Report NEP-ECM-2018-09-24

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:

• Marx, Benjamin M., 2018, "Dynamic Bunching Estimation with Panel Data," MPRA Paper, University Library of Munich, Germany, number 88647, Aug.
• Zheng, Y. & Gohin, A., 2018, "Estimating dynamic stochastic decision models: explore the generalized maximum entropy alternative," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists, number 276001, Jul, DOI: 10.22004/ag.econ.276001.
• Giuseppe Arbia & Anna Gloria Billé, 2018, "Spatial Discrete Choice Models: A Review Focused on Specification, Estimation and Health Economics applications," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS54, Sep.
• Autcha Araveeporn, 2018, "A Comparison of Parameter Estimation of Logistic Regression model by Maximum Likelihood, Ridge Regression, Markov Chain Monte Carlo Methods," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409196, Jun.
• Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2018, "Tail expectile process and risk assessment," TSE Working Papers, Toulouse School of Economics (TSE), number 18-944, Aug.
• Asai, M. & Peiris, S. & McAleer, M.J. & Allen, D.E., 2018, "Cointegrated Dynamics for A Generalized Long Memory Process," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-32, Aug.
• Anna Gloria Billé & Leopoldo Catania, 2018, "Dynamic Spatial Autoregressive Models with Time-varying Spatial Weighting Matrices," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS55, Sep.
• Jagjit S. Chadha & Katsuyuki Shibayama, 2018, "Bayesian Estimation of DSGE Models: identification using a diagnostic indicator," Discussion Papers, Centre for Macroeconomics (CFM), number 1825, Sep.
• Carlos Carvalho & Fernanda Nechio & Tiago Tristao, 2021, "Taylor Rule Estimation by OLS," Working Paper Series, Federal Reserve Bank of San Francisco, number 2018-11, Sep, DOI: 10.24148/wp2018-11.
• Dario Buono & George Kapetanios & Massimiliano Marcellino & Gianluigi Mazzi & Fotis Papailias, 2018, "Big Data Econometrics: Now Casting and Early Estimates," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1882.
• Ying Fan & Christopher Sullivan, 2018, "Estimate Markups with a Flexible Supply Model," 2018 Meeting Papers, Society for Economic Dynamics, number 764.
• Victor Chernozhukov & Whitney K Newey & Rahul Singh, 2018, "Automatic Debiased Machine Learning of Causal and Structural Effects," Papers, arXiv.org, number 1809.05224, Sep, revised Oct 2022.
• Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018, "Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs," Papers, arXiv.org, number 1809.00236, Sep, revised Jan 2020.
• Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2018, "Networks in risk spillovers: A multivariate GARCH perspective," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 225, DOI: 10.2139/ssrn.3239369.
• Xolisa Vayi & Andrew Phiri, 2018, "A sequential panel selection approach to cointegration analysis: An application to Wagner’s law for South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1831, Sep.
• Francis X. Diebold & Minchul Shin, 2018, "Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 24967, Aug.
• Jiang, Yuan & House, Lisa A., , "Comparison of the Performance of Count Data Models under Different Zero-Inflation Scenarios Using Simulation Studies," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258342, DOI: 10.22004/ag.econ.258342.
• Ellen Garbarino & Robert Slonim & Marie Claire Villeval, 2018, "A Method to Estimate Mean Lying Rates and Their Full Distribution," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 1816.
• Farah Zawaideh & Raed Sahawneh, 2018, "Improve Naïve Bayesian Classifier by Using Genetic Algorithm for Arabic Document," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409186, Jun.
• Zhang, Rui, , "Correcting Sample Selection Bias in Non-Market Valuation with Kernel Mean Matching," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258335, DOI: 10.22004/ag.econ.258335.
• Song, Jingyu & Delgado, Michael & Preckel, Paul, , "Aggregated Fractional Regression Estimation: Some Monte Carlo Evidence," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258209, DOI: 10.22004/ag.econ.258209.
• Haroon Mumtaz & Konstantinos Theodoridis, 2016, "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 804, Nov.

Report NEP-ECM-2018-09-24

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: