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Report NEP-ECM-2019-11-04
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:
- Tae-Hwy Lee & Aman Ullah & He Wang, 2018, "The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation," Working Papers, University of California at Riverside, Department of Economics, number 201910, Dec.
- Marc Hallin & Davide La Vecchia & H Liu, 2019, "Center-Outward R-Estimation for Semiparametric VARMA Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-25, Oct.
- Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Working Papers, University of California at Riverside, Department of Economics, number 201905, Sep.
- Aman Ullah & Shujie Ma & Jeffrey Racine, 2019, "Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models," Working Papers, University of California at Riverside, Department of Economics, number 201920, Sep.
- Sarojini Hirshleifer & Dalia Ghanem & Karen Ortiz-Becerra, 2019, "Testing for Attrition Bias in Field Experiments," Working Papers, University of California at Riverside, Department of Economics, number 201919, Aug, revised Aug 2019.
- Xuan Liang & Jiti Gao & Xiaodong Gong, 2019, "Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 26/19.
- Jaeheon Jung, 2019, "Estimating a Large Covariance Matrix in Time-varying Factor Models," Papers, arXiv.org, number 1910.11965, Oct.
- Sven Husmann & Antoniya Shivarova & Rick Steinert, 2019, "Cross-validated covariance estimators for high-dimensional minimum-variance portfolios," Papers, arXiv.org, number 1910.13960, Oct, revised Oct 2020.
- Aman Ullah & Yoonseok Lee & Debasri Mukherjee, 2018, "Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models," Working Papers, University of California at Riverside, Department of Economics, number 201901, Sep.
- Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "A Combined Random Effect and Fixed Effect Forecast for Panel Data Models," Working Papers, University of California at Riverside, Department of Economics, number 201906, Dec.
- Adrian Pagan & Tim Robinson, 2019, "Implications of Partial Information for Applied Macroeconomic Modelling," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2019n12, Oct.
- Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "Combined Estimation of Semiparametric Panel Data Models," Working Papers, University of California at Riverside, Department of Economics, number 201915, Jul.
- Domenico Delli Gatti & Jakob Grazzini, 2019, "Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models," CESifo Working Paper Series, CESifo, number 7894.
- Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018, "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers, University of California at Riverside, Department of Economics, number 201908, Sep.
- Ruoyao Shi & Cheng Chou, 2019, "What Time Use Surveys Can (And Cannot) Tell Us about Labor Supply," Working Papers, University of California at Riverside, Department of Economics, number 201912, Jan.
- Tae-Hwy Lee & Aman Ullah & Ran Wang, 2019, "Bootstrap Aggregating and Random Forest," Working Papers, University of California at Riverside, Department of Economics, number 201918, Jul.
- Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018, "Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction," Working Papers, University of California at Riverside, Department of Economics, number 201907, Jul.
- Halbleib, Roxana & Dimitriadis, Timo, 2019, "How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203669.
- Krikamol Muandet & Arash Mehrjou & Si Kai Lee & Anant Raj, 2019, "Dual Instrumental Variable Regression," Papers, arXiv.org, number 1910.12358, Oct, revised Oct 2020.
- Sergei Seleznev, 2019, "Truncated priors for tempered hierarchical Dirichlet process vector autoregression," Bank of Russia Working Paper Series, Bank of Russia, number wps47, Oct.
- Tae-Hwy Lee & Jianghao Chu & Aman Ullah & Ran Wang, 2019, "Boosting," Working Papers, University of California at Riverside, Department of Economics, number 201917, May.
- Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019, "Testing Forecast Rationality for Measures of Central Tendency," Papers, arXiv.org, number 1910.12545, Oct, revised Jul 2024.
- Sven Husmann & Antoniya Shivarova & Rick Steinert, 2019, "Sparsity and Stability for Minimum-Variance Portfolios," Papers, arXiv.org, number 1910.11840, Oct.