2 papers
econ.EM2026
Cross-Section Estimation of Long-Run Relations Using Time-Compressed Data
Serena Ng, Nikolay Gospodinov
Many empirical investigations of long-run relations are based on cross-section regressions in averaged or long differenced data that effectively have the time dimension of a $T\tim…
econ.GN2025
The Economic Impact of Low- and High-Frequency Temperature Changes
Nikolay Gospodinov, Ignacio Lopez Gaffney, Serena Ng
Variations in the low- and high-frequency components of temperature may have distinct impacts on economic outcomes. Parametric and non-parametric estimates from three panels of dat…