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Report NEP-ECM-2019-10-14
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:
- Matteo Barigozzi & Matteo Luciani, 2019, "Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm," Papers, arXiv.org, number 1910.03821, Oct, revised Sep 2024.
- Kley, Tobias & Preuss, Philip & Fryzlewicz, Piotr, 2019, "Predictive, finite-sample model choice for time series under stationarity and non-stationarity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101748, Oct.
- Xin Liu, 2019, "Averaging estimation for instrumental variables quantile regression," Working Papers, Department of Economics, University of Missouri, number 1907, Oct.
- Bernd Funovits, 2019, "Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs," Papers, arXiv.org, number 1910.04087, Oct.
- Beaumont, Paul & Smallwood, Aaron, 2019, "Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models," MPRA Paper, University Library of Munich, Germany, number 96314, Sep.
- Paul Ho, 2019, "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers, Society for Economic Dynamics, number 390.
- Antoine Arnoud & Fatih Guvenen & Tatjana Kleineberg, 2019, "Benchmarking Global Optimizers," NBER Working Papers, National Bureau of Economic Research, Inc, number 26340, Oct.
- Kristoffer Pons Bertelsen, 2019, "Comparing Tests for Identification of Bubbles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-16, Oct.
- David M. Kaplan & Longhao Zhuo, 2019, "Comparing latent inequality with ordinal data," Working Papers, Department of Economics, University of Missouri, number 1909.
- Hiroaki Kaido & Yi Zhang, 2019, "Robust Likelihood Ratio Tests for Incomplete Economic Models," Papers, arXiv.org, number 1910.04610, Oct, revised Dec 2019.
- Kashif Yousuf & Serena Ng, 2019, "Boosting High Dimensional Predictive Regressions with Time Varying Parameters," Papers, arXiv.org, number 1910.03109, Oct.
- Du Nguyen, 2019, "A theorem of Kalman and minimal state-space realization of Vector Autoregressive Models," Papers, arXiv.org, number 1910.02546, Oct.
- Lisha Lin & Yaqiong Li & Rui Gao & Jianhong Wu, 2019, "The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods," Papers, arXiv.org, number 1910.04075, Oct.
- Michael C. Tseng, 2019, "A 2-Dimensional Functional Central Limit Theorem for Non-stationary Dependent Random Fields," Papers, arXiv.org, number 1910.02577, Oct.
- Masayuki Sawada, 2019, "Noncompliance in randomized control trials without exclusion restrictions," Papers, arXiv.org, number 1910.03204, Oct, revised Jun 2021.
- David Pacini, 2019, "Proximal Statistics: Asymptotic Normality," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 19/718, Sep.
- Bernd Funovits & Alexander Braumann, 2019, "Identifiability of Structural Singular Vector Autoregressive Models," Papers, arXiv.org, number 1910.04096, Oct, revised Oct 2020.