Report NEP-ECM-2018-07-09

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:

• Bo Zhou & Ramon van den Akker & Bas J. M. Werker, 2018, "Semiparametrically Point-Optimal Hybrid Rank Tests for Unit Roots," Papers, arXiv.org, number 1806.09304, Jun.
• Christoph Breunig & Enno Mammen & Anna Simoni, 2018, "Ill-posed Estimation in High-Dimensional Models with Instrumental Variables," Papers, arXiv.org, number 1806.00666, Jun, revised Aug 2020.
• Martin Schumann & Thomas A. Severini & Gautam Tripathi, 2017, "Integrated Likelihood Based Inference for Nonlinear Panel Data Models with Unobserved Effects," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 17-01.
• Gianluca De Nard & Olivier Ledoit & Michael Wolf, 2018, "Factor models for portfolio selection in large dimensions: the good, the better and the ugly," ECON - Working Papers, Department of Economics - University of Zurich, number 290, Jun, revised Dec 2018.
• R. Scott Hacker & Abdulnasser Hatemi-J, 2018, "Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing," Papers, arXiv.org, number 1805.08991, May.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "Testing DSGE Models by indirect inference: a survey of recent findings," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/14, Jun.
• Niko Hauzenberger & Florian Huber & Michael Pfarrhofer & Thomas O. Zorner, 2018, "Stochastic model specification in Markov switching vector error correction models," Papers, arXiv.org, number 1807.00529, Jul, revised Sep 2019.
• Matteo Barigozzi & Lorenzo Trapani, 2018, "Determining the dimension of factor structures in non-stationary large datasets," Papers, arXiv.org, number 1806.03647, Jun.
• Patrick Kline & Raffaele Saggio & Mikkel S{o}lvsten, 2018, "Leave-out estimation of variance components," Papers, arXiv.org, number 1806.01494, Jun, revised Aug 2019.
• Jin Seo Cho & Jin Seok Park & Sang Woo Park, 2018, "Testing for the Conditional Geometric Mixture Distribution," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-123, Jun.
• Lance A. Fisher & Hyeon-seung Huh, 2018, "An IV framework for combining sign and long-run parametric restrictions in SVARs," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-124, Jul.
• Seojeong Lee, 2018, "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers, arXiv.org, number 1806.00953, Jun, revised Jun 2018.
• Jiti Gao & Namhyun Kim & Patrick W. Saart, 2018, "On endogeneity and shape invariance in extended partially linear single index models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/18.
• Caro Navarro, Ángela & Peña, Daniel, 2018, "Estimation of the common component in Dynamic Factor Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 27047, Jun.
• Sukjin Han, 2018, "Identification in Nonparametric Models for Dynamic Treatment Effects," Papers, arXiv.org, number 1805.09397, May, revised Jan 2019.
• Lance A. Fisher & Hyeon-seung Huh, 2018, "Combining sign and parametric restrictions in SVARs by Givens Rotations," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-122, Jun.
• Anton Kolotilin & Valentyn Panchenko, 2018, "Estimation of a Scale-Free Network Formation Model," Discussion Papers, School of Economics, The University of New South Wales, number 2018-10, Jun.
• J. Isaac Miller, 2018, "Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data," Working Papers, Department of Economics, University of Missouri, number 1809, Jun.
• Valéry Dongmo Jiongo & Pierre Nguimkeu, 2018, "Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data," Staff Working Papers, Bank of Canada, number 18-28, DOI: 10.34989/swp-2018-28.
• Malesios, C & Demiris, N & Kalogeropoulos, K & Ntzoufras, I, 2017, "Bayesian epidemic models for spatially aggregated count data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 77939, Jun.
• XingYu Fu & JinHong Du & YiFeng Guo & MingWen Liu & Tao Dong & XiuWen Duan, 2018, "A Machine Learning Framework for Stock Selection," Papers, arXiv.org, number 1806.01743, Jun, revised Aug 2018.
• Young Hoon Lee & Yongdai Kim & Sara Kim, 2018, "Unbiased Estimation of Competitive Balance in Sports Leagues with Unbalanced Schedules," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1801.
• Giovanni Compiani & Philip A. Haile & Marcelo Sant'Anna, 2018, "Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2137, Jun.
• Ladislav Kristoufek, 2018, "Power-law cross-correlations: Issues, solutions and future challenges," Papers, arXiv.org, number 1806.01616, Jun.
• Yaroslav Mukhin, 2018, "Sensitivity of Regular Estimators," Papers, arXiv.org, number 1805.08883, May.

Report NEP-ECM-2018-07-09

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: