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Report NEP-ECM-2021-11-15
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:
- Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021, "Bootstrap inference for panel data quantile regression," Papers, arXiv.org, number 2111.03626, Nov.
- Shi, Chengchun & Luo, Shikai & Zhu, Hongtu & Song, Rui, 2021, "An online sequential test for qualitative treatment effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112521, Dec.
- Carlos Velasco & Xuexin Wang, 2021, "Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2024-09-06, Nov.
- Yong Bao & Aman Ullah, 2021, "Analytical Finite Sample Econometrics-from A.L.Nagar to Now," Working Papers, University of California at Riverside, Department of Economics, number 202114, Aug, revised Oct 2021.
- Reiß, Markus & Winkelmann, Lars, 2021, "Inference on the maximal rank of time-varying covariance matrices using high-frequency data," Discussion Papers, Free University Berlin, School of Business & Economics, number 2021/14, DOI: 10.17169/refubium-32210.
- Winkelmann, Lars & Yao, Wenying, 2021, "Tests for jumps in yield spreads," Discussion Papers, Free University Berlin, School of Business & Economics, number 2021/15, DOI: 10.17169/refubium-32211.
- Xuexin WANG, 2021, "Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2021-11-06, Nov.
- Xiufeng Yan, 2021, "Multiplicative Component GARCH Model of Intraday Volatility," Papers, arXiv.org, number 2111.02376, Nov.
- Bakk, Zsuzsa & Di Mari, Roberto & Oser, Jennifer & Kuha, Jouni, 2022, "Two-stage multilevel latent class analysis with covariates in the presence of direct effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112510, Mar.
- Xiufeng Yan, 2021, "Autoregressive conditional duration modelling of high frequency data," Papers, arXiv.org, number 2111.02300, Nov.
- Peng, Liang & Einmahl, John, 2021, "Improved regression inference using a second overlapping regression model," Other publications TiSEM, Tilburg University, School of Economics and Management, number c529c2b9-0eee-440e-b015-8.
- Bönisch, Peter & Inderst, Roman, 2020, "Using the Statistical Concept of "Severity" to Assess Seemingly Contradictory Statistical Evidence (with a Particular Application to Damage Estimation)," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 3, DOI: 10.2139/ssrn.3702906.
- Abhishek Kumar Umrawal, 2021, "Leveraging Causal Graphs for Blocking in Randomized Experiments," Papers, arXiv.org, number 2111.02306, Nov, revised Feb 2023.
- Silber, Jacques & Yalonetzky, Gaston, 2021, "Measuring welfare, inequality and poverty with ordinal variables," GLO Discussion Paper Series, Global Labor Organization (GLO), number 962.
- Baron Law, 2021, "Correlation Estimation in Hybrid Systems," Papers, arXiv.org, number 2111.06042, Nov, revised Jul 2023.