Econometrics and Statistics
Covariate balancing for causal inference on categorical and continuous treatments
Publication date: Available online 9 February 2022Source: Econometrics and StatisticsAuthor(s): Seong-ho Lee, Yanyuan Ma, Xavier de Luna
Econometrics and Statistics
Sparse simulation-based estimator built on quantiles
Publication date: Available online 10 February 2022Source: Econometrics and StatisticsAuthor(s): Paola Stolfi, Mauro Bernardi, Lea Petrella
Econometrics and Statistics
Seasonality in High Frequency Time Series
Publication date: Available online 11 February 2022Source: Econometrics and StatisticsAuthor(s): Tommaso Proietti, Diego J. Pedregal
Econometrics and Statistics
Threshold Autoregressive Nearest-Neighbour Models for Claims Reserving
Publication date: Available online 19 March 2022Source: Econometrics and StatisticsAuthor(s): Tak Kuen Siu
Econometrics and Statistics
An extended Babai method for estimating linear model based integer parameters
Publication date: Available online 12 February 2022Source: Econometrics and StatisticsAuthor(s): Xiao-Wen Chang, Zhilong Chen, Jinming Wen
Econometrics and Statistics
Directional Tests and Confidence Bounds on Economic Inequality
Publication date: Available online 25 February 2022Source: Econometrics and StatisticsAuthor(s): Jean-Marie Dufour, Emmanuel Flachaire, Lynda Khalaf, Abdallah Zalghout
Econometrics and Statistics
Note on the Uniqueness of the Maximum Likelihood Estimator for a Heckman’s Simultaneous Equations Model
Publication date: Available online 2 March 2022Source: Econometrics and StatisticsAuthor(s): Kentaro Akashi, Tetsushi Horie
Econometrics and Statistics
A Consistent Estimator for Model Structure and Variable Selection
Publication date: Available online 5 March 2022Source: Econometrics and StatisticsAuthor(s): Taining Wang, Xiaoqi Zhang, Jinjing Tian
Econometrics and Statistics
A cluster plugin method for selecting the GLM lasso tuning parameters in models for unbalanced panel data
Publication date: Available online 8 March 2022Source: Econometrics and StatisticsAuthor(s): David M. Drukker, Di Liu
Econometrics and Statistics
Inference in mixed causal and noncausal models with generalized Student’s t-distributions
Publication date: Available online 8 March 2022Source: Econometrics and StatisticsAuthor(s): Francesco Giancaterini, Alain Hecq