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Report NEP-ECM-2019-07-15
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:
- Lechner, Michael & Okasa, Gabriel, 2019, "Random Forest Estimation of the Ordered Choice Model," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1908, Jul.
- Jochmans, K., 2019, "Heteroskedasticity-Robust Inference in Linear Regression Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1957, Jun.
- Lourenço S. Paz & James E. West, 2019, "Should We Trust Clustered Standard Errors? A Comparison with Randomization-Based Methods," NBER Working Papers, National Bureau of Economic Research, Inc, number 25926, Jun.
- Matthew Backus & Sida Peng, 2019, "On Testing Continuity and the Detection of Failures," NBER Working Papers, National Bureau of Economic Research, Inc, number 26016, Jun.
- Marco Bee & Julien Hambuckers & Luca Trapin, 2019, "An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution," DEM Working Papers, Department of Economics and Management, number 2019/11.
- Chao Wang & Richard Gerlach, 2019, "Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall," Papers, arXiv.org, number 1906.09961, Jun.
- Sebastian Ankargren & Paulina Jon'eus, 2019, "Simulation smoothing for nowcasting with large mixed-frequency VARs," Papers, arXiv.org, number 1907.01075, Jul.
- Jochmans, K., 2019, "Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1958, Jun.
- Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019, "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_05, Jul.
- John Mullahy, 2019, "Identification of a Class of Health-Outcome Distributions under a Common Form of Partial Data Observability," NBER Working Papers, National Bureau of Economic Research, Inc, number 26011, Jun.
- Huiling Yuan & Yong Zhou & Zhiyuan Zhang & Xiangyu Cui, 2019, "Forecasting security's volatility using low-frequency historical data, high-frequency historical data and option-implied volatility," Papers, arXiv.org, number 1907.02666, Jul.
- Catherine Doz & Peter Fuleky, 2019, "Dynamic Factor Models," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2019-4, Jul.
- Davide Viviano, 2019, "Policy Targeting under Network Interference," Papers, arXiv.org, number 1906.10258, Jun, revised Apr 2024.
- Patacchini, Eleonora & Rainone, Edoardo, 2019, "Treatment Effects with Heterogeneous Externalities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13781, Jun.
- Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto, 2019, "Realized Volatility Forecasting: Robustness to Measurement Errors," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_04, Jul.
- Dhaene, G. & Jochmans, K., 2019, "Profile-Score Adjustments for Incidental-Parameter Problems," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1959, Jun.
- Arpita Chatterjee & James Morley & Aarti Singh, 2019, "Full Information Estimation of Household Income Risk and Consumption Insurance," Discussion Papers, School of Economics, The University of New South Wales, number 2019-07, Jul.
- Laurent Davezies & Xavier D'Haultfoeuille & Yannick Guyonvarch, 2019, "Empirical Process Results for Exchangeable Arrays," Papers, arXiv.org, number 1906.11293, Jun, revised May 2020.
- Nick Whiteley, 2019, "Dynamic time series clustering via volatility change-points," Papers, arXiv.org, number 1906.10372, Jun.
- Shovan Chowdhury, 2019, "Selection between Exponential and Lindley distributions," Working papers, Indian Institute of Management Kozhikode, number 316, Mar.
- LeRoy, Stephen F., 2019, "Causal Inference," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt6pc1x9r6, Jul.