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.

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