Report NEP-ECM-2021-11-01
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:
- Dakyung Seong & Won-Ki Seo, 2021. "Functional instrumental variable regression with an application to estimating the impact of immigration on native wages," Papers 2110.12722, arXiv.org, revised Dec 2023.
- Peter C.B. Phillips & Igor Kheifets, 2021. "On Multicointegration," Cowles Foundation Discussion Papers 2306, Cowles Foundation for Research in Economics, Yale University.
- Carolina Caetano & Gregorio Caetano & Hao Fe & Eric R. Nielsen, 2021. "A Dummy Test of Identification in Models with Bunching," Finance and Economics Discussion Series 2021-068, Board of Governors of the Federal Reserve System (U.S.).
- Yanbo Liu & Peter C.B. Phillips, 2021. "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers 2305, Cowles Foundation for Research in Economics, Yale University.
- Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
- Peter C.B. Phillips, 2021. "Estimation and Inference with Near Unit Roots," Cowles Foundation Discussion Papers 2304, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B. Phillips & Ying Wang, 2021. "Limit Theory for Locally Flat Functional Coefficient Regression," Cowles Foundation Discussion Papers 2307, Cowles Foundation for Research in Economics, Yale University.
- Alessandra Luati & Francesca Papagni & Tommaso Proietti, 2021. "Efficient Nonparametric Estimation of Generalized Autocovariances," CEIS Research Paper 515, Tor Vergata University, CEIS, revised 14 Oct 2021.
- Abhishek K. Umrawal & Joshua C. C. Chan, 2021. "On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints," Papers 2110.12149, arXiv.org, revised Feb 2023.
- Tommaso Proietti & Federico Maddanu, 2021. "Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process," CEIS Research Paper 518, Tor Vergata University, CEIS, revised 19 Oct 2021.
- Peter C.B. Phillips, 2021. "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Cowles Foundation Discussion Papers 2303, Cowles Foundation for Research in Economics, Yale University.
- Matias D. Cattaneo & Luke Keele & Rocio Titiunik, 2021. "Covariate Adjustment in Regression Discontinuity Designs," Papers 2110.08410, arXiv.org, revised Aug 2022.
- Morgan Kelly, 2021. "Persistence, Randomization, and Spatial Noise," Working Papers 202124, School of Economics, University College Dublin.
- Blanka Horvath & Zacharia Issa & Aitor Muguruza, 2021. "Clustering Market Regimes using the Wasserstein Distance," Papers 2110.11848, arXiv.org.
- Bhattacharya, Rudrani & Bhandari, Bornali & Mundle, Sudipto, 2021. "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Working Papers 21/357, National Institute of Public Finance and Policy.