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Report NEP-ECM-2018-06-11
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:
- Claudio, Morana, 2018, "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Working Papers, University of Milano-Bicocca, Department of Economics, number 382, Jun, revised 04 Jun 2018.
- Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018, "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-26, May.
- Joshua C.C. Chan & Liana Jacobi & Dan Zhu, 2018, "How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-25, May.
- Hsu, Yu-Chin & Huber, Martin & Lee, Ying-Ying & Pipoz, Layal, 2018, "Direct and indirect effects of continuous treatments based on generalized propensity score weighting," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 495, Jun.
- Shota Gugushvili & Frank van der Meulen & Moritz Schauer & Peter Spreij, 2018, "Nonparametric Bayesian volatility estimation," Papers, arXiv.org, number 1801.09956, Jan, revised Mar 2019.
- Russell Davidson & Andrea Monticini, 2018, "Improvements in Bootstrap Inference," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def070, Apr.
- Item repec:rim:rimwps:18-23 is not listed on IDEAS anymore
- Item repec:spo:wpmain:info:hdl:2441/5fafm6me7k8omq5jbo61urqq27 is not listed on IDEAS anymore
- G. Angelini & L. Fanelli, 2018, "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1122, May.
- Mohlin , Erik, 2018, "Asymptotically Optimal Regression Trees," Working Papers, Lund University, Department of Economics, number 2018:12, May.
- Cassim, Lucius, 2018, "A semi-parametric GARCH (1, 1) estimator under serially dependent innovations," MPRA Paper, University Library of Munich, Germany, number 86572, May.
- Hernández Banadik, Nicolás Jorge & Martos, Gabriel & Muñoz García, Alberto & Moguerza, Javier M., 2018, "Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 26915, May.
- PERRON, Pierre & YAMAMOTO, Yohei & 山本, 庸平, 2018, "Testing for Changes in Forecasting Performance," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2018-03, May.
- Richard Gerlach & Chao Wang, 2018, "Semi-parametric Dynamic Asymmetric Laplace Models for Tail Risk Forecasting, Incorporating Realized Measures," Papers, arXiv.org, number 1805.08653, May.