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Report NEP-ECM-2019-11-18
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:
- Lijuan Huo & Jin Seo Cho, 2019, "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-152, Nov.
- Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019, "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-153, Nov.
- Xiaohu Wang & Weilin Xiao & Jun Yu, 2019, "Estimation and Inference of Fractional Continuous-Time Model with Discrete-Sampled Data," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 17-2019, Sep.
- Sven Schreiber, 2019, "On (bootstrapped) cointegration tests in partial systems," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 199-2019.
- Fabien Perez & Guillaume Hollard & Radu Vranceanu & Delphine Dubart, 2019, "How Serious is the Measurement-Error Problem in a Popular Risk-Aversion Task?," Working Papers, HAL, number hal-02291224, Sep.
- Olivier Ledoit & Michael Wolf, 2019, "Quadratic shrinkage for large covariance matrices," ECON - Working Papers, Department of Economics - University of Zurich, number 335, Nov, revised Dec 2020.
- Daniel Jacob, 2019, "Group Average Treatment Effects for Observational Studies," Papers, arXiv.org, number 1911.02688, Nov, revised Mar 2020.
- HAFNER Christian, & KYRIAKOPOULOU Dimitra,, 2019, "Exponential-type GARCH models with linear-in-variance risk premium," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019013, Jul.
- Emmanuelle Jay & Thibault Soler & Eugénie Terreaux & Jean-Philippe Ovarlez & Frédéric Pascal & Philippe De Peretti & Christophe Chorro, 2019, "Improving portfolios global performance using a cleaned and robust covariance matrix estimate," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19022, Oct.
- Martijn van Hasselt & Christopher Bollinger & Jeremy Bray, 2019, "A Bayesian Approach to Account for Misclassification in Prevalence and Trend Estimation," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 19-13, Oct.
- Hajivassiliou, Vassilis & Savignac, Frédérique, 2019, "Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102544, Oct.
- Claudia Pigini, 2019, "Penalized Maximum Likelihood Estimation Of Logit-Based Early Warning Systems," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 441, Nov.
- Eraslan, Sercan & Schröder, Maximilian, 2019, "Nowcasting GDP with a large factor model space," Discussion Papers, Deutsche Bundesbank, number 41/2019.
- Nadav Ben Zeev, 2019, "Identification of Sign-Dependency of Impulse Responses," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1907.
- Öberg, Stefan, 2019, "Too LATE for Natural Experiments: A Critique of Local Average Treatment Effects Using the Example of Angrist and Evans (1998)," Göteborg Papers in Economic History, University of Gothenburg, Unit for Economic History, number 25, Nov.
- Jochmans, K., 2019, "Testing Correlation in Error-Component Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1993, Sep.
- Adrian Pagan & Michael Wickens, 2019, "Checking If the Straitjacket Fits," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-81, Nov.
- Viviana Celli, 2019, "Causal Mediation Analysis in Economics: objectives, assumptions, models," Working Papers, Sapienza University of Rome, DISS, number 12/19, Nov.
- David M. Kaplan & Lonnie Hofmann, 2019, "High-order coverage of smoothed Bayesian bootstrap intervals for population quantiles," Working Papers, Department of Economics, University of Missouri, number 1914, Nov, revised 19 Sep 2020.
- Jochmans, K. & Verardi, V., 2019, "Instrumental-Variable Estimation of Gravity Equations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1994, Nov.