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Report NEP-ECM-2020-02-24
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:
- Benjamin Poignard & Manabu Asaiz, 2020, "A Penalised OLS Framework for High-Dimensional Multivariate Stochastic Volatility Models," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 20-02, Jan.
- Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020, "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/20.
- Edvard Bakhitov, 2020, "Frequentist Shrinkage under Inequality Constraints," Papers, arXiv.org, number 2001.10586, Jan.
- Zongwu Cai & Seong Yeon Chang, 2018, "A New Test In A Predictive Regression with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201811, Dec, revised Dec 2018.
- Arturas Juodis & Vasilis Sarafidis, 2020, "A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/20.
- Matteo Pelagatti & Giacomo Sbrana, 2020, "Estimating high dimensional multivariate stochastic volatility models," Working Papers, University of Milano-Bicocca, Department of Economics, number 428, Jan, revised Jan 2020.
- Morten Ørregaard Nielsen & Antoine L. Noël, 2020, "To infinity and beyond: Efficient computation of ARCH(\infty) models," Working Paper, Economics Department, Queen's University, number 1425, Nov.
- Huber, Martin & Wüthrich, Kaspar, 2019, "Local Average and Quantile Treatment Effects Under Endogeneity: A Review," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4j29d8sc, Jan.
- Zongwu Cai & Haiqiang Chen & Xiaosai Liao, 2020, "A New Robust Inference for Predictive Quantile Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202002, Feb, revised Feb 2020.
- Item repec:spo:wpecon:info:hdl:2441/5kht5rc22p99sq5tol4efe4ssb is not listed on IDEAS anymore
- Masahiro Kato & Takuya Ishihara & Junya Honda & Yusuke Narita, 2020, "Efficient Adaptive Experimental Design for Average Treatment Effect Estimation," Papers, arXiv.org, number 2002.05308, Feb, revised Feb 2025.
- Geoffroy de Clippel & Kareen Rozen, 2020, "Bounded Rationality and Limited Datasets," Working Papers, Brown University, Department of Economics, number 2020-08.
- Nassim Nicholas Taleb, 2020, "Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications," Papers, arXiv.org, number 2001.10488, Jan, revised Sep 2025.
- André Lucas & Julia Schaumburg & Bernd Schwaab, 2020, "Dynamic clustering of multivariate panel data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-009/III, Feb.
- Vasilis Sarafidis & Tom Wansbeek, 2020, "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/20.
- Verme, Paolo, 2020, "Which Model for Poverty Predictions?," GLO Discussion Paper Series, Global Labor Organization (GLO), number 468.
- Yang Lu, 2019, "Flexible (panel) regression models for bivariate count-continuous data with an insurance application," Post-Print, HAL, number hal-02419024.