Results 41 to 47 of about 628 (47)
We introduce a novel multivariate GARCH model with flexible convolution-t distributions that is applicable in high-dimensional systems. The model is called Cluster GARCH because it can accommodate cluster structures in the conditional correlation matrix ...
Archakov, Ilya +2 more
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A Locally Robust Semiparametric Approach to Examiner IV Designs
I propose a locally robust semiparametric framework for estimating causal effects using the popular examiner IV design, in the presence of many examiners and possibly many covariates relative to the sample size.
Sithole, Lonjezo
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In P\"otscher and Preinerstorfer (2022) and in the abridged version P\"otscher and Preinerstorfer (2024, published in Econometrica) we have tried to clear up the confusion introduced in Hansen (2022a) and in the earlier versions Hansen (2021a,b ...
Pötscher, Benedikt M.
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This handbook chapter provides an essential introduction to the field of spatial econometrics, offering a comprehensive overview of techniques and methodologies for analysing spatial data in the social sciences.
Rüttenauer, Tobias
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Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
Timely information about the state of regional economies can be essential for planning, implementing and evaluating locally targeted economic policies.
Barbaglia, Luca +7 more
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Semiparametric Inference for Regression-Discontinuity Designs
Treatment effects in regression discontinuity designs (RDDs) are often estimated using local regression methods. However, global approximation methods are generally deemed inefficient.
Jiang, Weiwei, Zhu, Rong J. B.
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