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Report NEP-ECM-2018-05-28
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:
- Fela ÖZBEY, 2018, "Evaluation Estimation Performances of Liu Type and Two-Parameter Ridge Estimators Using Monte Carlo Experiments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508770, Apr.
- Laura Liu, 2018, "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers, arXiv.org, number 1805.04178, May, revised Oct 2021.
- Audrone Virbickaite & Hedibert F. Lopes & Maria Concepción Ausín & Pedro Galeano, 2018, "Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 88.
- Ryo Kato & Takahiro Hoshino, 2018, "Semiparametric Bayes Instrumental Variable Estimation with Many Weak Instruments," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2018-14, May.
- Cassim, Lucius, 2018, "Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm," MPRA Paper, University Library of Munich, Germany, number 86861, May.
- Michael Zimmert, 2018, "The Finite Sample Performance of Treatment Effects Estimators based on the Lasso," Papers, arXiv.org, number 1805.05067, May.
- Schweikert, Karsten, 2018, "Testing for cointegration with threshold adjustment in the presence of structural breaks," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 07-2018.
- Farzad Sabzikar & Qiying Wang & Peter C.B. Phillips, 2018, "Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2131, May.
- Viet Anh Nguyen & Daniel Kuhn & Peyman Mohajerin Esfahani, 2018, "Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator," Papers, arXiv.org, number 1805.07194, May.
- Baumeister, Christiane & Hamilton, James, 2018, "Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12911, May.
- Jörg Schwiebert, 2018, "A Bivariate Fractional Probit Model," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 381, Apr.
- Jason Poulos & Shuxi Zeng, 2017, "RNN-based counterfactual prediction, with an application to homestead policy and public schooling," Papers, arXiv.org, number 1712.03553, Dec, revised May 2021.
- Adams Vallejos & Ignacio Ormazabal & Felix A. Borotto & Hernan F. Astudillo, 2018, "A new $\kappa$-deformed parametric model for the size distribution of wealth," Papers, arXiv.org, number 1805.06929, May.
- Lettau, Martin & Pelger, Markus, 2018, "Estimating Latent Asset-Pricing Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12926, May.
- Shota Gugushvili & Frank van der Meulen & Moritz Schauer & Peter Spreij, 2018, "Nonparametric Bayesian volatility learning under microstructure noise," Papers, arXiv.org, number 1805.05606, May, revised Mar 2024.
- Becker, Janis & Leschinski, Christian, 2018, "Estimating the Volatility of Asset Pricing Factors," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-631, May.