In the vein of recent empirical literature, we reassessed the impact of weather factors on
Covid-19 daily cases and fatalities in a panel of 37 OECD countries between 1st January …

This paper proposes new ℓ1‐penalized quantile regression estimators for panel data, which
explicitly allows for individual heterogeneity associated with covariates. Existing fixed …

This paper considers estimating the slope parameters and forecasting in potentially
heterogeneous panel data regressions with a long time dimension. We propose a novel …

Academics and practitioners have long recognized the importance of a firm's industry
membership in explaining its financial performance. Yet, contrary to conventional wisdom …

The information rigidity test examines predictability of forecast errors from forecast revisions.
This paper provides an augmented information rigidity test that controls for cross-sectional …

This paper proposes a linear categorical random coefficient model, in which the random
coefficients follow parametric categorical distributions. The distributional parameters are …

One of the key macroeconomic policy issues that emerged in the wake of the global financial
crisis is the persistent increase in public deficits and debt across the globe. Among …

In this paper, we focus on forecasting methods that use heterogeneous panels in the
presence of cross-sectional dependence in terms of both spatial error dependence and …

Faced with the global pandemic of Covid-19, we need to better understand the links
between meteorological factors and the virus and investigate the existence of potential …

List of publications on the economic and social history of Great Britain and Ireland published in
2018 Page 1 Economic History Review, 72, 4 (2019), pp. 1451–1507 List of publications on the …