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Report NEP-ECM-2019-03-11
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:
- Adam M. Rosen & Takuya Ura, 2019, "Finite Sample Inference for the Maximum Score Estimand," Papers, arXiv.org, number 1903.01511, Mar, revised May 2020.
- Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert, 2019, "Testing for Episodic Predictability in Stock Returns," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 24137, Dec.
- Item repec:kan:wpaper:201905 is not listed on IDEAS anymore
- Koo, B. & La Vecchia, D. & Linton, O., 2019, "Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1916, Feb.
- Sebastian Kripfganz & Daniel C. Schneider, 2019, "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers, University of Exeter, Department of Economics, number 1901.
- Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019, "Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 28133, Jan.
- Jiun-Hua Su, 2019, "Model Selection in Utility-Maximizing Binary Prediction," Papers, arXiv.org, number 1903.00716, Mar, revised Jul 2020.
- Gregor Kastner & Sylvia Fruhwirth-Schnatter, 2017, "Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models," Papers, arXiv.org, number 1706.05280, Jun.
- Denis Kojevnikov & Vadim Marmer & Kyungchul Song, 2019, "Limit Theorems for Network Dependent Random Variables," Papers, arXiv.org, number 1903.01059, Mar, revised Feb 2021.
- Ashesh Rambachan & Neil Shephard, 2019, "When do common time series estimands have nonparametric causal meaning?," Papers, arXiv.org, number 1903.01637, Mar, revised Jan 2025.
- Reza Hajargasht, 2019, "Approximation Properties of Variational Bayes for Vector Autoregressions," Papers, arXiv.org, number 1903.00617, Mar.
- Zeqin Liu & Zongwu Cai & Ying Fang & Ming Lin, 2019, "Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201904, Mar, revised Mar 2019.
- Sergio Correia & Paulo Guimar~aes & Thomas Zylkin, 2019, "Verifying the existence of maximum likelihood estimates for generalized linear models," Papers, arXiv.org, number 1903.01633, Mar, revised Mar 2026.
- Kapetanios, George & Papailias, Fotis & Taylor, AM Robert, 2019, "A Generalised Fractional Differencing Bootstrap for Long Memory Processes," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 24136, Feb.
- L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy, 2019, "On the monotonicity of the eigenvector method," Papers, arXiv.org, number 1902.10790, Feb, revised Oct 2020.
- Nikkil Sudharsanan & Maarten J. Bijlsma, 2019, "A generalized counterfactual approach to decomposing differences between populations," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2019-004, DOI: 10.4054/MPIDR-WP-2019-004.
- Miriam Steurer & Robert Hill, 2019, "Metrics for Evaluating the Performance of Automated Valuation Models," Graz Economics Papers, University of Graz, Department of Economics, number 2019-02, Feb.
- Christopher F. Baum & Arthur Lewbel, 2018, "Advice on using heteroscedasticity based identification," Boston College Working Papers in Economics, Boston College Department of Economics, number 975, Feb, revised 17 Jun 2019.
- Jonas Rothfuss & Fabio Ferreira & Simon Walther & Maxim Ulrich, 2019, "Conditional Density Estimation with Neural Networks: Best Practices and Benchmarks," Papers, arXiv.org, number 1903.00954, Mar, revised Apr 2019.
- Sariev, Eduard & Germano, Guido, 2018, "An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100211, Nov.
- Stelios Arvanitis & Alexandros Louka, 2017, "Limits for the Gaussian QMLE in the Non-Stationary GARCH(1,1) Mod," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201705, May.