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Report NEP-ECM-2018-10-22
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:
- Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels, 2018, "Asymptotic Theory for Rotated Multivariate GARCH Models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-27, Oct.
- Helmut Lütkepohl & Mika Meitz & Aleksei NetŠunajev & Pentti Saikkonen, 2018, "Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1764.
- Zongwu Cai & Ying Fang & Dingshi Tian, 2018, "Assessing Tail Risk Using Expectile Regressions with Partially Varying Coefficients," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201804, Oct, revised Oct 2018.
- Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2018, "Trending Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201809, Sep, revised Sep 2018.
- Bingduo Yang & Xiaohui Liu & Liang Peng & Zongwu Cai, 2018, "Unified Tests for a Dynamic Predictive Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201808, Sep, revised Sep 2018.
- Dingshi Tian & Zongwu Cai & Ying Fang, 2018, "Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201807, Oct, revised Oct 2018.
- Jim Sánchez González & Diego Restrepo Tob�n & Andr�s Ram�rez Hassan, 2018, "Inefficiency and Bank Failures: A Joint Bayesian Estimationof a Stochastic Frontier Model and a Hazards Model," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16788, Aug.
- Tymon S{l}oczy'nski, 2018, "Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights," Papers, arXiv.org, number 1810.01576, Oct, revised May 2020.
- Paul Anglin, 2018, "Are the hypothesis tests used in time-on-market studies powerful enough?," ERES, European Real Estate Society (ERES), number eres2018_242, Jan.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1762.
- Duangkamon Chotikapanich & William E. Griffiths & Gholamreza Hajargasht & Wasana Karunarathne & D.S. Prasada Rao, 2018, "Using the GB2 Income Distribution: A Review," Department of Economics - Working Papers Series, The University of Melbourne, number 2036, Feb.
- Victor H. Aguiar & Nail Kashaev, 2018, "Stochastic Revealed Preferences with Measurement Error," Papers, arXiv.org, number 1810.05287, Oct, revised Sep 2020.
- Arturas Juodis & Simon Reese, 2018, "The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation," Papers, arXiv.org, number 1810.03715, Oct, revised Feb 2021.
- Shweta Gaonkar & Angelo Mele, 2018, "A structural model of firm collaborations with unobserved heterogeneity," Working Papers, NET Institute, number 18-07, Sep.
- Lang, Jan Hannes & Peltonen, Tuomas A. & Sarlin, Peter, 2018, "A framework for early-warning modeling with an application to banks," Working Paper Series, European Central Bank, number 2182, Oct.
- Anna Conte & John D. Hey, 2018, "Rehabilitating the Random Utility Model. A comment on Apesteguia and Ballester (2018)," Discussion Papers, Department of Economics, University of York, number 18/12, Oct.
- Dallakyan, Aramayis & Bessler, David A., , "Gaussian Copulas for Imposing Structure on VAR," 2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association, number 274401, DOI: 10.22004/ag.econ.274401.
- M. Bohdalov'a & M. Kalina & O. N'an'asiov'a, 2018, "Granger causality on horizontal sum of Boolean algebras," Papers, arXiv.org, number 1810.01654, Oct.