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Report NEP-ECM-2019-03-18
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:
- Suparna Biswas & Rituparna Sen, 2019, "Kernel Based Estimation of Spectral Risk Measures," Papers, arXiv.org, number 1903.03304, Mar, revised Dec 2023.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2019, "Average Derivative Estimation Under Measurement Error," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1901, Mar.
- Dumitru, Ana-Maria & Hizmeri, Rodrigo & Izzeldin, Marwan, 2019, "Forecasting the Realized Variance in the Presence of Intraday Periodicity," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193631.
- Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2019, "Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices," CESifo Working Paper Series, CESifo, number 7542.
- Andreas Joseph, 2019, "Parametric inference with universal function approximators," Bank of England working papers, Bank of England, number 784, Mar.
- Mawuli Segnon & Stelios Bekiros, 2019, "Forecasting Volatility in Cryptocurrency Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7919, Mar.
- Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2019, "Nonparametric Homogeneity Pursuit in Functional-Coefficient Models," Discussion Papers, Department of Economics, University of York, number 19/03, Mar.
- Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu, 2019, "A statistical analysis of time trends in atmospheric ethane," Papers, arXiv.org, number 1903.05403, Mar, revised Jun 2020.
- Voisin, Elisa & Hecq, Alain, 2019, "Forecasting bubbles with mixed causal-noncausal autoregressive models," MPRA Paper, University Library of Munich, Germany, number 92734, Mar.
- Joan Gonzalvez & Edmond Lezmi & Thierry Roncalli & Jiali Xu, 2019, "Financial Applications of Gaussian Processes and Bayesian Optimization," Papers, arXiv.org, number 1903.04841, Mar.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019, "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2170, Mar.
- Ahmed, M. F. & Satchell, S, 2019, "Some Dynamic and Steady-State Properties of Threshold Autoregressions with Applications to Stationarity and Local Explosivity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1923, Mar.
- Bernardi, Mauro & Costola, Michele, 2019, "High-dimensional sparse financial networks through a regularised regression model," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 244, DOI: 10.2139/ssrn.3342240.
- Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019, "Asymptotic F Tests under Possibly Weak Identification," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-03-12, Mar.
- Galina Besstremyannaya & Sergei Golovan, 2019, "Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator," Working Papers, Center for Economic and Financial Research (CEFIR), number w0249, Jul.