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Report NEP-ECM-2020-01-20
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:
- Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2019, "Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 31/19.
- Bodnar, Taras & Dette, Holger & Parolya, Nestor, 2019, "Testing for independence of large dimensional vectors," MPRA Paper, University Library of Munich, Germany, number 97997, Aug, revised May 2019.
- Maxwell King & Xibin Zhang & Muhammad Akram, 2019, "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 30/19.
- Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020, "Focused Bayesian Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/20.
- D Bloznelis & Gerda Claeskens & Jing Zhou, 2018, "Composite versus model-averaged quantile regression," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 627929, Oct.
- Paul Hunermund & Elias Bareinboim, 2019, "Causal Inference and Data Fusion in Econometrics," Papers, arXiv.org, number 1912.09104, Dec, revised Mar 2023.
- Bakbergenuly, Ilyas & Hoaglin, David C. & Kulinskaya, Elena, 2020, "Simulation study of estimating between-study variance and overall effect in meta-analyses of log-response-ratio for normal data," MetaArXiv, Center for Open Science, number 3bnxs, Jan, DOI: 10.31219/osf.io/3bnxs.
- Döhrn, Roland, 2019, "Comparing forecast accuracy in small samples," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 833, DOI: 10.4419/86788966.
- HAFNER Christian M., & WANG Linqi,, 2019, "A dynamic conditional score model for the log correlation matrix," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019031, Dec.
- BAUWENS Luc, & XU Yongdeng,, 2019, "DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019025, Dec.
- Badi Baltagi & Long Liu, 2020, "Forecasting with Unbalanced Panel Data," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 221, Jan.
- Rafael Wildauer & Jakob Kapeller, 2020, "A comment on fitting Pareto tails to complex survey data," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2001, Jan.
- Abito, Jose Miguel, 2019, "Estimating Production Functions with Fixed Effects," MPRA Paper, University Library of Munich, Germany, number 97825, Dec.
- Maxwell Kellogg & Magne Mogstad & Guillaume Pouliot & Alexander Torgovitsky, 2020, "Combining Matching and Synthetic Control to Trade off Biases from Extrapolation and Interpolation," NBER Working Papers, National Bureau of Economic Research, Inc, number 26624, Jan.
- Rahal, Charles, 2019, "A Grid Based Approach to Analysing Spatial Weighting Matrix Specification," SocArXiv, Center for Open Science, number nt2yq, Dec, DOI: 10.31219/osf.io/nt2yq.
- Christiane Baumeister & James D. Hamilton, 2020, "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 26606, Jan.
- James J. Heckman, 2020, "Randomization and Social Policy Evaluation Revisited," Working Papers, Human Capital and Economic Opportunity Working Group, number 2020-001, Jan.