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Report NEP-ECM-2024-08-19
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:
- Zhishui Hu & Nan Liu & Peter C. B. Phillips & Qiying Wang, 2024, "Self-weighted Estimation for Local Unit Root Regression with Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2400, Apr.
- Ying Wang & Peter C. B. Phillips & Yundong Tu, 2024, "Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2399, Apr.
- Chen, Yining & S. Torrent, Hudson & A. Ziegelmann, Flavio, 2023, "Robust nonparametric frontier estimation in two steps," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119389, Jul.
- Gao, Fengnan & Wang, Tengyao, 2022, "Two-sample testing of high-dimensional linear regression coefficients via complementary sketching," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115644, Oct.
- Ying Wang & Peter C. B. Phillips, 2024, "Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2398, Jun.
- Tobias Eibinger & Beate Deixelberger & Hans Manner, 2024, "Estimating IPAT Models Using Panel Data," Graz Economics Papers, University of Graz, Department of Economics, number 2024-01, Jan.
- Yujuan Qiu, 2024, "Estimation of tail risk measures in finance: Approaches to extreme value mixture modeling," Papers, arXiv.org, number 2407.05933, Jun.
- Vainora, J., 2026, "Asymptotic Theory Under Network Stationarity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2439, Jan.
- Martin Bruns & Helmut Lutkepohl & James McNeil, 2024, "Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2024-05, Jul.
- Bogatyrev, Konstantin & Stoetzer, Lukas, 2024, "Synthetic Control Methods for Proportions," OSF Preprints, Center for Open Science, number brhd3, Jul, DOI: 10.31219/osf.io/brhd3.
- Suguru Otani & Tohya Sugano, 2024, "A Note on Identification of Match Fixed Effects as Interpretable Unobserved Match Affinity," Papers, arXiv.org, number 2406.18913, Jun, revised Aug 2024.
- Lux, Thomas, 2024, "Lack of identification of parameters in a simple behavioral macroeconomic model," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2024-02.
- Christian Gourieroux & Quinlan Lee, 2024, "Forecast Relative Error Decomposition," Papers, arXiv.org, number 2406.17708, Jun.
- Fitzgerald, Jack, 2024, "Manipulation Tests in Regression Discontinuity Design: The Need for Equivalence Testing," I4R Discussion Paper Series, The Institute for Replication (I4R), number 136.
- Paolo Maranzano & Matteo Pelagatti, 2024, "A Hodrick-Prescott filter with automatically selected jumps," Working Papers, Fondazione Eni Enrico Mattei, number 2024.18, Jul.
- Ermisch, John, 2024, "Relationships between Aggregates and Individual Behaviour: The Nature, Direction and Size of Aggregation Bias," SocArXiv, Center for Open Science, number 3hrkp, Jul, DOI: 10.31219/osf.io/3hrkp.