas Hutzschenreuter & Fabian Guenther, 2009. "Complexity as a constraint on firm expansion within and across industries," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 30(6), pages 373-392.
    6922. Chortareas, Georgios E. & Girardone, Claudia & Ventouri, Alexia, 2013. "Financial freedom and bank efficiency: Evidence from the European Union," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1223-1231.
    6923. Petit, Nuria & Lafuente Luengo, Juan Ángel, 2017. "Dissecting interbank risk," DEE - Working Papers. Business Economics. WB 24553, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    6924. Keith T. Poole & Howard Rosenthal, 1994. "Congress and Railroad Regulation: 1874 to 1887," NBER Chapters, in: The Regulated Economy: A Historical Approach to Political Economy, pages 81-120, National Bureau of Economic Research, Inc.
    6925. Steve Cook & Tom Winfield, 2015. "The urban-rural divide, regional disaggregation and the convergence of crime," Applied Economics, Taylor & Francis Journals, vol. 47(47), pages 5072-5087, October.
    6926. Thomas Jeanjean & Hervé Stolowy & Michael Erkens, 2010. "Really “Lost in translation”? The economic consequences of issuing an annual report in English," Post-Print hal-00479511, HAL.
    6927. Hanley Chiang & Elias Walsh & Timothy Shanahan & Claudia Gentile & Alyssa Maccarone & Tiffany Waits & Barbara Carlson & Samuel Rikoon, "undated". "An Exploration of Instructional Practices that Foster Language Development and Comprehension: Evidence from Prekindergarten through Grade 3 in Title I Schools," Mathematica Policy Research Reports 4e488ad06b194729bcc88c8d2, Mathematica Policy Research.
    6928. Ahearn, Mary Clare & El-Osta, Hisham & Mishra, Ashok K., 2013. "Considerations in Work Choices of U.S. Farm Households: The Role of Health Insurance," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(01), pages 1-15, April.
    6929. Melissa A. Clark & Eric Isenberg & Albert Y. Liu & Libby Makowsky & Marykate Zukiewicz, "undated". "Impacts of the Teach For America Investing in Innovation Scale-Up," Mathematica Policy Research Reports 8f5452b75774409bbfc27584b, Mathematica Policy Research.
    6930. Bohl, Martin T. & Goodfellow, Christiane & Bialkowski, Jedrzej, 2010. "Individual investors surpass their reputation: Trading behaviour on the Polish futures market," Economic Systems, Elsevier, vol. 34(4), pages 480-492, December.
    6931. Ibrahim Bozkurt & Engin Akman, 2016. "Financial Integration into EU: The Romanian Case," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(42), pages 269-269, May.
    6932. Goktan, M. Sinan & Kieschnick, Robert, 2012. "A target's perspective on the effects of ATPs in takeovers after recognizing its choice in the process," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1088-1103.
    6933. C.J. Krizan, 2015. "Statistics on the International Trade Administration's Global Markets Program," Working Papers 15-17, Center for Economic Studies, U.S. Census Bureau.
    6934. Darya Antonova & Yulia Vymyatnina, 2018. "Inflation and Population Age Structure: The Case of Emerging Economies," Russian Journal of Money and Finance, Bank of Russia, vol. 77(4), pages 3-25, December.
    6935. De Giovanni, Pietro & Cariola, Alfio & Passarelli, Mariacarmela, 2013. "Recent developments on Reactivity: Theoretical conceptualization and empirical verification," European Journal of Operational Research, Elsevier, vol. 231(3), pages 690-701.
    6936. Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf, 2016. "Improving weighted least squares inference," ECON - Working Papers 232, Department of Economics - University of Zurich, revised Nov 2017.
    6937. Vijay Jog & Bruce J. McConomy, 2003. "Voluntary Disclosure of Management Earnings Forecasts in IPO Prospectuses," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(1‐2), pages 125-168, January.
    6938. Deborah Peikes & Sean Orzol & Lorenzo Moreno & Nora Paxton, "undated". "State Partnership Initiative: Selection of Comparison Groups for the Evaluation and Selected Impact Estimates," Mathematica Policy Research Reports f8760335b9ab4a39bdf2c3533, Mathematica Policy Research.
    6939. Jeff P. Boone & Inder K. Khurana & K.K. Raman, 2009. "Impact of Job Complexity and Performance on CFO Compensation," Working Papers 0098, College of Business, University of Texas at San Antonio.
    6940. Elina Bryngemark & Patrik Söderholm, 2022. "Green industrial policies and domestic production of biofuels: an econometric analysis of OECD countries," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 24(2), pages 225-261, April.
    6941. Heiner Mikosch, 2012. "Sticky Prices, Competition and the Phillips Curve," KOF Working papers 12-294, KOF Swiss Economic Institute, ETH Zurich.
    6942. Donia Smaali Bouhlila, 2013. "Students’ Achievement in the MENA Countries: The Heyneman-Loxley Effect Revisited Using TIMSS 2007 Data," Working Papers 779, Economic Research Forum, revised Oct 2013.
    6943. Cheng, Maoyong & Geng, Hongyan & Zhang, Junrui, 2016. "Chinese commercial banks: Benefits from foreign strategic investors?," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 147-172.
    6944. Hamid Baghestani, 2017. "Do US consumer survey data help beat the random walk in forecasting mortgage rates?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1343017-134, January.
    6945. Watanabe, Akiko & Xu, Yan & Yao, Tong & Yu, Tong, 2013. "The asset growth effect: Insights from international equity markets," Journal of Financial Economics, Elsevier, vol. 108(2), pages 529-563.
    6946. Pathan, Shams & Skully, Michael, 2010. "Endogenously structured boards of directors in banks," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1590-1606, July.
    6947. Janet G. Stotsky, 1990. "The Effect of the Elimination of Sales Tax Deductibility on State Fiscal Decisions," Public Finance Review, , vol. 18(1), pages 25-46, January.
    6948. Moguillansky, Graciela, 2002. "Investment and financial volatility in Latin America," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    6949. Gregory, Alan & O'Donohoe, Sheila, 2014. "Do cross border and domestic acquisitions differ? Evidence from the acquisition of UK targets," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 61-69.
    6950. Hansen, Sten, 1999. "Agency Costs, Credit Constraints and Corporate Investment," Working Paper Series 79, Sveriges Riksbank (Central Bank of Sweden).
    6951. Brumm, Harold J., 2006. "The effect of central bank independence on inflation in developing countries," Economics Letters, Elsevier, vol. 90(2), pages 189-193, February.
    6952. Dreyer, Johannes Kabderian & Schmid, Peter Alfons, 2017. "Growth effects of EU and EZ memberships: Empirical findings from the first 15 years of the Euro," Economic Modelling, Elsevier, vol. 67(C), pages 45-54.
    6953. Raihan, Selim, 2021. "Functional Income Distribution and Inequality in the Asia-Pacific Countries," MPRA Paper 110469, University Library of Munich, Germany.
    6954. Yasuo Nishiyama, 2017. "Open market operations and associated movements of the federal funds rate during the week prior to target changes," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 806-828, October.
    6955. Rajaram Gana, 2022. "Ridge Regression and the Elastic Net: How Do They Do as Finders of True Regressors and Their Coefficients?," Mathematics, MDPI, vol. 10(17), pages 1-27, August.
    6956. Wang, Li-Hsun & Lin, Chu-Hsiung & Fung, Hung-Gay & Chen, Hsien-Ming, 2015. "Governance mechanisms and downside risk," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 485-498.
    6957. Chan, Konan & Li, Fengfei & Lin, Tse-Chun, 2019. "Earnings management and post-split drift," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 136-146.
    6958. Ghassan, Hassan B., 2003. "Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme [Testing the Automatic Stabilization Effect: Evidence from SVAR Model without Long-Term Constrain," MPRA Paper 56387, University Library of Munich, Germany, revised 02 Apr 2003.
    6959. Fich, Eliezer M. & Cai, Jie & Tran, Anh L., 2011. "Stock option grants to target CEOs during private merger negotiations," Journal of Financial Economics, Elsevier, vol. 101(2), pages 413-430, August.
    6960. M Kiygi Calli & M Weverbergh, 2009. "Forecasting newspaper demand with censored regression," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(7), pages 944-951, July.
    6961. Keith Finlay & Leandro M. Magnusson, 2014. "Bootstrap Methods for Inference with Cluster-Sample IV Models," Economics Discussion / Working Papers 14-12, The University of Western Australia, Department of Economics.
    6962. Emma Berenguer & Ricardo Gimeno & Juan M. Nave, 2013. "Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk," Working Papers 1308, Banco de España.
    6963. Beckmann, Michael, 2000. "Unternehmenspolitik, Managerkontrolle und Personalabbau in Deutschland : theoretische Ansätze und empirische Analyse mit Daten des IAB-Betriebspanels (Corporate policy, manager control and staff reduc," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 33(4), pages 594-608.
    6964. Chali Nondo & Mulugeta S. Kahsai & Yohannes G. Hailu, 2016. "Does institutional quality matter in foreign direct investment?: Evidence from Sub-Saharan African countries," African Journal of Economic and Sustainable Development, Inderscience Enterprises Ltd, vol. 5(1), pages 12-30.
    6965. Ho, Sandra & Hutchinson, Marion, 2010. "Internal audit department characteristics/activities and audit fees: Some evidence from Hong Kong firms," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 19(2), pages 121-136.
    6966. Mia, Md Aslam & Ben Soltane, Bassem Ibrahim, 2016. "Productivity and its determinants in microfinance institutions (MFIs): Evidence from South Asian countries," Economic Analysis and Policy, Elsevier, vol. 51(C), pages 32-45.
    6967. Juan F. Martín‐Ugedo, 2003. "Equity Rights Issues in Spain: Flotation Costs and Wealth Effects," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(9‐10), pages 1277-1304, December.
    6968. Kumar Sivakumar & Gregory Waymire, 2003. "Enforceable Accounting Rules and Income Measurement by Early 20th Century Railroads," Journal of Accounting Research, Wiley Blackwell, vol. 41(2), pages 397-432, May.
    6969. Da Teng & Jingtao Yi, 2017. "Impact of ownership types on R&D intensity and innovation performance—evidence from transitional China," Frontiers of Business Research in China, Springer, vol. 11(1), pages 1-25, December.
    6970. Sabur Mollah, 2011. "Do emerging market firms follow different dividend policies?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(2), pages 118-135, June.
    6971. Tarun Ramadorai, 2008. "What determines transaction costs in foreign exchange markets?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 14-25.
    6972. Hakan Mıhcı & Selim Çağatay & Onur A. Koska, 2011. "The determinants of foreign direct investment outflows from the European Union countries," Economics Bulletin, AccessEcon, vol. 31(3), pages 2653-2666.
    6973. Tony Shun-TeYuo & Colin Lizieri & Phillip McCann & Neil Crosby, 2011. "Rental Values in UK Shopping Malls," Urban Studies, Urban Studies Journal Limited, vol. 48(8), pages 1667-1679, June.
    6974. Hirche, Martin & Greenacre, Luke & Nenycz-Thiel, Magda & Loose, Simone & Lockshin, Larry, 2021. "SKU performance and distribution: A large-scale analysis of the role of product characteristics with store scanner data," Journal of Retailing and Consumer Services, Elsevier, vol. 61(C).
    6975. Barinov, Alexander, 2012. "Aggregate volatility risk: Explaining the small growth anomaly and the new issues puzzle," Journal of Corporate Finance, Elsevier, vol. 18(4), pages 763-781.
    6976. Manabu Asai & Michael McAleer, 2005. "Dynamic Asymmetric Leverage in Stochastic Volatility Models," Econometric Reviews, Taylor & Francis Journals, vol. 24(3), pages 317-332.
    6977. Peter Toth & Petr Zemcik, 2006. "What Makes Firms in Emerging Markets Attractive to Foreign Investors? Micro-evidence from the Czech Republic," CERGE-EI Working Papers wp294, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    6978. Julia Bronnmann & Stefan Guettler & Jens-Peter Loy, 2019. "Efficiency of correction for sample selection in QUAIDS models: an example for the fish demand in Germany," Empirical Economics, Springer, vol. 57(4), pages 1469-1493, October.
    6979. Shaanan, Joseph, 2005. "Investment, irreversibility, and options: An empirical framework," Review of Financial Economics, Elsevier, vol. 14(3-4), pages 241-254.
    6980. Budría, Santiago & Pereira, Pedro T., 2004. "On the Returns to Training in Portugal," IZA Discussion Papers 1429, Institute of Labor Economics (IZA).
    6981. Lysandrou, Photis & Shabani, Mimoza & D’Avino, Carmela, 2022. "The explosive growth of the US ABCP market between 2004 and 2007: An integrated empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 31-46.
    6982. Irene Karamanou & George P. Nishiotis, 2009. "Disclosure and the Cost of Capital: Evidence from the Market's Reaction to Firm Voluntary Adoption of IAS," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7‐8), pages 793-821, September.
    6983. Pulvino, Todd C., 1999. "Effects of bankruptcy court protection on asset sales," Journal of Financial Economics, Elsevier, vol. 52(2), pages 151-186, May.
    6984. Kevan Jensen & Jin-Mo Kim & Han Yi, 2015. "The geography of US auditors: information quality and monitoring costs by local versus non-local auditors," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 513-549, April.
    6985. Intan Suryani Abu Bakar & Arifur Khan & Paul Mather & George Tanewski, 2020. "Board monitoring and covenant restrictiveness in private debt contracts during the global financial crisis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(S1), pages 661-692, April.
    6986. Ouoba, Youmanli & Sawadogo, Natéwindé, 2022. "Food security, poverty and household resilience to COVID-19 in Burkina Faso: Evidence from urban small traders’ households," World Development Perspectives, Elsevier, vol. 25(C).
    6987. Ioannis Cholezas & Nikolaos C Kanellopoulos & Theodoros Mitrakos & Panos Tsakloglou, 2013. "The impact of the current crisis on private returns to education in Greece," Economic Bulletin, Bank of Greece, issue 38, pages 33-63, November.
    6988. Glaser, Markus & Müller, Sebastian, 2006. "Der Diversification Discount in Deutschland : existiert ein Bewertungsabschlag für diversifizierte Unternehmen?," Papers 06-13, Sonderforschungsbreich 504.
    6989. Gaf-Deac, Maria & Dobrin, Marinica, 2010. "Conectarea Întreprinderii La Mediul Productiv Modern," Papers 2010/57, Osterreichish-Rumanischer Akademischer Verein.
    6990. Szilagyi, P.G., 2007. "Corporate governance and the agency costs of debt and outside equity," Other publications TiSEM 9520d40a-224f-43a8-9bf9-b, Tilburg University, School of Economics and Management.
    6991. Chansog Kim & Christos Pantzalis & Jung Chul Park, 2014. "Do Family Owners Use Firm Hedging Policy to Hedge Personal Undiversified Wealth Risk?," Financial Management, Financial Management Association International, vol. 43(2), pages 415-444, June.
    6992. Wehby, George L. & Murray, Jeffrey C. & Castilla, Eduardo E. & Lopez-Camelo, Jorge S. & Ohsfeldt, Robert L., 2009. "Prenatal care demand and its effects on birth outcomes by birth defect status in Argentina," Economics & Human Biology, Elsevier, vol. 7(1), pages 84-95, March.
    6993. Kohli, Reena & Mann, Bikram Jit Singh, 2013. "Analyzing the likelihood and the impact of earnout offers on acquiring company wealth gains in India," Emerging Markets Review, Elsevier, vol. 16(C), pages 203-222.
    6994. Ngo, Quang Thanh, 2016. "Farmers’ adaptive measures to climate change induced natural shocks through past climate experiences in the Mekong River Delta, Vietnam," MPRA Paper 78055, University Library of Munich, Germany.
    6995. Rebecca Toppe Shortridge & Stephen M. Avila, 2004. "The Impact of Institutional Ownership on the Reinsurance Decision," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 7(2), pages 93-106, September.
    6996. Daniel Stockemer & Aksel Sundström, 2016. "Modernization Theory: How to Measure and Operationalize it When Gauging Variation in Women’s Representation?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 125(2), pages 695-712, January.
    6997. John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December.
    6998. Georgios Karras, 1999. "Taxes And Growth: Testing The Neoclassical And Endogenous Growth Models," Contemporary Economic Policy, Western Economic Association International, vol. 17(2), pages 177-188, April.
    6999. Lettau, Michael K., 1997. "Compensation in part-time jobs versus full-time jobs What if the job is the same?," Economics Letters, Elsevier, vol. 56(1), pages 101-106, September.
    7000. Cao, Jerry & Pan, Xiaofei & Tian, Gary, 2011. "Disproportional ownership structure and pay-performance relationship: Evidence from China's listed firms," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 541-554, June.
    7001. Philip Arestis & Ana Rosa Gonzalez, 2013. "Endogenous Bank Credit and Its Link to Housing in OECD Countries," Economics Working Paper Archive wp_750, Levy Economics Institute.
    7002. Menachem Brenner & Meir Sokoler, 2010. "Inflation Targeting and Exchange Rate Regimes: Evidence from the Financial Markets," Review of Finance, European Finance Association, vol. 14(2), pages 295-311.
    7003. Michael V. Russo, 2009. "Explaining the impact of ISO 14001 on emission performance: a dynamic capabilities perspective on process and learning," Business Strategy and the Environment, Wiley Blackwell, vol. 18(5), pages 307-319, July.
    7004. Julie Cotter & Mark Silvester, 2003. "Board and Monitoring Committee Independence," Abacus, Accounting Foundation, University of Sydney, vol. 39(2), pages 211-232, June.
    7005. Pankaj K. Agarwal & H. K. Pradhan, 2018. "Mutual Fund Performance Using Unconditional Multifactor Models: Evidence from India," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 157-184, August.
    7006. Paul W. Miller & Paul A. Volker, 1983. "A Cross‐Section Analysis of the Labour Force Participation of Married Women in Australia," The Economic Record, The Economic Society of Australia, vol. 59(1), pages 28-42, March.
    7007. Alin Marius ANDRIEŞ & Iulian IHNATOV & Nicu SPRINCEAN, 2017. "Do Seasonal Anomalies Still Exist In Central And Eastern European Countries? A Conditional Variance Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 60-83, December.
    7008. Ericsson Neil R., 2016. "Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 377-398, September.
    7009. Amir Alizadeh & Wayne Talley, 2011. "Microeconomic determinants of dry bulk shipping freight rates and contract times," Transportation, Springer, vol. 38(3), pages 561-579, May.
    7010. Chen Gu & Denghui Chen & Raluca Stan, 2021. "Investor sentiment and the market reaction to macroeconomic news," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1412-1426, September.
    7011. Weiß, Christian, 2010. "The Ownership Concentration of Firms: Three Essays on the Determinants and Effects," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 30247, February.
    7012. Keith Cuthbertson & Dirk Nitzsche & Niall O'Sullivan, 2010. "The Market Timing Ability of UK Mutual Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(1‐2), pages 270-289, January.
    7013. Zimmerman, Lance C. & Schroeder, Ted C. & Dhuyvetter, Kevin C. & Olson, K.C. & Stokka, Gerald L. & Seeger, Jon T. & Grotelueschen, Dale M., 2012. "The Effect of Value-Added Management on Calf Prices at Superior Livestock Auction Video Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(01), pages 1-16, April.
    7014. Fujiki, H., 1999. "Japanese money demand: evidence from regional monthly data1," Japan and the World Economy, Elsevier, vol. 11(3), pages 375-393, October.
    7015. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7016. Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2018. "What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 318-334.
    7017. Alexander Landau & Janina Rochell & Christian Klein & Bernhard Zwergel, 2020. "Integrated reporting of environmental, social, and governance and financial data: Does the market value integrated reports?," Business Strategy and the Environment, Wiley Blackwell, vol. 29(4), pages 1750-1763, May.
    7018. Ramchander, Sanjay & Simpson, Marc W. & Thiewes, Harold, 2008. "The effect of macroeconomic news on German closed-end funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(4), pages 708-724, November.
    7019. Cord H. Burchard & Juliane Proelss & Utz Schäffer & Denis Schweizer, 2021. "Bad news for announcers, good news for rivals: Are rivals fully seizing transition‐period opportunities following announcers' top management turnovers?," Strategic Management Journal, Wiley Blackwell, vol. 42(3), pages 579-607, March.
    7020. Lee, Jeoung Yul & Jiménez, Alfredo & Yang, Young Soo & Irisboev, Ilkhom, 2022. "The evolution of emerging market firms and time until subsidiary exit: Competitive dynamics of domestic market followers and contingency factors," Journal of Business Research, Elsevier, vol. 145(C), pages 694-704.
    7021. Xinsheng Liu & Kent E. Portney & Jeryl L. Mumpower & Arnold Vedlitz, 2019. "Terrorism Risk Assessment, Recollection Bias, and Public Support for Counterterrorism Policy and Spending," Risk Analysis, John Wiley & Sons, vol. 39(3), pages 553-570, March.
    7022. Carlos J. O. Trejo-Pech & Karen L. DeLong & Dayton M. Lambert & Vasileios Siokos, 2020. "The impact of US sugar prices on the financial performance of US sugar-using firms," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 8(1), pages 1-17, December.
    7023. Gayle DeLong, 2018. "Is “Delitigation” Associated with a Change in Product Safety? The Case of Vaccines," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 52(1), pages 1-53, February.
    7024. Richard, Patrick, 2019. "Residual bootstrap tests in linear models with many regressors," Journal of Econometrics, Elsevier, vol. 208(2), pages 367-394.
    7025. David Cobham & Athanasios Papadopoulos & George Zis, 2004. "The Cost of Political Intervention in Monetary Policy," International Finance, Wiley Blackwell, vol. 7(3), pages 471-493, December.
    7026. Juan García Lara & Beatriz Osma & Evi Neophytou, 2009. "Earnings quality in ex‐post failed firms," Accounting and Business Research, Taylor & Francis Journals, vol. 39(2), pages 119-138.
    7027. Esposti, Roberto & Pierani, Pierpaolo, 2003. "Public R&D Investment From Private And Social Perspective. An Application To Italian Agriculture, 1960-1995," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25876, International Association of Agricultural Economists.
    7028. Haushalter, David & Klasa, Sandy & Maxwell, William F., 2007. "The influence of product market dynamics on a firm's cash holdings and hedging behavior," Journal of Financial Economics, Elsevier, vol. 84(3), pages 797-825, June.
    7029. Takamitsu Kurita & B. Nielsen, 2018. "Partial cointegrated vector autoregressive models with structural breaks in deterministic terms," Economics Papers 2018-W03, Economics Group, Nuffield College, University of Oxford.
    7030. Richau, Lukas & Follert, Florian & Frenger, Monika & Emrich, Eike, 2021. "The Rainmaker?! The impact of investors on transfer fees in the English Premier League," Working Paper 187/2021, Helmut Schmidt University, Hamburg.
    7031. Craig H. Furfine, 2003. "When is inter-transaction time informative?," Working Paper Series WP-03-04, Federal Reserve Bank of Chicago.
    7032. Salim Chahine & Gonul Colak & Iftekhar Hasan & Mohamad Mazboudi, 2020. "Investor relations and IPO performance," Review of Accounting Studies, Springer, vol. 25(2), pages 474-512, June.
    7033. Chiang, Thomas C. & Kim, Doseong, 2000. "Short-term eurocurrency rate behavior and specifications of cointegrating processes," International Review of Economics & Finance, Elsevier, vol. 9(2), pages 157-179.
    7034. Doukas, John A. & Zhang, Hao, 2013. "The performance of NDF carry trades," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 172-190.
    7035. Donald Fraser & Hao Zhang, 1997. "Package Bidding in Thrift Resolutions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(3), pages 283-294, June.
    7036. Douglas Holtz-Eakin & Harvey S. Rosen, 1989. "Municipal Construction Spending: An Empirical Examination," NBER Working Papers 2989, National Bureau of Economic Research, Inc.
    7037. Cheung, Yan-Leung & Rau, P. Raghavendra & Aris, Stouraitis, 2008. "The helping hand, the lazy hand, or the grabbing hand? Central vs. local government shareholders in publicly listed firms in China," CEI Working Paper Series 2008-11, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    7038. Boyle Glenn, 2008. "Pay Peanuts and Get Monkeys? Evidence from Academia," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 8(1), pages 1-26, July.
    7039. Takala, Kari & Virén, Matti, 1994. "Chaos and nonlinear dynamics: evidence from Finland," Bank of Finland Research Discussion Papers 11/1994, Bank of Finland.
    7040. Eric Isenberg & Heinrich Hock, 2011. "Design of Value-Added Models for IMPACT and TEAM in DC Public Schools, 2010-2011 School Year," Mathematica Policy Research Reports 885c9869ad064392aaa24d9e4, Mathematica Policy Research.
    7041. Aktas, Nihat & de Bodt, Eric & Roll, Richard, 2011. "Serial acquirer bidding: An empirical test of the learning hypothesis," Journal of Corporate Finance, Elsevier, vol. 17(1), pages 18-32, February.
    7042. Banker, Rajiv D. & Lee, Seok-Young & Potter, Gordon, 1996. "A field study of the impact of a performance-based incentive plan," Journal of Accounting and Economics, Elsevier, vol. 21(2), pages 195-226, April.
    7043. Muñoz, Ercio & Rodriguez, Arturo, 2017. "Ex-dividend date stock behavior and the clientele effect: Evidence around a tax reduction," Global Finance Journal, Elsevier, vol. 32(C), pages 55-61.
    7044. Ane, Thierry, 2006. "An analysis of the flexibility of Asymmetric Power GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1293-1311, November.
    7045. Marta Sylla & Tadeusz Lasota & Szymon Szewrański, 2019. "Valuing Environmental Amenities in Peri-Urban Areas: Evidence from Poland," Sustainability, MDPI, vol. 11(3), pages 1-15, January.
    7046. Bande, Roberto & López-Mourelo, Elva, 2014. "The spatial distribution of workplace accidents in Spain: assessing the role of workplace inspections," MPRA Paper 56767, University Library of Munich, Germany.
    7047. Cumming, Douglas & Fleming, Grant & Schwienbacher, Armin, 2006. "Legality and venture capital exits," Journal of Corporate Finance, Elsevier, vol. 12(2), pages 214-245, January.
    7048. Muntasir Murshed, 2019. "An Empirical Investigation of Foreign Financial Assistance Inflows and Its Fungibility Analyses: Evidence from Bangladesh," Economies, MDPI, vol. 7(3), pages 1-25, September.
    7049. Fernandes, Nuno, 2008. "EC: Board compensation and firm performance: The role of "independent" board members," Journal of Multinational Financial Management, Elsevier, vol. 18(1), pages 30-44, February.
    7050. Mr. Martin D Evans, 2012. "Exchange-Rate Dark Matter," IMF Working Papers 2012/066, International Monetary Fund.
    7051. Wayne Simpson, 2000. "Intermittent work activity and earnings," Applied Economics, Taylor & Francis Journals, vol. 32(14), pages 1777-1786.
    7052. Duong Nguyen & Tribhuvan Puri, 2014. "Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence," Review of Quantitative Finance and Accounting, Springer, vol. 43(2), pages 211-244, August.

  93. Olson, Lawrence & White, Halbert & Shefrin, H M, 1979. "Optimal Investment in Schooling when Incomes are Risky," Journal of Political Economy, University of Chicago Press, vol. 87(3), pages 522-539, June.

    Cited by:

    1. Belzil, Christian & Leonardi, Marco, 2007. "Risk Aversion and Schooling Decisions," IZA Discussion Papers 2994, Institute of Labor Economics (IZA).
    2. Migali, Giuseppe, 2006. "Funding Higher Education and Wage Uncertainty: Income Contingent Loan Versus Mortgate Loan," The Warwick Economics Research Paper Series (TWERPS) 740, University of Warwick, Department of Economics.
    3. Christian Belzil & Jörgen Hansen, 2002. "Earnings Dispersion, Risk Aversion and Education," CIRANO Working Papers 2002s-20, CIRANO.
    4. Christian Belzil & Marco Leonardi, 2006. "Can Risk Aversion Explain Schooling Attainments? Evidence From Italy," Working Papers 0607, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    5. G Migali, 2011. "Funding Higher Education and Wage Uncertainty: Income Contingent Loan versus Mortgage Loan," Working Papers 609506, Lancaster University Management School, Economics Department.
    6. Stacey H. Chen, 2002. "Is Investing College Education Risky?," Labor and Demography 0202001, University Library of Munich, Germany.
    7. Diaz-Serrano, L. & Hartog, J. & Skyt Nielsen, H., 2003. "Compensating Wage Differentials for Schooling Risk in Denmark," Economics Department Working Paper Series n1271003, Department of Economics, National University of Ireland - Maynooth.
    8. Sequeira, Sandra & Spinnewijn, Johannes & Xu, Guo, 2016. "Rewarding schooling success and perceived returns to education: evidence from India," LSE Research Online Documents on Economics 68279, London School of Economics and Political Science, LSE Library.
    9. Lex Borghans & Bart H H Golsteyn & Anders Stenberg, 2015. "Does Expert Advice Improve Educational Choice?," PLOS ONE, Public Library of Science, vol. 10(12), pages 1-28, December.
    10. Stacey Chen, 2003. "Does COllege Attendance Increase Wage Volatility," Discussion Papers 03-01, University at Albany, SUNY, Department of Economics.
    11. Chaitali Sinha, 2014. "Human Capital and Public Policy," South Asian Journal of Macroeconomics and Public Finance, , vol. 3(1), pages 79-125, June.

  94. Thurow, Lester C & White, Halbert, 1976. "Optimum Trade Restrictions and Their Consequences," Econometrica, Econometric Society, vol. 44(4), pages 777-786, July.

    Cited by:

    1. Coyle, Barry & Chambers, Robert G. & Schmitz, Andrew, 1986. "Economic Gains from Agricultural Trade: A Review and Bibliography," Miscellaneous Publications 319990, United States Department of Agriculture, Economic Research Service.

Chapters

  1. Liangjun Su & Halbert L. White, 2012. "Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 355-434, Emerald Group Publishing Limited.

    Cited by:

    1. O‐Chia Chuang & Xiaojun Song & Abderrahim Taamouti, 2022. "Testing for Asymmetric Comovements," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1153-1180, October.

  2. White, Halbert, 2006. "Approximate Nonlinear Forecasting Methods," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 9, pages 459-512, Elsevier.

    Cited by:

    1. Enders, Walter & Holt, Matthew T., 2011. "Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals," MPRA Paper 31461, University Library of Munich, Germany.
    2. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
    3. Alessandro Giovannelli, 2012. "Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies," CEIS Research Paper 255, Tor Vergata University, CEIS, revised 08 Nov 2012.
    4. Habert white & Tae-Hwan Kim & Simone Manganelli, 2012. "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers 2012rwp-45, Yonsei University, Yonsei Economics Research Institute.
    5. Massimiliano Marcellino, 2008. "A linear benchmark for forecasting GDP growth and inflation?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 305-340.
    6. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
    7. Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
    8. Wuyi Ye & Kebing Luo & Shaofu Du, 2014. "Measuring Contagion of Subprime Crisis Based on MVMQ-CAViaR Method," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-12, June.
    9. Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011. "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series 1363, European Central Bank.
    10. Ramazan Gencay & Ege Yazgan, 2017. "When Are Wavelets Useful Forecasters?," Working Papers 1704, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
    11. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013. "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers 201422, University of California at Riverside, Department of Economics, revised Apr 2012.
    12. Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012. "Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle," Working Paper series 17_12, Rimini Centre for Economic Analysis.
    13. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 8, pages 413-457, Elsevier.
    14. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    15. Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Post-Print halshs-00917797, HAL.
    16. Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013. "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne 13080, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    17. Holt, Matthew T. & Teräsvirta, Timo, 2020. "Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis," Journal of Econometrics, Elsevier, vol. 214(1), pages 198-215.
    18. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2010. "VAR for VaR: measuring systemic risk using multivariate regression quantiles," MPRA Paper 35372, University Library of Munich, Germany.
    19. Peter Exterkate, 2012. "Model Selection in Kernel Ridge Regression," CREATES Research Papers 2012-10, Department of Economics and Business Economics, Aarhus University.
    20. Christian T. Brownlees & Giampiero M. Gallo, 2010. "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, vol. 8(1), pages 29-56, Winter.
    21. David Hendry & Lea Schneider & Jason E. Smerdon, 2016. "Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation," Economics Series Working Papers 780, University of Oxford, Department of Economics.
    22. Muhammad Nadim Hanif & Khurrum S. Mughal & Javed Iqbal, 2018. "A Thick ANN Model for Forecasting Inflation," SBP Working Paper Series 99, State Bank of Pakistan, Research Department.
    23. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
    24. Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2018. "Quantile forecast combination using stochastic dominance," Empirical Economics, Springer, vol. 55(4), pages 1717-1755, December.
    25. Zuzanna Karolak, 2021. "Energy prices forecasting using nonlinear univariate models," Bank i Kredyt, Narodowy Bank Polski, vol. 52(6), pages 577-598.
    26. Kock Anders Bredahl, 2011. "Forecasting with Universal Approximators and a Learning Algorithm," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
    27. Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
    28. González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," SSE/EFI Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
    29. João Barata R. B. Barroso, 2014. "Behavioral Models of the Foreign Exchange Market: is there any empirical content?," Working Papers Series 364, Central Bank of Brazil, Research Department.
    30. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
    31. Brownlees, Christian T. & Gallo, Giampiero M., 2011. "Shrinkage estimation of semiparametric multiplicative error models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 365-378.
    32. Gustavo Nicolás Páez, 2015. "Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?," Documentos CEDE 12567, Universidad de los Andes, Facultad de Economía, CEDE.
    33. Jin Seo Cho & Meng Huang & Halbert White, 2009. "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series 0915, Institute of Economic Research, Korea University.
    34. George Kapetanios & Andrew P. Blake, 2007. "Testing the Martingale Difference Hypothesis Using Neural Network Approximations," Working Papers 601, Queen Mary University of London, School of Economics and Finance.
    35. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    36. Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917797, HAL.
    37. Ladislav Kristoufek & Karel Janda & David Zilberman, 2015. "Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA," CAMA Working Papers 2015-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    38. Rapach, David & Zhou, Guofu, 2013. "Forecasting Stock Returns," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 328-383, Elsevier.
    39. Peter Exterkate, 2011. "Modelling Issues in Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-138/4, Tinbergen Institute.
    40. Gradojevic, Nikola, 2007. "The microstructure of the Canada/U.S. dollar exchange rate: A robustness test," Economics Letters, Elsevier, vol. 94(3), pages 426-432, March.
    41. Enders, Walter & Pascalau, Razvan, 2015. "Pretesting for multi-step-ahead exchange rate forecasts with STAR models," International Journal of Forecasting, Elsevier, vol. 31(2), pages 473-487.
    42. Shahid IQBAL & Maqbool H. SIAL, 2016. "Projections of Inflation Dynamics for Pakistan: GMDH Approach," Journal of Economics and Political Economy, KSP Journals, vol. 3(3), pages 536-559, September.
    43. Ghandar, Adam & Michalewicz, Zbigniew & Zurbruegg, Ralf, 2016. "The relationship between model complexity and forecasting performance for computer intelligence optimization in finance," International Journal of Forecasting, Elsevier, vol. 32(3), pages 598-613.
    44. Lee Jinu, 2019. "A Neural Network Method for Nonlinear Time Series Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-18, January.
    45. Harun Özkan & M. Yazgan, 2015. "Is forecasting inflation easier under inflation targeting?," Empirical Economics, Springer, vol. 48(2), pages 609-626, March.
    46. Patton, Andrew, 2013. "Copula Methods for Forecasting Multivariate Time Series," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 899-960, Elsevier.

  3. Tae-Hwan Kim & Halbert White, 2003. "Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression," Advances in Econometrics, in: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, pages 107-132, Emerald Group Publishing Limited.
    See citations under working paper version above.

Books

  1. Halbert White, 2004. "New Perspectives in Econometric Theory," Books, Edward Elgar Publishing, number 3245.

    Cited by:

    1. Subhrendu K Pattanayak, 2009. "Rough Guide to Impact Evaluation of Environmental and Development Programs," Working Papers id:2187, eSocialSciences.

  2. Engle, Robert F. & White (the late), Halbert (ed.), 1999. "Cointegration, Causality, and Forecasting: Festschrift in Honour of Clive W. J. Granger," OUP Catalogue, Oxford University Press, number 9780198296836.

    Cited by:

    1. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2021. "Modelling non-stationary ‘Big Data’," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1556-1575.
    2. Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold, 1999. "Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think," Center for Financial Institutions Working Papers 00-28, Wharton School Center for Financial Institutions, University of Pennsylvania.
    3. Aslanidis, Nektarios & Christiansen, Charlotte, 2012. "Smooth transition patterns in the realized stock–bond correlation," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 454-464.
    4. David McMillan & Mark Wohar, 2011. "Structural breaks in volatility: the case of UK sector returns," Applied Financial Economics, Taylor & Francis Journals, vol. 21(15), pages 1079-1093.
    5. Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    6. Chi-Wei Su & Hui Yu & Hsu-Ling Chang & Xiao-Lin Li, 2017. "How does inflation determine inflation uncertainty? A Chinese perspective," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(3), pages 1417-1434, May.
    7. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015. "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2985-3007, June.
    8. Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2001. "Output and inflation in the long run," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 241-253.
    9. Wang, Yudong & Wu, Chongfeng, 2012. "Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?," Energy Economics, Elsevier, vol. 34(6), pages 2167-2181.
    10. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2019. "Return spillovers around the globe: A network approach," Economic Modelling, Elsevier, vol. 77(C), pages 133-146.
    11. González, Mariano & Nave, Juan & Rubio, Gonzalo, 2018. "Macroeconomic determinants of stock market betas," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 26-44.
    12. Muhammad Jawad & Munazza Naz, 2019. "Pre and post effects of Brexit polling on United Kingdom economy: an econometrics analysis of transactional change," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(1), pages 247-267, January.
    13. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
    14. Golosnoy, Vasyl & Gribisch, Bastian & Seifert, Miriam Isabel, 2019. "Exponential smoothing of realized portfolio weights," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 222-237.
    15. Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018. "Networks of volatility spillovers among stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1555-1574.
    16. Gencay, Ramazan & Fan, Yanqin, 2007. "Unit Root Tests with Wavelets," MPRA Paper 9832, University Library of Munich, Germany.
    17. Michail Karoglou & Bruce Morley & Dennis Thomas, 2013. "Risk and Structural Instability in US House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 424-436, April.
    18. Shu‐Chin Lin, 2009. "Inflation And Real Stock Returns Revisited," Economic Inquiry, Western Economic Association International, vol. 47(4), pages 783-795, October.
    19. George Athanasopoulos & Farshid Vahid, 2008. "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 533-554, May.
    20. Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai, 2012. "GARCH Option Valuation: Theory and Evidence," CREATES Research Papers 2012-50, Department of Economics and Business Economics, Aarhus University.
    21. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 15, pages 777-878, Elsevier.
    22. Alketa Bejko & Etleva Peta & Belinda Xarba, 2015. "The Evaluation of the Drafting Process of Regional’s Development Strategies in Albania. the Research on Gjirokastra’s Region," European Journal of Interdisciplinary Studies Articles, Revistia Research and Publishing, vol. 1, ejis_v1_i.
    23. Lahura, Erick, 2010. "Monetary aggregates and monetary policy: an empirical assessment for Peru," Working Papers 2010-019, Banco Central de Reserva del Perú.
    24. Manabu Asai & Michael McAleer, 2013. "Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing," KIER Working Papers 840, Kyoto University, Institute of Economic Research.
    25. Granger Clive W.J., 2008. "Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-11, September.
    26. Wei-Xing Zhou & Didier Sornette, 2006. "Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates," Papers physics/0607197, arXiv.org.
    27. Kajal Lahiri & Xuguang Sheng, 2008. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," ifo Working Paper Series 60, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    28. Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018. "Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 678-714.
    29. Robert Engle, 2001. "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 157-168, Fall.
    30. Gregory Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility," Staff Working Papers 07-20, Bank of Canada.
    31. Wolff, Christian & Lehnert, Thorsten, 2001. "Modelling Scale-Consistent VaR with the Truncated Lévy Flight," CEPR Discussion Papers 2711, C.E.P.R. Discussion Papers.
    32. Alfred A. Haug & Christie Smith, 2007. "Local linear impulse responses for a small open economy," Working Papers 0707, University of Otago, Department of Economics, revised Apr 2007.
    33. Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
    34. Catania, Leopoldo & Proietti, Tommaso, 2020. "Forecasting volatility with time-varying leverage and volatility of volatility effects," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1301-1317.
    35. DAVID G. McMILLAN & ALAN E. H. SPEIGHT, 2007. "Value‐at‐Risk in Emerging Equity Markets: Comparative Evidence for Symmetric, Asymmetric, and Long‐Memory GARCH Models," International Review of Finance, International Review of Finance Ltd., vol. 7(1‐2), pages 1-19, March.
    36. Samit Paul & Madhusudan Karmakar, 2017. "Relative Efficiency of Component GARCH-EVT Approach in Managing Intraday Market Risk," Multinational Finance Journal, Multinational Finance Journal, vol. 21(4), pages 247-283, December.
    37. Yu-Hua Zeng & Shou-Lei Wang & Yu-Fei Yang, 2014. "Calibration of the Volatility in Option Pricing Using the Total Variation Regularization," Journal of Applied Mathematics, Hindawi, vol. 2014, pages 1-9, March.
    38. Azad, A.S.M. Sohel & Fang, Victor & Hung, Chi-Hsiou, 2012. "Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence," International Review of Financial Analysis, Elsevier, vol. 22(C), pages 38-47.
    39. Bhaghoe, Sailesh & Ooft, Gavin, 2020. "Modelling Exchange-Rate Volatility With Commodity Prices," Studies in Applied Economics 165, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
    40. Juan Carlos Aquino & Gabriel Rodríguez, 2011. "Understanding The Functional Central Limit Theorems With Some Applications To Unit Root Testing With Structural Change," Documentos de Trabajo / Working Papers 2011-319, Departamento de Economía - Pontificia Universidad Católica del Perú.
    41. Alain W. HECQ, 2005. "Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach," Computing in Economics and Finance 2005 258, Society for Computational Economics.
    42. Cristina Amado & Timo Teräsvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers 2012-07, Department of Economics and Business Economics, Aarhus University.
    43. Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2013. "The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 29(6), pages 1289-1313, December.
    44. Rafal Kasperowicz, 2010. "Identification Of Industrial Cycle Leading Indicators Using Causality Test," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 5(2), pages 47-59, December.
    45. Eduardo Ramos-Pérez & Pablo J. Alonso-González & José Javier Núñez-Velázquez, 2021. "Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility," Mathematics, MDPI, vol. 9(15), pages 1-18, July.
    46. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2016. "Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification," Journal of Financial Econometrics, Oxford University Press, vol. 14(3), pages 617-642.
    47. Menelaos Karanasos & Stefanie Schurer, 2008. "Is the Relationship between Inflation and Its Uncertainty Linear?," German Economic Review, Verein für Socialpolitik, vol. 9(3), pages 265-286, August.
    48. Uddin, Gazi Salah & Tang, Ou & Sahamkhadam, Maziar & Taghizadeh-Hesary, Farhad & Yahya, Muhammad & Cerin, Pontus & Rehme, Jakob, 2021. "Analysis of Forecasting Models in an Electricity Market under Volatility," ADBI Working Papers 1212, Asian Development Bank Institute.
    49. Michel Ferreira Cardia Haddad & Szabolcs Blazsek & Philip Arestis & Franz Fuerst & Hsia Hua Sheng, 2023. "The two-component Beta-t-QVAR-M-lev: a new forecasting model," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(4), pages 379-401, December.
    50. Cheikh, Nidhaleddine Ben & Zaied, Younes Ben & Chevallier, Julien, 2020. "Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models," Finance Research Letters, Elsevier, vol. 35(C).
    51. Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013. "The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 24-34.
    52. Jana Eklund & Sune Karlsson, 2007. "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 329-363.
    53. Han, Heejoon & Park, Joon Y., 2006. "Time series properties of ARCH processes with persistent covariates," MPRA Paper 5199, University Library of Munich, Germany.
    54. Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
    55. Naomi Boyd & Bingxin Li & Rui Liu, 2022. "Risk premia in the term structure of crude oil futures: long-run and short-run volatility components," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1505-1533, May.
    56. Auer, Benjamin R., 2014. "Daily seasonality in crude oil returns and volatilities," Energy Economics, Elsevier, vol. 43(C), pages 82-88.
    57. Olivier Habimana, 2017. "Do flexible exchange rates facilitate external adjustment? A dynamic approach with time-varying and asymmetric volatility," International Economics and Economic Policy, Springer, vol. 14(4), pages 625-642, October.
    58. Gonzalo, Jesus & Pitarakis, Jean-Yves, 2002. "Estimation and model selection based inference in single and multiple threshold models," Journal of Econometrics, Elsevier, vol. 110(2), pages 319-352, October.
    59. Stanislav Bozhkov & Habin Lee & Uthayasankar Sivarajah & Stella Despoudi & Monomita Nandy, 2020. "Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility," Annals of Operations Research, Springer, vol. 294(1), pages 419-452, November.
    60. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," PIER Working Paper Archive 05-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    61. Balogun, Emmanuel Dele, 2007. "Monetary policy and economic performance of West African Monetary Zone Countries," MPRA Paper 4308, University Library of Munich, Germany.
    62. Andres, P. & Harvey, A., 2012. "The Dyanamic Location/Scale Model: with applications to intra-day financial data," Cambridge Working Papers in Economics 1240, Faculty of Economics, University of Cambridge.
    63. Javier Mencía & Enrique Sentana, 2012. "Valuation of vix derivatives," Working Papers 1232, Banco de España.
    64. Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
    65. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
    66. Tara Sinclair & Herman O. Stekler & Warren Carnow, 2012. "A New Approach For Evaluating Economic Forecasts," Working Papers 2012-2, The George Washington University, Institute for International Economic Policy.
    67. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
    68. Evarist Stoja & Richard D. F. Harris & Fatih Yilmaz, 2010. "A Cyclical Model of Exchange Rate Volatility," Bristol Economics Discussion Papers 10/618, School of Economics, University of Bristol, UK.
    69. S. Bordignon & D. Raggi, 2008. "Volatility, Jumps and Predictability of Returns: a Sequential Analysis," Working Papers 636, Dipartimento Scienze Economiche, Universita' di Bologna.
    70. Vahidin Jeleskovic & Mirko Meloni & Zahid Irshad Younas, 2020. "Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations," MAGKS Papers on Economics 202034, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    71. Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold, 2002. "Range‐Based Estimation of Stochastic Volatility Models," Journal of Finance, American Finance Association, vol. 57(3), pages 1047-1091, June.
    72. Henryk Gurgul & Roland Mestel & Robert Syrek, 2017. "MIDAS models in banking sector – systemic risk comparison," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 18(2), pages 165-181.
    73. Kascha, Christian & Trenkler, Carsten, 2011. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1008-1017, February.
    74. Conrad, Christian & Loch, Karin & Rittler, Daniel, 2012. "On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation," Working Papers 0525, University of Heidelberg, Department of Economics.
    75. Piotr Fiszeder & Witold Orzeszko, 2012. "Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 430-449, November.
    76. Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
    77. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate Rotated ARCH Models," Economics Papers 2012-W01, Economics Group, Nuffield College, University of Oxford.
    78. Yiing Fei Tan & Kok Haur Ng & You Beng Koh & Shelton Peiris, 2022. "Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution," Mathematics, MDPI, vol. 10(10), pages 1-20, May.
    79. Svec, Jiri & Katrak, Xerxis, 2017. "Forecasting volatility with interacting multiple models," Finance Research Letters, Elsevier, vol. 20(C), pages 245-252.
    80. Andres, Philipp, 2014. "Maximum likelihood estimates for positive valued dynamic score models; The DySco package," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 34-42.
    81. Tobias Hartl & Roland Weigand, 2018. "Multivariate Fractional Components Analysis," Papers 1812.09149, arXiv.org, revised Jan 2019.
    82. Kim, Dukpa & Perron, Pierre, 2009. "Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses," Journal of Econometrics, Elsevier, vol. 148(1), pages 1-13, January.
    83. Majewski, A. A. & Bormetti, G. & Corsi, F., 2013. "Smile from the Past: A general option pricing framework with multiple volatility and leverage components," Working Papers 13/11, Department of Economics, City University London.
    84. Jiayuan Zhou & Feiyu Jiang & Ke Zhu & Wai Keung Li, 2019. "Time series models for realized covariance matrices based on the matrix-F distribution," Papers 1903.12077, arXiv.org, revised Jul 2020.
    85. Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022. "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers 202211, University of Pretoria, Department of Economics.
    86. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007. "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, vol. 24(1), pages 149-166, January.
    87. Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2012. "Real exchange rate volatility, financial crises and nominal exchange regimes," Working Papers 12-05, Asociación Española de Economía y Finanzas Internacionales.
    88. Nour Meddahi, 2002. "A theoretical comparison between integrated and realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 479-508.
    89. Sumudu W. Watugala, 2015. "Economic Uncertainty and Commodity Futures Volatility," Working Papers 15-14, Office of Financial Research, US Department of the Treasury.
    90. Neri, Marcelo Côrtes & Soares, Wagner Lopes, 2008. "Turismo sustentável e alivio a pobreza: avaliação de impacto," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 689, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    91. Vladimir Tsenkov, 2009. "Financial Markets Modelling," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 87-96.
    92. Andersen, Torben G. & Bollerslev, Tim & Meddahi, Nour, 2011. "Realized volatility forecasting and market microstructure noise," Journal of Econometrics, Elsevier, vol. 160(1), pages 220-234, January.
    93. Noriega Antonio E. & Ventosa-Santaulària Daniel, 2006. "Spurious Regression and Econometric Trends," Working Papers 2006-05, Banco de México.
    94. Dimos S. Kambouroudis & David G. McMillan, 2016. "Does VIX or volume improve GARCH volatility forecasts?," Applied Economics, Taylor & Francis Journals, vol. 48(13), pages 1210-1228, March.
    95. Nour Meddahi, 2003. "ARMA representation of integrated and realized variances," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 335-356, December.
    96. Linton, Oliver & Wu, Jianbin, 2020. "A coupled component DCS-EGARCH model for intraday and overnight volatility," Journal of Econometrics, Elsevier, vol. 217(1), pages 176-201.
    97. Ra l De Jes s Guti rrez & Lidia E. Carvajal Guti rrez & Oswaldo Garcia Salgado, 2023. "Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 467-480, July.
    98. Daniel Kosiorowski & Jerzy P. Rydlewski, 2020. "Centrality-oriented causality. A study of EU agricultural subsidies and digital developement in Poland," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 30(3), pages 47-63.
    99. Stephan Sauer & Jan‐Egbert Sturm, 2007. "Using Taylor Rules to Understand European Central Bank Monetary Policy," German Economic Review, Verein für Socialpolitik, vol. 8(3), pages 375-398, August.
    100. Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
    101. Li, Ziran & Sun, Jiajing & Wang, Shouyang, 2013. "Amplitude-Duration-Persistence Trade-off Relationship for Long Term Bear Stock Markets," MPRA Paper 54177, University Library of Munich, Germany.
    102. Leopoldo Catania & Stefano Grassi, 2017. "Modelling Crypto-Currencies Financial Time-Series," CEIS Research Paper 417, Tor Vergata University, CEIS, revised 11 Dec 2017.
    103. Bachar Fakhry & Christian Richter, 2018. "Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 4(2), pages 111-125.
    104. Marco Aiolfi & Carlo Ambrogio Favero, "undated". "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers 221, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    105. Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017. "Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America," Contaduría y Administración, Accounting and Management, vol. 62(4), pages 1081-1099, Octubre-D.
    106. Linton, O. & Wu, J., 2016. "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics 1671, Faculty of Economics, University of Cambridge.
    107. Polanski, Arnold & Stoja, Evarist, 2017. "Forecasting multidimensional tail risk at short and long horizons," International Journal of Forecasting, Elsevier, vol. 33(4), pages 958-969.
    108. Carol Alexander & Emese Lazar, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336, April.
    109. Balogun, Emmanuel Dele, 2008. "An Empirical Test of Trade Gravity Model Criteria for the West African Monetary Zone (WAMZ)," MPRA Paper 7083, University Library of Munich, Germany.
    110. Andersen, Torben G. & Bollerslev, Tim & Francis X. Diebold,, 2003. "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," CFS Working Paper Series 2003/35, Center for Financial Studies (CFS).
    111. Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2005. "There is a risk-return trade-off after all," Journal of Financial Economics, Elsevier, vol. 76(3), pages 509-548, June.
    112. Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market," Economic Modelling, Elsevier, vol. 37(C), pages 89-102.
    113. Esra N. Kılcı & Burcu Kıran Baygın, 2019. "Analysis of the Relationship between Real Effective Exchange Rate, Common Equity Tier 1 Ratio and Return on Equity: Evidence from Turkey," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 7(2), pages 319-332, December.
    114. Kambouroudis, Dimos S. & McMillan, David G., 2015. "Is there an ideal in-sample length for forecasting volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 114-137.
    115. Yunting Liu, 2022. "The Short-Run and Long-Run Components of Idiosyncratic Volatility and Stock Returns," Management Science, INFORMS, vol. 68(2), pages 1573-1589, February.
    116. Chiang, Shu-Mei & Chen, Chun-Da & Huang, Chien-Ming, 2019. "Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 37-48.
    117. Dario Alitab & Giacomo Bormetti & Fulvio Corsi & Adam A. Majewski, 2019. "A realized volatility approach to option pricing with continuous and jump variance components," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(2), pages 639-664, December.
    118. Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Series Working Papers 438, University of Oxford, Department of Economics.
    119. Ugur Ergun & Abu Hassan Shaari Mohd Nor, 2010. "The Stock Market Relationship between Turkey and the United States under Unionisation," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 6(2), pages 19-33.
    120. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers 2011-37, Department of Economics and Business Economics, Aarhus University.
    121. Paul Mizen & Anindya Banerjee, 2006. "A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1249-1264.
    122. Dobnik, Frauke, 2011. "Energy Consumption and Economic Growth Revisited: Structural Breaks and Cross-section Dependence," Ruhr Economic Papers 303, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    123. Lutkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2003. "Comparison of tests for the cointegrating rank of a VAR process with a structural shift," Journal of Econometrics, Elsevier, vol. 113(2), pages 201-229, April.
    124. Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2017. "Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting," Tinbergen Institute Discussion Papers 17-059/III, Tinbergen Institute.
    125. Polanski, Arnold & Stoja, Evarist, 2017. "Forecasting multidimensional tail risk at short and long horizons," Bank of England working papers 660, Bank of England.
    126. Hall, Stephen G. & Mitchell, James, 2007. "Combining density forecasts," International Journal of Forecasting, Elsevier, vol. 23(1), pages 1-13.
    127. Hickey, Emily & Loomis, David G. & Mohammadi, Hassan, 2012. "Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubs," Energy Economics, Elsevier, vol. 34(1), pages 307-315.
    128. Declan French, 2012. "Causation between health and income: a need to panic," Empirical Economics, Springer, vol. 42(2), pages 583-601, April.
    129. Xiaotong Wang & Heng-fu Zou, 2008. "Stock Return Dynamics under Earnings Management," CEMA Working Papers 331, China Economics and Management Academy, Central University of Finance and Economics.
    130. Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2010. "The conditional autoregressive wishart model for multivariate stock market volatility," Economics Working Papers 2010-07, Christian-Albrechts-University of Kiel, Department of Economics.
    131. Christoffersen, Peter & Langlois, Hugues, 2013. "The Joint Dynamics of Equity Market Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(5), pages 1371-1404, October.
    132. Omori, Yasuhiro & Chib, Siddhartha & Shephard, Neil & Nakajima, Jouchi, 2007. "Stochastic volatility with leverage: Fast and efficient likelihood inference," Journal of Econometrics, Elsevier, vol. 140(2), pages 425-449, October.
    133. BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    134. Isabel Ruiz & Susan Pozo, 2008. "Exchange rates and US direct investment into Latin America," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 17(3), pages 411-438.
    135. Vincenzo Candila & Giampiero M. Gallo & Lea Petrella, 2020. "Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall," Papers 2011.00552, arXiv.org, revised Mar 2023.
    136. Nour Meddahi, 2001. "A Theoretical Comparison Between Integrated and Realized Volatilities," CIRANO Working Papers 2001s-71, CIRANO.
    137. Firouz Fallahi & Gabriel Rodríguez, 2011. "Convergence In The Canadian Provinces: Evidence Using Unemployment Rates," Documentos de Trabajo / Working Papers 2011-322, Departamento de Economía - Pontificia Universidad Católica del Perú.
    138. Fallahi, Firouz, 2012. "The stationarity of consumption–income ratios: Evidence from bootstrapping confidence intervals," Economics Letters, Elsevier, vol. 115(1), pages 137-140.
    139. Harvey, A. & Chakravarty, T., 2008. "Beta-t-(E)GARCH," Cambridge Working Papers in Economics 0840, Faculty of Economics, University of Cambridge.
    140. Joseph P. Byrne & E. Philip Davis, 2005. "The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(3), pages 307-329, June.
    141. Manganelli, Simone & Idier, Julien & Vergote, Olivier & Ghysels, Eric, 2014. "A high frequency assessment of the ECB securities markets programme," Working Paper Series 1642, European Central Bank.
    142. Santa-Clara, Pedro & Yan, Shu, 2004. "Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options," University of California at Los Angeles, Anderson Graduate School of Management qt5dv8v999, Anderson Graduate School of Management, UCLA.
    143. Ruobing Liu & Jianhui Yang & Chuan-Yang Ruan, 2019. "The Impact of Macroeconomic News on Chinese Futures," IJFS, MDPI, vol. 7(4), pages 1-14, October.
    144. Gawon Yoon, 2010. "Long memory in return volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 17(4), pages 345-349.
    145. Baumohl, Eduard & Lyocsa, Stefan, 2013. "Volatility and dynamic conditional correlations of European emerging stock markets," MPRA Paper 49898, University Library of Munich, Germany.
    146. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 8, pages 413-457, Elsevier.
    147. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2011. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers 1103, University of Nevada, Las Vegas , Department of Economics.
    148. Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
    149. Baumöhl, Eduard, 2013. "Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach," MPRA Paper 43834, University Library of Munich, Germany.
    150. Jihed Majdoub & Salim Ben Sassi & Azza Bejaoui, 2021. "Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 789-816, December.
    151. Mihaela Bratu (Simionescu), 2012. "Improving the accuracy of consensus forecasts for the EURO area," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 4(2), pages 11-15, Decembre.
    152. Gaye Hatice Gencer & Zafer Musoglu, 2014. "Volatility Modeling and Forecasting of Istanbul Gold Exchange (IGE)," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(2), pages 87-101, April.
    153. Wang, Qi & Wang, Zerong, 2020. "VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump," Journal of Banking & Finance, Elsevier, vol. 116(C).
    154. Tom'av{s} V'yrost & v{S}tefan Ly'ocsa & Eduard Baumohl, 2014. "Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment," Papers 1408.2985, arXiv.org.
    155. Knetsch, Thomas A., 2004. "The Inventory Cycle of the German Economy," Discussion Paper Series 1: Economic Studies 2004,09, Deutsche Bundesbank.
    156. Christian Conrad & Robert F. Engle, 2021. "Modelling Volatility Cycles: The (MF)2 GARCH Model," Working Paper series 21-05, Rimini Centre for Economic Analysis.
    157. Duc Khuong Nguyen & Thomas Walther, 2020. "Modeling and forecasting commodity market volatility with long‐term economic and financial variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 126-142, March.
    158. Ho, Sin-Yu & Njindan Iyke, Bernard, 2017. "Consumption and Exchange Rate Uncertainty: Evidence from Selected Asian Countries," MPRA Paper 80096, University Library of Munich, Germany.
    159. Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2017. "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Working Papers 201754, University of Pretoria, Department of Economics.
    160. Li, Ziran & Sun, Jiajing & Wang, Shouyang, 2013. "An information diffusion-based model of oil futures price," Energy Economics, Elsevier, vol. 36(C), pages 518-525.
    161. Peter Christoffersen & Denis Pelletier, 2003. "Backtesting Value-at-Risk: A Duration-Based Approach," CIRANO Working Papers 2003s-05, CIRANO.
    162. Heejoon Han & Shen Zhang, 2012. "Non‐stationary non‐parametric volatility model," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 204-225, June.
    163. David Hendry & Guillaume Chevillon, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Series Working Papers 196, University of Oxford, Department of Economics.
    164. Ye, Wuyi & Guo, Ranran & Deschamps, Bruno & Jiang, Ying & Liu, Xiaoquan, 2021. "Macroeconomic forecasts and commodity futures volatility," Economic Modelling, Elsevier, vol. 94(C), pages 981-994.
    165. Giampiero M. Gallo & Demetrio Lacava & Edoardo Otranto, 2023. "Volatility jumps and the classification of monetary policy announcements," Papers 2305.12192, arXiv.org.
    166. Theodosiou, Marina, 2011. "Forecasting monthly and quarterly time series using STL decomposition," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1178-1195, October.
    167. Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2007. "Spurious Regression and Trending Variables," MPRA Paper 58775, University Library of Munich, Germany.
    168. Stanislav Khrapov, 2011. "Pricing Central Tendency in Volatility," Working Papers w0168, Center for Economic and Financial Research (CEFIR).
    169. Ronayne, David, 2011. "Which Impulse Response Function?," Economic Research Papers 270753, University of Warwick - Department of Economics.
    170. Bauwens, L. & Hafner C. & Laurent, S., 2011. "Volatility Models," LIDAM Discussion Papers ISBA 2011044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
      • BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien, 2011. "Volatility models," LIDAM Discussion Papers CORE 2011058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Bauwens, L. & Hafner, C. & Laurent, S., 2012. "Volatility Models," LIDAM Reprints ISBA 2012028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    171. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
    172. Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 512-536, April.
    173. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," CIRANO Working Papers 2004s-20, CIRANO.
    174. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007. "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 701-720, November.
    175. Guidolin, Massimo & Timmermann, Allan, 2006. "Term structure of risk under alternative econometric specifications," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 285-308.
    176. Peter Christoffersen & Kris Dorion & Yintian Wang, 2008. "Volatility Components, Affine Restrictions and Non-Normal Innovations," CREATES Research Papers 2008-10, Department of Economics and Business Economics, Aarhus University.
    177. H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor, 2023. "Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models," Econometric Reviews, Taylor & Francis Journals, vol. 42(9-10), pages 725-757, November.
    178. Emiliano Magrini & Ayca Donmez, 2013. "Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach," JRC Research Reports JRC84138, Joint Research Centre.
    179. Noriega Antonio E. & Ventosa-Santaulària Daniel, 2010. "Spurious Long-Horizon Regression in Econometrics," Working Papers 2010-06, Banco de México.
    180. He, Qing & Qian, Zongxin & Fei, Zhe & Chong, Terence Tai Leung, 2016. "Do Speculative Bubbles Migrate in the Chinese Stock Market?," MPRA Paper 80575, University Library of Munich, Germany.
    181. Nikolay Robinzonov & Klaus Wohlrabe, 2008. "Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models," ifo Working Paper Series 57, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    182. Siem Jan Koopman & Marcel Scharth, 2011. "The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures," Tinbergen Institute Discussion Papers 11-132/4, Tinbergen Institute.
    183. Marc S. Paolella, 2017. "The Univariate Collapsing Method for Portfolio Optimization," Econometrics, MDPI, vol. 5(2), pages 1-33, May.
    184. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou & Weining Wang, 2017. "Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing," CREATES Research Papers 2017-34, Department of Economics and Business Economics, Aarhus University.
    185. Meddahi, N., 2001. "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche 2001-29, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    186. Zhigang Tong, 2016. "Option pricing in stochastic volatility models driven by fractional Lévy processes," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 5(1), pages 56-75.
    187. Deb, Saikat Sovan & Kalev, Petko S & Marisetty, Vijaya B, 2017. "Price limits and volatility," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 142-156.
    188. Jianjian Jin, 2013. "Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics," Staff Working Papers 13-12, Bank of Canada.
    189. Michael McAleer & Marcelo Medeiros, 2008. "Realized Volatility: A Review," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 10-45.
    190. Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004. "Stochastic Volatility with Leverage: Fast Likelihood Inference," CIRJE F-Series CIRJE-F-297, CIRJE, Faculty of Economics, University of Tokyo.
    191. Luc Bauwens & Manuela Braione & Giuseppe Storti, 2016. "Forecasting comparison of long term component dynamic models for realized covariance matrices," LIDAM Reprints CORE 2923, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    192. O Bajo-Rubio & C Diaz-Roldan & V Esteve, 2010. "Testing the Fisher effect in the presence of structural change: A case study of the UK, 1966-2007," Economic Issues Journal Articles, Economic Issues, vol. 15(2), pages 1-16, September.
    193. Hugo Ferrer-Pérez & María-Isabel Ayuda & Antonio Aznar, 2019. "Improving the Performance of a Long-Run Variance Ratio Test for a Unit Root," The Japanese Economic Review, Springer, vol. 70(2), pages 258-274, June.
    194. Xu, Ke-Li, 2013. "Powerful tests for structural changes in volatility," Journal of Econometrics, Elsevier, vol. 173(1), pages 126-142.
    195. Yang, Yan & Copeland, Laurence, 2014. "The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility," Cardiff Economics Working Papers E2014/12, Cardiff University, Cardiff Business School, Economics Section.
    196. Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2009. "Behavioral Heterogeneity in the Option Market," LSF Research Working Paper Series 09-07, Luxembourg School of Finance, University of Luxembourg.
    197. Sandberg, Rickard, 2016. "Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined," Economic Modelling, Elsevier, vol. 52(PB), pages 699-713.
    198. Wang, Hu & Li, Shouwei, 2021. "Asymmetric volatility spillovers between crude oil and China's financial markets," Energy, Elsevier, vol. 233(C).
    199. Trucíos, Carlos, 2019. "Forecasting Bitcoin risk measures: A robust approach," International Journal of Forecasting, Elsevier, vol. 35(3), pages 836-847.
    200. Engle, Robert F. & Marcucci, Juri, 2006. "A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones," Journal of Econometrics, Elsevier, vol. 132(1), pages 7-42, May.
    201. Ericsson Neil R., 2008. "Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry)," Capitalism and Society, De Gruyter, vol. 3(2), pages 1-18, October.
    202. Harvey, David I. & Newbold, Paul, 2003. "The non-normality of some macroeconomic forecast errors," International Journal of Forecasting, Elsevier, vol. 19(4), pages 635-653.
    203. Nour Meddahi, 2002. "ARMA Representation of Two-Factor Models," CIRANO Working Papers 2002s-92, CIRANO.
    204. Harvey, Andrew & Sucarrat, Genaro, 2014. "EGARCH models with fat tails, skewness and leverage," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 320-338.
    205. Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai & Yintian Wang, 2008. "Option Valuation with Long-run and Short-run Volatility Components," CREATES Research Papers 2008-11, Department of Economics and Business Economics, Aarhus University.
    206. Anders B. Trolle & Eduardo S. Schwartz, 2006. "Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives," NBER Working Papers 12744, National Bureau of Economic Research, Inc.
    207. Michael Weylandt & Yu Han & Katherine B. Ensor, 2019. "Multivariate Modeling of Natural Gas Spot Trading Hubs Incorporating Futures Market Realized Volatility," Papers 1907.10152, arXiv.org.
    208. P. Dorian Owen, 2003. "General‐to‐Specific Modelling Using PcGets," Journal of Economic Surveys, Wiley Blackwell, vol. 17(4), pages 609-628, September.
    209. Timmermann, Allan & Lunde, Asger, 2003. "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," CEPR Discussion Papers 4104, C.E.P.R. Discussion Papers.
    210. Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002. "Alternative Models for Stock Price Dynamics," CIRANO Working Papers 2002s-58, CIRANO.
    211. Eduardo Rossi, 2010. "Univariate GARCH models: a survey (in Russian)," Quantile, Quantile, issue 8, pages 1-67, July.
    212. Amendola, Alessandra & Candila, Vincenzo & Gallo, Giampiero M., 2019. "On the asymmetric impact of macro–variables on volatility," Economic Modelling, Elsevier, vol. 76(C), pages 135-152.
    213. Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2011. "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers 11-057/4, Tinbergen Institute, revised 27 Jan 2012.
    214. Shang, Yuhuang & Zheng, Tingguo, 2021. "Mixed-frequency SV model for stock volatility and macroeconomics," Economic Modelling, Elsevier, vol. 95(C), pages 462-472.
    215. Knüppel, Malte, 2011. "Evaluating the calibration of multi-step-ahead density forecasts using raw moments," Discussion Paper Series 1: Economic Studies 2011,32, Deutsche Bundesbank.
    216. Diongue, Abdou Kâ & Guégan, Dominique, 2007. "The stationary seasonal hyperbolic asymmetric power ARCH model," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1158-1164, June.
    217. Robert W. Rich & Joseph Tracy, 2003. "Modeling uncertainty: predictive accuracy as a proxy for predictive confidence," Staff Reports 161, Federal Reserve Bank of New York.
    218. Markus Eyting & Patrick Schmidt, 2019. "Belief Elicitation with Multiple Point Predictions," Working Papers 1818, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 16 Nov 2020.
    219. Xu Gong & Mingchao Wang & Liuguo Shao, 2022. "The impact of macro economy on the oil price volatility from the perspective of mixing frequency," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4487-4514, October.
    220. Helmut Herwartz & Florian Siedenburg, 2010. "A New Approach to Unit Root Testing," Computational Economics, Springer;Society for Computational Economics, vol. 36(4), pages 365-384, December.
    221. Harris, Richard D.F. & Nguyen, Anh, 2013. "Long memory conditional volatility and asset allocation," International Journal of Forecasting, Elsevier, vol. 29(2), pages 258-273.
    222. Tobias Adrian & Francesco Franzoni, 2008. "Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM," Staff Reports 193, Federal Reserve Bank of New York.
    223. Simón Sosvilla-Rivero & Amalia Morales-Zumaquero, 2011. "Volatility in EMU sovereign bond yields: Permanent and transitory components," Working Papers del Instituto Complutense de Estudios Internacionales 1106, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    224. L. Scaffidi Domianello & G.M. Gallo & E. Otranto, 2022. "Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS," Working Paper CRENoS 202205, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    225. Eric Ghysels & Arthur Sinko & Rossen Valkanov, 2007. "MIDAS Regressions: Further Results and New Directions," Econometric Reviews, Taylor & Francis Journals, vol. 26(1), pages 53-90.
    226. Wang, Xinya & Liu, Huifang & Huang, Shupei, 2019. "Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London," Resources Policy, Elsevier, vol. 61(C), pages 522-531.
    227. Neil Shephard & Ole E. Barndorff-Nielsen & University of Aarhus, 2001. "Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models," Economics Series Working Papers 71, University of Oxford, Department of Economics.
    228. Duong, Huu Nhan & Kalev, Petko S., 2014. "Anonymity and the Information Content of the Limit Order Book," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 205-219.
    229. Bjoern Schulte-Tillman & Mawuli Segnon & Bernd Wilfling, 2022. "Financial-market volatility prediction with multiplicative Markov-switching MIDAS components," CQE Working Papers 9922, Center for Quantitative Economics (CQE), University of Muenster.
    230. Lee Jihyun & Kim Tong S & Lee Hoe Kyung, 2010. "Return-Volatility Relationship in High Frequency Data: Multiscale Horizon Dependency," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(1), pages 1-43, December.
    231. Horatio Cuesdeanu & Jens Carsten Jackwerth, 2018. "The pricing kernel puzzle: survey and outlook," Annals of Finance, Springer, vol. 14(3), pages 289-329, August.
    232. George Tauchen, 2011. "Stochastic Volatility in General Equilibrium," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 1(04), pages 707-731.
    233. Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes," Economics Papers 2003-W12, Economics Group, Nuffield College, University of Oxford.
    234. Gavriilidis, Konstantinos & Kambouroudis, Dimos S. & Tsakou, Katerina & Tsouknidis, Dimitris A., 2018. "Volatility forecasting across tanker freight rates: The role of oil price shocks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 118(C), pages 376-391.
    235. Lyócsa, Štefan & Baumöhl, Eduard, 2015. "Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs," Economic Systems, Elsevier, vol. 39(2), pages 253-268.
    236. Balazs Egert & Evzen Kocenda, 2005. "Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series wp798, William Davidson Institute at the University of Michigan.
    237. Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2014. "Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns," Documentos de Trabajo del ICAE 2014-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    238. Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre, 2010. "What does financial volatility tell us about macroeconomic fluctuations?," MPRA Paper 34104, University Library of Munich, Germany, revised Jun 2011.
    239. Awaworyi-Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2022. "Breaks, trends and correlations in commodity prices in the very long-run," Energy Economics, Elsevier, vol. 108(C).
    240. Conrad, Christian & Loch, Karin & Rittler, Daniel, 2014. "On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 26-40.
    241. Shadi Tehrani & Jesús Juan & Eduardo Caro, 2022. "Electricity Spot Price Modeling and Forecasting in European Markets," Energies, MDPI, vol. 15(16), pages 1-23, August.
    242. Štefan Lyócsa & Roman Horváth, 2018. "Stock Market Contagion: a New Approach," Open Economies Review, Springer, vol. 29(3), pages 547-577, July.
    243. Gazi Mainul Hassan & Hisham M. Al refai, 2012. "Can macroeconomic factors explain equity returns in the long run? The case of Jordan," Applied Financial Economics, Taylor & Francis Journals, vol. 22(13), pages 1029-1041, July.
    244. Eyting, Markus & Schmidt, Patrick, 2021. "Belief elicitation with multiple point predictions," European Economic Review, Elsevier, vol. 135(C).
    245. Christian Conrad & Onno Kleen, 2020. "Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 19-45, January.
    246. Julien Chevallier & Bilel Sanhaji, 2023. "Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices," Post-Print halshs-04344131, HAL.
    247. Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers 2013-21, Center for Research in Economics and Statistics.
    248. Ricardo Quineche & Gabriel Rodríguez, 2017. "Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations," Econometrics, MDPI, vol. 5(2), pages 1-10, April.
    249. Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute.
    250. Nasha Maveé & Mr. Roberto Perrelli & Mr. Axel Schimmelpfennig, 2016. "Surprise, Surprise: What Drives the Rand / U.S. Dollar Exchange Rate Volatility?," IMF Working Papers 2016/205, International Monetary Fund.
    251. Demetrio Lacava & Giampiero M. Gallo & Edoardo Otranto, 2020. "Unconventional Policies Effects on Stock Market Volatility: A MAP Approach," Papers 2010.08259, arXiv.org, revised Mar 2021.
    252. Amalia Morales-Zumaquero & Simon Sosvilla-Rivero, 2011. "The euro and the volatility of exchange rates," Applied Financial Economics, Taylor & Francis Journals, vol. 21(17), pages 1235-1253.
    253. Xiaotong Wang, 2005. "Stock Return Dynamics Under Earnings Management," Yale School of Management Working Papers amz2633, Yale School of Management, revised 01 Jul 2006.
    254. Fabrizio Cipollini & Giampiero M. Gallo, 2018. "Modeling Euro STOXX 50 Volatility with Common and Market–specific Components," Working Paper series 18-26, Rimini Centre for Economic Analysis.
    255. Vicente Esteve & María A. Prats, 2022. "Can a country borrow forever? The unsustainable trajectory of international debt: the case of Spain," Working Papers 2202, Department of Applied Economics II, Universidad de Valencia.
    256. Jeffrey Chu & Stephen Chan & Saralees Nadarajah & Joerg Osterrieder, 2017. "GARCH Modelling of Cryptocurrencies," JRFM, MDPI, vol. 10(4), pages 1-15, October.
    257. Karmakar, Madhusudan & Paul, Samit, 2019. "Intraday portfolio risk management using VaR and CVaR:A CGARCH-EVT-Copula approach," International Journal of Forecasting, Elsevier, vol. 35(2), pages 699-709.
    258. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002. "Analytic Evaluation of Volatility Forecasts," CIRANO Working Papers 2002s-90, CIRANO.
    259. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers 201230, University of Pretoria, Department of Economics.
    260. G. Boero & J. Smith & KF. Wallis, 2002. "The properties of some goodness-of-fit tests," Working Paper CRENoS 200209, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    261. Javier Mencía & Enrique Sentana, 2018. "Volatility-Related Exchange Traded Assets: An Econometric Investigation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 599-614, October.
    262. Frédérique Bec & Anders Rahbek & Neil Shephard, 2008. "The ACR Model: A Multivariate Dynamic Mixture Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(5), pages 583-618, October.
    263. Tobias Adrian & Joshua V. Rosenberg, 2006. "Stock returns and volatility: pricing the short-run and long-run components of market risk," Staff Reports 254, Federal Reserve Bank of New York.
    264. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2020. "Nonlinear forecast combinations: An example using euro-area real GDP growth," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 579-589.
    265. Emanuela Ciapanna & Marco Taboga, 2019. "Bayesian Analysis of Coefficient Instability in Dynamic Regressions," Econometrics, MDPI, vol. 7(3), pages 1-32, June.
    266. Chiu, Ching-Wai (Jeremy) & Harris, Richard & Stoja, Evarist & Chin, Michael, 2016. "Financial market volatility, macroeconomic fundamentals and investor sentiment," Bank of England working papers 608, Bank of England.
    267. Joshua Rosenberg & Robert F. Engle, 2000. "Empirical Pricing Kernels," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-014, New York University, Leonard N. Stern School of Business-.
    268. Anne Vila Wetherilt, 2003. "Money market operations and volatility of UK money market rates," Bank of England working papers 174, Bank of England.
    269. Huang, Ho-Chuan (River) & Fang, WenShwo & Miller, Stephen M. & Yeh, Chih-Chuan, 2015. "The effect of growth volatility on income inequality," Economic Modelling, Elsevier, vol. 45(C), pages 212-222.
    270. Anders Rahbek & Neil Shephard, 2001. "Autoregressive conditional root model," Economics Papers 2002-W7, Economics Group, Nuffield College, University of Oxford, revised 01 Feb 2002.
    271. Conrad, Christian & Loch, Karin, 2012. "Anticipating Long-Term Stock Market Volatility," Working Papers 0535, University of Heidelberg, Department of Economics.
    272. Chong, Terence Tai Leung & Pang, Tianxiao & Zhang, Danna & Liang, Yanling, 2017. "Structural change in non-stationary AR(1) models," MPRA Paper 80510, University Library of Munich, Germany.
    273. Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin, 2012. "Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 78-91.
    274. Marco Morales, 2014. "Cointegration testing under structural change: reducing size distortions and improving power of residual based tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 265-282, June.
    275. Golosnoy, Vasyl & Hamid, Alain & Okhrin, Yarema, 2014. "The empirical similarity approach for volatility prediction," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 321-329.
    276. Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simón, 2018. "Volatility spillovers between foreign exchange and stock markets in industrialized countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 121-136.
    277. Neil R. Ericsson, 2000. "Predictable uncertainty in economic forecasting," International Finance Discussion Papers 695, Board of Governors of the Federal Reserve System (U.S.).
    278. Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2018. "Common information in carry trade risk factors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 37-47.
    279. Colacito, Riccardo & Engle, Robert F. & Ghysels, Eric, 2011. "A component model for dynamic correlations," Journal of Econometrics, Elsevier, vol. 164(1), pages 45-59, September.
    280. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2021. "Spurious relationships in high-dimensional systems with strong or mild persistence," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1480-1497.
    281. BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2016. "Multiplicative Conditional Correlation Models for Realized Covariance Matrices," LIDAM Discussion Papers CORE 2016041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    282. Z. Sun & P. A. Hamill & Y. Li & Y. C. Yang & S. A. Vigne, 2019. "Did long-memory of liquidity signal the European sovereign debt crisis?," Annals of Operations Research, Springer, vol. 282(1), pages 355-377, November.
    283. Yan Li & Liyan Yang, 2013. "Asset-Pricing Implications of Dividend Volatility," Management Science, INFORMS, vol. 59(9), pages 2036-2055, September.
    284. Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011. "Multiplicative Error Models," Econometrics Working Papers Archive 2011_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Apr 2011.
    285. Dimitrios Koutmos, 2015. "Is there a Positive Risk†Return Tradeoff? A Forward†Looking Approach to Measuring the Equity Premium," European Financial Management, European Financial Management Association, vol. 21(5), pages 974-1013, November.
    286. Catania, Leopoldo & Grassi, Stefano, 2022. "Forecasting cryptocurrency volatility," International Journal of Forecasting, Elsevier, vol. 38(3), pages 878-894.
    287. Twm Evans & David McMillan, 2007. "Volatility forecasts: the role of asymmetric and long-memory dynamics and regional evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 17(17), pages 1421-1430.
    288. Harvey,Andrew C., 2013. "Dynamic Models for Volatility and Heavy Tails," Cambridge Books, Cambridge University Press, number 9781107630024, January.
    289. A. Amendola & V. Candila, 2016. "Evaluation of volatility predictions in a VaR framework," Quantitative Finance, Taylor & Francis Journals, vol. 16(5), pages 695-709, May.
    290. Theologos Pantelidis & Nikitas Pittis, 2009. "Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 612-630.
    291. Ahmed, Shamim & Valente, Giorgio, 2015. "Understanding the price of volatility risk in carry trades," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 118-129.
    292. Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020. "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 36-49.
    293. Gregory Connor & Anita Suurlaht, 2012. "Dynamic Stock Market Covariances in the Eurozone," Economics Department Working Paper Series n222-12.pdf, Department of Economics, National University of Ireland - Maynooth.
    294. Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
    295. Augusto Delgado & Gabriel Rodríguez, 2013. "Growth of the Peruvian Economy and Convergence in the Regions of Peru: 1970-2010," Documentos de Trabajo / Working Papers 2013-365, Departamento de Economía - Pontificia Universidad Católica del Perú.
    296. Kock Anders Bredahl, 2011. "Forecasting with Universal Approximators and a Learning Algorithm," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
    297. Francisco Blasques & Enzo D'Innocenzo & Siem Jan Koopman, 2021. "Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence," Tinbergen Institute Discussion Papers 21-057/III, Tinbergen Institute.
    298. Richard D. F. Harris & Anh T. H. Nguyen, 2017. "Dynamic factor long memory volatility," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1205-1221, August.
    299. Perry Sadorsky & Michael D. McKenzie, 2008. "Power transformation models and volatility forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 587-606.
    300. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, February.
    301. Shariq Ahmad Bhat & Qaiser Farooq Dar, 2019. "Behavior of volatility persistence in 10-year sovereign bond yields of India and China: evidence from component-GARCH model of Engle and Lee (1999)," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 46(3), pages 233-237, September.
    302. Lutkepohl, Helmut, 2007. "General-to-specific or specific-to-general modelling? An opinion on current econometric terminology," Journal of Econometrics, Elsevier, vol. 136(1), pages 319-324, January.
    303. Fasen, Vicky, 2013. "Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration," Journal of Econometrics, Elsevier, vol. 172(2), pages 325-337.
    304. Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
    305. Mobarek, Asma & Muradoglu, Gulnur & Mollah, Sabur & Hou, Ai Jun, 2016. "Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods," Journal of Financial Stability, Elsevier, vol. 24(C), pages 1-11.
    306. Herwartz, Helmut & Siedenburg, Florian, 2009. "A new approach to unit root testing," Economics Working Papers 2009-06, Christian-Albrechts-University of Kiel, Department of Economics.
    307. Kang, Sang Hoon & Kang, Sang-Mok & Yoon, Seong-Min, 2009. "Forecasting volatility of crude oil markets," Energy Economics, Elsevier, vol. 31(1), pages 119-125, January.
    308. Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2008. "Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space," MPRA Paper 16669, University Library of Munich, Germany.
    309. Anders B. Trolle & Eduardo S. Schwartz, 2009. "Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4423-4461, November.
    310. Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2021. "Long- and short-run components of factor betas: Implications for stock pricing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    311. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Volatility forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies (CFS).
    312. Al-Sadoon, Majid M., 2017. "A unifying theory of tests of rank," Journal of Econometrics, Elsevier, vol. 199(1), pages 49-62.
    313. Chyi Lin Lee & Simon Stevenson & Ming‐Long Lee, 2018. "Low‐frequency volatility of real estate securities and macroeconomic risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 311-342, November.
    314. Bal??zs ??gert & Ev??en Kocenda, 2007. "Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series wp861, William Davidson Institute at the University of Michigan.
    315. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, January.
    316. Brendan K. Beare, 2008. "Unit Root Testing with Unstable Volatility," Economics Papers 2008-W06, Economics Group, Nuffield College, University of Oxford.
    317. Chih-Chuan Yeh & Kuan-Min Wang & Yu-Bo Suen, 2011. "A quantile framework for analysing the links between inflation uncertainty and inflation dynamics across countries," Applied Economics, Taylor & Francis Journals, vol. 43(20), pages 2593-2602.
    318. G.M. Gallo & D. Lacava & E. Otranto, 2020. "Measuring the Effects of Unconventional Policies on Stock Market Volatility," Working Paper CRENoS 202006, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    319. Adam Aleksander Majewski & Giacomo Bormetti & Fulvio Corsi, 2014. "Smile from the Past: A general option pricing framework with multiple volatility and leverage components," Papers 1404.3555, arXiv.org.
    320. Anne Vila Wetherilt, 2003. "Money market operations and short-term interest rate volatility in the United Kingdom," Applied Financial Economics, Taylor & Francis Journals, vol. 13(10), pages 701-719.
    321. Díaz-Hernández, Adán & Constantinou, Nick, 2019. "A multiple regime extension to the Heston–Nandi GARCH(1,1) model," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 162-180.
    322. Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez, 2021. "Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility," Papers 2109.12621, arXiv.org.
    323. Timo Teräsvirta, 2017. "Nonlinear models in macroeconometrics," CREATES Research Papers 2017-32, Department of Economics and Business Economics, Aarhus University.
    324. Belcaid, Karim & El Ghini, Ahmed, 2019. "U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    325. Jon Wongswan, 2006. "Transmission of Information across International Equity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1157-1189.
    326. Kryzanowski, Lawrence & Zhang, Ying, 2013. "Financial restatements by Canadian firms cross-listed and not cross-listed in the U.S," Journal of Multinational Financial Management, Elsevier, vol. 23(1), pages 74-96.
    327. Dong Hwan Oh & Andrew J. Patton, 2021. "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series 2021-071, Board of Governors of the Federal Reserve System (U.S.).
    328. Tingguo Zheng & Tao Song, 2014. "A Realized Stochastic Volatility Model With Box-Cox Transformation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 593-605, October.
    329. Thomas Walther & Tony Klein, 2018. "Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting," Working Papers on Finance 1815, University of St. Gallen, School of Finance.
    330. Lazzarini, S. G. & Madalozzo, R. C & Artes, R. & Siqueira, J. O., 2004. "Measuring trust: An experiment in Brazil," Insper Working Papers wpe_42, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    331. Thomas C. Chiang & Lanjun Lao & Qingfeng Xue, 2016. "Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1003-1042, November.
    332. Amendola, Alessandra & Candila, Vincenzo & Gallo, Giampiero M., 2021. "Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model," Econometrics and Statistics, Elsevier, vol. 20(C), pages 12-28.
    333. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 1-46, December.
    334. Kadir G. Babaoglou & Peter Christoffersen & Steven L. Heston & Kris Jacobs, 2014. "Option Valuation with Volatility Components, Fat Tails, and Nonlinear Pricing Kernels," CREATES Research Papers 2015-55, Department of Economics and Business Economics, Aarhus University.
    335. McMillan, David G. & Ruiz, Isabel, 2009. "Volatility persistence, long memory and time-varying unconditional mean: Evidence from 10 equity indices," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 578-595, May.
    336. Maurício Yoshinori Une & Marcelo Savino Portugal, 2005. "Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks," Econometrics 0509006, University Library of Munich, Germany.
    337. Dhaene, Geert & Wu, Jianbin, 2020. "Incorporating overnight and intraday returns into multivariate GARCH volatility models," Journal of Econometrics, Elsevier, vol. 217(2), pages 471-495.
    338. Kosiorowski Daniel & Jerzy P. Rydlewski, 2019. "Centrality-oriented Causality -- A Study of EU Agricultural Subsidies and Digital Developement in Poland," Papers 1908.11099, arXiv.org, revised Sep 2019.
    339. Bernard Ben Sita, 2013. "Volatility links between US industries," Applied Financial Economics, Taylor & Francis Journals, vol. 23(15), pages 1273-1286, August.
    340. Heikki Kauppi & Timo Virtanen, 2018. "Boosting Non-linear Predictabilityof Macroeconomic Time Series," Discussion Papers 124, Aboa Centre for Economics.
    341. Andrés Herrera Aramburú & Gabriel Rodríguez, 2016. "Volatility of stock market and exchange rate returns in Peru: Long memory or short memory with level shifts?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 9(1), pages 45-66.
    342. Sahil Aggarwal, 2013. "The Uncovered Interest Rate Parity Puzzle in the Foreign Exchange Market," Working Papers 13-07, New York University, Leonard N. Stern School of Business, Department of Economics.
    343. Muhammad Sheraz & Imran Nasir, 2021. "Information-Theoretic Measures and Modeling Stock Market Volatility: A Comparative Approach," Risks, MDPI, vol. 9(5), pages 1-20, May.
    344. Dotsis, George, 2017. "The market price of risk of the variance term structure," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 41-52.
    345. Christian Francq & Baye Matar Kandji & Jean-Michel Zakoian, 2022. "Inference on Multiplicative Component GARCH without any Small-Order Moment," Working Papers 2022-09, Center for Research in Economics and Statistics.
    346. Asger Lunde & Allan Timmermann, 2005. "Completion time structures of stock price movements," Annals of Finance, Springer, vol. 1(3), pages 293-326, August.
    347. Chih-Chiang Wu & Zih-Ying Lin, 2014. "An economic evaluation of stock-bond return comovements with copula-based GARCH models," Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1283-1296, July.
    348. Walther, Thomas & Klein, Tony & Bouri, Elie, 2019. "Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
    349. Ederington, Louis H. & Fernando, Chitru S. & Hoelscher, Seth A. & Lee, Thomas K. & Linn, Scott C., 2019. "Characteristics of petroleum product prices: A survey," Journal of Commodity Markets, Elsevier, vol. 14(C), pages 1-15.
    350. Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold, 2001. "High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models," NBER Working Papers 8162, National Bureau of Economic Research, Inc.
    351. Baumöhl, Eduard & Lyócsa, Štefan, 2014. "Volatility and dynamic conditional correlations of worldwide emerging and frontier markets," Economic Modelling, Elsevier, vol. 38(C), pages 175-183.
    352. Calvet, Laurent E. & Fearnley, Marcus & Fisher, Adlai J. & Leippold, Markus, 2015. "What is beneath the surface? Option pricing with multifrequency latent states," Journal of Econometrics, Elsevier, vol. 187(2), pages 498-511.
    353. Andrew Harvey & Rutger-Jan Lange, 2015. "Modeling the Interactions between Volatility and Returns," Cambridge Working Papers in Economics 1518, Faculty of Economics, University of Cambridge.
    354. Georgios Bampinas & Panagiotis Konstantinou & Theodore Panagiotidis, 2021. "Reassessing the inflation uncertainty‐inflation relationship in the tails," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 508-534, October.
    355. Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
    356. Kosei Fukuda, 2007. "Forecasting real-time data allowing for data revisions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(6), pages 429-444.
    357. Kaehler Juergen & Weber Christoph S. & Aref Haider Salahal-Din, 2014. "The Iraqi Stock Market: Development and Determinants," Review of Middle East Economics and Finance, De Gruyter, vol. 10(2), pages 151-175, August.
    358. Jeff Fleming & Chris Kirby, 2013. "Component-Driven Regime-Switching Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 11(2), pages 263-301, March.
    359. Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai, 2009. "Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options," CIRANO Working Papers 2009s-34, CIRANO.
    360. Noguera, José, 2013. "Oil prices: Breaks and trends," Energy Economics, Elsevier, vol. 37(C), pages 60-67.
    361. Chang, Hao-Wen & Lin, Chinho, 2023. "Currency portfolio behavior in seven major Asian markets," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 540-559.
    362. E. C. Brechmann & M. Heiden & Y. Okhrin, 2018. "A multivariate volatility vine copula model," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 281-308, April.
    363. Choi, Jaewon & Richardson, Matthew, 2016. "The volatility of a firm's assets and the leverage effect," Journal of Financial Economics, Elsevier, vol. 121(2), pages 254-277.
    364. Amalia Morales-Zumaquero & Sim osvilla-Rivero, 2014. "Real exchange rate volatility, financial crises and exchange rate regimes," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 826-847, March.
    365. Antipa, P. & Schalck, C., 2009. "Impact of Fiscal Policy on Residential Investment in France," Working papers 270, Banque de France.
    366. Ibrahim, Mansor H. & Ahmed, Huson Joher Ali, 2014. "Permanent and transitory oil volatility and aggregate investment in Malaysia," Energy Policy, Elsevier, vol. 67(C), pages 552-563.
    367. Martens, Martin & Poon, Ser-Huang, 2001. "Returns synchronization and daily correlation dynamics between international stock markets," Journal of Banking & Finance, Elsevier, vol. 25(10), pages 1805-1827, October.
    368. Wu, Xinyu & Zhao, An & Liu, Li, 2023. "Forecasting VIX using two-component realized EGARCH model," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    369. Christian Brownlees & Giuseppe Cavaliere & Alice Monti, 2018. "Evaluating The Accuracy Of Tail Risk Forecasts For Systemic Risk Measurement," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-25, June.
    370. Shimeng Shi & Yukun Shi, 2021. "Bitcoin futures: trade it or ban it?," The European Journal of Finance, Taylor & Francis Journals, vol. 27(4-5), pages 381-396, March.
    371. Matei, Marius, 2011. "Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 116-141, June.
    372. Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004. "Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in "Journal of Econometrics", 140, 425-449, 2007. )," CARF F-Series CARF-F-011, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    373. Vasyl Golosnoy & Yarema Okhrin, 2015. "Using information quality for volatility model combinations," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 1055-1073, June.
    374. Buth, Bora & Kakinaka, Makoto & Miyamoto, Hiroaki, 2015. "Inflation and inflation uncertainty: The case of Cambodia, Lao PDR, and Vietnam," Journal of Asian Economics, Elsevier, vol. 38(C), pages 31-43.
    375. Peterburgsky, Stanley, 2021. "Aggregate volatility risk: International evidence," Global Finance Journal, Elsevier, vol. 47(C).
    376. Richard D. F. Harris & Murat Mazibas, 2022. "A component Markov regime‐switching autoregressive conditional range model," Bulletin of Economic Research, Wiley Blackwell, vol. 74(2), pages 650-683, April.
    377. Sohel Azad, A.S.M. & Batten, Jonathan A. & Fang, Victor & Wickramanayake, Jayasinghe, 2015. "International swap market contagion and volatility," Economic Modelling, Elsevier, vol. 47(C), pages 355-371.
    378. Ahmed Al Samman & Mahmoud Moustafa Otaify, 2017. "How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 300-315.
    379. Wu, Chih-Chiang & Chung, Huimin & Chang, Yu-Hsien, 2012. "The economic value of co-movement between oil price and exchange rate using copula-based GARCH models," Energy Economics, Elsevier, vol. 34(1), pages 270-282.
    380. Jie Zhu, 2008. "Pricing Volatility of Stock Returns with Volatile and Persistent Components," CREATES Research Papers 2008-14, Department of Economics and Business Economics, Aarhus University.
    381. Ra l de Jes s-Guti rrez & Roberto J. Santill n-Salgado, 2019. "Conditional Extreme Values Theory and Tail-related Risk Measures: Evidence from Latin American Stock Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 127-141.
    382. Andreas Krause, 2003. "Inventory Effects on Daily Returns in Financial Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 6(07), pages 739-765.
    383. Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017. "Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina," Contaduría y Administración, Accounting and Management, vol. 62(4), pages 1063-1080, Octubre-D.
    384. McMillan, David G. & Speight, Alan E.H. & Evans, Kevin P., 2008. "How useful is intraday data for evaluating daily Value-at-Risk?: Evidence from three Euro rates," Journal of Multinational Financial Management, Elsevier, vol. 18(5), pages 488-503, December.
    385. Asgharian, Hossein & Hou, Ai Jun & Javed, Farrukh, 2013. "Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach," Knut Wicksell Working Paper Series 2013/4, Lund University, Knut Wicksell Centre for Financial Studies.
    386. Danai Likitratcharoen & Lucksuda Suwannamalik, 2024. "Assessing Financial Stability in Turbulent Times: A Study of Generalized Autoregressive Conditional Heteroskedasticity-Type Value-at-Risk Model Performance in Thailand’s Transportation Sector during C," Risks, MDPI, vol. 12(3), pages 1-20, March.
    387. Mhd Ruslan, Siti Marsila & Mokhtar, Kasypi, 2021. "Stock market volatility on shipping stock prices: GARCH models approach," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    388. Bernard Njindan Iyke & Sin-Yu Ho, 2020. "The effects of transitory and permanent inflation uncertainty on investment in Ghana," Economic Change and Restructuring, Springer, vol. 53(1), pages 195-217, February.
    389. David McMillan & Raquel Quiroga Garcia, 2009. "Intra-day volatility forecasts," Applied Financial Economics, Taylor & Francis Journals, vol. 19(8), pages 611-623.
    390. Kocaarslan, Baris & Soytas, Ugur, 2021. "Reserve currency and the volatility of clean energy stocks: The role of uncertainty," Energy Economics, Elsevier, vol. 104(C).
    391. Tong Liu & Yanlin Shi, 2022. "Innovation of the Component GARCH Model: Simulation Evidence and Application on the Chinese Stock Market," Mathematics, MDPI, vol. 10(11), pages 1-18, June.
    392. You, Yu & Liu, Xiaochun, 2020. "Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach," Journal of Banking & Finance, Elsevier, vol. 116(C).
    393. Ventosa-Santaulària, Daniel & Noriega, Antonio E., 2015. "Long-run monetary neutrality under stochastic and deterministic trends," Economic Modelling, Elsevier, vol. 47(C), pages 372-382.
    394. de Boyrie Maria E. & Pavlova Ivelina, 2018. "Equities and Commodities Comovements: Evidence from Emerging Markets," Global Economy Journal, De Gruyter, vol. 18(3), pages 1-14, September.
    395. Sumudu W. Watugala, 2019. "Economic uncertainty, trading activity, and commodity futures volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(8), pages 921-945, August.
    396. Tauchen, George, 2001. "Notes on financial econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 57-64, January.
    397. Mile Bošnjak, 2018. "Swiss Franc from the Croatian Perspective," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(3), pages 41-56.
    398. Irena Barjav{s}i'c & Nino Antulov-Fantulin, 2020. "Time-varying volatility in Bitcoin market and information flow at minute-level frequency," Papers 2004.00550, arXiv.org, revised Jan 2021.
    399. Guo, Zi-Yi, 2022. "Risk management of Bitcoin futures with GARCH models," Finance Research Letters, Elsevier, vol. 45(C).
    400. Augustyniak, Maciej & Badescu, Alexandru & Bégin, Jean-François, 2023. "A discrete-time hedging framework with multiple factors and fat tails: On what matters," Journal of Econometrics, Elsevier, vol. 232(2), pages 416-444.
    401. Heino Bohn Nielsen, 2002. "An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 449-472, December.
    402. Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang, 2013. "The extreme value in crude oil and US dollar markets," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 191-210.
    403. Isha Narula, 2016. "Dynamics of volatility behaviour and transmission: evidences from BRICS countries," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 43(1), pages 31-51, March.
    404. Yuanyuan Zhang & Rong Liu & Qin Shao & Lijian Yang, 2020. "Two‐Step Estimation for Time Varying Arch Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(4), pages 551-570, July.
    405. Alan E. H. Speight & David G. McMillan, 2004. "Daily volatility forecasts: reassessing the performance of GARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(6), pages 449-460.
    406. Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "How accurate is the asymptotic approximation to the distribution of realised volatility?," Economics Papers 2001-W16, Economics Group, Nuffield College, University of Oxford.
    407. Liu, Li & Wan, Jieqiu, 2012. "A study of Shanghai fuel oil futures price volatility based on high frequency data: Long-range dependence, modeling and forecasting," Economic Modelling, Elsevier, vol. 29(6), pages 2245-2253.

  3. White,Halbert, 1994. "Estimation, Inference and Specification Analysis," Cambridge Books, Cambridge University Press, number 9780521252805, January.

    Cited by:

    1. Tindara Addabbo & Anna Maccagnan & Carmen Llorca-Rodríguez & Rosa García-Fernández, 2010. "Income distribution and the effect of the financial crisis on the Italian and Spanish labour markets," Department of Economics 0639, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    2. Terza Joseph V., 2020. "Regression-Based Causal Analysis from the Potential Outcomes Perspective," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-15, January.
    3. Lee, Tae-Hwy & Long, Xiangdong, 2009. "Copula-based multivariate GARCH model with uncorrelated dependent errors," Journal of Econometrics, Elsevier, vol. 150(2), pages 207-218, June.
    4. Ray Chou & Chun-Chou Wu & Nathan Liu, 2009. "Forecasting time-varying covariance with a range-based dynamic conditional correlation model," Review of Quantitative Finance and Accounting, Springer, vol. 33(4), pages 327-345, November.
    5. Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2017. "Too Good to Be True? Fallacies in Evaluating Risk Factor Models," FRB Atlanta Working Paper 2017-9, Federal Reserve Bank of Atlanta.
    6. Shea, Paul, 2015. "Red herrings and revelations: does learning about a new variable worsen forecasts?," Economic Modelling, Elsevier, vol. 49(C), pages 395-406.
    7. Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge.
    8. Klochkov, Yegor & Härdle, Wolfgang Karl & Xu, Xiu, 2019. "Localizing Multivariate CAViaR," IRTG 1792 Discussion Papers 2019-007, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    9. Walter Beckert, 2015. "Choice in the Presence of Experts," Birkbeck Working Papers in Economics and Finance 1503, Birkbeck, Department of Economics, Mathematics & Statistics.
    10. Zhenlin Yang, 2006. "On Joint Modelling and Testing for Local and Global Spatial Externalities," Working Papers 25-2006, Singapore Management University, School of Economics.
    11. Wan, Alan T.K. & Zhang, Xinyu & Wang, Shouyang, 2014. "Frequentist model averaging for multinomial and ordered logit models," International Journal of Forecasting, Elsevier, vol. 30(1), pages 118-128.
    12. DUFOUR, Jean-Marie, 2001. "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche 2001-15, Universite de Montreal, Departement de sciences economiques.
    13. Ai, Chunrong & Chen, Xiaohong, 2007. "Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables," Journal of Econometrics, Elsevier, vol. 141(1), pages 5-43, November.
    14. Yang, Zhenlin, 2015. "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 178-200.
    15. Yuzhi Cai & Julian Stander, 2018. "The threshold GARCH model: estimation and density forecasting for financial returns," Working Papers 2018-23, Swansea University, School of Management.
    16. Lavergne, Pascal & Patilea, Valentin, 2013. "Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory," Journal of Econometrics, Elsevier, vol. 177(1), pages 47-59.
    17. Okhrin, Ostap & Ristig, Alexander & Sheen, Jeffrey R. & Trück, Stefan, 2015. "Conditional systemic risk with penalized copula," SFB 649 Discussion Papers 2015-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    18. Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2018. "Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models," Econometric Reviews, Taylor & Francis Journals, vol. 37(7), pages 695-718, August.
    19. Danny Pfeffermann & Arie Preminger, 2021. "Estimation Under Mode Effects and Proxy Surveys, Accounting for Non-ignorable Nonresponse," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 779-813, August.
    20. Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2009. "Copula-based nonlinear quantile autoregression," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 50-67, January.
    21. Gian Piero Aielli, 2013. "Dynamic Conditional Correlation: On Properties and Estimation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 282-299, July.
    22. Giacomini, Raffaella & Ragusa, Giuseppe, 2011. "Incorporating theoretical restrictions into forecasting by projection methods," CEPR Discussion Papers 8604, C.E.P.R. Discussion Papers.
    23. Walter Beckert & Kate Collyer, 2016. "Choice in the presence of experts: the role of general practitioners in patients' hospital choice," IFS Working Papers W16/21, Institute for Fiscal Studies.
    24. Abadie, Alberto & Gay, Sebastien, 2004. "The Impact of Presumed Consent Legislation on Cadaveric Organ Donation: A Cross Country Study," Working Paper Series rwp04-024, Harvard University, John F. Kennedy School of Government.
    25. Baruník, Jozef & Bevilacqua, Mattia & Tunaru, Radu, 2022. "Asymmetric network connectedness of fears," LSE Research Online Documents on Economics 108199, London School of Economics and Political Science, LSE Library.
    26. Dong Hwan Oh & Andrew J. Patton, 2015. "High-Dimensional Copula-Based Distributions with Mixed Frequency Data," Finance and Economics Discussion Series 2015-50, Board of Governors of the Federal Reserve System (U.S.).
    27. Magnus, Jan R., 2007. "The Asymptotic Variance Of The Pseudo Maximum Likelihood Estimator," Econometric Theory, Cambridge University Press, vol. 23(5), pages 1022-1032, October.
    28. Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski, 2015. "Generalized Autoregressive Method of Moments," Tinbergen Institute Discussion Papers 15-138/III, Tinbergen Institute, revised 06 Jul 2018.
    29. Xiaodong Liu, 2020. "GMM identification and estimation of peer effects in a system of simultaneous equations," Journal of Spatial Econometrics, Springer, vol. 1(1), pages 1-27, December.
    30. Peter Halpin & Conor Dolan & Raoul Grasman & Paul Boeck, 2011. "On the Relation Between the Linear Factor Model and the Latent Profile Model," Psychometrika, Springer;The Psychometric Society, vol. 76(4), pages 564-583, October.
    31. Habert white & Tae-Hwan Kim & Simone Manganelli, 2012. "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers 2012rwp-45, Yonsei University, Yonsei Economics Research Institute.
    32. Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir, 2012. "Estimation of SEM with GARCH errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3153-3181.
    33. Chen, Yi-Ting & Kuan, Chung-Ming, 2002. "The pseudo-true score encompassing test for non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 106(2), pages 271-295, February.
    34. Komunjer, Ivana, 2005. "Quasi-maximum likelihood estimation for conditional quantiles," Journal of Econometrics, Elsevier, vol. 128(1), pages 137-164, September.
    35. Sentana, Enrique & Fiorentini, Gabriele, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
    36. Sharon Kozicki & Peter A. Tinsley, 1998. "Vector rational error correction," Research Working Paper 98-03, Federal Reserve Bank of Kansas City.
    37. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007. "Estimating Macroeconomic Models: A Likelihood Approach," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1059-1087.
    38. Egger, Peter & Larch, Mario & Pfaffermayr, Michael & Walde, Janette, 2009. "Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors," Regional Science and Urban Economics, Elsevier, vol. 39(6), pages 670-678, November.
    39. Guillaume Coqueret, 2023. "Forking paths in financial economics," Papers 2401.08606, arXiv.org.
    40. Peng Sun & Fuming Lin & Haiyang Xu & Kaizhi Yu, 2025. "Estimation of value-at-risk by $$L^{p}$$ L p quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 77(1), pages 25-59, February.
    41. Rockinger, M. & Jondeau, E., 2001. "Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis," Working papers 79, Banque de France.
    42. Robert Aebi & Klaus Neusser & Peter Steiner, 2008. "Improving Models of Income Dynamics using Cross-Section-Information," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 117-151, June.
    43. Chor-Yiu Sin, 2014. "Qmle Of A Standard Exponential Acd Model: Asymptotic Distribution And Residual Correlation," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-10.
    44. Günter Coenen, 2005. "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Empirical Economics, Springer, vol. 30(1), pages 65-75, January.
    45. Altissimo, Filippo & Mele, Antonio, 2005. "Simulated nonparametric estimation of dynamic models with applications to finance," LSE Research Online Documents on Economics 24658, London School of Economics and Political Science, LSE Library.
    46. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    47. Peter C.B. Phillips & Joon Y. Park, 1999. "Nonstationary Binary Choice," Cowles Foundation Discussion Papers 1223, Cowles Foundation for Research in Economics, Yale University.
    48. Anil K. Bera & Yannis Bilias, 2024. "Three Scores and 15 Years (1948-2023) of Rao's Score Test: A Brief History," Papers 2406.19956, arXiv.org, revised Oct 2024.
    49. Komunjer, Ivana & Ragusa, Giuseppe, 2016. "Existence And Characterization Of Conditional Density Projections," Econometric Theory, Cambridge University Press, vol. 32(4), pages 947-987, August.
    50. Frazier, David T. & Koo, Bonsoo, 2021. "Indirect inference for locally stationary models," Journal of Econometrics, Elsevier, vol. 223(1), pages 1-27.
    51. Zhang, Shulin & Song, Peter X.-K. & Shi, Daimin & Zhou, Qian M., 2012. "Information ratio test for model misspecification on parametric structures in stochastic diffusion models," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3975-3987.
    52. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate Rotated ARCH Models," Economics Papers 2012-W01, Economics Group, Nuffield College, University of Oxford.
    53. Wongsa-art, Pipat & Kim, Namhyun & Xia, Yingcun & Moscone, Francesco, 2024. "Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England," Regional Science and Urban Economics, Elsevier, vol. 106(C).
    54. Kevin Sheppard & Andrew J. Patton, 2008. "Evaluating Volatility and Correlation Forecasts," Economics Series Working Papers 2008fe22, University of Oxford, Department of Economics.
    55. Hafner, C. & Preminger, A., 2010. "Deciding between GARCH and Stochastic Volatility via Strong Decision Rules," LIDAM Reprints ISBA 2010032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    56. Francisco Blasques, 2012. "Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean," Tinbergen Institute Discussion Papers 12-133/III, Tinbergen Institute.
    57. Eric Ghysels & Jean-Pierre Florens & Mikhail Chernov & Marine Carrasco, 2003. "Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions," CIRANO Working Papers 2003s-02, CIRANO.
    58. Shew Fan Liu & Zhenlin Yang, 2015. "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, vol. 3(2), pages 1-36, May.
    59. Wieland, Volker & Coenen, Günter, 2000. "A small estimated euro area model with rational expectations and nominal rigidities," Working Paper Series 30, European Central Bank.
    60. Wang, Xiaoning & Schumitzky, Alan & D'Argenio, David Z., 2009. "Population pharmacokinetic/pharmacodynamic mixture models via maximum a posteriori estimation," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 3907-3915, October.
    61. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2001. "Evolutionary Dynamics in Financial Markets With Many Trader Types," CeNDEF Working Papers 01-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    62. Michael T. Kiley, 2006. "A quantitative comparison of sticky-price and sticky-information models of price setting," Finance and Economics Discussion Series 2006-45, Board of Governors of the Federal Reserve System (U.S.).
    63. Wan-Lun Wang & Tsung-I Lin, 2015. "Robust model-based clustering via mixtures of skew-t distributions with missing information," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(4), pages 423-445, December.
    64. Creal, Drew & Koopman, Siem Jan & Lucas, André & Zamojski, Marcin, 2024. "Observation-driven filtering of time-varying parameters using moment conditions," Journal of Econometrics, Elsevier, vol. 238(2).
    65. Ming Yuan, 2005. "Semiparametric censorship model with covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(2), pages 489-514, December.
    66. Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao, 2014. "Sieve inference on possibly misspecified semi-nonparametric time series models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 639-658.
    67. Hannes Böhm & Julia Schaumburg & Lena Tonzer, 2022. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 698-734, December.
    68. Xu, Nancy R., 2021. "Procyclicality of the comovement between dividend growth and consumption growth," Journal of Financial Economics, Elsevier, vol. 139(1), pages 288-312.
    69. Robert F. Engle & Simone Manganelli, 2004. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 367-381, October.
    70. Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2017. "Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood," Working Papers 2017-23, Faculty of Economics and Statistics, Universität Innsbruck.
    71. Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022. "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, vol. 227(1), pages 65-84.
    72. Engle, Robert F & Sheppard, Kevin K, 2001. "Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH," University of California at San Diego, Economics Working Paper Series qt5s2218dp, Department of Economics, UC San Diego.
    73. Pieter J. Van Der Sluis, 1998. "Computationally attractive stability tests for the efficient method of moments," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 203-227.
    74. Camille Dumeignil & Jean-Yves Lesueur & Mareva Sabatier, 2021. "Cross-border labour mobility decisions: The effect of complementarities in local labour markets," Economics Bulletin, AccessEcon, vol. 41(3), pages 1036-1049.
    75. Sarah Harris & Wendy Anderson & Musa Kilinc & Liam Fogarty, 2012. "The relationship between fire behaviour measures and community loss: an exploratory analysis for developing a bushfire severity scale," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 63(2), pages 391-415, September.
    76. Pooya Molavi, 2019. "Macroeconomics with Learning and Misspecification: A General Theory and Applications," 2019 Meeting Papers 1584, Society for Economic Dynamics.
    77. Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
    78. Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
    79. David T. Frazier & Bonsoo Koo, 2020. "Indirect Inference for Locally Stationary Models," Monash Econometrics and Business Statistics Working Papers 30/20, Monash University, Department of Econometrics and Business Statistics.
    80. Mariia Artemova & Francisco Blasques & Siem Jan Koopman, 2023. "A Multilevel Factor Model for Economic Activity with Observation Driven Dynamic Factors," Tinbergen Institute Discussion Papers 23-021/III, Tinbergen Institute.
    81. Carlo Grillenzoni, 2009. "Kernel Likelihood Inference for Time Series," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(1), pages 127-140, March.
    82. Arie Preminger & Uri Ben-zion & David Wettstein, 2007. "The extended switching regression model: allowing for multiple latent state variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 457-473.
    83. Guido M. Kuersteiner & Ingmar R. Prucha, 2015. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," CESifo Working Paper Series 5445, CESifo.
    84. Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014. "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers 14-107/III, Tinbergen Institute.
    85. Blasques, Francisco & van Brummelen, Janneke & Gorgi, Paolo & Koopman, Siem Jan, 2024. "Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions," Journal of Econometrics, Elsevier, vol. 238(1).
    86. Branch, William A., 2007. "Sticky information and model uncertainty in survey data on inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 245-276, January.
    87. Dimitriadis, Timo & Schnaitmann, Julie, 2021. "Forecast encompassing tests for the expected shortfall," International Journal of Forecasting, Elsevier, vol. 37(2), pages 604-621.
    88. Dai, Shengtao & Song, Xiaojun, 2025. "Consistent tests for semiparametric conditional independence," Statistics & Probability Letters, Elsevier, vol. 216(C).
    89. Manganelli, Simone, 2007. "Asset allocation by penalized least squares," Working Paper Series 723, European Central Bank.
    90. Sin, Chor-Yiu & White, Halbert, 1996. "Information criteria for selecting possibly misspecified parametric models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 207-225.
    91. Hommes, C.H. & Zhu, M., 2012. "Behavioral Learning Equilibria," CeNDEF Working Papers 12-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    92. Gaganis, Chrysovalantis & Pasiouras, Fotios & Wohlschlegel, Ansgar, 2021. "Allocating supervisory responsibilities to central bankers: Does national culture matter?," International Review of Law and Economics, Elsevier, vol. 67(C).
    93. PREMINGER Arie & STORTI Giuseppe, 2017. "Least squares estimation for GARCH (1,1) model with heavy tailed errors," LIDAM Discussion Papers CORE 2017015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    94. Takagi, Shingo, 1999. "Bias in maximum likelihood estimator of disequilibrium and sample selection model with error-ridden observations," Economics Letters, Elsevier, vol. 64(2), pages 161-165, August.
    95. Denisa BANULESCU-RADU & Elena Ivona DUMITRESCU, 2019. "Do High-frequency-based Measures Improve Conditional Covariance Forecasts?," LEO Working Papers / DR LEO 2709, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    96. Francq, Christian & Zakoïan, Jean-Michel, 2022. "Testing the existence of moments for GARCH processes," Journal of Econometrics, Elsevier, vol. 227(1), pages 47-64.
    97. Ñíguez, Trino-Manuel & Perote, Javier, 2016. "Multivariate moments expansion density: Application of the dynamic equicorrelation model," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 216-232.
    98. Zeileis, Achim & Shah, Ajay & Patnaik, Ila, 2010. "Testing, monitoring, and dating structural changes in exchange rate regimes," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1696-1706, June.
    99. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013. "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers 201422, University of California at Riverside, Department of Economics, revised Apr 2012.
    100. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2022. "Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities," Econometrica, Econometric Society, vol. 90(4), pages 1681-1710, July.
    101. Alvaro Escribano & Roberto Pascual, 2008. "Asymmetries in bid and ask responses to innovations in the trading process," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 49-82, Springer.
    102. Terence D. Agbeyegbe, 2015. "An inverted U‐shaped crude oil price return‐implied volatility relationship," Review of Financial Economics, John Wiley & Sons, vol. 27(1), pages 28-45, November.
    103. Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021. "Economic vulnerability is state dependent," CREATES Research Papers 2021-09, Department of Economics and Business Economics, Aarhus University.
    104. Otsu, Taisuke, 2011. "Moderate deviations of generalized method of moments and empirical likelihood estimators," Journal of Multivariate Analysis, Elsevier, vol. 102(8), pages 1203-1216, September.
    105. Bartram, Sohnke M. & Taylor, Stephen J. & Wang, Yaw-Huei, 2007. "The Euro and European financial market dependence," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1461-1481, May.
    106. Herman J. Bierens & Li Wang, 2017. "Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 103-135, March.
    107. Lejeune, Bernard, 2009. "A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 507-523, June.
    108. Eric Hillebrand & Marcelo C. Medeiros, 2012. "Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models," CREATES Research Papers 2012-30, Department of Economics and Business Economics, Aarhus University.
    109. Pieter J. van der Sluis, 1998. "Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models," Tinbergen Institute Discussion Papers 98-055/4, Tinbergen Institute.
    110. Liesenfeld, Roman & Breitung, Jörg, 1998. "Simulation based methods of moments in empirical finance," Tübinger Diskussionsbeiträge 136, University of Tübingen, School of Business and Economics.
    111. Blasques, F. & Francq, Christian & Laurent, Sébastien, 2023. "Quasi score-driven models," Journal of Econometrics, Elsevier, vol. 234(1), pages 251-275.
    112. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
    113. Atukorala, Ranjani & Sriananthakumar, Sivagowry, 2015. "A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information," Economic Modelling, Elsevier, vol. 45(C), pages 169-174.
    114. Flóra Felsö & Sander Onderstal & Jo Seldeslachts, 2015. "What Clients Want: Choices between Lawyers' Offerings," Discussion Papers of DIW Berlin 1460, DIW Berlin, German Institute for Economic Research.
    115. Gallant, A. Ronald & Tauchen, George, 2002. "Simulated Score Methods and Indirect Inference for Continuous-time Models," Working Papers 02-09, Duke University, Department of Economics.
    116. Manabu Asai & Mike K. P. So, 2021. "Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(3), pages 271-294, May.
    117. Kim, Minjo & Lee, Sangyeol, 2016. "Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 1-19.
    118. Christian Gouriéroux & Alain Monfort, 2016. "Composite Indirect Inference with Application to Corporate Risks," Working Papers 2016-32, Center for Research in Economics and Statistics.
    119. Kline Patrick & Santos Andres, 2012. "A Score Based Approach to Wild Bootstrap Inference," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 23-41, August.
    120. Patton, Andrew J. & Ziegel, Johanna F. & Chen, Rui, 2019. "Dynamic semiparametric models for expected shortfall (and Value-at-Risk)," Journal of Econometrics, Elsevier, vol. 211(2), pages 388-413.
    121. Jean-Claude Hessing & Rutger-Jan Lange & Daniel Ralph, 2022. "This article establishes the Poisson optional stopping times (POST) method by Lange et al. (2020) as a near-universal method for solving liquidity-constrained American options, or, equivalently, penal," Tinbergen Institute Discussion Papers 22-007/IV, Tinbergen Institute.
    122. Blasques, Francisco & Ji, Jiangyu & Lucas, André, 2016. "Semiparametric score driven volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 58-69.
    123. Ilya Archakov & Peter Reinhard Hansen & Asger Lunde, 2020. "A Multivariate Realized GARCH Model," Papers 2012.02708, arXiv.org, revised Feb 2025.
    124. Giuliano Lorenzoni & Adrian Pizzinga & Rodrigo Atherino & Cristiano Fernandes & Rosane Riera Freire, 2007. "On the Statistical Validation of Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 5(1), pages 3-28.
    125. Yi‐Ting Chen, 2007. "Testing for Misspecification in Binary Response Models with Competing Distributions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(6), pages 843-865, December.
    126. Pooya Molavi, 2022. "Simple Models and Biased Forecasts," Papers 2202.06921, arXiv.org, revised Oct 2024.
    127. Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013. "Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets," Economics Series Working Papers 646, University of Oxford, Department of Economics.
    128. Oscar Jorda & Massimiliano Marcellino, "undated". "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics 00-02, California Davis - Department of Economics.
    129. McAleer, Michael & Medeiros, Marcelo C., 2008. "A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries," Journal of Econometrics, Elsevier, vol. 147(1), pages 104-119, November.
    130. Trino-Manuel Ñíguez, 2008. "Volatility and VaR forecasting in the Madrid Stock Exchange," Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(3), pages 169-196, September.
    131. Dong Hwan Oh & Andrew J. Patton, 2013. "Simulated Method of Moments Estimation for Copula-Based Multivariate Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(502), pages 689-700, June.
    132. Fei Jin & Lung-fei Lee, 2020. "Asymptotic properties of a spatial autoregressive stochastic frontier model," Journal of Spatial Econometrics, Springer, vol. 1(1), pages 1-40, December.
    133. Spyros Skouras, 2001. "Decisionmetrics: A Decision-Based Approach to Econometric Modeling," Working Papers 01-11-064, Santa Fe Institute.
    134. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    135. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
    136. Lee, Hsiu-Chuan & Lee, Yun-Huan & Lu, Yang-Cheng & Wang, Yu-Chun, 2020. "States of psychological anchors and price behavior of Japanese yen futures," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    137. Long, Xiangdong & Su, Liangjun & Ullah, Aman, 2011. "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 109-125.
    138. Timo Terasvirta & Clive W.J Granger & Andrew Patton, 2003. "Common factors in conditional distributions for Bivariate time series," FMG Discussion Papers dp455, Financial Markets Group.
    139. Bhatti, Chad R., 2010. "The Birnbaum–Saunders autoregressive conditional duration model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2062-2078.
    140. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
    141. Jun Ishii & Jingming Yan, 2007. "Does divestiture crowd out new investment? The “make or buy” decision in the U.S. electricity generation industry," RAND Journal of Economics, RAND Corporation, vol. 38(1), pages 185-213, March.
    142. Kristensen, Dennis & Shin, Yongseok, 2012. "Estimation of dynamic models with nonparametric simulated maximum likelihood," Journal of Econometrics, Elsevier, vol. 167(1), pages 76-94.
    143. Huang, Dashan & Yu, Baimin & Fabozzi, Frank J. & Fukushima, Masao, 2009. "CAViaR-based forecast for oil price risk," Energy Economics, Elsevier, vol. 31(4), pages 511-518, July.
    144. Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013. "A predictability test for a small number of nested models," Working Paper Series 1580, European Central Bank.
    145. Lanne Markku & Saikkonen Pentti, 2011. "Noncausal Autoregressions for Economic Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
    146. Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric, 2007. "Efficient estimation of general dynamic models with a continuum of moment conditions," Journal of Econometrics, Elsevier, vol. 140(2), pages 529-573, October.
    147. Xuan, Liang & Jiti, Gao & xiaodong, Gong, 2021. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," MPRA Paper 108497, University Library of Munich, Germany, revised 30 May 2021.
    148. De Lira Salvatierra, Irving & Patton, Andrew J., 2015. "Dynamic copula models and high frequency data," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 120-135.
    149. Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014. "Efficient iterative maximum likelihood estimation of high-parameterized time series models," SFB 649 Discussion Papers 2014-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    150. Li, Yong & Yu, Jun & Zeng, Tao, 2020. "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, vol. 216(2), pages 450-493.
    151. Yi-Ting Chen & Zhongjun Qu, 2015. "M Tests with a New Normalization Matrix," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 617-652, May.
    152. Oh, Dong Hwan & Park, Yang-Ho, 2023. "GARCH option pricing with volatility derivatives," Journal of Banking & Finance, Elsevier, vol. 146(C).
    153. Kevin Sheppard & Wen Xu, 2014. "Factor High-Frequency Based Volatility (HEAVY) Models," Economics Series Working Papers 710, University of Oxford, Department of Economics.
    154. Lee E. Ohanian & Musa Orak & Shihan Shen, 2021. "Revisiting Capital-Skill Complementarity, Inequality, and Labor Share," International Finance Discussion Papers 1319, Board of Governors of the Federal Reserve System (U.S.).
    155. van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem, 2000. "Cross-sectional aggregation of non-linear models," Journal of Econometrics, Elsevier, vol. 95(2), pages 285-331, April.
    156. Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.
    157. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2010. "VAR for VaR: measuring systemic risk using multivariate regression quantiles," MPRA Paper 35372, University Library of Munich, Germany.
    158. Michala, Dimitra & Grammatikos, Theoharry & Ferreira Filipe, Sara, 2013. "Forecasting distress in European SME portfolios," EIF Working Paper Series 2013/17, European Investment Fund (EIF).
    159. David Hendry & Maozu Lu & Grayham E. Mizon, 2001. "Model Identification and Non-unique Structure," Economics Papers 2002-W10, Economics Group, Nuffield College, University of Oxford.
    160. Huang, Danyang & Wang, Feifei & Zhu, Xuening & Wang, Hansheng, 2020. "Two-mode network autoregressive model for large-scale networks," Journal of Econometrics, Elsevier, vol. 216(1), pages 203-219.
    161. Li, Yong & Liu, Xiaobin & Zeng, Tao & Yu, Jun, 2018. "A Posterior-Based Wald-Type Statistic for Hypothesis Testing," Economics and Statistics Working Papers 8-2018, Singapore Management University, School of Economics.
    162. Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary University of London, School of Economics and Finance.
    163. Copiello, Sergio & Grillenzoni, Carlo, 2017. "Is the cold the only reason why we heat our homes? Empirical evidence from spatial series data," Applied Energy, Elsevier, vol. 193(C), pages 491-506.
    164. Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig, 2023. "Maximum-Likelihood Estimation Using the Zig-Zag Algorithm," Journal of Financial Econometrics, Oxford University Press, vol. 21(4), pages 1346-1375.
    165. Wang, Xuexin, 2015. "A Note on Consistent Conditional Moment Tests," MPRA Paper 69005, University Library of Munich, Germany.
    166. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    167. Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying, 2008. "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship," Cowles Foundation Discussion Papers 1683, Cowles Foundation for Research in Economics, Yale University.
    168. Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers 200311, Rutgers University, Department of Economics.
    169. Harald Badinger & Peter Egger, 2015. "Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 11-35, March.
    170. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007. "Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003;," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 203-225.
    171. Bodnar, Taras & Hautsch, Nikolaus, 2013. "Copula-based dynamic conditional correlation multiplicative error processes," CFS Working Paper Series 2013/19, Center for Financial Studies (CFS).
    172. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
    173. Godfrey, Leslie G & Orme, Chris D, 1996. "On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 263-281, May.
    174. Bartalotti, Otávio, 2018. "Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation," ISU General Staff Papers 201802010800001586, Iowa State University, Department of Economics.
    175. Kevin Sheppard & Wen Xu, 2019. "Factor High-Frequency-Based Volatility (HEAVY) Models," Journal of Financial Econometrics, Oxford University Press, vol. 17(1), pages 33-65.
    176. Paolo Gelain & Simone Manganelli, 2020. "Monetary Policy with Judgment," Working Papers 20-14, Federal Reserve Bank of Cleveland.
    177. Walde, Janette F., 2007. "Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2701-2719, February.
    178. Omar Besbes & Assaf Zeevi, 2015. "On the (Surprising) Sufficiency of Linear Models for Dynamic Pricing with Demand Learning," Management Science, INFORMS, vol. 61(4), pages 723-739, April.
    179. Söehnke Bartram & Stephen Taylor & Yaw-Huei Wang, 2004. "The Euro and European Financial Market Integration," Money Macro and Finance (MMF) Research Group Conference 2004 49, Money Macro and Finance Research Group, revised 13 Oct 2004.
    180. Ruiqin Tian & Miaojie Xia & Dengke Xu, 2024. "Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects," Statistical Papers, Springer, vol. 65(8), pages 5109-5143, October.
    181. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
    182. John Murray & Simon van Norden & Robert Vigfusson, 1996. "Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?," Technical Reports 76, Bank of Canada.
    183. Giacomini, Raffaella & Ragusa, Giuseppe, 2014. "Theory-coherent forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 145-155.
    184. Marcelo Cunha Medeiros & Felix Chan & Michael McAller, 2005. "Structure and asymptotic theory for STAR(1)-GARCH(1,1) models," Textos para discussão 506, Department of Economics PUC-Rio (Brazil).
    185. Fantazzini, Dean, 2008. "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 10(2), pages 91-137.
    186. Francisco Blasques & Vladimir Holy & Petra Tomanova, 2019. "Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros," Tinbergen Institute Discussion Papers 19-004/III, Tinbergen Institute.
    187. Andre Lucas, 1998. "Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods," Econometric Reviews, Taylor & Francis Journals, vol. 17(2), pages 185-214.
    188. Kuper, Gerard H. & Lestano, 2006. "Dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia," CCSO Working Papers 200602, University of Groningen, CCSO Centre for Economic Research.
    189. Cho, Jin Seo & White, Halbert, 2010. "Testing for unobserved heterogeneity in exponential and Weibull duration models," Journal of Econometrics, Elsevier, vol. 157(2), pages 458-480, August.
    190. Camille Dumeignil & Jean-Yves Lesueur & Mareva Sabatier, 2021. "Cross-border labour mobility decisions: The effect of complementarities in local labour markets," Post-Print halshs-03978234, HAL.
    191. Achim Zeileis & Kurt Hornik, 2007. "Generalized M‐fluctuation tests for parameter instability," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 61(4), pages 488-508, November.
    192. Lanne, Markku & Saikkonen, Pentti, 2009. "Noncausal vector autoregression," Bank of Finland Research Discussion Papers 18/2009, Bank of Finland.
    193. Lee Tae-Hwy, 2001. "Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(4), pages 1-15, January.
    194. Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024. "Predicting Bond Return Predictability," Management Science, INFORMS, vol. 70(2), pages 931-951, February.
    195. Ericsson, Jan & Huang, Xiao & Mazzotta, Stefano, 2016. "Leverage and asymmetric volatility: The firm-level evidence," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 1-21.
    196. Philip Yu & Wai Keung Li & Shusong Jin, 2010. "On Some Models for Value-At-Risk," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 622-641.
    197. Su Liangjun & Tadao Hoshino, 2015. "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers 01-2015, Singapore Management University, School of Economics.
    198. Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
    199. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach," PIER Working Paper Archive 04-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    200. Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar, 2014. "Applications of Information Measures to Assess Convergence in the Central Limit Theorem," Monash Econometrics and Business Statistics Working Papers 29/14, Monash University, Department of Econometrics and Business Statistics.
    201. Markku Lanne & Pentti Saikkonen, 2008. "Modeling Expectations with Noncausal Autoregressions," Economics Working Papers ECO2008/20, European University Institute.
    202. Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009. "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
    203. van der Sluis Pieter J., 1997. "EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(3), pages 1-20, October.
    204. Majid M. Al-Sadoon, 2015. "A General Theory of Rank Testing," Working Papers 750, Barcelona School of Economics.
    205. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
    206. Francesco Audrino & Marcelo Cunha Medeiros, 2010. "Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging," Textos para discussão 570, Department of Economics PUC-Rio (Brazil).
    207. Delgado, Miguel A. & Carlos Escanciano, J., 2007. "Nonparametric tests for conditional symmetry in dynamic models," Journal of Econometrics, Elsevier, vol. 141(2), pages 652-682, December.
    208. Patrick Minford & Konstantinos Theodoridis & David Meenagh, 2009. "Testing a Model of the UK by the Method of Indirect Inference," Open Economies Review, Springer, vol. 20(2), pages 265-291, April.
    209. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2016. "Generalized Information Matrix Tests for Detecting Model Misspecification," Econometrics, MDPI, vol. 4(4), pages 1-24, November.
    210. Chen, Li-Ching & Wang, Jiun-Yi, 2013. "Testing the fit of the logistic model for matched case-control studies," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 309-319.
    211. Patton, Andrew J., 2012. "A review of copula models for economic time series," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 4-18.
    212. Li, Yong & Yu, Jun & Zeng, Tao, 2018. "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers 6-2018, Singapore Management University, School of Economics.
    213. Chen, Xiaohong & Fan, Yanqin, 2006. "Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 125-154.
    214. da Rosa, Joel Correa & Veiga, Alvaro & Medeiros, Marcelo C., 2008. "Tree-structured smooth transition regression models," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2469-2488, January.
    215. Massimiliano Marcellino & Barbara Rossi, 2008. "Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 867-893, December.
    216. Jochen Heberle & Cristina Sattarhoff, 2017. "A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators," Econometrics, MDPI, vol. 5(1), pages 1-16, January.
    217. Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers 2014rwp-67, Yonsei University, Yonsei Economics Research Institute.
    218. Mingie, James C. & Poudyal, Neelam C. & Bowker, J.M. & Mengak, Michael T. & Siry, Jacek P., 2017. "Big game hunter preferences for hunting club attributes: A choice experiment," Forest Policy and Economics, Elsevier, vol. 78(C), pages 98-106.
    219. Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
    220. Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties," Tinbergen Institute Discussion Papers 14-074/III, Tinbergen Institute.
    221. Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel, 2017. "Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations," MPRA Paper 79623, University Library of Munich, Germany.
    222. Gloria Gonzalez-Rivera & Wei Lin, 2015. "Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data," Working Papers 201505, University of California at Riverside, Department of Economics.
    223. Oh, Dong Hwan & Patton, Andrew J., 2024. "Better the devil you know: Improved forecasts from imperfect models," Journal of Econometrics, Elsevier, vol. 242(1).
    224. Guse, E., 2005. "Learning in a Misspecified Multivariate Self-referential Linear Stochastic Model," Cambridge Working Papers in Economics 0548, Faculty of Economics, University of Cambridge.
    225. Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019. "Testing Forecast Rationality for Measures of Central Tendency," Papers 1910.12545, arXiv.org, revised Jul 2024.
    226. Ortelli, Claudio & Trojani, Fabio, 2005. "Robust efficient method of moments," Journal of Econometrics, Elsevier, vol. 128(1), pages 69-97, September.
    227. Tindara Addabbo & Rosa García-Fernández & Carmen Llorca-Rodríguez & Anna Maccagnan, 2011. "The impact of the crisis on unemployment and household income in Italy and Spain," Working Papers 235, ECINEQ, Society for the Study of Economic Inequality.
    228. Bodnar, Taras & Hautsch, Nikolaus, 2016. "Dynamic conditional correlation multiplicative error processes," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 41-67.
    229. Gourieroux, C. & Monfort, A., 2021. "Model risk management: Valuation and governance of pseudo-models," Econometrics and Statistics, Elsevier, vol. 17(C), pages 1-22.
    230. Diebold, Francis X. & Yılmaz, Kamil, 2014. "On the network topology of variance decompositions: Measuring the connectedness of financial firms," Journal of Econometrics, Elsevier, vol. 182(1), pages 119-134.
    231. Pedro Isaac Chavez-Lopez & Tae-Hwy Lee, 2025. "Quantile-Covariance Three-Pass Regression Filter," Working Papers 202501, University of California at Riverside, Department of Economics.
    232. Franses, Philip Hans & Kunst, Robert M., 2007. "Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?," Economic Modelling, Elsevier, vol. 24(6), pages 954-968, November.
    233. Marcelo Fernandes & Marcelo C. Medeiros & Alvaro Veiga, 2016. "A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model," Econometric Reviews, Taylor & Francis Journals, vol. 35(7), pages 1221-1250, August.
    234. James W. Taylor, 2005. "Generating Volatility Forecasts from Value at Risk Estimates," Management Science, INFORMS, vol. 51(5), pages 712-725, May.
    235. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
    236. Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2013. "A Markov-switching multifractal inter-trade duration model, with application to US equities," Journal of Econometrics, Elsevier, vol. 177(2), pages 320-342.
    237. Kawakatsu, Hiroyuki, 2007. "Specification and estimation of discrete time quadratic stochastic volatility models," Journal of Empirical Finance, Elsevier, vol. 14(3), pages 424-442, June.
    238. Christopher F. Parmeter, 2017. "Estimation of the Two-Tiered Stochastic Frontier Model with the Scaling Property," Working Papers 2017-06, University of Miami, Department of Economics.
    239. Newell, Richard G. & Prest, Brian C. & Sexton, Steven, 2020. "The GDP Temperature Relationship: Implications for Climate Change Damages," RFF Working Paper Series 18-17, Resources for the Future.
    240. Kenneth D. West, 2000. "Encompassing Tests When No Model Is Encompassing," NBER Technical Working Papers 0256, National Bureau of Economic Research, Inc.
    241. McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel, 2008. "A neural network demand system with heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 147(2), pages 359-371, December.
    242. Dufour, Jean-Marie, 2001. "Logique et tests d’hypothèses," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin.
    243. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016. "Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes," Department of Economics Working Papers 2016_04, Universidad Torcuato Di Tella.
    244. Zhu, Xuening & Huang, Danyang & Pan, Rui & Wang, Hansheng, 2020. "Multivariate spatial autoregressive model for large scale social networks," Journal of Econometrics, Elsevier, vol. 215(2), pages 591-606.
    245. Christian Gouriéroux & Alain Monfort & Jean-Michel Zakoian, 2018. "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," Working Papers 2018-08, Center for Research in Economics and Statistics.
    246. Tauchen, George E., 1995. "New Minimum Chi-Square Methods in Empirical Finance," Working Papers 95-42, Duke University, Department of Economics.
    247. Blasques, F. & Gorgi, P. & Koopman, S.J., 2021. "Missing observations in observation-driven time series models," Journal of Econometrics, Elsevier, vol. 221(2), pages 542-568.
    248. Giacomini, Raffaella, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," University of California at San Diego, Economics Working Paper Series qt59s2g5j5, Department of Economics, UC San Diego.
    249. Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier, 2008. "An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals," Journal of Econometrics, Elsevier, vol. 147(2), pages 372-383, December.
    250. Marcelo Cunha Medeiros & Alvaro Veiga, 2004. "Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model," Textos para discussão 486, Department of Economics PUC-Rio (Brazil).
    251. Mustafa Salamh & Liqun Wang, 2021. "Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors," Econometrics, MDPI, vol. 9(4), pages 1-17, November.
    252. Paolo Vidoni, 2015. "Estimating the Kullback–Liebler risk based on multifold cross-validation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(4), pages 510-540, November.
    253. Monica Gentile & Roberto Renò, 2005. "Specification Analysis of Diffusion Models for the Italian Short Rate," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 34(1), pages 51-83, February.
    254. Francisco Blasques & Christian Francq & Sébastien Laurent, 2020. "A New Class of Robust Observation-Driven Models," Tinbergen Institute Discussion Papers 20-073/III, Tinbergen Institute.
    255. Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022. "Maximum likelihood estimation for score-driven models," Journal of Econometrics, Elsevier, vol. 227(2), pages 325-346.
    256. Seojeong Lee, 2013. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers 2013-09, School of Economics, The University of New South Wales.
    257. Kim, Jae-Young, 2014. "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, vol. 178(P1), pages 132-145.
    258. PREMINGER, Arie & WETTSTEIN, David, 2005. "Using the penalized likelihood method for model selection with nuisance parameters present only under the alternative: an application to switching regression models," LIDAM Reprints CORE 1811, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    259. Francisco Blasques & Enzo D'Innocenzo & Siem Jan Koopman, 2021. "Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence," Tinbergen Institute Discussion Papers 21-057/III, Tinbergen Institute.
    260. Mynbaev, Kairat T. & Ullah, Aman, 2008. "Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model," Journal of Multivariate Analysis, Elsevier, vol. 99(2), pages 245-277, February.
    261. Alexandre Repkine, 2023. "The Estimation of a Polluting By-Production Technology Using Statistical Copulas," Journal of Productivity Analysis, Springer, vol. 60(1), pages 49-62, August.
    262. Yang, Kai & Lee, Lung-fei, 2017. "Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 196(1), pages 196-214.
    263. Robert Engle & Bryan Kelly, 2011. "Dynamic Equicorrelation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 212-228, July.
    264. Lee Tae-Hwy & Xi Zhou & Zhang Ru, 2013. "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 61-68, January.
    265. Gunter Coenen & Volker Wieland, 2000. "A Simple Estimated Euro Area Model With Rational Expectations And Nominal Rigidities," Computing in Economics and Finance 2000 187, Society for Computational Economics.
    266. Al-Sadoon, Majid M., 2017. "A unifying theory of tests of rank," Journal of Econometrics, Elsevier, vol. 199(1), pages 49-62.
    267. Andrea C. Garcia‐Angulo & Gerda Claeskens, 2023. "Exact uniformly most powerful postselection confidence distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(1), pages 358-382, March.
    268. Rasmus Søndergaard Pedersen, 2015. "Inference and testing on the boundary in extended constant conditional correlation GARCH models," Discussion Papers 15-10, University of Copenhagen. Department of Economics.
    269. Benedikt M. Pötscher & Ingmar R. Prucha, 1999. "Basic Elements of Asymptotic Theory," Electronic Working Papers 99-001, University of Maryland, Department of Economics.
    270. Oscar Jorda & Massimiliano Marcellino, 2003. "Time-Scale Transformations of Discrete-Time Processes," Working Papers 65, University of California, Davis, Department of Economics.
    271. Wang, Wei & Lee, Lung-Fei & Bao, Yan, 2018. "GMM estimation of the spatial autoregressive model in a system of interrelated networks," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 167-198.
    272. Joseph Terza, 2009. "Parametric Nonlinear Regression with Endogenous Switching," Econometric Reviews, Taylor & Francis Journals, vol. 28(6), pages 555-580.
    273. Kovandzic, Tomislav & Schaffer, Mark E & Kleck, Gary, 2008. "Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach," IZA Discussion Papers 3589, Institute of Labor Economics (IZA).
    274. Susanne Berger & Nathaniel Graham & Achim Zeileis, 2017. "Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R," Working Papers 2017-12, Faculty of Economics and Statistics, Universität Innsbruck.
    275. Kateryna Shapovalova & Alexander Subbotin, 2007. "Investigating value and growth: what labels hide?," Post-Print halshs-00188339, HAL.
    276. Hanemann, W. Michael & Kanninen, Barbara, 1996. "The Statistical Analysis Of Discrete-Response Cv Data," CUDARE Working Papers 25022, University of California, Berkeley, Department of Agricultural and Resource Economics.
    277. Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.
    278. Meitz, Mika & Terasvirta, Timo, 2006. "Evaluating Models of Autoregressive Conditional Duration," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 104-124, January.
    279. Jinyu Zhang & Kang Gao & Yong Li & Qiaosen Zhang, 2022. "Maximum Likelihood Estimation Methods for Copula Models," Computational Economics, Springer;Society for Computational Economics, vol. 60(1), pages 99-124, June.
    280. Andrew J. Patton, 2006. "Estimation of multivariate models for time series of possibly different lengths," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 147-173.
    281. Mynbaev, Kairat & Ullah, Aman, 2006. "A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model," MPRA Paper 3318, University Library of Munich, Germany.
    282. Terza, Joseph V., 1998. "Estimating count data models with endogenous switching: Sample selection and endogenous treatment effects," Journal of Econometrics, Elsevier, vol. 84(1), pages 129-154, May.
    283. Lee, Lung-fei, 2007. "The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 140(1), pages 155-189, September.
    284. Durrant Gabriele B. & Maslovskaya Olga & Smith Peter W. F., 2017. "Using Prior Wave Information and Paradata: Can They Help to Predict Response Outcomes and Call Sequence Length in a Longitudinal Study?," Journal of Official Statistics, Sciendo, vol. 33(3), pages 801-833, September.
    285. Chen, Zhenlong & Chang, Jing & Hao, Xiaozhen, 2024. "Portfolio selection via high-dimensional stochastic factor Copula," Finance Research Letters, Elsevier, vol. 67(PA).
    286. Timo Dimitriadis & Julie Schnaitmann, 2019. "Forecast Encompassing Tests for the Expected Shortfall," Papers 1908.04569, arXiv.org, revised Aug 2020.
    287. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
    288. Blasques, Francisco & Duplinskiy, Artem, 2018. "Penalized indirect inference," Journal of Econometrics, Elsevier, vol. 205(1), pages 34-54.
    289. George J. Jiang & Pieter J. van der Sluis, 1998. "Pricing Stock Options under Stochastic Volatility and Stochastic Interest Rates with Efficient Method of Moments Estimation," Tinbergen Institute Discussion Papers 98-067/4, Tinbergen Institute.
    290. T. -W. Ho, 2003. "Regime-switching properties of the optimal seigniorage hypothesis: the case of Taiwan," Applied Economics, Taylor & Francis Journals, vol. 35(4), pages 485-494.
    291. Han, Xiaoyi & Lee, Lung-fei, 2013. "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 250-271.
    292. João Nicolau, 0. "A discrete and a continuous-time model based on a technical trading rule," Journal of Financial Econometrics, Oxford University Press, vol. 5(2), pages 266-284.
    293. Bierens, Herman J. & Swanson, Norman R., 2000. "The econometric consequences of the ceteris paribus condition in economic theory," Journal of Econometrics, Elsevier, vol. 95(2), pages 223-253, April.
    294. Chen, Yi-Ting, 2012. "A simple approach to standardized-residuals-based higher-moment tests," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 427-453.
    295. Oleg Groshev, 2014. "Time varying vine copulas for multivariate returns (in Russian)," Quantile, Quantile, issue 12, pages 53-67, February.
    296. Fan, Yanqin & Li, Qi, 1997. "A consistent nonparametric test for linearity of AR(p) models," Economics Letters, Elsevier, vol. 55(1), pages 53-59, August.
    297. Badi H. Baltagi, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annals of Economics and Statistics, GENES, issue 55-56, pages 277-297.
    298. Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
    299. Terza, Joseph V. & Basu, Anirban & Rathouz, Paul J., 2008. "Two-stage residual inclusion estimation: Addressing endogeneity in health econometric modeling," Journal of Health Economics, Elsevier, vol. 27(3), pages 531-543, May.
    300. Wooldridge, Jeffrey M., 1995. "Selection corrections for panel data models under conditional mean independence assumptions," Journal of Econometrics, Elsevier, vol. 68(1), pages 115-132, July.
    301. Sebastian Bayer & Timo Dimitriadis, 2022. "Regression-Based Expected Shortfall Backtesting [Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 437-471.
    302. Fantazzini, Dean, 2011. "Analysis of multidimensional probability distributions with copula functions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 98-134.
    303. Enzo D'Innocenzo & Alessandra Luati & Mario Mazzocchi, 2020. "A Robust Score-Driven Filter for Multivariate Time Series," Papers 2009.01517, arXiv.org, revised Aug 2022.
    304. Busch, Thomas, 2005. "A robust LR test for the GARCH model," Economics Letters, Elsevier, vol. 88(3), pages 358-364, September.
    305. Yongmiao Hong & Yoon-Jin Lee, 2007. "Detecting Misspecifications in Autoregressive Conditional Duration Models," CAEPR Working Papers 2007-019, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    306. Xuan Liang & Jiti Gao & Xiaodong Gong, 2019. "Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 26/19, Monash University, Department of Econometrics and Business Statistics.
    307. Hommes, C.H. & Zhu, M., 2016. "Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy," CeNDEF Working Papers 16-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    308. Brück, Florian & Fermanian, Jean-David & Min, Aleksey, 2023. "A corrected Clarke test for model selection and beyond," Journal of Econometrics, Elsevier, vol. 235(1), pages 105-132.
    309. Yan Sun & Wei Huang, 2022. "Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(1), pages 93-114, January.
    310. de Luna, Xavier & Johansson, Per, 2006. "Exogeneity in structural equation models," Journal of Econometrics, Elsevier, vol. 132(2), pages 527-543, June.
    311. Fréchette, Guillaume R., 2009. "Learning in a multilateral bargaining experiment," Journal of Econometrics, Elsevier, vol. 153(2), pages 183-195, December.
    312. Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
    313. Engle, Robert F. & Manganelli, Simone, 2001. "Value at risk models in finance," Working Paper Series 75, European Central Bank.
    314. Huang Xiao, 2013. "Quasi-maximum likelihood estimation of multivariate diffusions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 179-197, April.
    315. Dastoor, Naorayex K., 2003. "A score-type and a Hausman-type statistic based on nonsingular generalized inverses," Economics Letters, Elsevier, vol. 81(3), pages 395-401, December.
    316. O'Brien, Edward J., 2008. "A note on spurious nonlinear regression," Economics Letters, Elsevier, vol. 100(3), pages 366-368, September.
    317. Mandy, D. M. & Martins-Filho, Carlos, 1998. "Relative efficiency with equivalence classes of asymptotic covariances," Journal of Econometrics, Elsevier, vol. 88(1), pages 79-98, November.
    318. Elena Ivona Dumitrescu & Peter Hansen, 2020. "How Should Parameter Estimation Be Tailored to the Objective?," Post-Print hal-03331109, HAL.
    319. Gloria Gonzalez-Rivera & Wei Lin, 2014. "Interval-valued Time Series: Model Estimation based on Order Statistics," Working Papers 201429, University of California at Riverside, Department of Economics.
    320. Nedeljkovic, Milan, 2008. "Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems," The Warwick Economics Research Paper Series (TWERPS) 876, University of Warwick, Department of Economics.
    321. Anders, Ulrich & Korn, Olaf & Schmitt, Christian, 1996. "Improving the pricing of options: a neural network approach," ZEW Discussion Papers 96-04, ZEW - Leibniz Centre for European Economic Research.
    322. Hans‐Peter Kohler & Jere R. Behrman & Axel Skytthe, 2005. "Partner + Children = Happiness? The Effects of Partnerships and Fertility on Well‐Being," Population and Development Review, The Population Council, Inc., vol. 31(3), pages 407-445, September.
    323. Roland Füss & Zeno Adams & Dieter G Kaiser, 2010. "The predictive power of value-at-risk models in commodity futures markets," Journal of Asset Management, Palgrave Macmillan, vol. 11(4), pages 261-285, October.
    324. Gauthier Lanot, 2002. "On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture," Keele Economics Research Papers KERP 2002/07, Centre for Economic Research, Keele University.
    325. Y. K. Tse, 2002. "Residual-based diagnostics for conditional heteroscedasticity models," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 358-374, June.
    326. Francisco Blasques & Siem Jan Koopman & Max Mallee, 2014. "Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-105/III, Tinbergen Institute.
    327. Miranda, Karen & Martínez Ibáñez, Oscar & Manjón Antolín, Miguel C., 2018. "A correlated random effects spatial Durbin model," Working Papers 2072/313840, Universitat Rovira i Virgili, Department of Economics.
    328. Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
    329. Gloria González-Rivera & Wei Lin, 2013. "Constrained Regression for Interval-Valued Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(4), pages 473-490, October.
    330. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    331. Tae-Hwan Kim & Halbert White, 2003. "Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression," Advances in Econometrics, in: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, pages 107-132, Emerald Group Publishing Limited.
    332. White, Halbert, 2006. "Time-series estimation of the effects of natural experiments," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 527-566.
    333. Oberhofer, Walter & Haupt, Harry, 2003. "Nonlinear quantile regression under dependence and heterogeneity," University of Regensburg Working Papers in Business, Economics and Management Information Systems 388, University of Regensburg, Department of Economics.
    334. Martin Emmert & Stefan Rohrbacher & Jennifer Jahn & Katharina Fernando & Michael Lauerer, 2023. "Preferences of People Living with HIV for Long-Acting Antiretroviral Treatment in Germany: Evidence from a Discrete Choice Experiment," The Patient: Patient-Centered Outcomes Research, Springer;International Academy of Health Preference Research, vol. 16(5), pages 537-553, September.
    335. Jin, Fei & Lee, Lung-fei, 2019. "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 208(2), pages 585-612.
    336. Liu, Xiaodong, 2012. "On the consistency of the LIML estimator of a spatial autoregressive model with many instruments," Economics Letters, Elsevier, vol. 116(3), pages 472-475.
    337. Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis, 2022. "Time-Varying Poisson Autoregression," Papers 2207.11003, arXiv.org.
    338. Teodosio Pérez Amaral, 1994. "Contrastes de momentos y de la matriz de información," Documentos de Trabajo del ICAE 9401, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    339. Funovits, Bernd, 2024. "Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation," Journal of Econometrics, Elsevier, vol. 241(2).
    340. Daniel Borup & Martin Thyrsgaard, 2017. "Statistical tests for equal predictive ability across multiple forecasting methods," CREATES Research Papers 2017-19, Department of Economics and Business Economics, Aarhus University.
    341. Kaido, Hiroaki & White, Halbert, 2014. "A two-stage procedure for partially identified models," Journal of Econometrics, Elsevier, vol. 182(1), pages 5-13.
    342. Luca Brugnolini & Giuseppe Ragusa, 2022. "Euro Area Deflationary Pressure Index," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 883-900, October.
    343. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2019. "Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data," Econometrics, MDPI, vol. 7(3), pages 1-27, September.
    344. Yoon-Jin Lee & Yongmiao Hong, 2004. "Specification Testing for Multivariate Time Series Volatility Models," Econometric Society 2004 Far Eastern Meetings 696, Econometric Society.
    345. Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2024. "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers 2024_04, Universidad Torcuato Di Tella.
    346. Wang, Wei & Lee, Lung-fei, 2013. "Estimation of spatial panel data models with randomly missing data in the dependent variable," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 521-538.
    347. Xiao-Ming Li & Qing Xu, 2007. "Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 18(3), pages 213-227.
    348. Lee, Tae-Hwy & Yang, Yang, 2006. "Bagging binary and quantile predictors for time series," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 465-497.
    349. Andersen, Torben G. & Chung, Hyung-Jin & Sorensen, Bent E., 1999. "Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study," Journal of Econometrics, Elsevier, vol. 91(1), pages 61-87, July.
    350. Kwang-Jing Yii & Kai-Ying Bee & Wei-Yong Cheam & Yee-Lee Chong & Ching-Mei Lee, 2018. "Is Transportation Infrastructure Important to the One Belt One Road (OBOR) Initiative? Empirical Evidence from the Selected Asian Countries," Sustainability, MDPI, vol. 10(11), pages 1-18, November.
    351. PREMINGER, Arie & SAKATA, Shinichi, 2005. "A model selection method for S-estimation," LIDAM Discussion Papers CORE 2005073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    352. Lavergne, Pascal, 2014. "Model equivalence tests in a parametric framework," Journal of Econometrics, Elsevier, vol. 178(P3), pages 414-425.
    353. Asai, Manabu, 2023. "Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application," Econometrics and Statistics, Elsevier, vol. 25(C), pages 23-38.
    354. Dominique Guegan & Pierre-André Maugis, 2011. "An econometric Study for Vine Copulas," PSE-Ecole d'économie de Paris (Postprint) halshs-00645799, HAL.
    355. Manganelli, Simone, 2018. "Selecting models with judgment," Working Paper Series 2188, European Central Bank.
    356. Sander Barendse, 2017. "Interquantile Expectation Regression," Tinbergen Institute Discussion Papers 17-034/III, Tinbergen Institute.
    357. Diebold, Francis X. & Yılmaz, Kamil, 2023. "Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms," Journal of Econometrics, Elsevier, vol. 234(S), pages 70-90.
    358. Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
    359. Su, Liangjun & Jin, Sainan, 2010. "Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 157(1), pages 18-33, July.
    360. Lee, Lung-fei, 2007. "Identification and estimation of econometric models with group interactions, contextual factors and fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 333-374, October.
    361. Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Optimal Formulations for Nonlinear Autoregressive Processes," Tinbergen Institute Discussion Papers 14-103/III, Tinbergen Institute.
    362. Jin Seo Cho & Peter C.B. Phillips, "undated". "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University.
    363. Zhang, Xiang & Zheng, Yanbing, 2012. "A note on spatial–temporal lattice modeling and maximum likelihood estimation," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2145-2155.
    364. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Yoldas, Emre, 2007. "Optimality of the RiskMetrics VaR model," Finance Research Letters, Elsevier, vol. 4(3), pages 137-145, September.
    365. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.).
    366. Bo Pieter Johannes Andree & Francisco Blasques & Eric Koomen, 2017. "Smooth Transition Spatial Autoregressive Models," Tinbergen Institute Discussion Papers 17-050/III, Tinbergen Institute.
    367. Patton, Andrew, 2013. "Copula Methods for Forecasting Multivariate Time Series," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 899-960, Elsevier.
    368. Xiangdong Long & Liangjun Su & Aman Ullah, 2009. "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications," Working Papers 200908, University of California at Riverside, Department of Economics, revised Jul 2009.
    369. Chiang, Min-Hsien & Wang, Li-Min, 2011. "Volatility contagion: A range-based volatility approach," Journal of Econometrics, Elsevier, vol. 165(2), pages 175-189.
    370. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007. "Worst-case estimation for econometric models with unobservable components," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3330-3354, April.
    371. Pirenne, Sarah & Claeskens, Gerda, 2024. "Exact post-selection inference for adjusted R squared selection," Statistics & Probability Letters, Elsevier, vol. 211(C).
    372. N. Coulibaly & B. Wade Brorsen, 1999. "Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results," Econometric Reviews, Taylor & Francis Journals, vol. 18(2), pages 195-209.
    373. Lee, Jeoung Yul & Jiménez, Alfredo & Yang, Young Soo & Irisboev, Ilkhom, 2022. "The evolution of emerging market firms and time until subsidiary exit: Competitive dynamics of domestic market followers and contingency factors," Journal of Business Research, Elsevier, vol. 145(C), pages 694-704.
    374. Antonio Cabrales & Walter Garcia Fontes, 2000. "Estimating learning models from experimental data," Economics Working Papers 501, Department of Economics and Business, Universitat Pompeu Fabra.
    375. Stanislav Kolenikov & Kenneth A. Bollen, 2012. "Testing Negative Error Variances," Sociological Methods & Research, , vol. 41(1), pages 124-167, February.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.