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Report NEP-ECM-2021-03-22
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:
- Gabriele Fiorentini & Enrique Sentana, 2020, "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers, CEMFI, number wp2020_2023, Oct.
- Michael Pfarrhofer, 2021, "Modeling tail risks of inflation using unobserved component quantile regressions," Papers, arXiv.org, number 2103.03632, Mar, revised Oct 2021.
- Komla M. Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2021, "Markov Switching Panel with Endogenous Synchronization Effects," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS82, Mar.
- Tommaso Proietti & Diego J. Pedregal, 2021, "Seasonality in High Frequency Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 508, Mar, revised 11 Mar 2021.
- Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer, 2021, "Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs," Papers, arXiv.org, number 2103.04944, Mar, revised Feb 2022.
- Dan'ubia R. Cunha & Jose A. Divino & Helton Saulo, 2021, "On a log-symmetric quantile tobit model applied to female labor supply data," Papers, arXiv.org, number 2103.04449, Mar.
- Amparo Ba'illo & Javier C'arcamo & Carlos Mora-Corral, 2021, "Extremal points of Lorenz curves and applications to inequality analysis," Papers, arXiv.org, number 2103.03286, Mar.
- Emmanuel Selorm Tsyawo, 2021, "Feasible IV Regression without Excluded Instruments," Papers, arXiv.org, number 2103.09621, Mar, revised Nov 2022.
- Harvey, A. & Palumbo, D., 2021, "Regime switching models for directional and linear observations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2123, Mar.
- Baishuai Zuo & Chuancun Yin, 2021, "Multivariate tail covariance for generalized skew-elliptical distributions," Papers, arXiv.org, number 2103.05201, Mar.
- PINSHI, Christian P., 2021, "Repenser le modèle à correction d’erreurs dans l’analyse macroéconométrique : Une revue
[Rethinking the Error Correction Model in Macroeconometric Analysis: A Review]," MPRA Paper, University Library of Munich, Germany, number 106694, Mar. - Alessia Paccagnini & Fabio Parla, 2021, "Identifying high-frequency shocks with Bayesian mixed-frequency VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-26, Feb.
- Jin Li & Ye Luo & Zigan Wang & Xiaowei Zhang, 2021, "Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity," Papers, arXiv.org, number 2103.04021, Mar, revised Dec 2024.
- Philipp Bach & Victor Chernozhukov & Malte S. Kurz & Martin Spindler & Sven Klaassen, 2021, "DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R," Papers, arXiv.org, number 2103.09603, Mar, revised Jun 2024.
- Marin Drlje & Stepan Jurajda, 2021, "LATE Estimators under Costly Non-compliance in Student-College Matching Markets," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp686, Feb.
- Neil R. Ericsson, 2021, "Dynamic Econometrics in Action: A Biography of David F. Hendry," Working Papers, The George Washington University, The Center for Economic Research, number 2021-001, Mar.
- G'abor Papp & Imre Kondor & Fabio Caccioli, 2021, "Optimizing Expected Shortfall under an $\ell_1$ constraint -- an analytic approach," Papers, arXiv.org, number 2103.04375, Mar.
- Item repec:rim:rimwps:21-05 is not listed on IDEAS anymore
- Yuefeng Han & Rong Chen & Cun-Hui Zhang & Qiwei Yao, 2021, "Simultaneous Decorrelation of Matrix Time Series," Papers, arXiv.org, number 2103.09411, Mar, revised Oct 2022.