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Report NEP-ECM-2020-02-17
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:
- Max Cytrynbaum, 2020, "Blocked Clusterwise Regression," Papers, arXiv.org, number 2001.11130, Jan.
- Myrto Kalouptsidi & Yuichi Kitamura & Lucas Lima & Eduardo Souza-Rodrigues, 2020, "Partial Identification and Inference for Dynamic Models and Counterfactuals," Working Papers, University of Toronto, Department of Economics, number tecipa-655, Feb.
- Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018, "Diffusion Copulas: Identification and Estimation," Working Papers, University of Liverpool, Department of Economics, number 20184, Jul.
- Donegan, Connor & Chun, Yongwan & Hughes, Amy E., 2020, "Bayesian estimation of spatial filters with Moran's eigenvectors and hierarchical shrinkage priors," OSF Preprints, Center for Open Science, number fah3z, Jan, DOI: 10.31219/osf.io/fah3z.
- Einmahl, John & Segers, Johan, 2020, "Empirical Tail Copulas for Functional Data," Discussion Paper, Tilburg University, Center for Economic Research, number 2020-004.
- Mohitosh Kejriwal & Xuewen Yu, 2019, "Generalized Forecasr Averaging in Autoregressions with a Near Unit Root," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1318, Dec.
- Ruijun Bu & Fredj Jawadi & Yuyi Li, 2018, "A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures," Working Papers, University of Liverpool, Department of Economics, number 20183, Aug.
- Ryo Kato & Takahiro Hoshino, 2020, "Semiparametric Bayesian Instrumental Variables Estimation for Nonignorable Missing Instruments," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2020-06, Feb.
- Katsuya Ito & Kei Nakagawa, 2020, "NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data," Papers, arXiv.org, number 2002.00724, Feb.
- David Romer, 2020, "In Praise of Confidence Intervals," NBER Working Papers, National Bureau of Economic Research, Inc, number 26672, Jan.
- Pinshi, Christian, 2020, "Rethinking error correction model in macroeconometric analysis : A relevant review," MPRA Paper, University Library of Munich, Germany, number 98202, Jan.
- Simon Clinet, 2020, "Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes," Papers, arXiv.org, number 2001.11624, Jan, revised Aug 2021.
- Vishal Kamat & Samuel Norris, 2020, "Estimating Welfare Effects in a Nonparametric Choice Model: The Case of School Vouchers," Papers, arXiv.org, number 2002.00103, Jan, revised Aug 2024.
- Yao Rao & Brendan McCabe, 2018, "Structural Change and the Problem of Phantom Break Locations," Working Papers, University of Liverpool, Department of Economics, number 20185, Nov.
- Piccoli, Luca & Tiezzi, Silvia, 2020, "Rational Addiction and Time Consistency: An Empirical Test," IZA Discussion Papers, IZA Network @ LISER, number 12906, Jan.
- Franses, Ph.H.B.F., 2019, "Estimating persistence for irregularly spaced historical data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-03, Sep.