Printed from https://ideas.repec.org/n/nep-ecm/2020-03-30.html
Report NEP-ECM-2020-03-30
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:
- Katsuto Tanaka & Weilin Xiao & Jun Yu, 2020, "Local Powers of Least-Squares-Based Test for Panel Fractional Ornstein-Uhlenbeck Process," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2020, Feb.
- Item repec:rim:rimwps:20-09 is not listed on IDEAS anymore
- Doko Tchatoka, Firmin & Wang, Wenjie, 2020, "Uniform Inference after Pretesting for Exogeneity," MPRA Paper, University Library of Munich, Germany, number 99243, Mar.
- Kamil Makie{l}a & B{l}a.zej Mazur, 2020, "Stochastic Frontier Analysis with Generalized Errors: inference, model comparison and averaging," Papers, arXiv.org, number 2003.07150, Mar, revised Oct 2020.
- Sven Otto, 2020, "Unit Root Testing with Slowly Varying Trends," Papers, arXiv.org, number 2003.04066, Mar, revised Aug 2020.
- Adrian Pagan & Tim Robinson, 2020, "Too many shocks spoil the interpretation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-28, Mar.
- Christian Bongiorno & Damien Challet, 2020, "Covariance matrix filtering with bootstrapped hierarchies," Papers, arXiv.org, number 2003.05807, Mar.
- Thomas Stringham, 2020, "Fast Bayesian Record Linkage With Record-Specific Disagreement Parameters," Papers, arXiv.org, number 2003.04238, Mar, revised Mar 2021.
- Alexander J. McNeil, 2020, "Modelling volatile time series with v-transforms and copulas," Papers, arXiv.org, number 2002.10135, Feb, revised Jan 2021.
- Lutz Kilian & Xiaoqing Zhou, 2020, "The Econometrics of Oil Market VAR Models," Working Papers, Federal Reserve Bank of Dallas, number 2006, Mar, DOI: 10.24149/wp2006.
- Item repec:hal:wpaper:hal-02506848 is not listed on IDEAS anymore
- Stanislav Anatolyev & Mikkel S{o}lvsten, 2020, "Testing Many Restrictions Under Heteroskedasticity," Papers, arXiv.org, number 2003.07320, Mar, revised Jan 2023.
- Lucchetti, Riccardo & Venetis, Ioannis A., 2020, "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics Discussion Papers, Kiel Institute for the World Economy, number 2020-5.
- Patrick Chang & Etienne Pienaar & Tim Gebbie, 2020, "Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms," Papers, arXiv.org, number 2003.02842, Mar, revised Nov 2020.
- W. Robert Reed, 2020, "A Note on the Use of Partial Correlation Coefficients in Meta-Analyses," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 20/08, Mar.
- Liu,Jinjing, 2019, "A New Tail-Based Correlation Measure and Its Application in Global Equity Markets," Policy Research Working Paper Series, The World Bank, number 8709, Jan.
- Taurai Muvunza, 2020, "An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies," Papers, arXiv.org, number 2002.09881, Feb, revised Jul 2023.
- Roth, Markus, 2020, "Partial pooling with cross-country priors: An application to house price shocks," Discussion Papers, Deutsche Bundesbank, number 06/2020.
- Magnolfi, Lorenzo & Roncoroni, Camilla, 2020, "Estimation of Discrete Games with Weak Assumptions on Information," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1247.