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Report NEP-ECM-2018-02-12
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:
- Dogan, Osman & Taspinar, Suleyman, 2016, "Bayesian Inference in Spatial Sample Selection Models," MPRA Paper, University Library of Munich, Germany, number 82829, Dec.
- Slawa Rokicki & Jessica Cohen & Gunther Fink & Joshua Salomon & Mary Beth Landrum, 2018, "Inference with difference-in-differences with a small number of groups: a review, simulation study and empirical application using SHARE data," CHaRMS Working Papers, Centre for HeAlth Research at the Management School (CHaRMS), number 18-01, Jan.
- Taspinar, Suleyman & Dogan, Osman & Bera, Anil K., 2017, "GMM Gradient Tests for Spatial Dynamic Panel Data Models," MPRA Paper, University Library of Munich, Germany, number 82830.
- Harin, Alexander, 2018, "Forbidden zones for the expectation of a random variable. New version 1," MPRA Paper, University Library of Munich, Germany, number 84248, Jan.
- Pavlo Mozharovskyi & Julie Josse & François Husson, 2017, "Nonparametric imputation by data depth," Working Papers, Center for Research in Economics and Statistics, number 2017-72, 12.
- Richard T. Carson & Mikołaj Czajkowski, 2018, "A New Baseline Model for Estimating Willingness to Pay from Discrete Choice Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-04.
- Federico Crudu, 2017, "Errors-in-Variables Models with Many Proxies," Department of Economics University of Siena, Department of Economics, University of Siena, number 774, Jan.
- Denisa Roberts & Douglas Patterson, 2018, "A Second Order Cumulant Spectrum Test That a Stochastic Process is Strictly Stationary and a Step Toward a Test for Graph Signal Strict Stationarity," Papers, arXiv.org, number 1801.06727, Jan, revised Mar 2020.
- Emanuele Bacchiocchi & Andrea Bastianin & Alessandro Missale & Eduardo Rossi, 2018, "Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows," Papers, arXiv.org, number 1802.00793, Feb.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2018, "Testing the Number of Regimes in Markov Regime Switching Models," Papers, arXiv.org, number 1801.06862, Jan, revised Jan 2018.
- Olivier Collier & Arnak Dalalyan, 2017, "Estimating linear functionals of a sparse family of Poisson means Price Discrimination," Working Papers, Center for Research in Economics and Statistics, number 2017-19, Dec.
- Alexandra Carpentier & Olga Klopp & Matthias Löffler, 2017, "Constructing confidence sets for the matrix completion problem," Working Papers, Center for Research in Economics and Statistics, number 2017-41, Dec.
- Fischer, Thomas & Krauss, Christopher & Treichel, Alex, 2018, "Machine learning for time series forecasting - a simulation study," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 02/2018.
- Iv'an Fern'andez-Val & Aico van Vuuren & Francis Vella, 2018, "Nonseparable Sample Selection Models with Censored Selection Rules," Papers, arXiv.org, number 1801.08961, Jan, revised Sep 2020.
- J. Eduardo Vera-Vald'es, 2018, "Nonfractional Memory: Filtering, Antipersistence, and Forecasting," Papers, arXiv.org, number 1801.06677, Jan.
- Martin Feldkircher & Florian Huber & Gregor Kastner, 2018, "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp260, Jan.