Econometrics, Volume 10, Issue 1

Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a common t...

The green bond market is emerging as an impactful financing mechanism in climate change mitigation efforts. The effectiveness of the financial market for this transition to a low-carbon economy depends on attracting investors and removing financial m...

This note studies the criterion for identifiability in parametric models based on the minimization of the Hellinger distance and exhibits its relationship to the identifiability criterion based on the Fisher matrix. It shows that the Hellinger distan...

We use data on the following climate variables for the period of the last 798 thousand years: global ice volume (${\mathrm{Ice}}_t$), atmospheric carbon dioxide level (${\mathrm{CO}}_{2,t}$), and Antarctic land surface temperature (${\mathrm{Temp}}_t$). Those variables are cyclical and are dri...

This paper studies the performance of machine learning predictions for the counterfactual analysis of air transport. It is motivated by the dynamic and universally regulated international air transport market, where ex post policy evaluations usually...

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In linear regression analysis, the estimator of the variance of the estimator of the regression coefficients should take into account the clustered nature of the data, if present, since using the standard textbook formula will in that case lead to a...

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing methodology relie...

The age–period–cohort problem has been studied for decades but without resolution. There have been many suggested solutions to make the three effects estimable, but these solutions mostly exploit non-linear specifications. Yet, these appr...

We propose a simple and reproducible methodology to create a single equation forecasting model (SEFM) for low-frequency macroeconomic variables. Our methodology is illustrated by forecasting annual real GDP growth rates for 52 African countries, wher...

By its emissions of greenhouse gases, economic activity is the source of climate change which affects pandemics that in turn can impact badly on economies. Across the three highly interacting disciplines in our title, time-series observations are mea...

This paper presents a method for estimating the average treatment effects (ATE) of an exponential endogenous switching model where the coefficients of covariates in the structural equation are random and correlated with the binary treatment variable....