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Report NEP-ECM-2019-02-25
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:
- Bauwens, Luc & Xu, Yongdeng, 2019, "DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2019/5, Feb, revised Aug 2021.
- Fan Yingying & Lv Jinchi & Sharifvaghefi Mahrad & Uematsu Yoshimasa, 2019, "IPAD: Stable Interpretable Forecasting with Knockoffs Inference," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 92, Jan.
- Jianfei Cao & Connor Dowd, 2019, "Estimation and Inference for Synthetic Control Methods with Spillover Effects," Papers, arXiv.org, number 1902.07343, Feb, revised Jan 2026.
- Canova, Fabio & Matthes, Christian, 2019, "Dealing with misspecification in structural macroeconometric models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13511, Feb.
- Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Chong, Terence Tai Leung & Zou, Guohua, 2017, "Frequentist model averaging for threshold models," MPRA Paper, University Library of Munich, Germany, number 92036, Nov.
- Hanene Ben Salah & Mohamed Chaouch & Ali Gannoun & Christian de Peretti & Abdelwahed Trabelsi, 2018, "Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier," Post-Print, HAL, number hal-01300673, Mar, DOI: 10.1007/s10479-016-2235-z.
- Linde, Jesper & LASEEN, PER & Ratto, Marco, 2019, "Identification Versus Misspecification in New Keynesian Monetary Policy Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13492, Jan.
- Adam Elbourne & Kan Ji, 2019, "Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 391, Feb.
- Guy Tchuente, 2019, "Weak Identification and Estimation of Social Interaction Models," Papers, arXiv.org, number 1902.06143, Feb.
- Cristina Gualdani & Shruti Sinha, 2019, "Partial Identification in Matching Models for the Marriage Market," Papers, arXiv.org, number 1902.05610, Feb, revised Jul 2022.
- Joshua C. C. Chan, 2019, "Large Bayesian Vector Autoregressions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-19, Feb.
- Chambers, Marcus J & Taylor, AM Robert, 2019, "Deterministic Parameter Change Models in Continuous and Discrete Time," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 24072, Feb.
- LeSage, James P. & Fischer, Manfred M., 2019, "Conventional versus network dependence panel data gravity model specifications," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 2019/02.
- Riani, Marco & Corbellini, Aldo & Atkinson, Anthony C., 2018, "The use of prior information in very robust regression for fraud detection," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87685, Aug.
- Bettendorf, Timo & Heinlein, Reinhold, 2019, "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers, Deutsche Bundesbank, number 06/2019.
- Shahbaz, Muhammad & Omay, Tolga & Roubaud, David, 2019, "Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward," MPRA Paper, University Library of Munich, Germany, number 92176, Feb, revised 11 Feb 2019.