Report NEP-ECM-2021-11-15

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:

• Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.
• Shi, Chengchun & Luo, Shikai & Zhu, Hongtu & Song, Rui, 2021. "An online sequential test for qualitative treatment effects," LSE Research Online Documents on Economics 112521, London School of Economics and Political Science, LSE Library.
• Carlos Velasco & Xuexin Wang, 2021. "Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption," Working Papers 2024-09-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Yong Bao & Aman Ullah, 2021. "Analytical Finite Sample Econometrics-from A.L.Nagar to Now," Working Papers 202114, University of California at Riverside, Department of Economics, revised Oct 2021.
• Reiß, Markus & Winkelmann, Lars, 2021. "Inference on the maximal rank of time-varying covariance matrices using high-frequency data," Discussion Papers 2021/14, Free University Berlin, School of Business & Economics.
• Winkelmann, Lars & Yao, Wenying, 2021. "Tests for jumps in yield spreads," Discussion Papers 2021/15, Free University Berlin, School of Business & Economics.
• Xuexin WANG, 2021. "Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses," Working Papers 2021-11-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Xiufeng Yan, 2021. "Multiplicative Component GARCH Model of Intraday Volatility," Papers 2111.02376, arXiv.org.
• Bakk, Zsuzsa & Di Mari, Roberto & Oser, Jennifer & Kuha, Jouni, 2022. "Two-stage multilevel latent class analysis with covariates in the presence of direct effects," LSE Research Online Documents on Economics 112510, London School of Economics and Political Science, LSE Library.
• Xiufeng Yan, 2021. "Autoregressive conditional duration modelling of high frequency data," Papers 2111.02300, arXiv.org.
• Peng, Liang & Einmahl, John, 2021. "Improved regression inference using a second overlapping regression model," Other publications TiSEM c529c2b9-0eee-440e-b015-8, Tilburg University, School of Economics and Management.
• Bönisch, Peter & Inderst, Roman, 2020. "Using the Statistical Concept of "Severity" to Assess Seemingly Contradictory Statistical Evidence (with a Particular Application to Damage Estimation)," LawFin Working Paper Series 3, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
• Abhishek Kumar Umrawal, 2021. "Leveraging Causal Graphs for Blocking in Randomized Experiments," Papers 2111.02306, arXiv.org, revised Feb 2023.
• Silber, Jacques & Yalonetzky, Gaston, 2021. "Measuring welfare, inequality and poverty with ordinal variables," GLO Discussion Paper Series 962, Global Labor Organization (GLO).
• Baron Law, 2021. "Correlation Estimation in Hybrid Systems," Papers 2111.06042, arXiv.org, revised Jul 2023.