arXiv - ECON - Econometrics

Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality

Pub Date : 2024-09-17 DOI: arxiv-2409.10820 Jean-Marie Dufour, Endong Wang

A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality

Pub Date : 2024-09-16 DOI: arxiv-2409.09962 Gregory Fletcher Cox

Why you should also use OLS estimation of tail exponents

Pub Date : 2024-09-16 DOI: arxiv-2409.10448 Thiago Trafane Oliveira SantosCentral Bank of Brazil, Brasília, Brazil. Department of %Economics, University of Brasilia, Brazil, Daniel Oliveira CajueiroDepartment of Economics, University of Brasilia, Brazil. National Institute of Science and Technology for Complex Systems