The study examines the effect of economic policy uncertainty (EPU) on nonlinear risk spillover across 24 Chinese industry sectors over the period 2008-2022. We employ tail-event driven network method to measure nonlinear risk spillover of inter-industry and quantile-on-quantile regression to...

Variable selection is the issue of major concern in practical regressions. This note provides a simple and efficient method to examine the robustness of predictor variables in cross-country economic growth models. Our results confirm the general findings of Sala-i-Martin <italic>et al.</italic> (2004),...