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Report NEP-ECM-2025-04-07
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:
- Xiaohu Wang & Weilin Xiao & Jun Yu & Chen Zhang, 2025. "Maximum Likelihood Estimation of Fractional Ornstein-Uhlenbeck Process with Discretely Sampled Data," Working Papers 202527, University of Macau, Faculty of Business Administration.
- Kirill Borusyak & Peter Hull, 2025. "Optimal formula instruments," CeMMAP working papers 09/25, Institute for Fiscal Studies.