Printed from https://ideas.repec.org/n/nep-ecm/2021-09-13.html
Report NEP-ECM-2021-09-13
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:
- Daniel Jacob, 2021, "Variable Selection for Causal Inference via Outcome-Adaptive Random Forest," Papers, arXiv.org, number 2109.04154, Sep.
- Kindop, Igor, 2021, "Ubiquitous multimodality in mixed causal-noncausal processes," MPRA Paper, University Library of Munich, Germany, number 109594, Jul, revised 04 Sep 2021.
- Matteo Barigozzi & Marc Hallin & Matteo Luciani & Paolo Zaffaroni, 2021, "Inferential Theory for Generalized Dynamic Factor Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2021-20, Aug.
- Hubeyb Gurdogan & Alec Kercheval, 2021, "Multi Anchor Point Shrinkage for the Sample Covariance Matrix (Extended Version)," Papers, arXiv.org, number 2109.00148, Aug, revised Sep 2021.
- Tenglong Li & Jordan Lawson, 2021, "A generalized bootstrap procedure of the standard error and confidence interval estimation for inverse probability of treatment weighting," Papers, arXiv.org, number 2109.00171, Aug.
- Jushan Bai & Serena Ng, 2021, "Approximate Factor Models with Weaker Loadings," Papers, arXiv.org, number 2109.03773, Sep, revised Mar 2023.
- Denis Kojevnikov & Kyungchul Song, 2021, "Some Impossibility Results for Inference With Cluster Dependence with Large Clusters," Papers, arXiv.org, number 2109.03971, Sep, revised Jun 2023.
- Helton Saulo & Narayanaswamy Balakrishnan & Roberto Vila, 2021, "On a quantile autoregressive conditional duration model applied to high-frequency financial data," Papers, arXiv.org, number 2109.03844, Sep.
- Rob Luginbuhl, 2020, "Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 409, Feb.
- C Castro-Iragorri & J RamÔøΩrez, 2021, "Forecasting Dynamic Term Structure Models with Autoencoders," Documentos de Trabajo, Universidad del Rosario, number 19431, Jul.
- Sanjay Dominik Jena & Andrea Lodi & Claudio Sole, 2021, "On the estimation of discrete choice models to capture irrational customer behaviors," Papers, arXiv.org, number 2109.03882, Sep.
- Lachlan O'Neill & Simon D Angus & Satya Borgohain & Nader Chmait & David Dowe, 2021, "Creating Powerful and Interpretable Models with Regression Networks," SoDa Laboratories Working Paper Series, Monash University, SoDa Laboratories, number 2021-09, Sep.
- Paul Bilokon & David Finkelstein, 2021, "Iterated and exponentially weighted moving principal component analysis," Papers, arXiv.org, number 2108.13072, Aug.