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 119518, University Library of Munich, Germany, revised 18 Dec 2023.
• Denis Chetverikov & Jinyong Hahn & Zhipeng Liao & Shuyang Sheng, 2023. "Logit-based alternatives to two-stage least squares," Papers 2312.10333, arXiv.org.
• Jalal Etesami & Ali Habibnia & Negar Kiyavash, 2023. "Modeling Systemic Risk: A Time-Varying Nonparametric Causal Inference Framework," Papers 2312.16707, arXiv.org.
• Jinyong Hahn & Zhipeng Liao & Nan Liu & Shuyang Sheng, 2023. "Some Finite-Sample Results on the Hausman Test," Papers 2312.10558, arXiv.org.
• Liu, Jia & Maheu, John M & Song, Yong, 2023. "Identification and Forecasting of Bull and Bear Markets using Multivariate Returns," MPRA Paper 119515, University Library of Munich, Germany.
• Sara Boni & Massimiliano Caporin & Francesco Ravazzolo, 2024. "Nowcasting Inflation at Quantiles: Causality from Commodities," BEMPS - Bozen Economics & Management Paper Series BEMPS102, Faculty of Economics and Management at the Free University of Bozen.
• Peter Christensen, 2024. "Roughness Signature Functions," Papers 2401.02819, arXiv.org.
• Sam Ganzfried, 2023. "Nonparametric Strategy Test," Papers 2312.10695, arXiv.org, 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 2024-001 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.