Most Cited & Viewed
Most Cited & Viewed Papers
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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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Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks
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Nick James, Max Menzies and Jennifer Chan
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Impact of COVID-19 Pandemic News on the Cryptocurrency Market and Gold Returns: A Quantile-on-Quantile Regression Analysis
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Esam Mahdi and Ameena Al-Abdulla
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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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Linear System Challenges of Dynamic Factor Models
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Brian D. O. Anderson, Manfred Deistler and Marco Lippi
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A Conversation with Katarina Juselius
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Rocco Mosconi and Paolo Paruolo
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An Alternative Estimation Method for Time-Varying Parameter Models
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Mikio Ito, Akihiko Noda and Tatsuma Wada
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Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers
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Graziano Moramarco
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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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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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Academic Rankings with RePEc
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Christian Zimmermann
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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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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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