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Report NEP-ECM-2019-01-28
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:
- LeSage, James P. & Chih, Yao-Yu & Vance, Colin, 2018, "Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 769, DOI: 10.4419/86788897.
- Taeyoung Doh & Andrew Lee Smith, 2018, "Reconciling VAR-based Forecasts with Survey Forecasts," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-13, Dec, DOI: 10.18651/RWP2018-13.
- Khashayar Khosravi & Greg Lewis & Vasilis Syrgkanis, 2019, "Non-Parametric Inference Adaptive to Intrinsic Dimension," Papers, arXiv.org, number 1901.03719, Jan, revised Jun 2019.
- Qihui Chen & Zheng Fang, 2019, "Inference on Functionals under First Order Degeneracy," Papers, arXiv.org, number 1901.04861, Jan.
- Ryo Kato & Takahiro Hoshino, 2018, "Semiparametric Bayes Multiple Imputation for Regression Models with Missing Mixed Continuous-Discrete Covariates," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2018-15, May.
- Wenjuan Chen & Aleksei Netsunajev, 2018, "Structural vector autoregression with time varying transition probabilities: identifying uncertainty shocks via changes in volatility," Bank of Estonia Working Papers, Bank of Estonia, number wp2018-02, Feb, revised 13 Feb 2018, DOI: 10.23656/25045520/022018/0153.
- Julian Hidalgo & Michelle Sovinsky, 2018, "Forensic Econometrics: Demand Estimation When Data Are Missing," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2018_058, Nov.
- Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2019, "A Comparison of Semiparametric Tests for Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-651, Jan.
- Franses, Ph.H.B.F. & Welz, M., 2018, "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-47, Sep.
- Martin Tegn'er & Stephen Roberts, 2019, "A Probabilistic Approach to Nonparametric Local Volatility," Papers, arXiv.org, number 1901.06021, Jan, revised Jan 2019.
- Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val, 2019, "Mastering Panel 'Metrics: Causal Impact of Democracy on Growth," Papers, arXiv.org, number 1901.03821, Jan.