Bayesian Clustered Coefficients Regression with Auxiliary Covariates Assistant Random Effects,
Guanyu Hu, Yishu Xue and Zhihua Ma,
from arXiv.org
(2021)
An introduction to time-varying lag autoregression,
Philip Hans Franses,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2020)
Keywords: Autoregression, Time-varying lags, Forecasting
Structural Regularization,
Jiaming Mao and Zhesheng Zheng,
from arXiv.org
(2020)
Smile: A Simple Diagnostic for Selection on Observables,
David Slichter,
from University Library of Munich, Germany
(2020)
Keywords: unconfoundedness, diagnostic test
Endogenous Time Variation in Vector Autoregressions,
Danilo Leiva-Leon and Luis Uzeda,
from Bank of Canada
(2020)
Keywords: Econometric and statistical methods; Inflation and prices; Transmission of monetary policy
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?,
Benedikt M. P\"otscher and David Preinerstorfer,
from arXiv.org
(2021)
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods,
Niko Hauzenberger, Florian Huber and Gary Koop,
from arXiv.org
(2023)
Identification and Inference of Network Formation Games with Misclassified Links,
Luis Candelaria and Takuya Ura,
from University of Warwick, Department of Economics
(2020)
Keywords: Misclassification ; Network formation models ; Strategic interactions ; Incomplete information JEL codes: C13 ; C31
Distributional robustness of K-class estimators and the PULSE,
Martin Emil Jakobsen and Jonas Peters,
from arXiv.org
(2022)
Critical Values Robust to P-hacking,
Adam McCloskey and Pascal Michaillat,
from arXiv.org
(2023)
Direct versus iterated multi-period Value at Risk,
Maria Rosa Nieto Delfin,
from Universidad Carlos III de Madrid. Departamento de EstadÃstica
(2020)
Keywords: Risk
Fractional trends in unobserved components models,
Tobias Hartl, Rolf Tschernig and Enzo Weber,
from arXiv.org
(2020)
Inference with Many Weak Instruments,
Anna Mikusheva and Liyang Sun,
from arXiv.org
(2021)
Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity,
Samuele Centorrino and Mar\'ia P\'erez-Urdiales,
from arXiv.org
(2021)
Sensitivity to Calibrated Parameters,
Thomas Jørgensen,
from University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI)
(2021)
Keywords: sensitivity, transparency, structural estimation, calibration, savings motives
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order,
Samuel Brien, Michael Jansson and Morten Nielsen,
from Economics Department, Queen's University
(2022)
Keywords: Efficiency, Likelihood ratio test, Nuisance parameters, Unit root hypothesis
Causal Inference on Networks under Continuous Treatment Interference,
Laura Forastiere, Davide Del Prete and Valerio Leone Sciabolazza,
from arXiv.org
(2023)
Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution,
Szabolcs Blazsek and Adrian Licht,
from Universidad Carlos III de Madrid. Departamento de EconomÃa
(2020)
Keywords: Global Crude Oil Market
Dynamic stochastic general equilibrium inference using a score-driven approach,
Szabolcs Blazsek and Adrian Licht,
from Universidad Carlos III de Madrid. Departamento de EconomÃa
(2020)
Keywords: Dynamic Stochastic General Equilibrium (Dsge)
Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors,
Sium Hannadige, Jiti Gao, Mervyn Silvapulle and Param Silvapulle,
from Monash University, Department of Econometrics and Business Statistics
(2020)
Keywords: bootstrap, generated factors, panel data, prediction interval