Report NEP-ECM-2018-08-20

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:

• Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018, "A scoring rule for factor and autoregressive models under misspecification," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:18.
• Paulo M.M. Rodrigues & Matei Demetrescu, 2018, "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers, Banco de Portugal, Economics and Research Department, number w201817.
• Guido Imbens & Konrad Menzel, 2018, "A Causal Bootstrap," NBER Working Papers, National Bureau of Economic Research, Inc, number 24833, Jul.
• Juan Carlos Escanciano & Chuan Goh, 2018, "Quantile-Regression Inference With Adaptive Control of Size," Papers, arXiv.org, number 1807.06977, Jul, revised Sep 2019.
• Lai, Hung-pin & Kumbhakar, Subal C., 2018, "Estimation of Dynamic Stochastic Frontier Model using Likelihood-based Approaches," MPRA Paper, University Library of Munich, Germany, number 87830, Apr.
• Daniela Marella, 2018, "Pc Complex: Pc Algorithm For Complex Survey Data," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0240, Jul.
• Vira Semenova, 2018, "Machine Learning for Dynamic Discrete Choice," Papers, arXiv.org, number 1808.02569, Aug, revised Nov 2018.
• Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018, "Coverage Error Optimal Confidence Intervals for Local Polynomial Regression," Papers, arXiv.org, number 1808.01398, Aug, revised Jul 2021.
• Junpei Komiyama & Hajime Shimao, 2018, "Cross Validation Based Model Selection via Generalized Method of Moments," Papers, arXiv.org, number 1807.06993, Jul.
• Jarek Duda & Ma{l}gorzata Snarska, 2018, "Modeling joint probability distribution of yield curve parameters," Papers, arXiv.org, number 1807.11743, Jul.
• Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018, "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers, arXiv.org, number 1807.11863, Jul, revised Feb 2020.
• Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018, "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 626.
• Archil Gulisashvili, 2018, "Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions," Papers, arXiv.org, number 1808.00421, Aug, revised Jun 2019.
• Ilse Lindenlaub & Fabien Postel-Vinay, 2018, "Multi-Dimensional Sorting in the Data," 2018 Meeting Papers, Society for Economic Dynamics, number 1239.
• Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk, 2018, "Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-063/III, Aug.
• Stanislav Anatolyev & Anna Mikusheva, 2018, "Limit Theorems for Factor Models," Papers, arXiv.org, number 1807.06338, Jul, revised Sep 2020.

Report NEP-ECM-2018-08-20

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: