:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Beare, Brendan K., Franchi, Massimo, Howlett, Phil
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	https://arxiv.org/abs/2402.01966
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Modified Wilcoxon-Mann-Whitney tests of stochastic dominance
by: Beare, Brendan K., et al.
Published: (2022)

Canonical correlation analysis of stochastic trends via functional approximation
by: Franchi, Massimo, et al.
Published: (2024)

The Granger-Johansen representation theorem for integrated time series on Banach space
by: Howlett, Phil, et al.
Published: (2021)

The Natural Components of a Regular Linear System
by: Brendan K. Beare, et al.
Published: (2026)

The causal interpretation of panel vector autoregressions
by: Pala, Raimondo
Published: (2025)

On global identification in structural vector autoregressions
by: Bacchiocchi, Emanuele, et al.
Published: (2021)

Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
by: Meitz, Mika, et al.
Published: (2022)

Heterogeneous autoregressions in short T panel data models
by: M. Hashem Pesaran, et al.
Published: (2024)

Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors
by: Gefang, Deborah, et al.
Published: (2025)

Counterfactual Analysis in Empirical Games
by: Kline, Brendan, et al.
Published: (2024)

Nowcasting Italian Municipal Income with Nightlights: A Deep Learning Approach
by: Giannini, Massimo
Published: (2026)

Spatially-clustered spatial autoregressive models with application to agricultural market concentration in Europe
by: Cerqueti, Roy, et al.
Published: (2024)

Finite Population Identification and Design-Based Sensitivity Analysis
by: Kline, Brendan, et al.
Published: (2025)

Partial Identification in Moment Models with Incomplete Data--A Conditional Optimal Transport Approach
by: Fan, Yanqin, et al.
Published: (2025)

A mixture autoregressive model based on Gaussian and Student's $t$-distributions
by: Virolainen, Savi
Published: (2020)

Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks
by: Virolainen, Savi
Published: (2020)

Gaussian and Student's $t$ mixture vector autoregressive model with application to the effects of the Euro area monetary policy shock
by: Virolainen, Savi
Published: (2021)

Lorenz map, inequality ordering and curves based on multidimensional rearrangements
by: Fan, Yanqin, et al.
Published: (2022)

A general randomized test for Alpha
by: Massacci, Daniele, et al.
Published: (2025)

Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models
by: Virolainen, Savi
Published: (2024)

Mandatory seatbelt laws and traffic fatalities: A reassessment
by: D. Mark Anderson, et al.
Published: (2024)

A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks
by: Lanne, Markku, et al.
Published: (2024)

First-order integer-valued autoregressive processes with Generalized Katz innovations
by: Lopez, Ovielt Baltodano, et al.
Published: (2022)

Identification and estimation of structural vector autoregressive models via LU decomposition
by: Shimokawa, Masato, et al.
Published: (2025)

Nonparametric estimation of conditional densities by generalized random forests
by: Zincenko, Federico
Published: (2023)

Towards a generalized accessibility measure for transportation equity and efficiency
by: Verma, Rajat, et al.
Published: (2024)

Identification and inference of outcome conditioned partial effects of general interventions
by: Zhang, Zhengyu, et al.
Published: (2024)

Inference on panel data models with a generalized factor structure
by: Rodriguez-Poo, Juan M., et al.
Published: (2025)

Verifying the existence of maximum likelihood estimates for generalized linear models
by: Correia, Sergio, et al.
Published: (2019)

Binary choice logit models with general fixed effects for panel and network data
by: Dano, Kevin, et al.
Published: (2025)

How to sample and when to stop sampling: The generalized Wald problem and minimax policies
by: Adusumilli, Karun
Published: (2022)

The moment is here: a generalized class of estimators for fuzzy regression discontinuity designs
by: Lane, Stuart
Published: (2025)

Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality
by: Dufour, Jean-Marie, et al.
Published: (2024)

Automatic debiased machine learning and sensitivity analysis for sample selection models
by: Bjelac, Jakob, et al.
Published: (2026)

Mixed LR-$C(α)$-type tests for irregular hypotheses, general criterion functions and misspecified models
by: Dufour, Jean-Marie, et al.
Published: (2025)

On a new robust method of inference for general time series models
by: Wang, Zihan, et al.
Published: (2025)

Comparative e-backtests for general risk measures
by: Jiao, Zhanyi, et al.
Published: (2025)

Demystifying and avoiding the OLS "weighting problem": Unmodeled heterogeneity and straightforward solutions
by: Shinkre, Tanvi, et al.
Published: (2024)

Bootstrap consistency for general double/debiased machine learning estimators
by: Lin, Ziming, et al.
Published: (2026)

The boosted HP filter is more general than you might think
by: Mei, Ziwei, et al.
Published: (2022)