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Report NEP-ECM-2018-03-19
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:
- Yeonwoo Rho & Xiaofeng Shao, 2018, "Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors," Papers, arXiv.org, number 1802.05333, Feb.
- Goeun Lee & Chirok Han, 2018, "Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing," Discussion Paper Series, Institute of Economic Research, Korea University, number 1801.
- Dietmar Pfeifer & Andreas Mandle & Olena Ragulina & C^ome Girschig, 2018, "New copulas based on general partitions-of-unity (part III) - the continuous case (extended version)," Papers, arXiv.org, number 1803.00957, Mar, revised May 2019.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Inference on time-invariant variables using panel data: a pretest estimator," PSE Working Papers, HAL, number halshs-01719835, Jan.
- Busch, Marie & Sibbertsen, Philipp, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-628, Mar.
- Florian Huber & Philipp Piribauer, 2018, "A Multi-country Approach to Analysing the Euro Area Output Gap," WIFO Working Papers, WIFO, number 560, Mar.
- Zihao Yuan, 2018, "An Note on Why Geographically Weighted Regression Overcomes Multidimensional-Kernel-Based Varying-Coefficient Model," Papers, arXiv.org, number 1803.01402, Mar, revised Apr 2018.
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201810.
- Yang Lu & Christian Gourieroux, 2018, "Negative Binomial Autoregressive Process," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2018-01, Mar.
- Antonis Demos & Dimitra Kyriakopoulou, 2018, "Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," DEOS Working Papers, Athens University of Economics and Business, number 1802, Feb.
- Antonis Demos & Dimitra Kyriakopoulou, 2018, "Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I)," DEOS Working Papers, Athens University of Economics and Business, number 1803, Feb.
- Antonis Demos & Dimitra Kyriakopoulou, 2018, "Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II)," DEOS Working Papers, Athens University of Economics and Business, number 1804, Feb.
- Nassim Nicholas Taleb, 2018, "How Much Data Do You Need? An Operational, Pre-Asymptotic Metric for Fat-tailedness," Papers, arXiv.org, number 1802.05495, Feb, revised Nov 2018.
- Zhongzhi Lawrence He, 2018, "Comparing Asset Pricing Models: Distance-based Metrics and Bayesian Interpretations," Papers, arXiv.org, number 1803.01389, Mar.
- Davillas, Apostolos & M. Jones, Andrew, 2018, "Parametric models for biomarkers based on flexible size distributions," ISER Working Paper Series, Institute for Social and Economic Research, number 2018-03, Mar.
- KANAZAWA, Nobuyuki & 金澤, 伸幸, 2018, "Radial Basis Functions Neural Networks for Nonlinear Time Series Analysis and Time-Varying Effects of Supply Shocks," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-64, Mar.
- Fabrizio Iacone & Stepana Lazarova, 2017, "Semiparametric detection of changes in long range dependence," Working Papers, Queen Mary University of London, School of Economics and Finance, number 830, Aug.
- Emilio Zanetti Chini, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 156, Mar.
- Matteo Farn'e & Angela Montanari, 2018, "A bootstrap test to detect prominent Granger-causalities across frequencies," Papers, arXiv.org, number 1803.00374, Mar, revised Oct 2018.
- Tsuyoshi Kunihama & Zehang Richard Li & Samuel J. Clark & Tyler H. McCormick, 2018, "Bayesian factor models for probabilistic cause of death assessment with verbal autopsies," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 177, Mar, revised Mar 2018.