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Report NEP-ECM-2019-04-29
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:
- Kanchana Nadarajah & Gael M Martin & Donald S Poskitt, 2019, "Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/19.
- Yang, Bill Huajian, 2019, "Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy," MPRA Paper, University Library of Munich, Germany, number 93400, Mar.
- Raffaello Seri & Samuele Centorrino & Michele Bernasconi, 2019, "Nonparametric Estimation and Inference in Economic and Psychological Experiments," Papers, arXiv.org, number 1904.11156, Apr, revised Dec 2019.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2019, "Identification of Regression Models with a Misclassified and Endogenous Binary Regressor," Papers, arXiv.org, number 1904.11143, Apr, revised Aug 2021.
- Bertille Antoine & Pascal Lavergne, 2019, "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers, Department of Economics, Simon Fraser University, number dp19-02, Apr.
- Arnab Chakrabarti & Rituparna Sen, 2019, "Copula estimation for nonsynchronous financial data," Papers, arXiv.org, number 1904.10182, Apr, revised Sep 2020.
- Yang, Bill Huajian, 2019, "Resolutions to flip-over credit risk and beyond," MPRA Paper, University Library of Munich, Germany, number 93389, Mar.
- Junyao Chen & Tony Sit & Hoi Ying Wong, 2019, "Simulation-based Value-at-Risk for Nonlinear Portfolios," Papers, arXiv.org, number 1904.09088, Apr.
- Beyhum, Jad & Gautier, Eric, 2019, "Square-root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved Heterogeneity," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1008, Apr.
- Bonino-Gayoso, Nicolás & García-Hiernaux, Alfredo, 2019, "TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables," MPRA Paper, University Library of Munich, Germany, number 93366, Mar.
- Mnasri, Ayman & Nechi, Salem, 2019, "New Approach to Estimating Gravity Models with Heteroscedasticity and Zero Trade Values," MPRA Paper, University Library of Munich, Germany, number 93426, Apr.
- Badi Baltagi & Qu Feng & Chihwa Kao, 2019, "Structural Changes in Heterogeneous Panels with Endogenous Regressors," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 214, Apr.
- Rogelio A. Mancisidor & Michael Kampffmeyer & Kjersti Aas & Robert Jenssen, 2019, "Deep Generative Models for Reject Inference in Credit Scoring," Papers, arXiv.org, number 1904.11376, Apr, revised Sep 2021.
- Matias D. Cattaneo & Michael Jansson, 2019, "Average Density Estimators: Efficiency and Bootstrap Consistency," Papers, arXiv.org, number 1904.09372, Apr, revised Dec 2020.
- Michael P. Leung & Hyungsik Roger Moon, 2019, "Normal Approximation in Large Network Models," Papers, arXiv.org, number 1904.11060, Apr, revised Mar 2026.
- Ali Habibnia & Esfandiar Maasoumi, 2019, "Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Papers, arXiv.org, number 1904.11145, Apr.
- Yang, Bill Huajian, 2019, "Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models," MPRA Paper, University Library of Munich, Germany, number 93398, Mar.
- Nicolás Salamanca, 2018, "The Dynamic Properties of Economic Preferences," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2018n04, Apr.
- Yusuke Narita, 2019, "Experiment-as-Market: Incorporating Welfare into Randomized Controlled Trials," Working Papers, Human Capital and Economic Opportunity Working Group, number 2019-025, Apr.