Relating fiscal decentralization and financial inclusion to environmental sustainability: Criticality of natural resources
M Ahmad, E Satrovic - Journal of Environmental Management, 2023 - Elsevier
This study deals with a novel perspective on how natural resource dependence (NRD) and
natural resource abundance (NRA) moderate the effects of fiscal decentralization and …
natural resource abundance (NRA) moderate the effects of fiscal decentralization and …
Environmental policy, green trade and sustainable development in Europe: New perspective on the Porter hypothesis
G Olasehinde-Williams… - Energy & …, 2023 - journals.sagepub.com
This study tests the validity of the Porter hypothesis through the examination of the joint
effects of green trade and environmental policy stringency on sustainable development in …
effects of green trade and environmental policy stringency on sustainable development in …
Feature-splitting algorithms for ultrahigh dimensional quantile regression
This paper is concerned with computational issues related to penalized quantile regression
(PQR) with ultrahigh dimensional predictors. Various algorithms have been developed for …
(PQR) with ultrahigh dimensional predictors. Various algorithms have been developed for …
True cost of immediacy
T Hendershott, D Li, D Livdan… - Swiss Finance Institute …, 2020 - papers.ssrn.com
Markets can give a false impression of their liquidity and stability if failed attempts to trade
are not accounted for. We quantify this bias by estimating the distribution of investors' …
are not accounted for. We quantify this bias by estimating the distribution of investors' …
Estimating conditional value-at-risk with nonstationary quantile predictive regression models
C Katsouris - arXiv preprint arXiv:2311.08218, 2023 - arxiv.org
This paper develops an asymptotic distribution theory for a two-stage instrumentation
estimation approach in quantile predictive regressions when both generated covariates and …
estimation approach in quantile predictive regressions when both generated covariates and …
[HTML][HTML] When failure is an option: Fragile liquidity in over-the-counter markets
Markets can give false impressions of liquidity and stability if failed attempts to trade are
ignored. For collateralized loan obligations, we quantify this bias by estimating the total cost …
ignored. For collateralized loan obligations, we quantify this bias by estimating the total cost …
[HTML][HTML] Carbon pricing and aggregate macroeconomic performance in the Eurozone: a contribution to the climate policy debate using the EU ETS and …
G Olasehinde-Williams - Environmental Science and Pollution Research, 2024 - Springer
This article contributes to the carbon pricing debate by providing new evidence on the
aggregate macroeconomic effect of the European Union Emissions Trading Scheme (EU …
aggregate macroeconomic effect of the European Union Emissions Trading Scheme (EU …
Estimation of auction models with shape restrictions
J Pinkse, K Schurter - arXiv preprint arXiv:1912.07466, 2019 - arxiv.org
We introduce several new estimation methods that leverage shape constraints in auction
models to estimate various objects of interest, including the distribution of a bidder's …
models to estimate various objects of interest, including the distribution of a bidder's …
Nonparametric inference on counterfactuals in first-price auctions
P Andreyanov, G Franguridi - arXiv preprint arXiv:2106.13856, 2021 - arxiv.org
In a classical model of the first-price sealed-bid auction with independent private values, we
develop nonparametric estimation and inference procedures for a class of policy-relevant …
develop nonparametric estimation and inference procedures for a class of policy-relevant …
Estimation and inference of seller's expected revenue in first-price auctions
F Zincenko - Journal of Econometrics, 2024 - Elsevier
I propose an estimator for the seller's expected revenue function in a first-price sealed-bid
auction with independent private values and symmetric bidders, who can exhibit constant …
auction with independent private values and symmetric bidders, who can exhibit constant …