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Report NEP-ECM-2019-01-21
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:
- Stauskas, Ovidijus, 2019, "On the Limit Theory of Mixed to Unity VARs: Panel Setting With Weakly Dependent Errors," Working Papers, Lund University, Department of Economics, number 2019:2, Jan.
- José M.R. Murteira, 2018, "Copula-based Tests for Nonclassical Measurement Error – The Case of Fractional Random Variables," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-13, Dec.
- Gordon V. Chavez, 2019, "Dynamic tail inference with log-Laplace volatility," Papers, arXiv.org, number 1901.02419, Jan, revised Jul 2019.
- Aknouche, Abdelhakim & Francq, Christian, 2018, "Count and duration time series with equal conditional stochastic and mean orders," MPRA Paper, University Library of Munich, Germany, number 90838, Nov.
- Alexis Akira Toda & Yulong Wang, 2019, "Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares," Papers, arXiv.org, number 1901.02471, Jan, revised Feb 2020.
- George Kapetanios & M. Hashem Pesaran & Simon Reese, 2018, "A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models," CESifo Working Paper Series, CESifo, number 7401.
- Francisco Blasques & Vladim'ir Hol'y & Petra Tomanov'a, 2018, "Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros," Papers, arXiv.org, number 1812.07318, Dec, revised May 2024.
- Luisa Bisaglia & Matteo Grigoletto, 2018, "A new time-varying model for forecasting long-memory series," Papers, arXiv.org, number 1812.07295, Dec.
- Kellie Ottoboni & Jason Poulos, 2019, "Estimating population average treatment effects from experiments with noncompliance," Papers, arXiv.org, number 1901.02991, Jan, revised Aug 2020.
- Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018, "Quantile-based Inflation Risk Models," Working Paper Research, National Bank of Belgium, number 349, Oct.
- Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2019, "Causal inference on regression discontinuity designs by high-dimensional methods," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 601, Jan.
- Leeb, Hannes & Pötscher, Benedikt M. & Kivaranovic, Danijel, 2018, "Comment on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin," MPRA Paper, University Library of Munich, Germany, number 90655, Jul.