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Report NEP-ECM-2020-04-20
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:
- Gloria Gonzalez-Rivera & Yun Luo, 2020, "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers, University of California at Riverside, Department of Economics, number 202005, Mar.
- Can, S.U. & Einmahl, John & Laeven, R.J.A., 2020, "Goodness-of-fit testing for copulas: A distribution-free approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number 211b2be9-b46e-41e2-9b95-1.
- Carlos Lamarche & Thomas Parker, 2020, "Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data," Papers, arXiv.org, number 2004.05127, Apr, revised May 2022.
- Jos'e E. Figueroa-L'opez & Bei Wu, 2020, "Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging," Papers, arXiv.org, number 2004.01865, Apr, revised Feb 2022.
- Bonev, Petyo, 2020, "Nonparametric identification in nonseparable duration models with unobserved heterogeneity," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2005, Mar.
- Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020, "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 26935, Apr.
- Jia Chen & Yongcheol Shin & Chaowen Zheng, 2020, "Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure," Discussion Papers, Department of Economics, University of York, number 20/03, Mar.
- Philipp Bach & Sven Klaassen & Jannis Kueck & Martin Spindler, 2020, "Estimation and Uniform Inference in Sparse High-Dimensional Additive Models," Papers, arXiv.org, number 2004.01623, Apr, revised Apr 2024.
- Item repec:aez:wpaper:012019 is not listed on IDEAS anymore
- Nassim Nicholas Taleb, 2020, "What You See and What You Don't See: The Hidden Moments of a Probability Distribution," Papers, arXiv.org, number 2004.05894, Apr.
- Geert Mesters & Régis Barnichon, 2020, "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Papers, Barcelona School of Economics, number 1171, Apr.
- Daniel Czarnowske & Amrei Stammann, 2020, "Inference in Unbalanced Panel Data Models with Interactive Fixed Effects," Papers, arXiv.org, number 2004.03414, Apr, revised Mar 2026.
- Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen, 2020, "Targeting predictors in random forest regression," Papers, arXiv.org, number 2004.01411, Apr, revised Nov 2020.
- Giacomo Toscano & Maria Cristina Recchioni, 2020, "Bias optimal vol-of-vol estimation: the role of window overlapping," Papers, arXiv.org, number 2004.04013, Apr, revised Jul 2021.
- Giuseppe Brandi & T. Di Matteo, 2020, "A new multilayer network construction via Tensor learning," Papers, arXiv.org, number 2004.05367, Apr.
- Ye-Sheen Lim & Denise Gorse, 2020, "Deep Probabilistic Modelling of Price Movements for High-Frequency Trading," Papers, arXiv.org, number 2004.01498, Mar.
- Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2020, "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 26883, Mar.
- Amir Mosavi & Pedram Ghamisi & Yaser Faghan & Puhong Duan, 2020, "Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics," Papers, arXiv.org, number 2004.01509, Mar.