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Report NEP-ECM-2018-08-27
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:
- Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2018, "Reducing Dimensions in a Large TVP-VAR," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 43, Mar.
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2018, "Change Point Estimation in Panel Data with Time-Varying Individual Effects," Papers, arXiv.org, number 1808.03109, Aug.
- YAMAMOTO, Yohei & 山本, 庸平, 2018, "Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-72, Aug.
- Eleni (E.) Aristodemou, 2018, "Semiparametric Identification in Panel Data Discrete Response Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-065/III, Aug.
- Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018, "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper, University Library of Munich, Germany, number 87837, Jul.
- Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C. & Weyman-Jones, Thomas, 2018, "The Spatial Efficiency Multiplier and Common Correlated Effects in a Spatial Autoregressive Stochastic Frontier Model," Working Papers, Rice University, Department of Economics, number 18-003.
- Laurent Davezies & Xavier D'Haultfoeuille & Yannick Guyonvarch, 2018, "Asymptotic results under multiway clustering," Papers, arXiv.org, number 1807.07925, Jul, revised Aug 2018.
- Pablo Mitnik, 2018, "Intergenerational Income Elasticities, Instrumental Variable Estimation, and Bracketing Strategies," Working Papers, Human Capital and Economic Opportunity Working Group, number 2018-044, Jul.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018, "Two-Step Estimation and Inference with Possibly Many Included Covariates," Papers, arXiv.org, number 1807.10100, Jul.
- Costantini, Mauro & Kunst, Robert M., 2018, "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series, Institute for Advanced Studies, number 341, Jul.
- Puwasala Gamakumara & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman, 2018, "Probabilisitic forecasts in hierarchical time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/18.
- Fabio Canova & Christian Matthes, 2018, "A Composite Likelihood Approach for Dynamic Structural Models," Working Paper, Federal Reserve Bank of Richmond, number 18-12, Jul.
- Luisa Corrado & Salvatore Di Novo, 2018, "Estimating Models with Dynamic Network Interactions and Unobserved Heterogeneity," CEIS Research Paper, Tor Vergata University, CEIS, number 439, Aug, revised 06 Nov 2018.
- Steven F. Lehrer & Tian Xie, 2018, "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," NBER Working Papers, National Bureau of Economic Research, Inc, number 24755, Jun.
- Burton, Michael, , "Model invariance when estimating random parameters with categorical variables," Working Papers, University of Western Australia, School of Agricultural and Resource Economics, number 273051, DOI: 10.22004/ag.econ.273051.
- Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop, 2018, "Identifying Noise Shocks," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 41, Jan.
- Kunz, J.S.; & Staub, K.E.; & Winkelmann, R.;, 2018, "Predicting fixed effects in panel probit models," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 18/23, Aug.
- Dominic Coey & Bradley Larsen & Kane Sweeney & Caio Waisman, 2018, "The Simple Empirics of Optimal Online Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 24698, Jun.
- George Kapetanios & Fotis Papailias, 2018, "Big Data & Macroeconomic Nowcasting: Methodological Review," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-12, Jul.