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Report NEP-ECM-2019-07-08
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:
- Peter Boswijk & Yang Zu, 2019, "Adaptive Testing for Cointegration with Nonstationary Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-043/III, Jun.
- Guowei Cui & Kazuhiko Hayakawa & Shuichi Nagata & Takashi Yamagata, 2018, "A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1037r, Jul, revised Jun 2019.
- Federico Belotti & Giancarlo Ferrara, 2019, "Imposing monotonicity in stochastic frontier models: an iterative nonlinear least squares procedure," CEIS Research Paper, Tor Vergata University, CEIS, number 462, Jul, revised 29 Jan 2021.
- Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019, "An Automated Prior Robustness Analysis in Bayesian Model Comparison," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-45, Jun.
- Fok, D. & Paap, R., 2019, "New Misspecification Tests for Multinomial Logit Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-24, Jun.
- Adrian Pagan & Tim Robinson, 2019, "Implications of Partial Information for Econometric Modeling of Macroeconomic Systems," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-41, Jun.
- Anthony Garratt & Timo Henckel & Shaun P. Vahey, 2019, "Empirically-Transformed Linear Opinion Pools," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-47, Jul.
- Burak Alparslan Eroglu & J. Isaac Miller & Taner Yigit, 2019, "Time-Varying Cointegration and the Kalman Filter," Working Papers, Department of Economics, University of Missouri, number 1905, Jun.
- Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2019, "Synthetic Estimation of Dynamic Panel Models When Either N or T or Both Are Not Large: Bias Decomposition in Systematic and Random Components," MPRA Paper, University Library of Munich, Germany, number 94405, Jun.
- Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019, "Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-46, Jun.
- Alessandra Canepa, & Menelaos G. Karanasos & Alexandros G. Paraskevopoulos,, 2019, "Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201911, Apr.
- F. Crossley, Thomas & Levell, Peter & Poupakis, Stavros, 2019, "Regression with an imputed dependent variable," ISER Working Paper Series, Institute for Social and Economic Research, number 2019-07, Jun.
- Federico Zincenko, 2019, "Testing for Risk Aversion in First-Price Sealed-Bid Auctions," Working Paper, Department of Economics, University of Pittsburgh, number 6641, Jan.
- Item repec:hal:wpaper:hal-02137358 is not listed on IDEAS anymore
- Rodrigues, Paulo M.M. & Sibbertsen, Philipp & Voges, Michelle, 2019, "Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-656, Jun.
- Kajal Lahiri & Wuwei Wang, 2019, "Estimating macroeconomic uncertainty and discord using info-metrics," CESifo Working Paper Series, CESifo, number 7674.
- Isabel Hovdahl, 2019, "On the use of machine learning for causal inference in climate economics," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 05/2019, Jun.