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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, or Bluesky.
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, University of California at Riverside, Department of Economics, number 202110, Jun.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021, "Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 409, May, revised 08 Nov 2023, DOI: 10.24149/gwp409r2.
- Daniel Becker & Alois Kneip & Valentin Patilea, 2021, "Semiparametric inference for partially linear regressions with Box-Cox transformation," Papers, arXiv.org, number 2106.10723, Jun.
- Jamie L. Cross & Chenghan Hou & Gary Koop, 2021, "Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2021, Jun.
- Philipp Otto & Wolfgang Schmid, 2021, "Generalized Spatial and Spatiotemporal ARCH Models," Papers, arXiv.org, number 2106.10477, Jun.
- Item repec:cam:camdae:2150 is not listed on IDEAS anymore
- Anastasiou, Andreas & Fryzlewicz, Piotr, 2022, "Detecting multiple generalized change-points by isolating single ones," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110258, Feb.
- Sandy Dall’erba & André Chagas & William Ridley & Yilan Xu & Lilin Yuan, 2021, "Instrumental Variable Network Difference-in-Differences (IV-NDID) Estimator: Model and Application," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 5-2021, Jul.
- Riccardo Lucchetti & Luca Pedini & Claudia Pigini, 2021, "Bayesian Model Averaging For Propensity Score Matching In Tax Rebate," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 457, Jun.
- Luca Benati & Thomas Lubik, 2021, "Searching for Hysteresis," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2107, May.
- Soeren Johansen & Anders Rygh Swensen, 2021, "Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models," Discussion Papers, University of Copenhagen. Department of Economics, number 21-07, Jun.
- 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), Agricultural Economics Society - AES, number 312058, Mar, DOI: 10.22004/ag.econ.312058.
- Francesca Lilla, 2021, "Volatility Bursts: A discrete-time option model with multiple volatility components," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1336, Jun.
- Denis Fougère & Nicolas Jacquemet, 2021, "Policy Evaluation Using Causal Inference Methods," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03098058, Nov.