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Report NEP-ECM-2020-05-04
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:
- David Harris & Hsein Kew & A. M. Robert Taylor, 2020, "Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/20.
- Yi He & Sombut Jaidee & Jiti Gao, 2020, "Most Powerful Test against High Dimensional Free Alternatives," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/20.
- Bo Zhang & Jiti Gao & Guangming Pan, 2020, "Estimation and Testing for High-Dimensional Near Unit Root Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/20.
- Andrea Gazzani & Alejandro Vicondoa, 2020, "Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1274, Apr.
- Edward P. Herbst & Benjamin K. Johannsen, 2020, "Bias in Local Projections," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-010r1, Jan, revised 04 Jan 2021, DOI: 10.17016/FEDS.2020.010r1.
- Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020, "Measurement of Factor Strength: Theory and Practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/20.
- Babii, Andrii & Florens, Jean-Pierre, 2020, "Is completeness necessary? Estimation in nonidentified linear models," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1091, Apr.
- Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2020, "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/20.
- Jan Pablo Burgard & Joscha Krause & Ralf Münnich, 2020, "A Study of Discontinuity Effects in Regression Inference based on Web-Augmented Mixed Mode Surveys," Research Papers in Economics, University of Trier, Department of Economics, number 2020-03.
- Lusompa, Amaze, 2019, "Local Projections, Autocorrelation, and Efficiency," MPRA Paper, University Library of Munich, Germany, number 99856, Nov, revised 11 Apr 2020.
- Sung Jae Jun & Sokbae Lee, 2020, "Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions," Papers, arXiv.org, number 2004.08318, Apr, revised Oct 2023.
- Oskar Gustafsson & Mattias Villani & Par Stockhammar, 2020, "Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates," Papers, arXiv.org, number 2004.10092, Apr, revised Aug 2022.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020, "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers, Federal Reserve Bank of Philadelphia, number 20-13, Apr, DOI: 10.21799/frbp.wp.2020.13.
- Christiane Baumeister & James D. Hamilton, 2020, "Advances in Using Vector Autoregressions to Estimate Structural Magnitudes," NBER Working Papers, National Bureau of Economic Research, Inc, number 27014, Apr.
- Benjamin Avanzi & Gregory Clive Taylor & Bernard Wong & Xinda Yang, 2020, "On the modelling of multivariate counts with Cox processes and dependent shot noise intensities," Papers, arXiv.org, number 2004.11169, Apr, revised Dec 2020.
- Marek Stelmach & Marcin Chlebus, 2020, "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-08.
- Item repec:bof:bofrdp:2020_006 is not listed on IDEAS anymore
- Miguel Ángel Ballester & Jose Apesteguia, 2020, "Random Utility Models with Ordered Types and Domains," Working Papers, Barcelona School of Economics, number 1176, Apr.
- Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout, 2020, "Identification-robust Inequality Analysis," CIRANO Working Papers, CIRANO, number 2020s-23, Apr.
- Alje van Dam & Andres Gomez-Lievano & Frank Neffke & Koen Frenken, 2020, "An information-theoretic approach to the analysis of location and co-location patterns," Papers, arXiv.org, number 2004.10548, Apr.
- Wei Wei & Asger Lunde, 2020, "Identifying Risk Factors and Their Premia: A Study on Electricity Prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/20.
- Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020, "Loss aversion and the welfare ranking of policy interventions," Papers, arXiv.org, number 2004.08468, Apr, revised Sep 2023.
- Charles F. Manski & Francesca Molinari, 2020, "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 27023, Apr.