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Report NEP-ECM-2021-06-14
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:
- Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021, "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2288, May.
- Matei Demetrescu & Robinson Kruse-Becher, 2021, "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-07, May.
- Yong Cai, 2021, "Panel Data with Unknown Clusters," Papers, arXiv.org, number 2106.05503, Jun, revised Jan 2022.
- Yuanhua Feng & Wolfgang Karl Härdle, 2021, "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 142, May.
- Martin Garcia-Vazquez, 2021, "Identification and Estimation of Non-stationary Hidden Markov Models," Working Papers, Human Capital and Economic Opportunity Working Group, number 2021-023, May.
- Kohtaro Hitomi & Keiji Nagai & Yoshihiko Nishiyama & Junfan Tao, 2021, "Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1060, Jun.
- Griffin, Jim E. & Mitrodima, Gelly, 2020, "A Bayesian quantile time series model for asset returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105610, Jun.
- John List & Azeem Shaikh & Atom Vayalinkal, 2023, "Multiple Testing with Covariate Adjustment in Experimental Economics," Natural Field Experiments, The Field Experiments Website, number 00732.
- Blankmeyer, Eric, 2021, "Explorations in NISE Estimation," MPRA Paper, University Library of Munich, Germany, number 108179, Apr.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2021, "Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models," Working Papers, Federal Reserve Bank of Philadelphia, number 21-21, Jun, DOI: 10.21799/frbp.wp.2021.21.
- David M. Kaplan & Xin Liu, 2021, "k-Class Instrumental Variables Quantile Regression," Working Papers, Department of Economics, University of Missouri, number 2104.
- Mateusz Buczyński & Marcin Chlebus, 2021, "GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-08.
- James Mitchell & Martin Weale, 2021, "Censored Density Forecasts: Production and Evaluation," Working Papers, Federal Reserve Bank of Cleveland, number 21-12R, May, revised 16 Aug 2022, DOI: 10.26509/frbc-wp-202112r.
- Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2021, "Recent Developments of the Autoregressive Distributed Lag Modelling Framework," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2021rwp-186, Apr.
- Johann Pfitzinger, 2021, "An Interpretable Neural Network for Parameter Inference," Papers, arXiv.org, number 2106.05536, Jun.
- Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021, "Heterogeneity and Aggregate Fluctuations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2289, May.
- Laura Coroneo & Fabrizio Iacone, 2021, "Testing for equal predictive accuracy with strong dependence," Discussion Papers, Department of Economics, University of York, number 21/03, May.
- Aguirregabiria, Victor, 2020, "Identification of Firms' Beliefs in Structural Models of Market Competition," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14975, Jun.
- Paul Glasserman & Mike Li, 2021, "Linear Classifiers Under Infinite Imbalance," Papers, arXiv.org, number 2106.05797, Jun, revised May 2023.
- Bobeica, Elena & Hartwig, Benny, 2021, "The COVID-19 shock and challenges for time series models," Working Paper Series, European Central Bank, number 2558, May.
- Michel Lubrano & Zhou Xun, 2021, "The Bayesian approach to poverty measurement," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2133, May.