4 papers
Detection Boundaries for Panel Slope Homogeneity Tests Under Small-Group Heterogeneity
Antonio Raiola, Nazarii Salish
Empirical researchers often use slope-homogeneity tests to assess whether slopes can be treated as common across units. A key difficulty is that heterogeneity may be concentrated i…
Saving for sunny days: The impact of climate (change) on consumer prices in the euro area
Paulo M. M. Rodrigues, Mirjam Salish, Nazarii Salish
Climate (change) affects the prices of goods and services in different countries or regions differently. Simply relying on aggregate measures or summary statistics, such as the imp…
Practical Forecasting of Environmental Maps: A Functional Data Approach
Alexander Gleim, Nazarii Salish
Environmental problems are receiving increasing attention in socio-economic and health studies, fostering advances in recording and data collection of related real-life processes.…
Approximate Factor Models for Functional Time Series
Sven Otto, Nazarii Salish
We propose a novel approximate factor model tailored for analyzing time-dependent curve data. Our model decomposes such data into two distinct components: a low-dimensional predict…