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)
Macroeconometrics
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)
Machine learning
Consistency of General Trees (with M.P. Rothfelder and B. Werker)
COVID-19
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)