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Report NEP-ECM-2024-01-29
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:
- Aknouche, Abdelhakim & Gouveia, Sonia & Scotto, Manuel, 2023, "Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs," MPRA Paper, University Library of Munich, Germany, number 119518, Dec, revised 18 Dec 2023.
- Denis Chetverikov & Jinyong Hahn & Zhipeng Liao & Shuyang Sheng, 2023, "Logit-based alternatives to two-stage least squares," Papers, arXiv.org, number 2312.10333, Dec.
- Jalal Etesami & Ali Habibnia & Negar Kiyavash, 2023, "Modeling Systemic Risk: A Time-Varying Nonparametric Causal Inference Framework," Papers, arXiv.org, number 2312.16707, Dec.
- Jinyong Hahn & Zhipeng Liao & Nan Liu & Shuyang Sheng, 2023, "Some Finite-Sample Results on the Hausman Test," Papers, arXiv.org, number 2312.10558, Dec.
- Liu, Jia & Maheu, John M & Song, Yong, 2023, "Identification and Forecasting of Bull and Bear Markets using Multivariate Returns," MPRA Paper, University Library of Munich, Germany, number 119515.
- Sara Boni & Massimiliano Caporin & Francesco Ravazzolo, 2024, "Nowcasting Inflation at Quantiles: Causality from Commodities," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS102, Jan.
- Peter Christensen, 2024, "Roughness Signature Functions," Papers, arXiv.org, number 2401.02819, Jan.
- Sam Ganzfried, 2023, "Nonparametric Strategy Test," Papers, arXiv.org, number 2312.10695, Dec, revised Oct 2024.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024, "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2024-001 Classification-1, Jan.