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Report NEP-ECM-2019-04-15
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:
- Takahiro Hoshino & Yuya Shimizu, 2019, "Doubly Robust-type Estimation of Population Moments and Parameters in Biased Sampling," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2019-006, Feb.
- Giuseppe Cavaliere & Anders Rahbek, 2019, "A Primer On Bootstrap Testing Of Hypotheses In Time Series Models: With An Application To Double Autoregressive Models," Discussion Papers, University of Copenhagen. Department of Economics, number 19-03, Apr.
- Kris Boudt & Dries Cornilly & Tim Verdonck, 2019, "Nearest Comoment Estimation With Unobserved Factors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/970, Apr.
- Sankar, Subhra & Bergsma, Wicher & Dassios, Angelos, 2017, "Testing independence of covariates and errors in nonparametric regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 83780, Oct.
- Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2019, "Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models," MPRA Paper, University Library of Munich, Germany, number 93048, Mar.
- Daniel Czarnowske & Amrei Stammann, 2019, "Fixed Effects Binary Choice Models: Estimation and Inference with Long Panels," Papers, arXiv.org, number 1904.04217, Apr, revised Oct 2020.
- Prateek Bansal & Rico Krueger & Michel Bierlaire & Ricardo A. Daziano & Taha H. Rashidi, 2019, "Bayesian Estimation of Mixed Multinomial Logit Models: Advances and Simulation-Based Evaluations," Papers, arXiv.org, number 1904.03647, Apr, revised Dec 2019.
- Chen, Ruxin & Tabri, Rami V., 2019, "Jackknife Empirical Likelihood for Inequality Constraints on Regular Functionals," Working Papers, University of Sydney, School of Economics, number 2019-07, Apr, revised Sep 2019.
- Dennis Kristensen & Young Jun Lee, 2019, "Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models," Papers, arXiv.org, number 1904.05209, Apr, revised Jul 2025.
- M. Hashem Pesaran & Cynthia Fan Yang, 2019, "Estimation and inference in spatial models with dominant units," CESifo Working Paper Series, CESifo, number 7563.
- Richard K. Crump & Nikolay Gospodinov, 2019, "Deconstructing the yield curve," Staff Reports, Federal Reserve Bank of New York, number 884, Apr.
- Michael W. McCracken, 2019, "Tests of Conditional Predictive Ability: Some Simulation Evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2019-11, Mar, DOI: 10.20955/wp.2019.011.
- Chi-Young Choi & Alexander Chudik, 2019, "Estimating Impulse Response Functions When the Shock Series Is Observed," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 353, Mar, DOI: 10.24149/gwp353.
- Spencer Wheatley & Alexander Wehrli & Didier Sornette, 2018, "The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-57, Aug.
- Angelos Alexopoulos & Petros Dellaportas & Omiros Papaspiliopoulos, 2019, "Bayesian prediction of jumps in large panels of time series data," Papers, arXiv.org, number 1904.05312, Mar, revised Apr 2021.
- Kiviet, Jan, 2019, "Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues," MPRA Paper, University Library of Munich, Germany, number 93147, Apr.
- Gunnelin, Åke & Netzell, Olof, 2019, "The relationship between property transaction prices, turnover rates and buyers' and sellers' reservation price distributions," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 19/2, Apr, DOI: http://kth.diva-portal.org/smash/re.
- Christian Matthes & Felipe Schwartzman, 2019, "What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?," Working Paper, Federal Reserve Bank of Richmond, number 19-9, Mar.