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Report NEP-ECM-2018-12-10
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:
- Yukai Yang & Luc Bauwens, 2018, "State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-30, Nov.
- Nadja Klein & Thomas Kneib & Giampiero Marra & Rosalba Radice & Slawa Rokicki & Mark E. McGovern, 2018, "Mixed Binary-Continuous Copula Regression Models with Application to Adverse Birth Outcomes," CHaRMS Working Papers, Centre for HeAlth Research at the Management School (CHaRMS), number 18-06, Oct.
- Vladim'ir Hol'y & Petra Tomanov'a, 2018, "Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy," Papers, arXiv.org, number 1811.09312, Nov, revised Oct 2025.
- Matthew Norton & Valentyn Khokhlov & Stan Uryasev, 2018, "Calculating CVaR and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation," Papers, arXiv.org, number 1811.11301, Nov, revised Feb 2019.
- Chang, Yoosoon & Lu, Ye & Park, Joon Y., 2018, "Understanding Regressions with Observations Collected at High Frequency over Long Span," Working Papers, University of Sydney, School of Economics, number 2018-10, Jul.
- Brinca, Pedro & Iskrev, Nikolay & Loria, Francesca, 2018, "On Identification Issues in Business Cycle Accounting Models," MPRA Paper, University Library of Munich, Germany, number 90250, Nov.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Siyi Luo, 2018, "Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK," Papers, arXiv.org, number 1811.11603, Nov, revised Dec 2023.
- Isabel Casas & Jiti Gao & Shangyu Xie, 2018, "Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-29, Nov.
- Ben Moews & J. Michael Herrmann & Gbenga Ibikunle, 2018, "Lagged correlation-based deep learning for directional trend change prediction in financial time series," Papers, arXiv.org, number 1811.11287, Nov, revised Nov 2018.
- Henderson, Daniel J. & Souto, Anne-Charlotte, 2018, "An Introduction to Nonparametric Regression for Labor Economists," IZA Discussion Papers, IZA Network @ LISER, number 11914, Oct.
- Eric Benhamou, 2018, "Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets," Papers, arXiv.org, number 1811.11618, Nov, revised Dec 2018.
- Yoosoon Chang & Junior Maih & Fei Tan, 2018, "Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2018-011, Nov.
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2018, "Testing for Stationarity at High Frequency," Working Papers, University of Sydney, School of Economics, number 2018-09, Jul.
- Anne Lundgaard Hansen, 2018, "Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling," Discussion Papers, University of Copenhagen. Department of Economics, number 18-12, Dec.