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Report NEP-ECM-2019-12-09
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:
- Peter Boswijk & Giuseppe Cavaliere & Iliyan Georgiev & Anders Rahbek, 2019, "Bootstrapping Non-Stationary Stochastic Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-083/III, Dec.
- Sida Peng & Yang Ning, 2019, "Regression Discontinuity Design under Self-selection," Papers, arXiv.org, number 1911.09248, Nov.
- van Aert, Robbie Cornelis Maria, 2018, "Dissertation R.C.M. van Aert," MetaArXiv, Center for Open Science, number eqhjd, Jun, DOI: 10.31219/osf.io/eqhjd.
- Aastha M. Sathe & N. S. Upadhye, 2019, "Estimation of the Parameters of Symmetric Stable ARMA and ARMA-GARCH Models," Papers, arXiv.org, number 1911.09985, Nov.
- Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019, "Uniform inference for value functions," Papers, arXiv.org, number 1911.10215, Nov, revised Oct 2022.
- Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang, 2019, "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Papers, arXiv.org, number 1911.09151, Nov.
- Patricia Dörr & Jan Pablo Burgard, 2019, "Data-driven transformations and survey-weighting for linear mixed models," Research Papers in Economics, University of Trier, Department of Economics, number 2019-16.
- Takaki Sato, 2019, "Estimation of Partially Linear Spatial Autoregressive Models with Autoregressive Disturbances," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 104, Oct.
- Guochang Wang & Ke Zhu & Guodong Li & Wai Keung Li, 2019, "Hybrid quantile estimation for asymmetric power GARCH models," Papers, arXiv.org, number 1911.09343, Nov.
- Riveros Gavilanes, John Michael, 2019, "Low sample size and regression: A Monte Carlo approach," MPRA Paper, University Library of Munich, Germany, number 97017, Nov.
- Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie, 2019, "Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 28/19.
- Tzougas, George & Hoon, W. L. & Lim, J. M., 2019, "The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101728, Jul.
- Jean-Jacques Forneron, 2019, "A Scrambled Method of Moments," Papers, arXiv.org, number 1911.09128, Nov.
- van Aert, Robbie Cornelis Maria & van Assen, Marcel A. L. M., 2018, "P-uniform," MetaArXiv, Center for Open Science, number zqjr9, Oct, DOI: 10.31219/osf.io/zqjr9.
- Gruener, Sven, 2018, "Sample size calculations in economic RCTs: following clinical studies?," SocArXiv, Center for Open Science, number 43zbg, Jul, DOI: 10.31219/osf.io/43zbg.
- Moura, Guilherme V. & Santos, André A. P. & Ruiz Ortega, Esther, 2019, "Comparing Forecasts of Extremely Large Conditional Covariance Matrices," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 29291, Nov.
- Babkin, Andrey, 2020, "Incorporating side information into Robust Matrix Factorization with Quantile Random Forest under Bayesian framework (preprint)," FrenXiv, Center for Open Science, number b8jke, Jun, DOI: 10.31219/osf.io/b8jke.
- Cherrier, Beatrice & Backhouse, Roger, 2018, "The ordinary business of macroeconometric modeling: working on the Fed-MIT-Penn model (1964-1974)," SocArXiv, Center for Open Science, number 39xkz, Oct, DOI: 10.31219/osf.io/39xkz.