Search Results - subject:"Econometrics"

Teaching econometrics : a tribute to R. Carter Hill

2026

Introduction -- Teaching Applied Econometrics -- Reflections on the Teaching of Bayesian Econometrics -- Teaching … Financial Econometrics to Students Converting to Finance -- Teaching Panel Data Econometrics -- The Harm that Good Teachers Do … and Other Stories -- Teaching Reproducibility and Replicability while Teaching Econometrics in the Classroom -- Learning …

Persistent link: https://www.econbiz.de/10015587578

An introduction to double/debiased machine learning

Ahrens, Achim; Chernozhukov, Victor; Hansen, Christian; … - 2026

This paper provides an introduction to Double/Debiased Machine Learning (DML). DML is a general approach to performing inference about a target parameter in the presence of nuisance functions: objects that are needed to identify the target parameter but are not of primary interest. Nuisance...

Persistent link: https://www.econbiz.de/10015616936

Identifying spatial regimes of economic fragility through spatially constrained clustering : evidence from Italian municipalities

Chiodin, Alessio; Manera, Matteo; Maranzano, Paolo; … - 2026

The COVID-19 pandemic generated highly heterogeneous economic effects across territories, reflecting differences in local production structures and spatial organization. This paper examines the geography of short-run economic fragility during the first wave of the pandemic by identifying...

Persistent link: https://www.econbiz.de/10015617953

Neighborhood effects on side-selling in contract farming : a spatial econometric approach

Aida, Takeshi; Shimamoto, Daichi; Tanaka, Kiyoyasu - 2026

Persistent link: https://www.econbiz.de/10015614657

EstimateW : an R package for Bayesian estimation of weight matrices in spatial econometric panels

Krisztin, Tamás; Piribauer, Philipp - 2026

This document introduces the R library estimateW to estimate spatial weight matrices for Bayesian spatial econometric panel models. The approach focuses on spatial weights that are binary prior to row-standardization. However, unlike recent literature our approach requires no strong a priori...

Persistent link: https://www.econbiz.de/10015628169

Economic causality in light of philosophical concepts : distinctly idiosyncratic

Hayo, Bernd - 2026 - This version: 16 May 2026

Design-based econometrics, centred on average treatment effects in the potential-outcomes framework, treats causal …

Persistent link: https://www.econbiz.de/10015643182

Normalising flow enhanced GARCH models : a two-stage framework for flexible innovation modelling in financial time series

Hassan, Abdullah; Mlambo, Farai; Mongwe, Wilson Tsakane - 2026

We introduce the Normalising Flow GARCH (NF-GARCH), a two-stage hybrid framework that enhances traditional GARCH models by replacing restrictive parametric innovation distributions with learned densities via normalising flows. Our approach preserves the interpretability of standard variance...

Persistent link: https://www.econbiz.de/10015656145

Neural demand estimation with habit formation and rationality constraints

Grzeskiewicz, Marta - 2026

Persistent link: https://www.econbiz.de/10015652614

Global Hodge-Econometric Modeling of the World Economy: A Regional Benchmark Prototype for Topological Flow Decomposition, Systemic Circulation, Shock Transmission, and Macroeconomic Resilience

Gondauri, Davit - 2026

Persistent link: https://www.econbiz.de/10015665297

The third way in empirical economics research

Green, David A. - 2026

There is a third way of doing empirical work in economics that combines the benefits of the two commonly described approaches (quasi-experimental (QE) and structural). It uses an economic model to provide interpretability and help in deciding on controls and the nature and solutions to...

Persistent link: https://www.econbiz.de/10015668204