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Report NEP-ECM-2020-03-23
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:
- Zetterqvist, Johan & Waernbaum, Ingeborg, 2020, "Semi-parametric estimation of multi-valued treatment effects for the treated:estimating equations and sandwich estimators," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2020:4, Mar.
- Songnian Chen & Shakeeb Khan & Xun Tang, 2020, "Identification and Estimation of Weakly Separable Models Without Monotonicity," Papers, arXiv.org, number 2003.04337, Mar, revised Apr 2020.
- Florian Huber & Gary Koop & Michael Pfarrhofer, 2020, "Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations," Papers, arXiv.org, number 2002.10274, Feb.
- Krikamol Muandet & Wittawat Jitkrittum & Jonas Kubler, 2020, "Kernel Conditional Moment Test via Maximum Moment Restriction," Papers, arXiv.org, number 2002.09225, Feb, revised Jun 2020.
- Jean-Pierre H. Dubé & Ali Hortaçsu & Joonhwi Joo, 2020, "Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares," NBER Working Papers, National Bureau of Economic Research, Inc, number 26795, Feb.
- Marc Hallin & Gilles Mordant & Johan Segers, 2020, "Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-06, Mar.
- Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020, "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers, arXiv.org, number 2002.09968, Feb, revised Nov 2021.
- Firmin Doko Tchatoka & Qazi Haque, 2020, "On bootstrapping tests of equal forecast accuracy for nested models," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2020-03, Feb.
- Yulong Wang & Zhijie Xiao, 2020, "Estimation and Inference about Tail Features with Tail Censored Data," Papers, arXiv.org, number 2002.09982, Feb.
- Sven Otto & Jorg Breitung, 2020, "Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data," Papers, arXiv.org, number 2003.02682, Mar, revised Mar 2022.
- Oguzhan Akgun & Alain Pirotte & Giovanni Urga & Zhenlin Yang, 2020, "Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts," Papers, arXiv.org, number 2003.02803, Mar, revised Feb 2023.
- Xiaochun Meng & James W. Taylor & Souhaib Ben Taieb & Siran Li, 2020, "Scores for Multivariate Distributions and Level Sets," Papers, arXiv.org, number 2002.09578, Feb, revised Jun 2023.
- Jarek Duda, 2020, "Adaptive exponential power distribution with moving estimator for nonstationary time series," Papers, arXiv.org, number 2003.02149, Mar, revised Mar 2020.
- Moyu Liao, 2020, "Estimating Economic Models with Testable Assumptions: Theory and Applications," Papers, arXiv.org, number 2002.10415, Feb, revised Mar 2022.
- Andree,Bo Pieter Johannes & Spencer,Phoebe Girouard & Azari,Sardar & Chamorro,Andres & Wang,Dieter & Dogo,Harun, 2019, "Pollution and Expenditures in a Penalized Vector Spatial Autoregressive Time Series Model with Data-Driven Networks," Policy Research Working Paper Series, The World Bank, number 8757, Feb.
- Steven Y. K. Wong & Jennifer Chan & Lamiae Azizi & Richard Y. D. Xu, 2020, "Time-varying neural network for stock return prediction," Papers, arXiv.org, number 2003.02515, Mar, revised Jan 2021.
- Roy Allen & John Rehbeck, 2020, "Identification of Random Coefficient Latent Utility Models," Papers, arXiv.org, number 2003.00276, Feb.
- Oksana Bashchenko & Alexis Marchal, 2020, "Deep Learning, Jumps, and Volatility Bursts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-10, Mar.
- Kubinec, Robert, 2020, "Ordered Beta Regression: A Parsimonious, Well-Fitting Model for Survey Sliders and Visual Analog Scales," SocArXiv, Center for Open Science, number 2sx6y, Mar, DOI: 10.31219/osf.io/2sx6y.
- Item repec:imf:imfwpa:20/44 is not listed on IDEAS anymore
- Savi Virolainen, 2020, "A mixture autoregressive model based on Gaussian and Student's $t$-distributions," Papers, arXiv.org, number 2003.05221, Mar, revised May 2020.