Archives: econometrics

Friday, February 3, 2023

Professor Matt Webb Has a Paper Accepted for Publication in the Journal of Econometrics

The Department of Economics is pleased to announce that Professor Matt Webb’s paper “Testing for the appropriate level of clustering in linear regression models” (joint with James MacKinnon of Queen's University and Morten Nielsen of Aarhaus University in Denmark) is now accepted for publication at the Journal of Econometrics. The Journal of... More

Tuesday, July 26, 2022

Professor Lynda Khalaf’s paper accepted for publication by Econometric Reviews!

Congratulations to professor Lynda Khalaf on her paper titled "Endogeneity in Empirical Risk Analysis: Multivariate Finite Sample Inference on Catastrophe Bond Mutual Funds," joint work with Marie-Claude Beaulieu, Maral Kichian and Olena Melin. The paper has been accepted for publication by Econometric Reviews --  widely regarded as one of the... More

Thursday, June 16, 2022

Professor Pat Coe’s paper accepted for publication by the Journal of Applied Econometrics!

Congratulations to professor Pat Coe on his paper titled “Reassessing the Dependence Between Economic Growth and Financial Conditions since 1973”, joint with Tony Chernis (Bank of Canada) and Shaun Vahey (Warwick Business School).  The paper has been accepted for publication by the Journal of Applied Econometrics -- a leading journal that... More

Monday, May 2, 2022

Professor Thomas Russell’s paper accepted for publication in the Journal of Econometrics!

Congratulations to professor Thomas Russell on his recent paper titled “Nonseparable Binary Response Models with Endogenous Regressors”, joint with Jiaying Gu (University of Toronto) has been accepted for publication in the Journal of Econometrics - the top journal in the field of Econometrics. For a link to the abstract, click here.... More

Tuesday, April 19, 2022

Professor Matthew Webb’s paper accepted for publication in the Journal of Econometrics!

Congratulations to Professor Matthew Webb on his recent paper titled “Cluster-Robust Inference: A Guide to Empirical Practice”, joint with James MacKinnon (Queen's University) and Morten Nielsen (Aarhus University) which has been accepted for publication in the Journal of Public Economics - the top field journal in Public Economics. For a... More

Thursday, February 27, 2020

Professor Lynda Khalaf’s paper accepted for publication into the Econometrics

Professor Khalaf’s paper “Simultaneous Indirect Inference, Impulse Responses and ARMA models” (with Beatriz Peraza Lopez) has been accepted for publication into the... More

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