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Report NEP-ECM-2021-01-11
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:
- Juodis, Arturas & Sarafidis, Vasilis, 2020, "An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper, University Library of Munich, Germany, number 104906, Dec.
- Juodis, Arturas & Sarafidis, Vasilis, 2020, "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper, University Library of Munich, Germany, number 104908, Dec.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021, "Efficient Combined Estimation under Structural Breaks," Working Papers, University of California at Riverside, Department of Economics, number 202101, Jan.
- Xiangqian Sun & Xing Yan & Qi Wu, 2020, "Generative Learning of Heterogeneous Tail Dependence," Papers, arXiv.org, number 2011.13132, Nov, revised Dec 2025.
- Aman Ullah & Tao Wang & Weixin Yao, 2020, "Modal Regression for Fixed Effects Panel Data," Working Papers, University of California at Riverside, Department of Economics, number 202102, Jun, revised Nov 2020.
- Koohyun Kwon & Soonwoo Kwon, 2020, "Adaptive Inference in Multivariate Nonparametric Regression Models Under Monotonicity," Papers, arXiv.org, number 2011.14219, Nov.
- Koohyun Kwon & Soonwoo Kwon, 2020, "Inference in Regression Discontinuity Designs under Monotonicity," Papers, arXiv.org, number 2011.14216, Nov.
- Bakk, Zsuzsa & Kuha, Jouni, 2020, "Relating latent class membership to external variables: an overview," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107564, Nov.
- Rahul Singh, 2020, "Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments," Papers, arXiv.org, number 2012.10315, Dec, revised Mar 2023.
- Sayar Karmakar & Stefan Richter & Wei Biao Wu, 2020, "Simultaneous inference for time-varying models," Papers, arXiv.org, number 2011.13157, Nov, revised Mar 2021.
- Hafner, Christian & Wang, Linqi, 2020, "Dynamic portfolio selection with sector-specific regularization," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020032, Jan.
- Plassier, Vincent & Portier, François & Segers, Johan, 2020, "Risk bounds when learning infinitely many response functions by ordinary linear regression," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020019, Jan.
- Gressani, Oswaldo & Lambert, Philippe, 2020, "The Laplace-P-spline methodology for fast approximate Bayesian inference in additive partial linear models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020020, Jan.
- Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2020, "Empirical Monte Carlo evidence on estimation of Timing-of-Events models," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2020:26, Dec, revised 05 Jan 2021.
- Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes, 2020, "Machine Learning Advances for Time Series Forecasting," Papers, arXiv.org, number 2012.12802, Dec, revised Apr 2021.
- Sla{dj}ana Babi'c & Christophe Ley & Lorenzo Ricci & David Veredas, 2020, "TailCoR," Papers, arXiv.org, number 2011.14817, Nov.
- Shaoxin Hong & Zhengyi Zhang & Zongwu Cai, 2021, "Testing Heteroskedasticity for Predictive Regressions With Nonstationary Regressors," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202101, Jan, revised Jan 2021.
- Candelon, Bertrand & Luisi, Angelo, 2020, "Testing for the Validity of W in GVAR models," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020009, Jan.
- Andersson, Jonas & Olden, Andreas & Rusina, Aija, 2020, "Fraud detection by a multinomial model: Separating honesty from unobserved fraud," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2020/15, Dec.
- Yaquan Zhang & Qi Wu & Nanbo Peng & Min Dai & Jing Zhang & Hu Wang, 2020, "Memory-Gated Recurrent Networks," Papers, arXiv.org, number 2012.13121, Dec, revised Dec 2020.
- Denuit, Michel & Lu, Yang, 2020, "Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020016, Jan.
- Anna Baiardi & Andrea A. Naghi, 2021, "The Value Added of Machine Learning to Causal Inference: Evidence from Revisited Studies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-001/V, Jan.
- N'Golo Kone, 2021, "Regularized Maximum Diversification Investment Strategy," Working Paper, Economics Department, Queen's University, number 1450, Jan.
- Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille, 2020, "Two-way Fixed Effects and Differences-in-Differences Estimators with Several Treatments," Papers, arXiv.org, number 2012.10077, Dec, revised Apr 2023.
- Hafner, Christian & Herwartz, Helmut, 2020, "Dynamic score driven independent component analysis," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020031, Jan.
- Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:05.