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Report NEP-ECM-2018-06-18
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:
- Yinchu Zhu, 2018, "Learning non-smooth models: instrumental variable quantile regressions and related problems," Papers, arXiv.org, number 1805.06855, May, revised Sep 2019.
- Alexandros E. Milionis & Nikolaos G. Galanopoulos, 2018, "Time series with interdependent level and second moment: statistical testing and applications with Greek external trade and simulated data," Working Papers, Bank of Greece, number 246, May.
- Item repec:rim:rimwps:18-24 is not listed on IDEAS anymore
- Item repec:rim:rimwps:18-25 is not listed on IDEAS anymore
- Mette Asmild & Dorte Kronborg & Anders Rønn-Nielsen, 2018, "Testing productivity change, frontier shift, and efficiency change," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2018/07, Jun.
- Yoshihiro Yajima & Yasumasa Matsuda, 2018, "Log periodogram regression of two-dimensional intrinsic stationary random fields," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 85, May.
- Thiyanga S Talagala & Rob J Hyndman & George Athanasopoulos, 2018, "Meta-learning how to forecast time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/18.
- Cassim, Lucius, 2018, "Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model," MPRA Paper, University Library of Munich, Germany, number 86615, May.
- Elena Goldman & Xiangjin Shen, 2018, "Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement," Staff Working Papers, Bank of Canada, number 18-21, DOI: 10.34989/swp-2018-21.
- Jason Brown & Dayton Lambert & Timothy R. Wojan, 2018, "The Effect of the Conservation Reserve Program on Rural Economies: Deriving a Statistical Verdict from a Null Finding," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-4, May, DOI: 10.18651/RWP2018-04.
- Casey B. Mulligan, 2018, "Quantifier Elimination for Deduction in Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 24601, May.
- Steele, Fiona & Clarke, Paul & Kuha, Jouni, 2019, "Modeling within-household associations in household panel studies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88162, Mar.
- Mynbayev, Kairat & Martins-Filho, Carlos, 2017, "Unified estimation of densities on bounded and unbounded domains," MPRA Paper, University Library of Munich, Germany, number 87044, Jul, revised Jan 2018.
- Endres, Sylvia & Stübinger, Johannes, 2018, "A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 07/2018.
- Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-052/III, May.
- Miranda, Karen & Martínez Ibáñez, Oscar & Manjón Antolín, Miguel C., 2018, "A correlated random effects spatial Durbin model," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/313840.
- Andrew Y. Chen & Tom Zimmermann, 2018, "Publication Bias and the Cross-Section of Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-033, May, DOI: 10.17016/FEDS.2018.033.
- Afees A. Salisu & Ibrahim D. Raheem, 2018, "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 057, Jun.
- Hélène Bouscasse, 2018, "Integrated choice and latent variable models: A literature review on mode choice," Working Papers, HAL, number hal-01795630, May.
- Prüfer, Jens & Prüfer, Patricia, 2018, "Data Science for Institutional and Organizational Economics," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-016.