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Report NEP-ECM-2018-10-08
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:
- Legrand, Romain, 2018, "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper, University Library of Munich, Germany, number 88925, Sep.
- Mengheng Li & Marcel Scharth, 2018, "Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 49, Aug.
- Stephan Smeekes & Etienne Wijler, 2018, "An Automated Approach Towards Sparse Single-Equation Cointegration Modelling," Papers, arXiv.org, number 1809.08889, Sep, revised Jul 2020.
- Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2018, "ExpectHill estimation, extreme risk and heavy tails," TSE Working Papers, Toulouse School of Economics (TSE), number 18-953, Sep.
- Matthew Harding & Carlos Lamarche & M. Hashem Pesaran, 2018, "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models," CESifo Working Paper Series, CESifo, number 7211.
- Max H. Farrell & Tengyuan Liang & Sanjog Misra, 2018, "Deep Neural Networks for Estimation and Inference," Papers, arXiv.org, number 1809.09953, Sep, revised Sep 2019.
- Manabu Asai & Shelton Peiris & Michael McAleer & David E. Allen, 2018, "Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-22, Sep.
- Yang, Cynthia Fan, 2017, "Common Factors and Spatial Dependence: An Application to US House Prices," MPRA Paper, University Library of Munich, Germany, number 89032, Nov, revised 20 Aug 2018.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock & Marijn Verschelde, 2018, "Nonparametric Production Analysis with Unobserved Heterogeneity in Productivity," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2018-25, Sep.
- Lillestøl, Jostein, 2018, "Sample statistics as convincing evidence: A tax fraud case," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2018/12, Sep.