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Report NEP-ECM-2021-02-15
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:
- Umberto Triacca & Olivier Damette & Alessandro Giovannelli, 2020, "A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process," CEIS Research Paper, Tor Vergata University, CEIS, number 496, Jun, revised 18 Jun 2020.
- Denis Kojevnikov, 2021, "The Bootstrap for Network Dependent Processes," Papers, arXiv.org, number 2101.12312, Jan.
- Lea Bottmer & Guido Imbens & Jann Spiess & Merrill Warnick, 2021, "A Design-Based Perspective on Synthetic Control Methods," Papers, arXiv.org, number 2101.09398, Jan, revised Jul 2023.
- Dan M. Kluger & Art B. Owen, 2021, "Kernel regression analysis of tie-breaker designs," Papers, arXiv.org, number 2101.09605, Jan, revised Jan 2023.
- Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020, "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper, University Library of Munich, Germany, number 105406, Jan.
- Ines Wilms & Jacob Bien, 2021, "Tree-based Node Aggregation in Sparse Graphical Models," Papers, arXiv.org, number 2101.12503, Jan.
- Christoph Breunig & Xiaohong Chen, 2021, "Simple Adaptive Estimation of Quadratic Functionals in Nonparametric IV Models," Papers, arXiv.org, number 2101.12282, Jan, revised Feb 2022.
- Chen, Yunxiao & Moustaki, Irini & Zhang, H, 2020, "A note on likelihood ratio tests for models with latent variables," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107490, Dec.
- Max-Sebastian Dov`i, 2021, "Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables," Papers, arXiv.org, number 2101.09543, Jan, revised Mar 2021.
- Abhimanyu Gupta & Xi Qu, 2021, "Consistent specification testing under spatial dependence," Papers, arXiv.org, number 2101.10255, Jan, revised Aug 2022.
- Georges Sfeir & Filipe Rodrigues & Maya Abou-Zeid, 2021, "Gaussian Process Latent Class Choice Models," Papers, arXiv.org, number 2101.12252, Jan.
- Youssef M. Aboutaleb & Mazen Danaf & Yifei Xie & Moshe Ben-Akiva, 2021, "Discrete Choice Analysis with Machine Learning Capabilities," Papers, arXiv.org, number 2101.10261, Jan.
- Takaaki Koike & Shogo Kato & Marius Hofert, 2021, "Measuring non-exchangeable tail dependence using tail copulas," Papers, arXiv.org, number 2101.12262, Jan, revised Feb 2023.
- Matthew J. Colbrook & Zdravko I. Botev & Karsten Kuritz & Shev MacNamara, 2020, "Kernel Density Estimation with Linked Boundary Conditions," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 414, Dec.
- Smith, Leonard A. & Du, Hailiang & Higgins, Sarah, 2020, "Designing multi-model applications with surrogate forecast systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103275, Jun.
- Tommaso Proietti & Alessandro Giovannelli, 2020, "Nowcasting Monthly GDP with Big Data: a Model Averaging Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 482, May, revised 12 May 2020.
- Xiaodong Wang & Fushing Hsieh, 2021, "Unraveling S&P500 stock volatility and networks -- An encoding-and-decoding approach," Papers, arXiv.org, number 2101.09395, Jan, revised Oct 2021.
- Tommaso Proietti, 2020, "Peaks, Gaps, and Time Reversibility of Economic Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 492, Jun, revised 17 Jun 2020.
- Item repec:hal:wpaper:hal-01943883 is not listed on IDEAS anymore
- Carol Alexander & Michael Coulon & Yang Han & Xiaochun Meng, 2021, "Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules," Papers, arXiv.org, number 2101.12693, Jan.