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Report NEP-ECM-2019-11-11
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:
- Masahiro Kato & Hikaru Kawarazaki, 2019, "Model Specification Test with Unlabeled Data: Approach from Covariate Shift," Papers, arXiv.org, number 1911.00688, Nov, revised Feb 2020.
- Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019, "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-17, Nov.
- Richard Y. Chen, 2019, "The Fourier Transform Method for Volatility Functional Inference by Asynchronous Observations," Papers, arXiv.org, number 1911.02205, Nov.
- Jaros{l}aw Duda & Robert Syrek & Henryk Gurgul, 2019, "Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction," Papers, arXiv.org, number 1911.02361, Nov.
- Han Hong & Huiyu Li & Jessie Li, 2019, "BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-24, Sep, DOI: 10.24148/wp2019-24.
- Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019, "Demand Analysis with Many Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 26424, Nov.
- Junlong Feng, 2019, "Regularized Quantile Regression with Interactive Fixed Effects," Papers, arXiv.org, number 1911.00166, Oct, revised Mar 2021.
- Liang Chen, 2019, "Nonparametric Quantile Regressions for Panel Data Models with Large T," Papers, arXiv.org, number 1911.01824, Nov, revised Sep 2020.
- Sanghyun Hong & W. Robert Reed, 2019, "Towards an Experimental Framework for Assessing Meta-Analysis Methods, with a Focus on Andrews-Kasy Estimators," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 19/13, Oct.
- Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019, "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-18, Nov.
- Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019, "Binary Conditional Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2019-029, Oct, revised Apr 2021, DOI: 10.20955/wp.2019.029.
- Yilanci, Veli & Aydin, Mücahit & Aydin, Mehmet, 2019, "Residual Augmented Fourier ADF Unit Root Test," MPRA Paper, University Library of Munich, Germany, number 96797, Nov.
- Haotian Zhong & Wei Li & Marlon G. Boarnet, 2019, "A two-dimensional propensity score matching method for longitudinal quasi-experimental studies: A focus on travel behavior and the built environment," Papers, arXiv.org, number 1911.00667, Nov, revised Nov 2019.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2019, "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," Working Papers, Federal Reserve Bank of Cleveland, number 18-03R, Sep, DOI: 10.26509/frbc-wp-201803r.
- M. Hashem Pesaran & Ron P. Smith, 2019, "The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models," CESifo Working Paper Series, CESifo, number 7919.