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Report NEP-ECM-2022-04-25
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:
- Christian Francq & Baye Matar Kandji & Jean-Michel Zakoian, 2022, "Inference on Multiplicative Component GARCH without any Small-Order Moment," Working Papers, Center for Research in Economics and Statistics, number 2022-09, Mar.
- Lin, Yingqian & Tu, Yundong & Yao, Qiwei, 2020, "Estimation for double-nonlinear cointegration," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103830, May.
- Rutger van der Spek & Alexis Derumigny, 2022, "Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions," Papers, arXiv.org, number 2204.03285, Apr, revised Dec 2024.
- Gao, Z. & Pesaran, M. H., 2022, "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2228, Apr.
- Daniel J. Lewis & Karel Mertens, 2022, "Dynamic Identification Using System Projections on Instrumental Variables," Working Papers, Federal Reserve Bank of Dallas, number 2204, Mar, revised 03 Jul 2024, DOI: 10.24149/wp2204r3.
- Yunyun Wang & Tatsushi Oka & Dan Zhu, 2022, "Bivariate Distribution Regression with Application to Insurance Data," Papers, arXiv.org, number 2203.12228, Mar, revised Sep 2023.
- Jiti Gao & Bin Peng & Yayi Yan, 2022, "Nonparametric Estimation and Testing for Time-Varying VAR Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/22.
- Jaume Vives-i-Bastida, 2022, "Predictor Selection for Synthetic Controls," Papers, arXiv.org, number 2203.11576, Mar, revised Dec 2022.
- Deepankar Basu, 2022, "Bounds for Bias-Adjusted Treatment Effect in Linear Econometric Models," Papers, arXiv.org, number 2203.12431, Mar.
- Tzougas, George & di Cerchiara, Alice Pignatelli, 2021, "Bivariate mixed Poisson regression models with varying dispersion," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114327, Oct.
- Andreas Ferrara & Joung Yeob Ha & Randall Walsh, 2022, "Using Digitized Newspapers to Refine Historical Measures: The Case of the Boll Weevil," NBER Working Papers, National Bureau of Economic Research, Inc, number 29808, Feb.
- Rubens Morita & Zacharias Psaradakis & Martín Sola & Patricio Yunis, 2022, "On Testing for Bubbles During Hyperinflations," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2022_02, Feb.
- Johannes Huber, 2022, "An Augmented Steady-State Kalman Filter to Evaluate the Likelihood of Linear and Time-Invariant State-Space Models," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 343, Apr.
- James J. Heckman & Rodrigo Pinto, 2022, "Causality and Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 29787, Feb.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2022, "A Modern Gauss-Markov Theorem? Really?," MPRA Paper, University Library of Munich, Germany, number 112185, Feb.
- Martin Lettau, 2022, "High-Dimensional Factor Models with an Application to Mutual Fund Characteristics," NBER Working Papers, National Bureau of Economic Research, Inc, number 29833, Mar.
- Alessandro Casini, 2022, "Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation”," CEIS Research Paper, Tor Vergata University, CEIS, number 536, Apr, revised 02 Apr 2022.
- Arora, Nikita & Quaife, Matthew & Hanson, Kara & Lagarde, Mylène & Woldesenbet, Dorka & Seifu, Abiy & Crastes dit Sourd, Romain, 2022, "Discrete choice analysis of health worker job preferences in Ethiopia: separating attribute non-attendance from taste heterogeneity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113529, Feb.
- Barend Abeln & Jan P.A.M. Jacobs & Machiel Mulder, 2022, "Seasonal adjustment of daily data with CAMPLET," CIRANO Working Papers, CIRANO, number 2022s-06, Apr.