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Report NEP-ECM-2019-10-21
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:
- Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019, "Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-37-19.
- Zheng Fang & Juwon Seo, 2019, "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers, arXiv.org, number 1910.07689, Oct, revised Sep 2021.
- Beaumont, Paul & Smallwood, Aaron, 2019, "Inference for likelihood-based estimators of generalized long-memory processes," MPRA Paper, University Library of Munich, Germany, number 96313, Sep.
- Hecq, Alain & Issler, João Victor & Telg, Sean, 2019, "Mixed causal-noncausal autoregressions with exogenous regressors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 810, Oct.
- Fritsch, Markus, 2019, "On GMM estimation of linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-36-19.
- L. Jason Anastasopoulos, 2019, "Principled estimation of regression discontinuity designs," Papers, arXiv.org, number 1910.06381, Oct, revised May 2020.
- Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019, "Practical aspects of using quadratic moment conditions in linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-38-19.
- Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019, "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/19.
- Jushan Bai & Sung Hoon Choi & Yuan Liao, 2019, "Standard Errors for Panel Data Models with Unknown Clusters," Papers, arXiv.org, number 1910.07406, Oct, revised May 2020.
- David M. Kaplan, 2019, "Unbiased Estimation as a Public Good," Working Papers, Department of Economics, University of Missouri, number 1911, Sep.
- Florian Ziel & Kevin Berk, 2019, "Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules," Papers, arXiv.org, number 1910.07325, Oct.
- Joshua C.C. Chan, 2019, "Large Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-77, Oct.
- Tetsuya Kaji, 2019, "Asymptotic Theory of $L$-Statistics and Integrable Empirical Processes," Papers, arXiv.org, number 1910.07572, Oct.
- Imma Valentina Curato & Simona Sanfelici, 2019, "Stochastic leverage effect in high-frequency data: a Fourier based analysis," Papers, arXiv.org, number 1910.06660, Oct, revised Mar 2021.
- Shanika L Wickramasuriya & Berwin A Turlach & Rob J Hyndman, 2019, "Optimal Non-negative Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/19.
- Jushan Bai & Serena Ng, 2019, "Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data," Papers, arXiv.org, number 1910.06677, Oct, revised Aug 2021.
- Item repec:lec:leecon:19/10 is not listed on IDEAS anymore
- Bharat Chandar & Ali Hortacsu & John List & Ian Muir & Jeffrey Wooldridge, 2019, "Design and Analysis of Cluster-Randomized Field Experiments in Panel Data Settings," Natural Field Experiments, The Field Experiments Website, number 00681.
- D.S.G. Pollock, , "The Correspondence Between Stochastic Linear Difference and Differential Equations," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/07.
- Evan Munro & Serena Ng, 2019, "Latent Dirichlet Analysis of Categorical Survey Responses," Papers, arXiv.org, number 1910.04883, Oct, revised Jul 2020.
- Kilian, Lutz, 2019, "Facts and Fiction in Oil Market Modeling," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14047, Oct.
- Aureo de Paula, 2019, "Econometric Models of Network Formation," Papers, arXiv.org, number 1910.07781, Oct, revised Jan 2020.
- Jangho Yang & Torsten Heinrich & Julian Winkler & Franc{c}ois Lafond & Pantelis Koutroumpis & J. Doyne Farmer, 2019, "Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution," Papers, arXiv.org, number 1910.05219, Oct, revised Apr 2022.
- Aureo de Paula & Imran Rasul & Pedro Souza, 2019, "Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition," Papers, arXiv.org, number 1910.07452, Oct, revised Oct 2023.
- Mirela Miescu, 2019, "Uncertainty shocks in emerging economies," Working Papers, Lancaster University Management School, Economics Department, number 277077821.
- Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019, "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/19.
- Smith, Gary, 2019, "The Paradox of Big Data," Economics Department, Working Paper Series, Economics Department, Pomona College, number 1003, Jan, revised 04 Jun 2019.
- Sevvandi Kandanaarachchi & Rob J Hyndman, 2019, "Dimension Reduction For Outlier Detection Using DOBIN," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/19.