Most Cited & Viewed
Most Cited & Viewed Papers
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When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures
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Sylvia Frühwirth-Schnatter, Darjus Hosszejni and Hedibert Freitas Lopes
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Skill Mismatch, Nepotism, Job Satisfaction, and Young Females in the MENA Region
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Mahmoud Arayssi, Ali Fakih and Nathir Haimoun
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Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices
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Jarosław Gruszka and Janusz Szwabiński
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Socio-Economic and Demographic Factors Associated with COVID-19 Mortality in European Regions: Spatial Econometric Analysis
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Mateusz Szysz and Andrzej Torój
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Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum
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Bilel Sanhaji and Julien Chevallier
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Online Hybrid Neural Network for Stock Price Prediction: A Case Study of High-Frequency Stock Trading in the Chinese Market
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Chengyu Li, Luyi Shen and Guoqi Qian
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When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures
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Sylvia Frühwirth-Schnatter, Darjus Hosszejni and Hedibert Freitas Lopes
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The Biggest Myth in Spatial Econometrics
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James P. LeSage and R. Kelley Pace
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Decomposing Wage Distributions Using Recentered Influence Function Regressions
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Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
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A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts
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Hossein Hassani and Emmanuel Sirimal Silva
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Detecting Location Shifts during Model Selection by Step-Indicator Saturation
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Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis
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Ten Things You Should Know about the Dynamic Conditional Correlation Representation
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Massimiliano Caporin and Michael McAleer
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Structural Panel VARs
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Peter Pedroni
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A Review on Variable Selection in Regression Analysis
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Loann David Denis Desboulets
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Asymmetry and Leverage in Conditional Volatility Models
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Michael McAleer
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A One Line Derivation of EGARCH
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Michael McAleer and Christian M. Hafner
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Multivariate Analysis of Cryptocurrencies
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Vincenzo Candila
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Green Bonds for the Transition to a Low-Carbon Economy
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Andreas Lichtenberger, Joao Paulo Braga and Willi Semmler
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On Spurious Causality, CO2, and Global Temperature
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Philippe Goulet Coulombe and Maximilian Göbel
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Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions
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Jau-er Chen, Chien-Hsun Huang and Jia-Jyun Tien
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Selecting a Model for Forecasting
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Jennifer L. Castle, Jurgen A. Doornik and David F. Hendry
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Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers
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Graziano Moramarco
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Missing Values in Panel Data Unit Root Tests
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Yiannis Karavias, Elias Tzavalis and Haotian Zhang
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An Empirical Model of Medicare Costs: The Role of Health Insurance, Employment, and Delays in Medicare Enrollment
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Yuanyuan Deng and Hugo Benítez-Silva
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Forecasting US Inflation in Real Time
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Chad Fulton and Kirstin Hubrich
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From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective
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Francesca Greselin and Ričardas Zitikis
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Decomposing Wage Distributions Using Recentered Influence Function Regressions
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Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
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Structural Panel VARs
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Peter Pedroni
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Synthetic Control and Inference
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Jinyong Hahn and Ruoyao Shi
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A Review on Variable Selection in Regression Analysis
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Loann David Denis Desboulets
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The Biggest Myth in Spatial Econometrics
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James P. LeSage and R. Kelley Pace
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Academic Rankings with RePEc
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Christian Zimmermann
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Detecting Location Shifts during Model Selection by Step-Indicator Saturation
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Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis
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Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation
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Badi H. Baltagi, Chihwa Kao and Bin Peng
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Green Bonds for the Transition to a Low-Carbon Economy
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Andreas Lichtenberger, Joao Paulo Braga and Willi Semmler
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Multivariate Analysis of Cryptocurrencies
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Vincenzo Candila
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Forecasting US Inflation in Real Time
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Chad Fulton and Kirstin Hubrich
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Selecting a Model for Forecasting
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Jennifer L. Castle, Jurgen A. Doornik and David F. Hendry
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Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions
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Jau-er Chen, Chien-Hsun Huang and Jia-Jyun Tien
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Are Soybean Yields Getting a Free Ride from Climate Change? Evidence from Argentine Time Series Data
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Hildegart Ahumada and Magdalena Cornejo
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Quantile Regression with Generated Regressors
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Liqiong Chen, Antonio F. Galvao and Suyong Song
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Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures
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Shiyun Cao and Qiankun Zhou
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