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Report NEP-ECM-2017-10-22
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2019, "Adaptive Inference In Heteroskedastic Fractional Time Series Models," Working Paper, Economics Department, Queen's University, number 1390, Aug.
- Jiti Gao & Kai Xia, 2017, "Heterogeneous panel data models with cross-sectional dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/17.
- Piatek, Rémi & Gensowski, Miriam, 2017, "A Multinomial Probit Model with Latent Factors: Identification and Interpretation without a Measurement System," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11042, Sep.
- Chambers, MJ & McCrorie, JR & Thornton, MA, 2017, "Continuous Time Modelling Based on an Exact Discrete Time Representation," Economics Discussion Papers, University of Essex, Department of Economics, number 20497, Oct.
- Pedersen, Rasmus Søndergaard, 2017, "Robust inference in conditionally heteroskedastic autoregressions," MPRA Paper, University Library of Munich, Germany, number 81979, Oct.
- Zhongwen Liang, 2017, "A Unified Approach on the Local Power of Panel Unit Root Tests," Papers, arXiv.org, number 1710.02944, Oct.
- Wayne Yuan Gao, 2017, "Minimax Linear Estimation at a Boundary Point," Papers, arXiv.org, number 1710.06809, Oct.
- Yen-Chi Chen, 2017, "Modal Regression using Kernel Density Estimation: a Review," Papers, arXiv.org, number 1710.07004, Oct, revised Dec 2017.
- Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi, 2017, "State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1067, Oct.
- Kaifeng Zhao & Seyed Hanif Mahboobi & Saeed Bagheri, 2017, "Revenue-based Attribution Modeling for Online Advertising," Papers, arXiv.org, number 1710.06561, Oct.
- Hans (J.L.W.) van Kippersluis & Niels (C.A.) Rietveld, 2017, "Beyond Plausibly Exogenous," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-096/V, Oct.
- Damien Rousselière, 2017, "A flexible approach to age dependence in organizational mortality. Comparing the life duration for cooperative and non-cooperative enterprises using a Bayesian Generalized Additive Discrete Time Survival Model," Working Papers SMART, INRAE UMR SMART, number 17-08.
- Daniel Kosiorowski & Dominik Mielczarek & Jerzy P. Rydlewski, 2017, "Aggregated moving functional median in robust prediction of hierarchical functional time series - an application to forecasting web portal users behaviors," Papers, arXiv.org, number 1710.02669, Oct, revised Jul 2018.
- Valeria Bignozzi & Claudio Macci & Lea Petrella, 2017, "Large deviations for risk measures in finite mixture models," Papers, arXiv.org, number 1710.03252, Oct, revised Feb 2018.
- Kasun Bandara & Christoph Bergmeir & Slawek Smyl, 2017, "Forecasting Across Time Series Databases using Recurrent Neural Networks on Groups of Similar Series: A Clustering Approach," Papers, arXiv.org, number 1710.03222, Oct, revised Sep 2018.
- Justin Sirignano & Konstantinos Spiliopoulos, 2017, "Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem," Papers, arXiv.org, number 1710.04273, Oct, revised Jun 2019.
- M. Hashem Pesaran & Qiankun Zhou, 2017, "To Pool or not to Pool: Revisited," Departmental Working Papers, Department of Economics, Louisiana State University, number 2017-13, Oct.