Results 41 to 47 of about 628 (47)

Cluster GARCH

open access: yes
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
core  

A Locally Robust Semiparametric Approach to Examiner IV Designs

open access: yes
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
core  

Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion

open access: yes
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.
core  

Spatial Data Analysis

open access: yes
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
core  

On the "mementum" of Meme Stocks [PDF]

open access: yes, 2021
Costola, Michele   +2 more
core  

Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model

open access: yes
Timely information about the state of regional economies can be essential for planning, implementing and evaluating locally targeted economic policies.
Barbaglia, Luca   +7 more
core  

Semiparametric Inference for Regression-Discontinuity Designs

open access: yes
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.
core  

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