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Report NEP-ECM-2019-12-16
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:
- Ruixuan Liu & Zhengfei Yu, 2019, "Simple Semiparametric Estimation of Ordered Response Models: with an Application to the Interdependence Duration Models," Tsukuba Economics Working Papers, Faculty of Humanities and Social Sciences, University of Tsukuba, number 2019-004, Nov.
- Fabio Franco, 2019, "Likelihood Induced by Moment Functions Using Particle Filter: a Comparison of Particle GMM and Standard MCMC Methods," CEIS Research Paper, Tor Vergata University, CEIS, number 477, Dec, revised 04 Dec 2019.
- Schnücker, A.M., 2019, "Penalized Estimation of Panel Vector Autoregressive Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2019-33, Nov.
- Duván Humberto Cataño & Carlos Vladimir Rodríguez-Caballero & Daniel Peña, 2019, "Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-23, Dec.
- He, Yang & Bartalotti, Otávio, 2019, "Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals," IZA Discussion Papers, IZA Network @ LISER, number 12801, Nov.
- Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019, "Nonlinear Cointegrating Power Function Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2211, Dec.
- Thomas-Agnan, Christine & Morais, Joanna, 2019, "Covariates impacts in compositional models and simplicial derivatives," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1057, Dec.
- Stephan Smeekes & Etienne Wijler, 2019, "High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration," Papers, arXiv.org, number 1911.10552, Nov.
- Ruixuan Liu & Zhengfei Yu, 2019, "Accelerated Failure Time Models with Log-concave Errors," Tsukuba Economics Working Papers, Faculty of Humanities and Social Sciences, University of Tsukuba, number 2019-003, Nov.
- Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019, "Estimating The Anomaly Base Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 26493, Nov.
- Giuseppe Cavaliere & Iliyan Georgiev, 2019, "Inference under random limit bootstrap measures," Papers, arXiv.org, number 1911.12779, Nov, revised Dec 2019.
- Yu, Hanchen & Fotheringham, Alexander Stewart & Li, Ziqi & Oshan, Taylor M. & Wolf, Levi John, 2019, "On the Measurement of Bias in Geographically Weighted Regression Models," OSF Preprints, Center for Open Science, number etb42, Jul, DOI: 10.31219/osf.io/etb42.
- Annalisa Cadonna & Sylvia Fruhwirth-Schnatter & Peter Knaus, 2019, "Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models," Papers, arXiv.org, number 1912.03100, Dec.
- Chan Shen, 2019, "Recursive Differencing for Estimating Semiparametric Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201903, Nov.
- Schnaubelt, Matthias, 2019, "A comparison of machine learning model validation schemes for non-stationary time series data," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 11/2019.
- Kenichiro McAlinn & Kosaku Takanashi, 2019, "Mean-shift least squares model averaging," Papers, arXiv.org, number 1912.01194, Dec.
- Antoine Deeb & Cl'ement de Chaisemartin, 2019, "Clustering and External Validity in Randomized Controlled Trials," Papers, arXiv.org, number 1912.01052, Dec, revised Dec 2022.
- Alexander Jurisch, 2019, "Statistical mechanics and time-series analysis by L\'evy-parameters with the possibility of real-time application," Papers, arXiv.org, number 1902.09425, Feb.
- Millie Yi Mao & Aman Ullah, 2019, "Information Theoretic Estimation of Econometric Functions," Working Papers, University of California at Riverside, Department of Economics, number 201923, Nov.
- Indranil SenGupta & William Nganje & Erik Hanson, 2019, "Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning," Papers, arXiv.org, number 1911.13300, Nov, revised Mar 2020.
- Item repec:hal:wpaper:hal-02335586 is not listed on IDEAS anymore
- Massimo Franchi & Paolo Paruolo, 2019, "Cointegration, root functions and minimal bases," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2019/2, Dec.