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Report NEP-ECM-2019-11-25
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:
- Liang Chen & Yulong Huo, 2019, "A Simple Estimator for Quantile Panel Data Models Using Smoothed Quantile Regressions," Papers, arXiv.org, number 1911.04729, Nov.
- Sladana Babic & Laetitia Gelbgras & Marc Hallin & Christophe Ley, 2019, "Optimal tests for elliptical symmetry: specified and unspecified location," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-26, Nov.
- Tauchmann, Harald, 2019, "Fixed-effects estimation of the linear discrete-time hazard model: An adjusted first-differences estimator," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 09/2019.
- Fabio Franco, 2019, "Efficient Particle MCMC with GMM likelihood representation," CEIS Research Paper, Tor Vergata University, CEIS, number 473, Nov, revised 18 Nov 2019.
- Richard Y. Chen, 2018, "Inference for Volatility Functionals of Multivariate It\^o Semimartingales Observed with Jump and Noise," Papers, arXiv.org, number 1810.04725, Oct, revised Nov 2019.
- Taylor, Marshall A., 2019, "Visualization Strategies for Regression Estimates with Randomization Inference," SocArXiv, Center for Open Science, number bsd7g, Nov, DOI: 10.31219/osf.io/bsd7g.
- Emmanuelle Jay & Thibault Soler & Jean-Philippe Ovarlez & Philippe De Peretti & Christophe Chorro, 2019, "Robust covariance matrix estimation and portfolio allocation: the case of non-homogeneous assets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19023, Oct.
- Giuseppe Brandi & Ruggero Gramatica & Tiziana Di Matteo, 2019, "Unveil stock correlation via a new tensor-based decomposition method," Papers, arXiv.org, number 1911.06126, Nov, revised Apr 2020.
- Ruoxuan Xiong & Susan Athey & Mohsen Bayati & Guido Imbens, 2019, "Optimal Experimental Design for Staggered Rollouts," Papers, arXiv.org, number 1911.03764, Nov, revised Sep 2023.
- Yixiao Sun & Xuexin Wang, 2019, "An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation," Papers, arXiv.org, number 1911.03771, Nov.
- Cristina Gualdani & Shruti Sinha, 2019, "Identification in discrete choice models with imperfect information," Papers, arXiv.org, number 1911.04529, Nov, revised Dec 2023.
- Mirela Miescu & Haroon Mumtaz, 2019, "Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy," Working Papers, Lancaster University Management School, Economics Department, number 280730188.
- Brendan K. Beare & Juwon Seo, 2019, "Randomization tests of copula symmetry," Papers, arXiv.org, number 1911.05307, Nov.
- Martin Bruns, 2019, "Proxy VAR models in a data-rich environment," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2019-03, Aug.
- Zeng-Hua Lu, 2019, "Extended MinP Tests for Global and Multiple testing," Papers, arXiv.org, number 1911.04696, Nov, revised Aug 2024.
- Alloza, Mario & Gonzalo, Jesús & Sanz, Carlos, 2019, "Dynamic Effects of Persistent Shocks," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 29187, Nov.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019, "Multimodality in Macro-Financial Dynamics," Staff Reports, Federal Reserve Bank of New York, number 903, Nov.
- R Verbelen & K Antonio & Gerda Claeskens & J Crevecoeur, 2018, "An EM algorithm to model the occurrence of events subject to a reporting delay," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 623951.