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Report NEP-ECM-2018-11-26
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:
- Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018, "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers, University of Copenhagen. Department of Economics, number 18-10, Nov.
- Paulo M.D.C. Parente & Richard J. Smith, 2018, "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/59, Nov.
- Rahul Mukherjee, 2018, "Causal Inference from Strip-Plot Designs: Methodology and Applications in a Potential Outcomes Framework," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8109733, Nov.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018, "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers, University of Toronto, Department of Economics, number tecipa-623, Nov.
- Yiu Lim Lui & Weilin Xiao & Jun Yu, 2018, "The Grid Bootstrap for Continuous Time Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 20-2018, Nov.
- Alexander Chudik & M. Hashem Pesaran, 2018, "Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 349, Nov, DOI: 10.24149/gwp349.
- Evgeniy M. Ozhegov & Daria Teterina, 2018, "The Ensemble Method For Censored Demand Prediction," HSE Working papers, National Research University Higher School of Economics, number WP BRP 200/EC/2018.
- Ismael Mourifie & Marc Henry & Romuald Meango, 2018, "Sharp Bounds And Testability Of A Roy Model Of Stem Major Choices," Working Papers, University of Toronto, Department of Economics, number tecipa-624, Nov.
- Saibal Chattopadhyay, 2018, "Adaptive estimation using records data under asymmetric loss, with applications," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8109809, Nov.
- Markus Heinrich & Magnus Reif, 2018, "Forecasting using mixed-frequency VARs with time-varying parameters," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 273.
- Francis X. Diebold & Minchul Shin, 2017, "Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 17-017, Aug, revised 20 Aug 2017.
- Possebom, Vitor, 2018, "Sharp bounds on the MTE with sample selection," MPRA Paper, University Library of Munich, Germany, number 89785, Oct.
- Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia, 2018, "Asymptotically unbiased inference for a panel VAR model with p lags," Borradores de Economia, Banco de la Republica de Colombia, number 1059, Nov, DOI: 10.32468/be.1059.
- Uttam Kumar Sarkar, 2018, "Inference under a new exponential-exponential loss capturing specified penalties for over- and under-estimation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8109788, Nov.
- ANDREOLI Francesco, 2018, "Inference for the neighborhood inequality index," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2018-19, Nov.
- Michael C. Knaus & Michael Lechner & Anthony Strittmatter, 2018, "Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence," Papers, arXiv.org, number 1810.13237, Oct, revised Dec 2018.
- Koutchad, P. & Carpentier, A. & Femenia, F., 2018, "Dealing with corner solutions in multi-crop micro-econometric models: an endogenous regime approach with regime fixed costs," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists, number 277530, Jul, DOI: 10.22004/ag.econ.277530.
- Xiaowei Zhang & Peter W. Glynn, 2018, "Affine Jump-Diffusions: Stochastic Stability and Limit Theorems," Papers, arXiv.org, number 1811.00122, Oct.
- J. Martin van Zyl, 2018, "An Empirical Study of the Behaviour of the Sample Kurtosis in Samples from Symmetric Stable Distributions," Papers, arXiv.org, number 1811.00476, Nov, revised Nov 2018.
- Altug, Sumru & Çakmaklı, Cem & Demircan, Hamza, 2018, "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13171, Sep.
- Becker, Janis & Leschinski, Christian, 2018, "The Bias of Realized Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-642, Nov.