When will the Covid-19 pandemic peak?
Author
Abstract
Suggested Citation
Note: obl20, sl736
Download full text from publisher
Other versions of this item:
- Li, Shaoran & Linton, Oliver, 2021. "When will the Covid-19 pandemic peak?," Journal of Econometrics, Elsevier, vol. 220(1), pages 130-157.
- Oliver Linton, 2020. "When will the Covid-19 pandemic peak?," CeMMAP working papers CWP11/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
References listed on IDEAS
- Christian M. Hafner, 2020.
"The Spread of the Covid-19 Pandemic in Time and Space,"
IJERPH, MDPI, vol. 17(11), pages 1-13, May.
- Hafner, Christian, 2020. "The Spread of the Covid-19 Pandemic in Time and Space," LIDAM Reprints ISBA 2020031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2020.
"Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries,"
Globalization Institute Working Papers
382, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2020. "Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries," CESifo Working Paper Series 8243, CESifo.
- Rebucci, Alessandro & Chudik, Alexander & Pesaran, M. Hashem, 2020. "Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries," CEPR Discussion Papers 14646, C.E.P.R. Discussion Papers.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2020. "Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries," NBER Working Papers 27039, National Bureau of Economic Research, Inc.
- Chen, Xiaohong & Christensen, Timothy M., 2015.
"Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions,"
Journal of Econometrics, Elsevier, vol. 188(2), pages 447-465.
- Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," CeMMAP working papers CWP46/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Cowles Foundation Discussion Papers 1976, Cowles Foundation for Research in Economics, Yale University.
- Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021.
"Panel forecasts of country-level Covid-19 infections,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
- Park, Joon Y & Phillips, Peter C B, 2001.
"Nonlinear Regressions with Integrated Time Series,"
Econometrica, Econometric Society, vol. 69(1), pages 117-161, January.
- Joon Y. Park & Peter C.B. Phillips, 1998. "Nonlinear Regressions with Integrated Time Series," Cowles Foundation Discussion Papers 1190, Cowles Foundation for Research in Economics, Yale University.
- Wang, Qiying, 2014. "Martingale Limit Theorem Revisited And Nonlinear Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 30(3), pages 509-535, June.
- Park, Joon Y. & Phillips, Peter C.B., 1999.
"Asymptotics For Nonlinear Transformations Of Integrated Time Series,"
Econometric Theory, Cambridge University Press, vol. 15(3), pages 269-298, June.
- Peter C.B. Phillips & Joon Y. Park, 1998. "Asymptotics for Nonlinear Transformations of Integrated Time Series," Cowles Foundation Discussion Papers 1182, Cowles Foundation for Research in Economics, Yale University.
- Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
- D Marinucci & Peter M Robinson, 2001. "Semiparametric Fractional Cointegration Analysis," STICERD - Econometrics Paper Series 420, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Daron Acemoglu & Victor Chernozhukov & Ivàn Werning & Michael D. Whinston, 2020. "A Multi-Risk SIR Model with Optimally Targeted Lockdown," CeMMAP working papers CWP14/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Gozalo, Pedro & Linton, Oliver, 2000. "Local nonlinear least squares: Using parametric information in nonparametric regression," Journal of Econometrics, Elsevier, vol. 99(1), pages 63-106, November.
- Lo, Andrew W. & Craig MacKinlay, A., 1990.
"An econometric analysis of nonsynchronous trading,"
Journal of Econometrics, Elsevier, vol. 45(1-2), pages 181-211.
- Andrew W. Lo & Craig A. MacKinlay, "undated". "An Econometric Analysis of Nonsyschronous-Trading," Rodney L. White Center for Financial Research Working Papers 19-89, Wharton School Rodney L. White Center for Financial Research.
- Andrew W. Lo & A. Craig MacKinlay, 1989. "An Econometric Analysis of Nonsynchronous Trading," NBER Working Papers 2960, National Bureau of Economic Research, Inc.
- Cleo Anastassopoulou & Lucia Russo & Athanasios Tsakris & Constantinos Siettos, 2020. "Data-based analysis, modelling and forecasting of the COVID-19 outbreak," PLOS ONE, Public Library of Science, vol. 15(3), pages 1-21, March.
- Campbell, John Y, 1993.
"Intertemporal Asset Pricing without Consumption Data,"
American Economic Review, American Economic Association, vol. 83(3), pages 487-512, June.
- John Y. Campbell, 1992. "Intertemporal Asset Pricing Without Consumption Data," NBER Working Papers 3989, National Bureau of Economic Research, Inc.
- Campbell, John, 1993. "Intertemporal Asset Pricing Without Consumption Data," Scholarly Articles 3221491, Harvard University Department of Economics.
- Marinucci, D & Robinson, Peter M., 2001. "Semiparametric fractional cointegration analysis," LSE Research Online Documents on Economics 2269, London School of Economics and Political Science, LSE Library.
- Marinucci, D. & Robinson, P. M., 2001. "Semiparametric fractional cointegration analysis," Journal of Econometrics, Elsevier, vol. 105(1), pages 225-247, November.
- Härdle, W. & Marron, S.J., 1990. "Semiparametric comparison of regression curves," LIDAM Reprints CORE 890, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Pesaran, M. Hashem & Yamagata, Takashi, 2012.
"Testing CAPM with a Large Number of Assets,"
IZA Discussion Papers
6469, Institute of Labor Economics (IZA).
- M Hashem Pesaran & Takashi Yamagata, 2012. "Testing CAPM with a Large Number of Assets," Discussion Papers 12/05, Department of Economics, University of York.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dong, Chaohua & Linton, Oliver & Peng, Bin, 2021. "A weighted sieve estimator for nonparametric time series models with nonstationary variables," Journal of Econometrics, Elsevier, vol. 222(2), pages 909-932.
- Hurvich, Cliiford & Wang, Yi, 2006.
"A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects,"
MPRA Paper
1413, University Library of Munich, Germany.
- Hurvich, Clifford & Wang, Yi, 2009. "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper 12575, University Library of Munich, Germany.
- Guglielmo Caporale & Luis Gil-Alana, 2014.
"Fractional integration and cointegration in US financial time series data,"
Empirical Economics, Springer, vol. 47(4), pages 1389-1410, December.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series 3416, CESifo.
- Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012. "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers 12/12, School of Economics and Business Administration, University of Navarra.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin 1116, DIW Berlin, German Institute for Economic Research.
- Aaron D. Smallwood & Stefan C. Norrbin, 2006.
"Generalized long memory processes, failure of cointegration tests and exchange rate dynamics,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 409-417, May.
- Stefan C. Norrbin & Aaron D. Smallwood, 2006. "Generalized long memory processes, failure of cointegration tests and exchange rate dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 409-417.
- John Goddard & David Mcmillan & John Wilson, 2008. "Dividends, prices and the present value model: firm-level evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 14(3), pages 195-210.
- Aaron Smallwood & Stefan Norrbin, 2004. "Estimating cointegrating vectors using near unit root variables," Applied Economics Letters, Taylor & Francis Journals, vol. 11(12), pages 781-784.
- Claudio Morana & Andrea Beltratti, 2006.
"Structural breaks and common factors in the volatility of the Fama-French factor portfolios,"
Applied Financial Economics, Taylor & Francis Journals, vol. 16(14), pages 1059-1073.
- Andrea Beltratti & Claudio Morana, 2005. "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers 23-2005, ICER - International Centre for Economic Research.
- Zhishui Hu & Ioannis Kasparis & Qiying Wang, 2020. "Locally trimmed least squares: conventional inference in possibly nonstationary models," Papers 2006.12595, arXiv.org.
- Morana, Claudio, 2009.
"On the macroeconomic causes of exchange rate volatility,"
International Journal of Forecasting, Elsevier, vol. 25(2), pages 328-350.
- Claudio Morana, 2007. "On the macroeconomic causes of exchange rates volatility," ICER Working Papers 8-2007, ICER - International Centre for Economic Research.
- Canarella, Giorgio & Miller, Stephen M., 2017. "Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration," Journal of Economics and Business, Elsevier, vol. 92(C), pages 45-62.
- Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2015.
"Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States,"
Working Papers
201539, University of Pretoria, Department of Economics.
- Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2016. "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States," Working papers 2016-19, University of Connecticut, Department of Economics.
- Hualde, J. & Robinson, P.M., 2010. "Semiparametric inference in multivariate fractionally cointegrated systems," Journal of Econometrics, Elsevier, vol. 157(2), pages 492-511, August.
- Chevillon, Guillaume & Mavroeidis, Sophocles, 2011.
"Learning generates Long Memory,"
ESSEC Working Papers
WP1113, ESSEC Research Center, ESSEC Business School.
- Guillaume Chevillon & Sophocles Mavroeidis, 2013. "Learning generates Long Memory," Post-Print hal-00661012, HAL.
- Chan, Nigel & Wang, Qiying, 2015. "Nonlinear regressions with nonstationary time series," Journal of Econometrics, Elsevier, vol. 185(1), pages 182-195.
- Claudio Morana, 2009. "An omnibus noise filter," Computational Statistics, Springer, vol. 24(3), pages 459-479, August.
- Margherita Gerolimetto & Isabella Procidano, 2008. "A test for fractional cointegration using the sieve bootstrap," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(3), pages 373-391, July.
- Morten Ø. Nielsen & Per Houmann Frederiksen, 2008. "Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration," Working Paper 1171, Economics Department, Queen's University.
- Rangan Gupta & Christophe André & Luis Gil-Alana, 2015.
"Comovement in Euro area housing prices: A fractional cointegration approach,"
Urban Studies, Urban Studies Journal Limited, vol. 52(16), pages 3123-3143, December.
- Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers 201359, University of Pretoria, Department of Economics.
- Adebola, Solarin Sakiru & Gil-Alana, Luis A. & Madigu, Godfrey, 2019. "Gold prices and the cryptocurrencies: Evidence of convergence and cointegration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1227-1236.
- Luis A. Gil‐Alana, 2003.
"Testing of Fractional Cointegration in Macroeconomic Time Series,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 517-529, September.
- Gil-Alaña, Luis A., 2000. "Testing of fractional cointegration in macroeconomic time series," SFB 373 Discussion Papers 2000,105, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Luis A. Gil-Alana, 2003. "Testing of Fractional Cointegration in Macroeconomic Time Series," Faculty Working Papers 09/03, School of Economics and Business Administration, University of Navarra.
More about this item
Keywords
COVID-19; Epidemic; Nonparametric; Prediction; Trend;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2020-06-29 (Econometric Time Series)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cam:camdae:2025. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Jake Dyer (email available below). General contact details of provider: https://www.econ.cam.ac.uk/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.