Research

Publications

Boldea, O., Alipoor, A. , Pei S., Shaman, J. and  G. Rozhnova (2024).  Age-specific transmission dynamics of SARS-CoV-2 during the first two years of the pandemic. Proceeding of the National Academy of Sciences Nexus 3:2, February 2024, pgae024. Paper and Supplement Code (Warning: Code is 3.2GB due to output files included)

Boldea, O., and Cornea-Madeira. A., and Madeira, J. (2023). Disentangling the effect of measures, variants and vaccines on SARS-CoV-2 Infections in England: A dynamic intensity model. The Econometrics Journal 23:3, 444–466 . [Link to Journal Publication and Replication Codes][Older Abstract and PDF] 

Boldea, O., Drepper, B. and Gan, Z. (2020). Change Point Estimation in Panel Data with Time-Varying Individual Effects. Journal of Applied Econometrics 35, 712-727. [Abstract and PDF] [Supplementary Appendix] [MATLAB Code]

Boldea, O., Cornea-Madeira, A. and Hall, A.R. (2019). Bootstrapping Structural Change Tests.  Journal of Econometrics 213, 359-397. [Abstract and PDF] [Supplementary Appendix] [MATLAB Code]

Abi Morshed, A., Andreou, E. and Boldea, O. (2018). Structural Break Tests Robust to Regression Misspecification. Econometrics 6, 27. [Abstract and PDF]

Antoine, B. and Boldea, O. (2018). Efficient Estimation with Time-Varying Information and the New Keynesian Phillips Curve. Journal of Econometrics 204,  268-300. [Abstract and PDF] [Supplemental Appendix] [Code Simulations]  [Code Application]

Boldea, O. and Hall, A.R. (2013). Estimation and Inference in Unstable NLS Models, Journal of Econometrics 172, 158–167.  [Abstract and PDF]  [Supplemental Appendix]

Boldea, O. and Hall, A.R. (2013). Testing Structural Stability in Macroeconometric Models, in: Hashimzade, N. and Thornton, M. (eds.), Handbook of Research Methods and Applications on Empirical Macroeconomics, Edward Elgar, UK, Ch. 9, pp. 206-228. [PDF]

Poghosyan, K. and Boldea, O. (2013). Structural versus Matching Estimation: Transmission Mechanisms for Armenia, Economic Modelling 30, 136–148. [Abstract and PDF]

Hall, A.R., Han, S. and Boldea, O. (2012). Inference Regarding Multiple Structural Changes in Linear Models with Endogenous Regressors, Journal of Econometrics 170, 281-302. [Abstract and PDF] [Supplemental Appendix] [Code]

Boldea, O., Hall, A.R. and Han, S.  (2012). Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS, Econometric Reviews 31, 1-33. [Abstract and PDF] [Code]

Engwerda, J.,  Boldea, O., Michalak, T., Plasmans J, and Salmah, S. (2012). A Simulation Study of an ASEAN Monetary Union, Economic Modelling 29, 1870-1890. [Abstract and PDF]

Boldea, O. and Magnus, J.R. (2009). Maximum Likelihood Estimation of the Multivariate Normal Mixture Model, Journal of the American Statistical Association 104, 1539-1549. [PDF] [Code] [Corrigendum 2024]

Safley, C. , Boldea, O., and Fernandez, G. (2006). Estimated Costs of Producing, Harvesting, and Marketing Blackberries in the Southeastern United States, HortTechnology 16, 109-117. [PDF]


Working papers (draft available)

Revelas, C., Boldea, O. and B. Werker (2024). When Does Subagging Work?  [PDF] Submitted.

Antoine, B. , Boldea, O.  and N. Zaccaria (2023). Inference in Linear Models with Structural Changes and Mixed Identification Strength. [Older Abstract and PDF]

Rothfelder, M.P.  and Boldea, O. (2022). Testing for a Threshold in Models with Endogenous Regressors. [Abstract and PDF] [Online Supplement (old)] [Draft 2016] 

Work in progress (draft available soon)

Bootstrap Methods for Impulse Responses Obtained by Local Projections (with A. Cornea-Madeira, A. Hall and N. Zaccaria).  Fed St Louis Presentation

Bootstrapping GMM Tests for an Unknown Threshold (with M.P. Rothfelder) . Virtual Time Series Seminar talk

Adding Valid and Variance-Reducing Controls (with W. Chen and P. Cizek)

Computationally Efficient Estimation of High-Dimensional Macro Models (with A. Alipoor and E. Janssens)

Optimally Smoothing Local Projections (with A. Nemtyrev)

Consistency of General Trees (with M.P. Rothfelder and B. Werker)

The Relative Role of Children and Schools in the Spread of SARS-CoV-2  (with Canfora, B., Ascosio, R., A. Nunes and G. Rozhnova)

Risk Classifications for Severe COVID-19 (with G. Rozhnova, A. de Boer and I. Westerhof)

Covid-19 and Chronic Illness Interactions in Transmission Dynamics (with G. Rozhnova et al)