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Report NEP-ECM-2020-04-27
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, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022, "Testing for the appropriate level of clustering in linear regression models," Working Paper, Economics Department, Queen's University, number 1428, Dec.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020, "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2003, revised Mar 2020.
- Jennifer Castle & Jurgen Doornik & David Hendry, 2020, "Modelling Non-stationary 'Big Data'," Economics Series Working Papers, University of Oxford, Department of Economics, number 905, Apr.
- Guy Melard, 2020, "An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-10, Apr.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020, "Robust Discovery of Regression Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W04, Apr.
- Schmidheiny, Kurt & Siegloch, Sebastian, 2020, "On event studies and distributed-lags in two-way fixed effects models: Identification, equivalence, and generalization," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-017.
- David F. Hendry & Felix Pretis, 2020, "Analyzing Differences between Scenarios," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W05, Apr.
- Steve Bond & Arshia Hashemi & Greg Kaplan & Piotr Zoch, 2020, "Some Unpleasant Markup Arithmetic: Production Function Elasticities and their Estimation from Production Data," Economics Series Working Papers, University of Oxford, Department of Economics, number 906, Apr.
- James Cloyne & Òscar Jordà & Alan M. Taylor, 2020, "Decomposing the Fiscal Multiplier," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-12, Mar, DOI: 10.24148/wp2020-12.
- Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-18, Apr.
- Fabian Lange & Theodore Papageorgiou, 2020, "Beyond Cobb-Douglas: Flexibly Estimating Matching Functions with Unobserved Matching Efficiency," Working Papers, Human Capital and Economic Opportunity Working Group, number 2020-025, Apr.
- Olden, Andreas & Møen, Jarle, 2020, "The Triple Difference Estimator," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2020/1, Apr.
- Nataliia Ostapenko, 2020, "Identification Of Monetary Policy Shocks From Fomc Transcripts," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 123.
- André Klein & Guy Melard, 2020, "Invertibility Condition of the Fisher Information Matrix of a VARMAX Process and the Tensor Sylvester Matrix," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-11, Apr.