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Report NEP-ECM-2020-05-18
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:
- Martin Emil Jakobsen & Jonas Peters, 2020, "Distributional robustness of K-class estimators and the PULSE," Papers, arXiv.org, number 2005.03353, May, revised Mar 2022.
- Tobias Hartl & Rolf Tschernig & Enzo Weber, 2020, "Fractional trends in unobserved components models," Papers, arXiv.org, number 2005.03988, May, revised May 2020.
- Jiaming Mao & Zhesheng Zheng, 2020, "Structural Regularization," Papers, arXiv.org, number 2004.12601, Apr, revised Jun 2020.
- Samuele Centorrino & Mar'ia P'erez-Urdiales, 2020, "Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity," Papers, arXiv.org, number 2004.12369, Apr, revised Mar 2021.
- Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020, "Dynamic stochastic general equilibrium inference using a score-driven approach," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 30347, May.
- Anna Mikusheva & Liyang Sun, 2020, "Inference with Many Weak Instruments," Papers, arXiv.org, number 2004.12445, Apr, revised Oct 2021.
- Danilo Leiva-Leon & Luis Uzeda, 2020, "Endogenous Time Variation in Vector Autoregressions," Staff Working Papers, Bank of Canada, number 20-16, May, DOI: 10.34989/swp-2020-16.
- Samuel Brien & Michael Jansson & Morten Ørregaard Nielsen, 2022, "Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order," Working Paper, Economics Department, Queen's University, number 1429, Mar.
- Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle, 2020, "Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/20.
- Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020, "Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 30346, May.
- Niko Hauzenberger & Florian Huber & Gary Koop, 2020, "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Papers, arXiv.org, number 2005.03906, May, revised May 2023.
- Thomas H. Jørgensen, 2021, "Sensitivity to Calibrated Parameters," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 20-14, Mar.
- Adam McCloskey & Pascal Michaillat, 2020, "Critical Values Robust to P-hacking," Papers, arXiv.org, number 2005.04141, May, revised Dec 2023.
- Guanyu Hu & Yishu Xue & Zhihua Ma, 2020, "Bayesian Clustered Coefficients Regression with Auxiliary Covariates Assistant Random Effects," Papers, arXiv.org, number 2004.12022, Apr, revised Aug 2021.
- Slichter, David, 2020, "Smile: A Simple Diagnostic for Selection on Observables," MPRA Paper, University Library of Munich, Germany, number 99921, Apr.
- Item repec:aez:wpaper:01/2019 is not listed on IDEAS anymore
- Benedikt M. Potscher & David Preinerstorfer, 2020, "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," Papers, arXiv.org, number 2005.04089, May, revised Nov 2021.
- Franses, Ph.H.B.F., 2020, "An introduction to time-varying lag autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-05, Apr.
- Laura Forastiere & Davide Del Prete & Valerio Leone Sciabolazza, 2020, "Causal Inference on Networks under Continuous Treatment Interference," Papers, arXiv.org, number 2004.13459, Apr, revised Jun 2023.
- Candelaria, Luis E. & Ura, Takuya, 2020, "Identification and Inference of Network Formation Games with Misclassified Links," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1258.
- Nieto Delfin, Maria Rosa & Ruiz Ortega, Esther, 2020, "Direct versus iterated multi-period Value at Risk," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 30349, May.