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Report NEP-ECM-2020-11-30
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:
- Marc Hallin & Davide La Vecchia & Hang Liu, 2020, "Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-47, Nov.
- Richard Spady & Sami Stouli, 2020, "Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions," Papers, arXiv.org, number 2011.06416, Nov, revised Apr 2025.
- Lijuan Huo & Jin Seo Cho, 2020, "Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-180, Oct.
- David T. Frazier & Eric Renault & Lina Zhang & Xueyan Zhao, 2020, "Weak Identification in Discrete Choice Models," Papers, arXiv.org, number 2011.06753, Nov, revised Jan 2021.
- Minsu Chang & Francis J. DiTraglia, 2020, "A Generalized Focused Information Criterion for GMM," Papers, arXiv.org, number 2011.07085, Nov.
- Luca Nocciola, , "Finite sample forecast properties and window length under breaks in cointegrated systems," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/07.
- Jiafeng Chen & Daniel L. Chen & Greg Lewis, 2020, "Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models," Papers, arXiv.org, number 2011.06158, Nov, revised Jun 2021.
- Thomas-Agnan, Christine & Laurent, Thibault & Ruiz-Gazen, Anne, 2020, "Covariates impacts in spatial autoregressive models for compositional data," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1162, Nov, revised Oct 2021.
- Gusarov, N. & Talebijmalabad, A. & Joly, I., 2020, "Exploration of model performances in the presence of heterogeneous preferences and random effects utilities awareness," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2020-12.
- Robert F. Engle & Susana Campos-Martins, 2020, "Measuring and Hedging Geopolitical Risk," NIPE Working Papers, NIPE - Universidade do Minho, number 08/2020.
- Yuta Yamauchi & Yasuhiro Omori, 2020, "Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1158, Nov.
- Einmahl, John & He, Y., 2020, "Unified Extreme Value Estimation for Heterogeneous Data," Discussion Paper, Tilburg University, Center for Economic Research, number 2020-025.
- Francis J. DiTraglia & Camilo Garcia-Jimeno & Rossa O'Keeffe-O'Donovan & Alejandro Sanchez-Becerra, 2020, "Identifying Causal Effects in Experiments with Spillovers and Non-compliance," Papers, arXiv.org, number 2011.07051, Nov, revised Jan 2023.