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Report NEP-ECM-2018-03-26
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:
- Yong Li & Jun Yu & Tao Zeng, 2018, "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2018, Feb.
- Frank Windmeijer, 2018, "Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 18/696, Mar.
- Nikolay Iskrev, 2018, "Calibration and the estimation of macroeconomic models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/34, Mar.
- Ryo Okui & Takahide Yanagi, 2018, "Kernel Estimation for Panel Data with Heterogeneous Dynamics," Papers, arXiv.org, number 1802.08825, Feb, revised May 2019.
- Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2018, "Temporal Aggregation of Seasonally Near-Integrated Processes," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 86.
- Nikolay Iskrev, 2018, "Are asset price data informative about news shocks? A DSGE perspective," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/33, Mar.
- Vikas Ramachandra, 2018, "Deep Learning for Causal Inference," Papers, arXiv.org, number 1803.00149, Feb.
- Sam Asher & Paul Novosad & Charlie Rafkin, 2018, "Partial Identification of Expectations with Interval Data," Papers, arXiv.org, number 1802.10490, Feb.
- Ã ureo de Paula & Imran Rasul & Pedro Souza, 2018, "Recovering Social Networks from Panel Data: Identification, Simulations and an Application," Working Papers, Human Capital and Economic Opportunity Working Group, number 2018-013, Mar.
- Matt Goldman & David M. Kaplan, 2017, "Comparing distributions by multiple testing across quantiles or CDF values," Papers, arXiv.org, number 1708.04658, Aug.
- Nadia Boussaha & Faycal Hamdi & Saïd Souam, 2018, "Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-14.
- AMBA OYON, Claude Marius & Mbratana, Taoufiki, 2018, "Simultaneous Generalized Method of Moments Estimator for Panel Data Models with Spatially Correlated Error Components," MPRA Paper, University Library of Munich, Germany, number 84746.
- Jan Pablo Burgard & Patricia Dörr, 2018, "Survey-weighted Generalized Linear Mixed Models," Research Papers in Economics, University of Trier, Department of Economics, number 2018-01.
- Silvia Garcia Mandico & Pilar (P.) Garcia-Gomez & Anne (A.C.) Gielen & Owen (O.A.) O'Donnell, 2018, "Earnings responses to disability benefit cuts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-023/V, Mar.
- Chambers, Marcus J & Taylor, AM Robert, 2018, "Time-Varying Parameters in Continuous and Discrete Time," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21684, Mar.
- David M. Kaplan & Longhao Zhuo, 2016, "Frequentist properties of Bayesian inequality tests," Papers, arXiv.org, number 1607.00393, Jul, revised Jul 2024.
- Weilin Xiao & Jun Yu, 2018, "Asymptotic Theory for Rough Fractional Vasicek Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2018, Mar.
- Victor Chernozhukov & Whitney Newey & Rahul Singh, 2018, "De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers," Papers, arXiv.org, number 1802.08667, Feb, revised Oct 2022.
- Breitmoser, Yves, 2018, "The Axiomatic Foundation of Logit," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 78, Mar.
- Christian Dreger & Konstantin A. Kholodilin, 2018, "Early Warning System of Government Debt Crises," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1724.
- Max Löffler & Andreas Peichl & Sebastian Siegloch, 2018, "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 259.
- L. Bauwens & E. Otranto, 2018, "Nonlinearities and Regimes in Conditional Correlations with Different Dynamics," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201803.