Report NEP-ECM-2022-02-14

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

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Other reports in NEP-ECM

The following items were announced in this report:

• Zongwu Cai & Seong Yeon Chang, 2022. "A New Test on Asset Return Predictability with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202206, University of Kansas, Department of Economics, revised Feb 2202.
• Zongwu Cai & Ying Fang & Ming Lin & Mingfeng Zhan, 2022. "Estimating Quantile Treatment Effects for Panel Data," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202205, University of Kansas, Department of Economics, revised Feb 2022.
• Tadao Hoshino, 2021. "Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach," Papers 2112.15114, arXiv.org, revised Jan 2023.
• Sven Otto & Nazarii Salish, 2022. "Approximate Factor Models for Functional Time Series," Papers 2201.02532, arXiv.org, revised May 2024.
• Hao Dong & Taisuke Otsu & Luke Taylor, 2022. "Bandwidth selection for nonparametric regression with errors-in-variables," STICERD - Econometrics Paper Series 620, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2021. "Economic theories and macroeconomic reality," Discussion Papers 56/2021, Deutsche Bundesbank.
• Rituparna Sen & Anandamayee Majumdar & Shubhangi Sikaria, 2021. "Bayesian Testing Of Granger Causality In Functional Time Series," Papers 2112.15315, arXiv.org.
• Mike G. Tsionas & Valentin Zelenyuk, 2022. "Testing for Optimization Behavior in Production when Data is with Measurement Errors: A Bayesian Approach," CEPA Working Papers Series WP012022, School of Economics, University of Queensland, Australia.
• Jack Britton & Ben Waltmann, 2021. "Revisiting the solution of dynamic discrete choice models: time to bring back Keane and Wolpin (1994)?," IFS Working Papers W21/13, Institute for Fiscal Studies.
• Traoré, Fousseini & Diop, Insa, 2021. "Unit root tests: Common pitfalls and best practices," AGRODEP technical notes TN-23, International Food Policy Research Institute (IFPRI).
• Margherita Fort & Andrea Ichino & Enrico Rettore & Giulio Zanella, 2022. "Multicutoff RD designs with observations located at each cutoff: problems and solutions," FBK-IRVAPP Working Papers 2022-01, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
• Kuha, Jouni & Bukodi, Erzsébet & Goldthorpe, John H., 2021. "Mediation analysis for associations of categorical variables: the role of education in social class mobility in Britain," LSE Research Online Documents on Economics 110157, London School of Economics and Political Science, LSE Library.
• Farshad Noravesh & Hamid Boustanifar, 2021. "Exact Post-selection Inference For Tracking S&P500," Papers 2112.15448, arXiv.org.
• Valérie Lechene & Krishna Pendakur & Alexander Wolf, 2021. "OLS estimation of the intra-household distribution of expenditure," IFS Working Papers W21/19, Institute for Fiscal Studies.
• Mei-Ling Cai & Zhang-HangJian Chen & Sai-Ping Li & Xiong Xiong & Wei Zhang & Ming-Yuan Yang & Fei Ren, 2022. "New volatility evolution model after extreme events," Papers 2201.03213, arXiv.org.
• Lhuissier Stéphane, 2022. "Financial Conditions and Macroeconomic Downside Risks in the Euro Area," Working papers 863, Banque de France.