Printed from https://ideas.repec.org/n/nep-ecm/2020-03-02.html
Report NEP-ECM-2020-03-02
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:
- Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2020, "Robust Dynamic Panel Data Models Using ε-contamination," CIRANO Working Papers, CIRANO, number 2020s-07, Feb.
- Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2020, "Inferences for Partially Conditional Quantile Treatment Effect Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202005, Feb, revised Feb 2020.
- Myrto Kalouptsidi & Yuichi Kitamura & Lucas Lima & Eduardo A. Souza-Rodrigues, 2020, "Partial Identification and Inference for Dynamic Models and Counterfactuals," NBER Working Papers, National Bureau of Economic Research, Inc, number 26761, Feb.
- Item repec:esy:uefcwp:26886 is not listed on IDEAS anymore
- Aydin, Mucahit, 2019, "A New Nonlinear Wavelet-Based Unit Root Test with Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 98693, Dec.
- Hao Dong & Luke Taylor, 2020, "Nonparametric Significance Testing in Measurement Error Models," Departmental Working Papers, Southern Methodist University, Department of Economics, number 2003, Feb.
- McAdam, Peter & Warne, Anders, 2020, "Density forecast combinations: the real-time dimension," Working Paper Series, European Central Bank, number 2378, Feb.
- Michael P. Leung, 2020, "Dependence-Robust Inference Using Resampled Statistics," Papers, arXiv.org, number 2002.02097, Feb, revised Aug 2021.
- Dominique Guegan & Matteo Iacopini, 2018, "Nonparametric forecasting of multivariate probability density functions," Post-Print, HAL, number halshs-01821815, Mar, DOI: 10.48550/arXiv.1803.06823.
- Umut Akovali, 2020, "Beyond Connectedness: A Covariance Decomposition based Network Risk Model," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2003, Feb.
- Item repec:cpb:discus:409.rdf is not listed on IDEAS anymore
- Lux, Thomas, 2020, "Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2020-01.
- Andrew Bennett & Nathan Kallus, 2020, "Efficient Policy Learning from Surrogate-Loss Classification Reductions," Papers, arXiv.org, number 2002.05153, Feb.
- Olga Takacs & Janos Vincze, 2019, "Blinder-Oaxaca decomposition with recursive tree-based methods: a technical note," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1923, Dec.
- Bluhm, Benjamin & Cutura, Jannic, 2020, "Econometrics at scale: Spark up big data in economics," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 266, DOI: 10.2139/ssrn.3226976.
- Daniel Felix Ahelegbey & Luis Carvalho & Eric D. Kolaczyk, 2020, "A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 181, Feb.
- Archil Gulisashvili, 2020, "Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness," Papers, arXiv.org, number 2002.05143, Feb, revised Dec 2020.
- Bal'azs Gerencs'er & Mikl'os R'asonyi, 2020, "Invariant measures for multidimensional fractional stochastic volatility models," Papers, arXiv.org, number 2002.04832, Feb, revised Aug 2021.