Report NEP-ECM-2021-07-12
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-ECM
The following items were announced in this report:
- Jinyong Hahn & Ruoyao Shi, 2021. "Breusch and Pagan’s (1980) Test Revisited," Working Papers 202110, University of California at Riverside, Department of Economics.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021. "Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels," Globalization Institute Working Papers 409, Federal Reserve Bank of Dallas, revised 08 Nov 2023.
- Daniel Becker & Alois Kneip & Valentin Patilea, 2021. "Semiparametric inference for partially linear regressions with Box-Cox transformation," Papers 2106.10723, arXiv.org.
- Jamie L. Cross & Chenghan Hou & Gary Koop, 2021. "Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs," Working Papers No 04/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Philipp Otto & Wolfgang Schmid, 2021. "Generalized Spatial and Spatiotemporal ARCH Models," Papers 2106.10477, arXiv.org.
- Li, Y-N. & Chen, J. & Linton, O., 2021. "Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model," Cambridge Working Papers in Economics 2150, Faculty of Economics, University of Cambridge.
- Anastasiou, Andreas & Fryzlewicz, Piotr, 2022. "Detecting multiple generalized change-points by isolating single ones," LSE Research Online Documents on Economics 110258, London School of Economics and Political Science, LSE Library.
- Dall’erba, Sandy & Chagas, André & Ridley, William & Xu, Yilan & Yuan, Lilin, 2021. "Instrumental Variable Network Difference-in-Differences (IV-NDID) Estimator: Model and Application," TD NEREUS 5-2021, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS).
- Riccardo Lucchetti & Luca Pedini & Claudia Pigini, 2021. "Bayesian Model Averaging For Propensity Score Matching In Tax Rebate," Working Papers 457, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Luca Benati & Thomas Lubik, 2021. "Searching for Hysteresis," Diskussionsschriften dp2107, Universitaet Bern, Departement Volkswirtschaft.
- Soeren Johansen & Anders Rygh Swensen, 2021. "Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models," Discussion Papers 21-07, University of Copenhagen. Department of Economics.
- Centorrino, Samuele & Perez Urdiales, Maria & Bravo-Ureta, Boris & Wall, Alan, 2021. "Binary Endogenous Treatment in Stochastic Frontier Models with an Application to Soil Conservation in El Salvador," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid) 312058, Agricultural Economics Society - AES.
- Francesca Lilla, 2021. "Volatility Bursts: A discrete-time option model with multiple volatility components," Temi di discussione (Economic working papers) 1336, Bank of Italy, Economic Research and International Relations Area.
- Denis Fougère & Nicolas Jacquemet, 2021. "Policy Evaluation Using Causal Inference Methods," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03098058, HAL.