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Report NEP-ECM-2020-07-13
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:
- Linton, O. & Seo, M. & Whang, Y-J., 2020, "Testing Stochastic Dominance with Many Conditioning Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2004, Jan.
- Wu, R. & Weeks, M., 2020, "A Semi-Parametric Bayesian Generalized Least Square Estimator," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2011, Feb.
- Jiaming Mao & Jingzhi Xu, 2020, "Ensemble Learning with Statistical and Structural Models," Papers, arXiv.org, number 2006.05308, Jun.
- William C. Horrace & Yulong Wang, 2020, "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 230, Jun.
- Marcellino, Massimiliano & Kapetanios, George & Dendramis, Yiannis, 2020, "A Similarity-based Approach for Macroeconomic Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14469, Mar.
- Onatski, A. & Wang, C., 2020, "Spurious Factor Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2003, Jan.
- Kelly, Morgan, 2020, "Direct Standard Errors for Regressions with Spatially Autocorrelated Residuals," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14483, Mar.
- Kilian, Lutz & Zhou, Xiaoqing, 2020, "The Econometrics of Oil Market VAR Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14460, Mar.
- Ek, Claes, 2020, "Serial-correlation-robust power calculation for the analysis-of-covariance estimator," Working Papers in Economics, University of Gothenburg, Department of Economics, number 788, Jun, revised Nov 2021.
- Christoph Berninger & Almond Stocker & David Rugamer, 2020, "A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction," Papers, arXiv.org, number 2006.05750, Jun, revised Feb 2021.
- Jan R. Magnus & Henk G.J. Pijls & Enrique Sentana, 2020, "The Jacobian of the exponential function," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-035/III, Jun.
- Constantin Bürgi & Dorine Boumans, 2020, "Categorical Forecasts and Non-Categorical Loss Functions," CESifo Working Paper Series, CESifo, number 8266.
- Denis Fougère & Nicolas Jacquemet, 2019, "Causal Inference and Impact Evaluation," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02866828, Dec, DOI: 10.24187/ecostat.2019.510t.1996.