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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," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, 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.