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Report NEP-ECM-2022-02-14
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:
- Zongwu Cai & Seong Yeon Chang, 2022, "A New Test on Asset Return Predictability with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202206, Feb, revised Feb 2202.
- Zongwu Cai & Ying Fang & Ming Lin & Mingfeng Zhan, 2022, "Estimating Quantile Treatment Effects for Panel Data," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202205, Feb, revised Feb 2022.
- Tadao Hoshino, 2021, "Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach," Papers, arXiv.org, number 2112.15114, Dec, revised Jan 2023.
- Sven Otto & Nazarii Salish, 2022, "Approximate Factor Models for Functional Time Series," Papers, arXiv.org, number 2201.02532, Jan, revised Feb 2025.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2022, "Bandwidth selection for nonparametric regression with errors-in-variables," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 620, Jan.
- Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2021, "Economic theories and macroeconomic reality," Discussion Papers, Deutsche Bundesbank, number 56/2021.
- Rituparna Sen & Anandamayee Majumdar & Shubhangi Sikaria, 2021, "Bayesian Testing Of Granger Causality In Functional Time Series," Papers, arXiv.org, number 2112.15315, Dec.
- Mike G. Tsionas & Valentin Zelenyuk, 2022, "Testing for Optimization Behavior in Production when Data is with Measurement Errors: A Bayesian Approach," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP012022, Jan.
- Jack Britton & Ben Waltmann, 2021, "Revisiting the solution of dynamic discrete choice models: time to bring back Keane and Wolpin (1994)?," IFS Working Papers, Institute for Fiscal Studies, number W21/13, May.
- Traoré, Fousseini & Diop, Insa, 2021, "Unit root tests: Common pitfalls and best practices," AGRODEP technical notes, International Food Policy Research Institute (IFPRI), number TN-23.
- Margherita Fort & Andrea Ichino & Enrico Rettore & Giulio Zanella, 2022, "Multicutoff RD designs with observations located at each cutoff: problems and solutions," FBK-IRVAPP Working Papers, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation, number 2022-01, Feb.
- Kuha, Jouni & Bukodi, Erzsébet & Goldthorpe, John H., 2021, "Mediation analysis for associations of categorical variables: the role of education in social class mobility in Britain," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110157, Dec.
- Farshad Noravesh & Hamid Boustanifar, 2021, "Exact Post-selection Inference For Tracking S&P500," Papers, arXiv.org, number 2112.15448, Dec.
- Valérie Lechene & Krishna Pendakur & Alexander Wolf, 2021, "OLS estimation of the intra-household distribution of expenditure," IFS Working Papers, Institute for Fiscal Studies, number W21/19, Jun.
- Mei-Ling Cai & Zhang-HangJian Chen & Sai-Ping Li & Xiong Xiong & Wei Zhang & Ming-Yuan Yang & Fei Ren, 2022, "New volatility evolution model after extreme events," Papers, arXiv.org, number 2201.03213, Jan.
- Stéphane Lhuissier, 2022, "Financial Conditions and Macroeconomic Downside Risks in the Euro Area," Working papers, Banque de France, number 863.