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Report NEP-ECM-2020-06-22
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:
- Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020, "Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-009, Mar.
- Pierre Perron & Mototsugu Shintaniz & Tomoyoshi Yabu, 2020, "Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-012, Jan.
- Ting Ye & Luke Keele & Raiden Hasegawa & Dylan S. Small, 2020, "A Negative Correlation Strategy for Bracketing in Difference-in-Differences," Papers, arXiv.org, number 2006.02423, Jun, revised Jun 2022.
- Rustam Ibragimov & Rasmus Pedersen & Anton Skrobotov, 2020, "New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence," Papers, arXiv.org, number 2006.01212, Jun, revised Nov 2023.
- Alessandro Casini & Pierre Perron, 2020, "Continuous Record Asymptotics for Change-Point Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-013, Mar.
- Sander Barendse & Andrew J. Patton, 2020, "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Economics Series Working Papers, University of Oxford, Department of Economics, number 909, May.
- Mohitosh Kejriwal & Pierre Perron & Xuewen Yu, 2020, "A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-011, Feb.
- S. Broda & Juan Carlos Arismendi-Zambrano, 2020, "On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n302-20.pdf.
- Tenglong Li & Kenneth A. Frank, 2020, "The probability of a robust inference for internal validity and its applications in regression models," Papers, arXiv.org, number 2005.12784, May.
- Marianne Bl'ehaut & Xavier D'Haultfoeuille & J'er'emy L'Hour & Alexandre B. Tsybakov, 2020, "An alternative to synthetic control for models with many covariates under sparsity," Papers, arXiv.org, number 2005.12225, May, revised Jun 2021.
- Calypso Herrera & Florian Krach & Josef Teichmann, 2020, "Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering," Papers, arXiv.org, number 2006.04727, Jun, revised Apr 2021.
- Alessandra Amendola & Vincenzo Candila & Fabrizio Cipollini & Giampiero M. Gallo, 2020, "Doubly Multiplicative Error Models with Long- and Short-run Components," Papers, arXiv.org, number 2006.03458, Jun.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020, "Financial frictions and the wealth distribution," Working Papers, Banco de España, number 2013, Jun.
- Tian Xie & Jun Yu & Tao Zeng, 2020, "Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 16-2020, May.