Применение математических методов, моделирования и статистического анализа для изучения экономических явлений и прогнозирования хозяйственных процессов.


317 публикаций

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The Trilemma of GDP, FDI, And Carbon Emissions: An Empirical Investigation of the Environmental Kuznets Curve (EKC) And Pollution Haven Hypothesis (PHH) Across A Global Multi-Tier Economic Spectrum
Forecasting socio-economic system indicators using econometric models
Notes on Economics: Applied Economics, Econometrics, and Policy Evaluation
Forecasting socio-economic system indicators using econometric models
Notes on Economics: Applied Economics, Econometrics, and Policy Evaluation
SDE-Constrained Lévy-Driven Neural SDEs for Predictability-Aware Exchange Rate Forecasting
Networked data science: a unified network modeling framework
Ranking Treatment Saturations under Clustered Network Interference
Tracking Brazil's Real Neutral Rate: A Multi-Block Ensemble Framework Combining Statistical Trends, Market Prices, and State-Space Models
Fitting Accumulated Stock Returns with Tempered Skew t-Distribution
Insurance of Agentic AI
Evaluating AI Investment Strategies
Assumption-Lean Shrinkage and Model Averaging for Spatial Parameters
Statistical Foundations of LLM-based A/B Testing: A Surrogacy Framework for Human Causal Inference
Bayesian Poisson-Randomized Gamma Tensor Factorization with Application to International Trade Flows
Beyond Parallel Trends in Staggered Difference-in-Differences: Identification under Higher-Order Parallelism
What is the Long-Term Value of Reliability?
Estimating Demand for a New Product
Semiparametric Dynamic Logit Model with Endogenous Networks
Risks and Uncertainty in Monetary Policy
Generative Predictive Distributions for Time Series
Causality versus Serial Correlation: an Asymmetric Portmanteau Test
Adaptive Estimation of Aggregated Values of Conditional Linear Programs
Regime-Switching Models for Disaggregated Data
Semiparametric Difference-in-Differences Estimation With Missing Not at Random Data: A Shadow Variable Approach
CP-factorization for high dimensional tensor time series and double projection iterations
The Generalized Fisher Transformation: Finite-Sample Properties and Inference
Reliable Panel Regression: A Default Workflow for Slow-Moving, Mismeasured Variables
Granular Instrumental Variables: Estimation and Inference
Forecasting with Bayesian Panel Vector Autoregressions Using the R Package bpvars
Scale-Ordered Contagion: A Spectral Theory of Heterogeneous Information Adaptation in Financial Networks
Sequential algorithm for structural estimations with equilibrium constraints
Failure Modes of Deep Multi-Agent RL in Asynchronous Pricing: Reproducible Triggers, Trace Diagnostics, and a Partial Fix
ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall
Does the number of property crimes increase during recession periods? An analysis of crime and unemployment rates in Buffalo from 2006 to 2023
The impact of economic policy uncertainty on financial cycle and business cycle: focusing on Korea
Causal inference-integrated temporal graph convolutional networks for dynamic prediction and optimization of enterprise total factor productivity
Place label nudges : How place attachment shapes recycling choice
A Novel Crude Oil Price Combination Link Forecasting Method based on the MF-VMD-CDVGNets-SLRNN Model
When Do Markets Fully Process Public Information? Evidence from Real-Time Prediction Markets
Inference on the TSLS Estimand with Weak Instruments and Treatment Effect Heterogeneity
Lagrange multipliers in Maximum likelihood estimations and Least squares problems with Constraints
UNLOCKING THE REGRESSION SPACE
Recovering Direct Price Effects of Environmental Amenities in Housing Markets: Regression and Causal Machine Learning Model Assessment with Empirical Monte Carlo Simulation
Sparse Tree-Based Aggregation for Time Series Regressions
How R&D grant size affects innovation in small firms
From trend to direction: mapping the interplay between macroeconomic factors and stock markets
A configurational perspective of marketing’s role in the performance of tech-based ventures
From data to service: unpacking BDA-driven servitization in the MENA financial sector
Estimating Semiparametric and Nonparametric Fixed Effects Panel Data Models with mgcv
Prediction-Powered Causal Inference by Automatic Debiased Machine Learning and Semi-Supervised Riesz Regression
Semiparametric Local Projections
Robust Inference for Dyadic Data with Dependent Ordered Nodes
Threshold Regression for Fixed-T Panel Data with Interactive Fixed Effects
Pivotal and identification-robust nonparametric inference in linear IV models
Rbreak: An R Package for Estimating Structural Breaks under Linear Restrictions with Application to Linear Model Tree
Assumption-Lean Shrinkage and Model Averaging for Spatial Parameters
Position: Prioritize Identifying Structure, Not Complex Models, for Scientific Discovery
AI-Assisted Variance Reduction in Randomized Experiments
Sharp Bounds and Inference in Sample Selection Models with Treatment Endogeneity
Asymptotics of an Explosive Autoregression under Dependence
A Synthetic Control Approach to Conditional Distributional Treatment Effects
A novel demand response framework for the optimal design of hydrogen–ammonia hybrid microgrids
Certificates without Electrons? Theory and Evidence on Impacts from AI-Driven Power Demand
Digital Maturity and Technical Efficiency in NHS Acute Trusts: Cross-Sectional Evidence from England
Structural Change Detection in High-Dimensional Transformed Factor Models via Canonical Correlation Analysis
Data-Automated Policy Learning for Nonlinear Welfare
Evolution of urban travel mode choice modelling from discrete choice models to machine learning
CausalAlpha: A Real-Time Geopolitical Risk Index from OSINT Channels for Causal Discovery in Financial Markets
TOPSIS-RAD: Ranking According to Desires
Online Pandora's Box for Contextual LLM Cascading
IMPACT OF LOCAL GOVERNMENT SPENDING ON POVERTY REDUCTION
The Effect of Business Strategy on Cash Holdings: A Life-Cycle Perspective
Transfer learning based CEEMDAN-VMD secondary decomposition and multi-scale modeling for short-term electricity market price trend forecasting
An Image-based Global Climate Sentiment Index
Integrated CNN–LSTM–XGBoost hybrid model predicts shale oil seismic attributes and global oil price trends
Identification of structural shocks in Bayesian vector error correction models with two-state Markov-switching heteroskedasticity
IMPACT OF LOCAL GOVERNMENT SPENDING ON POVERTY REDUCTION
Modeling Covariate Transition for Efficient Estimation of Longitudinal Treatment Effects in Randomized Experiments
Hashprice moderates the electricity demand response of Bitcoin miners
Dynamic demand for meat products in Saudi Arabia: an ECM-AIDS approach
Weight-calibrated estimation for factor models of high-dimensional time series*
Smart grid electricity demand forecasting using weather-based MIDAS and machine learning models: the case of New Zealand
Fintech capability and diffusion-weighted technology-market networks: evidence from patent transfers in China
Finding Most Influential Sets
Forecasting of volatility and risk premia in electricity markets
Interdependent Hitting Times
When the Scaffold Stays On: AI, Practice Style, and Screening in Elite Skill Formation
An Empirical Assessment of Low Volatilty Portfolio Construction Techniques in the South African Environment
Investigating the time-varying interlinkages among biodiversity risk, climate policy uncertainty and tourism stock market in China
The impact of temperature on battery electric vehicle penetration
Linking Infrastructure and Industrialization to Economic Resilience: A Sustainable Pathway for Africa
How Do ICT Indicators Affect Economic Growth? Empirical Evidence from Developing Countries
THE SPILLOVER EFFECTS AND LONG-TERM RELATIONSHIP BETWEEN CRYPTOCURRENCIES AND TRADITIONAL FINANCIAL MARKETS IN TÜRKİYE
Geopolitical risk and industry volatility in South Africa: evidence from a GARCH-MIDAS forecasting approach
Public participation, institutional trust, and distributive justice in wind and solar projects
Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States: the role of extreme weather conditions
Fixed-order PCA: Theory for Overestimated Factor Models
Information and voting: Evidence from Peru's 2026 presidential election
Higher-Order Debiased Estimators for General Treatment Models
Random Set Quantile Estimation of Partially Identified Discrete Response Models
When Do Treatment Changes Identify Causal Effects?
Partial Identification of Causal Effects that Vary by Setting
Identification and Estimation of Semiparametric Multilayered Sample Selection Models
Learning Nonlinear Factor Models with Unknown Monotone Links from Incomplete and Noisy Data
Tweedie's Formula and Score-Driven Updating
Modeling Commuter Mobility in Stockholm: A Spatial Panel Approach Using Mobile Phone Data
Rolling-Origin Conformal Prediction under Local Stationarity and Weak Dependence
Nonparametric Empirical Bayes Confidence Intervals
Nowcasting Italian Municipal Income with Nightlights: A Deep Learning Approach
Sufficient conditions for a Heuristic Rating Estimation Method application
Univariate Time-Series Analysis
An empirical study of the relationship between corporate social responsibility practices and innovation performance in the Chinese technology industry
Illegality within legal framework of trade institutions in Ethiopia
Apple production under changing climate conditions in major producing countries
Forecasting annual high school completers in Somaliland using univariate and hybrid time series models
Graph Neural Networks for Generalized Mundlak Estimator under Network Confounding
Generalized Spectral Testing with Sample Splitting
Sustainable Development Goals and Foreign Direct Investment: A case of Sub-Saharan Africa
The remote reality: unpacking the impact of an exogenous shock on online labor markets
A quantitative analysis of investor over-reaction and under-reaction in the South African equity market: a fuzzy C-means algorithm
Evaluating the SARB inflation target in context of the inflation thresholds-growth relationship: a rolling regression approach
Comparing green finance and digital finance: financial strategies in energy transition
The Green Peace Dividend: The Effects of Militarisation on Emissions and the Green Transition
Risk Management Practices in the Commercial Banking Industry in Nigeria
Editorial
Algometrics: Forecasting Under Algorithmic Feedback
Partial Identification of the Valuation Distribution in Sequential English Auctions
Forecasting Crop Yield Anomalies on Panel Data via Spatially Demeaned Ensembles
Access to climate change adaptation information among farmers in Twifo-Atti Morkwa district, Ghana
Missing data imputation in hourly CO measurements for air quality monitoring: a case study in the city of Salvador, Brazil
The causal relationship between exports and economic growth: time series analysis for UAE (1975-2012)
Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning
Is Consumer Attention the New Economic Capital in Luxury Retail? Neurovision, Pricing, and Utility in Digital Markets
Is Consumer Attention the New Economic Capital in Luxury Retail? Neurovision, Pricing, and Utility in Digital Markets
Is Public Debt Inflationary in Developing Countries? New Empirical Insights from a Panel Data Analysis
The impacts of blockchain on human resource management: a systematic literature review and bibliometric analysis
Impact of ESG performance of China’s listed energy companies on their going global performance
Financial Leasing And Investment Decisions: An Empirical Investigation
Estimator Averaging of Local Projection and VAR Impulse Responses
Optimal Contextual Pricing under Agnostic Non-Lipschitz Demand
A Grid-Rate Condition for Valid Uniform Inference
EnergyAgentBench: Benchmarking LLM Agents on Live Energy Infrastructure Data
Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization
From farm to society reshipping the future of food systems through green technologies, with a bibliometric and literature review for a future research agenda
Realtor Forecasting Accuracy on Homebuyer Preferences for Energy Efficiency
Efthymios (Mike) Tsionas (1965--2024): Distribution, Dynamics, and the Modern Frontier
Nested ensemble Kalman filter for static parameter inference in nonlinear state-space models
The effect of maternal and child health resource allocation on efficiency in China
Auditing and Fixing Economic Validity in Tabular Foundation Models for Discrete Choice
Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning
Robust Inference for Dyadic Data with Dependent Ordered Nodes
IV regression with distribution-valued outcomes
Ingmar Prucha’s contributions to economics and econometrics
The Effect of CEO Ethical Orientation on Whistleblowing Culture
Temporal Patterns, Gender Disparities and Future Projections of Suicide Rates (A Statistical Analysis Across Selected WHO Regions and Nigeria (2000–2021))
A hybrid Granger TCN framework for generating climate analogues and determining the future of agricultural practices
Startups as social actors in small open economies: evidence from the Baltic States
Current trends in the adoption of AI technologies in small and medium-sized enterprises in the European Union
The gender-sustainability nexus in the European context: a panel data analysis
Estimating Average Propagation Length in an Interregional Input-Output Context: A Formal Approach
Designing an Incentive-Based Rehabilitation Model for PTSD in the United States Military System
Designing an Incentive-Based Rehabilitation Model for PTSD in the United States Military System
Impact of US–Iran Diplomatic Relations on Global Oil and Financial Markets: A Data Analytics Perspective
Impact of US–Iran Diplomatic Relations on Global Oil and Financial Markets: A Data Analytics Perspective
Research on the evolution and driving characteristics of cultural-tourism integration efficiency in urban clusters of the Yangtze River Delta
Economics of climate change adaptation through land use and management
The Payment Heterogeneity Index: An Integrated Unsupervised Framework for High-Volume Procurement Oversight and Decision Support
The Roll Model of Trade Prices
Gaps and Missing Links Between Circular Economy and Energy Models for the Construction Industry
Litigation: a strategy of advocacy? Evidence from a survey among organized interests in Germany
Carbon costing integration, environmental disclosure, and carbon intensity: Evidence from Jordanian listed firms
From vision to outcomes: How government leadership and foresight shape national development through institutional channels
Macroeconomic uncertainty and cost stickiness: evidence from Vietnam
Estimating peer effects in noisy, low-rank networks via network smoothing
Doubly Robust Instrumented Difference-in-Differences
Design-Based Variance Estimation for Modern Heterogeneity-Robust Difference-in-Differences Estimators
Uncertainty Quantification in Forecast Comparisons
Title Pages
A Comparative Multi-Hazard Risk Assessment of the US High-Voltage Transmission Network
Process Utility in High-Stakes Competition
Dynamic Consumer Demand at Large Scale
Insider Econometrics
Policy Learning with Observational Data: The Case of Hepatitis C Treatment for HIV/HCV Co-Infected Patients
Designing Persuasive Experiments
Heavy Tails and Predictive Ability Testing
Asymptotic Variance Theory for Trimmed Least Squares and Trimmed Least Absolute Deviations in Censored Panel Models with Fixed Effects
International Trade and Labour Demand Elasticities: Empirical Evidence from South Africa
Natural Disaster and Conflict Dynamics in Civil War
Crude oil prices and tanker port performance: evidence on loading–discharging asymmetries
Detecting Sparse Cointegration
Stock market telepathy: Graph neural networks predicting the secret conversations between MINT and G7 countries
Underspecification of the Empirical Return-Factor Model and a Factor Analytic Augmentation as a Solution to Factor Omission
Multiple Securities and Multiple Prices
Econometrics and empirical economics
Econometrics of insurance with multidimensional types
The effect of output level and inflation on food security in Ethiopia: an empirical analysis using the ARDL framework
Scaling the Queue: Reinforcement Learning for Equitable Call Classification Capacity in NYC Municipal Complaint Systems
Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
Causal EpiNets: Precision-corrected Bounds on Individual Treatment Effects using Epistemic Neural Networks
Self-normalized tests for multistep conditional predictive ability
The Harmonic Synthetic Control Method
Endogenous Quantile Regression with Measurement Error in Dependent Variable
Correlated Random Coefficient Distributions in Linear Panel Models
Road construction cost trends: the role of inflation in Ethiopian federal road projects
Climate-informed forecasting of the respiratory pharmaceutical demand in Greece from a spatio-temporal panel dataset
Empirical Relevance
Trading Mechanisms
Quantitative Macroeconomic Models with Heterogeneous Agents
THE EMPIRICAL ECONOMICS AND DEVELOPMENT OF ECONOMETRICS
Chapter 17. Conjectures, Theories, and Their Empirical Relevance
A Nonparametric Approach with Marginals for Modeling Consumer Choice
Causal Effects of Trigger Words in Social Media Discussions: A Large-Scale Case Study about UK Politics on Reddit
Empirical Studies on Volatility in International Stock Markets
Three Developmental Stages and Tasks of China's Econometrics
Empirical Studies in Finance and Economics
Carbon disclosure and investor decision-making: A systematic review of mechanisms, contexts, and methodological quality
The role of market beliefs and macroeconomic fundamentals in the 2010–2013 Portuguese sovereign debt crisis
IALA-BPNN: superior house price prediction through multi-strategy optimized Artificial Lemming Algorithm and BP neural network
International collaboration in research: insights from pharmaceutical multinationals
Election waves and market ripples: decoding stock market reactions to India’s 2024 assembly elections
Sharp regret-Hellinger bounds for Gaussian empirical Bayes via polynomial approximation
Dealers and Their Inventories
What are the Long-Run Determinants of the Real Exchange Rate in Mena Countries? An Empirical Investigation
Time-series econometrics
Causal Machine Learning in Commodity Markets: A Framework for Oil Price Forecasting
Artificial intelligence orientation and decarbonization spillovers: evidence from Chinese listed firms
The of Dual-Credit Policy on the Greenwashing Practice: Evidence from New Energy Vehicle Enterprises
Development, purpose and main uses of cryptocurrencies
The Impact of Agricultural Value Added and Energy Consumption on Economic Growth in Türkiye: An Empirical Analysis
Trade uncertainty impact on stock–bond correlations: insights from conditional correlation models
Sequential Trade Models
Multivariate Linear Microstructure Models
A Systematic Review of Quasi-Experimental Methodologies for Cost-Effectiveness Analysis in Rwandan District Health Systems
A Systematic Review of Quasi-Experimental Methodologies for Cost-Effectiveness Analysis in Rwandan District Health Systems
Unlocking the financing potential of forest-based carbon assets: a valuation framework for pledge lending under uncertainty in China
Greener Policies, Brighter Innovations? The Real Effect of Government's Environmental Attention on Innovation in New Energy Industry
A Panel-Data Estimation of Power-Distribution System Reliability for Policy Formulation in Senegal (2000–2026)
Determinants of Enterprise Performance and Governance in Lesotho: An Empirical Analysis, 2000–2026
Determinants of Enterprise Performance and Governance in Lesotho: An Empirical Analysis, 2000–2026
A Bayesian Hierarchical Modelling Approach to the Cost-Effectiveness of Community-Based Health Systems in Ghana
Cancer Statistics, 2021
Complementarity of Fundamental and Technical Analysis of JSE-Listed Stocks: An Empirical Appraisal
Productivity, Panel Data and Applied Econometrics: A Special Issue of Empirical Economics in Honor of Robin C. Sickles
Strategic Trade Models
Empirical Relevance
Mixed MNL models for discrete response
The coefficient of determination R-squared is more informative than SMAPE, MAE, MAPE, MSE and RMSE in regression analysis evaluation
Recent Developments in the Econometrics of Program Evaluation
Navigating Dual Pathways: A Comparative Analysis of Informal Livelihoods and Educational Attainment in Burundi's Urban Centres
Navigating Dual Pathways: A Comparative Analysis of Informal Livelihoods and Educational Attainment in Burundi's Urban Centres
A Bayesian Hierarchical Modelling Approach to the Cost-Effectiveness of Community-Based Health Systems in Ghana
Explore the interaction between industrial structure and ecosystem services in the Loess Plateau
Financialization and fintech as drivers of solar, wind, and hydropower development
GROMACS: High performance molecular simulations through multi-level parallelism from laptops to supercomputers
A Novel Coronavirus from Patients with Pneumonia in China, 2019
Penalized Likelihood for Dyadic Network Formation Models with Degree Heterogeneity
The Partial Testimony of Logs: Evaluation of Language Model Generation under Confounded Model Choice
The Agentic Economy: Humans, AI Agents, Robots, and the Measurable Transition toward Distributed Economic Action
critband: A Python Package for Critical Bandwidth Analysis of Multimodal Distributions
SAGA: A Sequence-Adaptive Generative Architecture for Multi-Horizon Probabilistic Forecasting with Adaptive Temporal Conformal Prediction
Testing Heteroskedasticity Under Measurement Error
Applied Econometrics: Advanced Techniques in Quantitative Economics
MSE-Optimal Difference-in-Differences Estimator
Causal State-Dependent Local Projections
Long-range near-surface wake signatures of offshore wind farm clusters revealed by satellite observations
Sustainable travel with carbon offsetting – a study of revealed and stated preferences
Forecasting US land use through 2067 using multi-method projections applied to seven decades of USDA data
Panel Econometric Analysis and Neural Network Forecasting of Economic Impacts From Land Degradation in the Yangtze River Basin Using Remote Sensing Data
On Lasso with many time series predictors and moderately dense coefficients
Modeling the complementarity between mobile and fixed networks through predator–prey dynamics
Rewiring after relocation
A Quick Analysis OF the Impact OF Investment Attractiveness on the Environment OF Economic Development OF Regions (Using the Example OF Navoi Region)
Methodological Evaluation and Panel-Data Estimation for Yield Improvement in Rwanda's Power-Distribution Infrastructure, 2000–2026
Methodological Evaluation and Panel-Data Estimation for Yield Improvement in Rwanda's Power-Distribution Infrastructure, 2000–2026
Estimation of random coefficients logit demand models with interactive fixed effects
Dynamic Linear Panel Regression Models with Interactive Fixed Effects
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
Bootstrap Inference under General Two-way Clustering with Serially and Spatially Dependent Common Effects
Nonparametric Bayesian Policy Learning
Comment on Scientific production in the era of large language models
Parameterized 4-Qubit EWL Quantum Game Circuits with Dirac-Solow-Swan Hamiltonian Integration for Quadruple Helix Disruptive Innovation Recommender Systems
Demographic Transition and the Dynamics of Income Distribution in Japan: A Bayesian State-Space Approach
Scalable Structural Estimation of Networked Infrastructure: Exact Decomposition for Localized Coordination
It's complicated: A Non-parametric Test of Preference Stability between Singles and Couples
Efficient GMM and Weighting Matrix under Misspecification
Approximate Operator Inversion for Average Effects in Nonlinear Panel Models
Quantifying the Risk-Return Tradeoff in Forecasting
LGB+: A Macroeconomic Forecasting Road Test
Analyzing the Impact of Release Season and Production Budget on Movie Revenue and Profitability
Higher-Order Neyman Orthogonality in Moment-Condition Models
Empirical Models of Imperfect Competition: A Discussion
The Impact of Forced Mergers and Acquisitions on Bank Cost Efficiency: Empirical Evidence From Malaysia
An Empirical Analysis Of the Determinants of Fertility in Developing Countries
What is a Feminist Quantitative Method? Opportunities for Feminist Econometrics
Utility Theory and Empirical Implications
Empirical Studies in Macroeconomics
Prospective Trading Costs and Execution Strategies
Double Descent and Benign Overfitting in Macroeconomic Forecasting
Tweedie's Formula, Variance Functions, and Score-Driven Updating
Quasi-Bayesian Local Projection Instrumental-Variables Method: Application to Renewable Energy and Electricity Prices
Energy-Arena: A Dynamic Benchmark for Operational Energy Forecasting
Inference for Linear Systems with Unknown Coefficients
Identification and Estimation of Consumers' Preferences from Repeated Observations under Nonlinear Pricing
Auditing Marketing Budget Allocation with Hindsight Regret
Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields
Monetary Policy in the Media Spotlight: Sentiments, Signals, and Economic Impact
A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects
Identification and Estimation of Staggered Difference-in-Differences with Network Spillovers
Empirical Likelihood Methods in Econometrics: Theory and Practice
Econometrics and Quantitative Economics
Hall-Like Transversal Stress and Sandpile Criticality on Real Production Networks
Estimation of BLP models with high-dimensional controls
Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models
Estimation and Inference for the $τ$-Quantile of Individual Heterogeneous Coefficient
Inductive analysis from empirical income distributions
Modelling Exchange Rate Volatility Dynamics: Empirical Evidence From South Africa