Econometrics and empirical economics

A. Djogbenou, Christian Gouriéroux, and Joann Jasiak, Testing for Endogeneity of COVID-19 Patient Assignments, Journal of Statistical and Econometric Methods, n. nbaa047, 2021.

Jihyun Kim, and Nour Meddahi, Volatility Regressions with Fat Tails, Journal of Econometrics, vol. 218, n. 2, October 2020, pp. 690–713.