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Nonparametric comparison of epidemic time trends: The case of COVID-19

Marina Khismatullina and Michael Vogt

Journal of Econometrics, 2023, vol. 232, issue 1, 87-108

Abstract: The COVID-19 pandemic is one of the most pressing issues at present. A question which is particularly important for governments and policy makers is the following: Does the virus spread in the same way in different countries? Or are there significant differences in the development of the epidemic? In this paper, we devise new inference methods that allow to detect differences in the development of the COVID-19 epidemic across countries in a statistically rigorous way. In our empirical study, we use the methods to compare the outbreak patterns of the epidemic in a number of European countries.

Keywords: Simultaneous hypothesis testing; Multiscale test; Time trend; Panel data; COVID-19 (search for similar items in EconPapers)
JEL-codes: C12 C23 C54 (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:232:y:2023:i:1:p:87-108

DOI: 10.1016/j.jeconom.2021.04.010

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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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