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Report NEP-ECM-2021-03-29
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:
- Arthur Lewbel & Jin Yan & Yu Zhou, 2021, "Semiparametric Identification and Estimation of Multinomial Discrete Choice Models using Error Symmetry," Boston College Working Papers in Economics, Boston College Department of Economics, number 1028, Feb, revised 15 Dec 2021.
- Min Seong Kim, 2021, "Robust Inference for Diffusion-Index Forecasts with Cross-Sectionally Dependent Data," Working papers, University of Connecticut, Department of Economics, number 2021-04, Mar.
- Miranda Gualdrón, Karen Alejandra & Poncela, Pilar & Ruiz Ortega, Esther, 2021, "Dynamic factor models: does the specification matter?," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 32210, Mar.
- Zeebari, Zangin & Månsson, Kristofer & Sjölander, Pär & Söderberg, Magnus, 2021, "Regularized Conditional Estimators of Unit Inefficiency in Stochastic Frontier Analysis, with Application to Electricity Distribution Market," Ratio Working Papers, The Ratio Institute, number 345, Mar.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers, Federal Reserve Bank of Cleveland, number 21-08R, Mar, revised 12 Jul 2022, DOI: 10.26509/frbc-wp-202108r.
- Hugo Kruiniger, 2021, "Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects," Papers, arXiv.org, number 2103.04973, Mar, revised Aug 2025.
- Dante Amengual & Enrique Sentana & Zhanyuan Tian, 2020, "Gaussian Rank Correlation and Regression," Working Papers, CEMFI, number wp2020_2004, Jun.
- Jan R. Magnus & Henk G. J. Pijls & Enrique Sentana, 2020, "The Jacobian of the Exponential Function," Working Papers, CEMFI, number wp2020_2005, Jun.
- Mohamed Abdelghani & Alexander Melnikov & Andrey Pak, 2021, "On statistical estimation and inferences in optional regression models," Papers, arXiv.org, number 2103.08148, Mar.
- Tsz Chai Fung & George Tzougas & Mario Wuthrich, 2021, "Mixture composite regression models with multi-type feature selection," Papers, arXiv.org, number 2103.07200, Mar, revised Jul 2021.
- M. Hashem Pesaran & Ron P. Smith, 2021, "Factor Strengths, Pricing Errors, and Estimation of Risk Premia," CESifo Working Paper Series, CESifo, number 8947.
- Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021, "Is There A Replication Crisis In Finance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28432, Feb.
- Yoshitsugu Kitazawa, 2020, "Monte Carlo results of root-N consistent estimators for the dynamic fixed effects logit model with neither explanatory variables nor time dummies," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 82, Feb.