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Report NEP-ECM-2021-11-08
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:
- Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2021, "Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/21.
- Yayi Yan & Jiti Gao & Bin Peng, 2021, "On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/21.
- Bastian Schäfer, 2021, "Bandwidth selection for the Local Polynomial Double Conditional Smoothing under Spatial ARMA Errors," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 146, Nov.
- Paulo M.M. Rodrigues & Pedro Portugal & Anabela Carneiro, 2021, "The persistence of wages," Working Papers, Banco de Portugal, Economics and Research Department, number w202112.
- Mikhail Dmitriev & Manoj Atolia, 2021, "Testing for Spurious Dynamics in Structural Models with Applications to Monetary Policy," Working Papers, Department of Economics, Florida State University, number wp2021_10_01, Oct.
- Ramses H. Abul Naga & Christopher Stapenhurstz & Gaston Yalonetzky, 2021, "Inferring Inequality: Testing for Median-Preserving Spreads in Ordinal Data," Working Papers, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center, number 2021-01, Oct.
- Simon Hediger & Jeffrey Näf & Marc S. Paolella & Pawel Polak, 2021, "Heterogeneous Tail Generalized Common Factor Modeling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-73, Oct.
- Jesus Felipe & John McCombie & Aashish Mehta & Donna Faye Bajaro, 2021, "Production Function Estimation: Biased Coefficients and Endogenous Regressors, or a Case of Collective Amnesia?," Economics Working Paper Archive, Levy Economics Institute, number wp_994, Oct.
- Taisuke Otsu & Martin Pesendorfer, 2021, "Equilibrium multiplicity in dynamic games: testing and estimation," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 618, Oct.
- Arne Risa Hole, 2021, "Difference-in-differences with an ordinal dependentvariable: Assessing the impact of the London bombings on the safety perceptions of Muslims," Working Papers, The University of Sheffield, Department of Economics, number 2021005, Sep.
- Guohua Feng & Jiti Gao & Bin Peng, 2021, "Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/21.
- Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," Working Papers, FEDEA, number 2021-14, Nov.