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Report NEP-ECM-2018-12-03
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:
- Francisco (F.) Blasques & Siem Jan (S.J.) Koopman & Marc Nientker, 2018, "A Time-Varying Parameter Model for Local Explosions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-088/III, Nov.
- Galina Besstremyannaya & Sergei Golovan, 2018, "Reconsideration of a simple approach to quantile regression for panel data," Working Papers, Center for Economic and Financial Research (CEFIR), number w0248, Nov.
- Seojeong Lee & Youngki Shin, 2018, "Complete Subset Averaging with Many Instruments," Papers, arXiv.org, number 1811.08083, Nov, revised Aug 2020.
- Federico Carlini & Katarzyna (K.A.) Lasak, 2018, "Likelihood based inference for an Identifiable Fractional Vector Error Correction Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-085/III, Nov.
- Bakk, Zsuzsa & Kuha, Jouni, 2018, "Two-step estimation of models between latent classes and external variables," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85161, Dec.
- Matteo Barigozzi & Marc Hallin, 2018, "Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2018-33, Nov.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018, "Inference in Bayesian Proxy-SVARs," Working Papers, Federal Reserve Bank of Philadelphia, number 18-25/R, Nov, DOI: 10.21799/frbp.wp.2018.25.
- Hao Dong & Taisuke Otsu, 2018, "Nonparametric Estimation of Additive Model with Errors-in-Variables," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 600, Nov.
- Deepankar Basu, 2018, "When Can We Determine the Direction of Omitted Variable Bias of OLS Estimators?," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2018-16.
- Niko Hauzenberger & Florian Huber, 2018, "Model instability in predictive exchange rate regressions," Working Papers in Economics, University of Salzburg, number 2018-8, Nov.
- Roser Bono & María J. Blanca & Rafael Alarcón & Jaume Arnau, 2018, "The Effects Of Autocorrelation And Number Of Repeated Measures On Glmm Robustness With Ordinal Data," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7309082, Nov.
- Matthieu Garcin, 2018, "Hurst exponents and delampertized fractional Brownian motions," Working Papers, HAL, number hal-01919754, Nov.