Report NEP-ECM-2021-11-08

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2021. "Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice," Monash Econometrics and Business Statistics Working Papers 18/21, Monash University, Department of Econometrics and Business Statistics.
• Yayi Yan & Jiti Gao & Bin Peng, 2021. "On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis," Monash Econometrics and Business Statistics Working Papers 17/21, Monash University, Department of Econometrics and Business Statistics.
• Bastian Schäfer, 2021. "Bandwidth selection for the Local Polynomial Double Conditional Smoothing under Spatial ARMA Errors," Working Papers CIE 146, Paderborn University, CIE Center for International Economics.
• Paulo M.M. Rodrigues & Pedro Portugal & Anabela Carneiro, 2021. "The persistence of wages," Working Papers w202112, Banco de Portugal, Economics and Research Department.
• Mikhail Dmitriev & Manoj Atolia, 2021. "Testing for Spurious Dynamics in Structural Models with Applications to Monetary Policy," Working Papers wp2021_10_01, Department of Economics, Florida State University.
• Ramses H. Abul Naga & Christopher Stapenhurstz & Gaston Yalonetzky, 2021. "Inferring Inequality: Testing for Median-Preserving Spreads in Ordinal Data," Working Papers 2021-01, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
• Simon Hediger & Jeffrey Näf & Marc S. Paolella & Pawel Polak, 2021. "Heterogeneous Tail Generalized Common Factor Modeling," Swiss Finance Institute Research Paper Series 21-73, Swiss Finance Institute.
• Jesus Felipe & John McCombie & Aashish Mehta & Donna Faye Bajaro, 2021. "Production Function Estimation: Biased Coefficients and Endogenous Regressors, or a Case of Collective Amnesia?," Economics Working Paper Archive wp_994, Levy Economics Institute.
• Taisuke Otsu & Martin Pesendorfer, 2021. "Equilibrium multiplicity in dynamic games: testing and estimation," STICERD - Econometrics Paper Series 618, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Arne Risa Hole, 2021. "Difference-in-differences with an ordinal dependentvariable: Assessing the impact of the London bombings on the safety perceptions of Muslims," Working Papers 2021005, The University of Sheffield, Department of Economics.
• Guohua Feng & Jiti Gao & Bin Peng, 2021. "Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach," Monash Econometrics and Business Statistics Working Papers 16/21, Monash University, Department of Econometrics and Business Statistics.
• Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," Working Papers 2021-14, FEDEA.