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Report NEP-ECM-2021-11-29
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:
- De Vos, Ignace & Stauskas, Ovidijus, 2021, "Bootstrap Improved Inference for Factor-Augmented Regressions with CCE," Working Papers, Lund University, Department of Economics, number 2021:16, Nov.
- Kaddoura, Yousef & Westerlund, Joakim, 2021, "Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed," Working Papers, Lund University, Department of Economics, number 2021:15, Nov.
- Taining Wang & Feng Yao, 2021, "A Varying Coefficient Model with Two-way Fixed Effects and Different Smoothing Variables," Working Papers, Department of Economics, West Virginia University, number 21-01, Oct.
- Jing Luo & Haoyu Wei & Xiaoyu Lei & Jiaxin Guo, 2021, "Asymptotic in a class of network models with an increasing sub-Gamma degree sequence," Papers, arXiv.org, number 2111.01301, Nov, revised Nov 2023.
- Tae-Hwy Lee & He Wang & Zhou Xi & Ru Zhang, 2021, "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Working Papers, University of California at Riverside, Department of Economics, number 202115, Nov.
- Sepideh Mosaferi & Mark S. Kaiser, 2021, "Nonparametric Cointegrating Regression Functions with Endogeneity and Semi-Long Memory," Papers, arXiv.org, number 2111.00972, Nov, revised Jan 2025.
- Aibo Gong, 2021, "Bounds for Treatment Effects in the Presence of Anticipatory Behavior," Papers, arXiv.org, number 2111.06573, Nov, revised Dec 2022.
- Narayanan, Sridhar & Kalyanam, Kirthi, 2020, "Behavioral Targeting, Machine Learning and Regression Discontinuity Designs," Research Papers, Stanford University, Graduate School of Business, number 3925, Dec.
- Dong Hwan Oh & Andrew J. Patton, 2021, "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-071, Nov, DOI: 10.17016/FEDS.2021.071.
- Pallavi Basu & Luella Fu & Alessio Saretto & Wenguang Sun, 2021, "Empirical Bayes Control of the False Discovery Exceedance," Working Papers, Federal Reserve Bank of Dallas, number 2115, Nov, DOI: 10.24149/wp2115.
- Vito Polito & Yunyi Zhang, 2021, "Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression," CESifo Working Paper Series, CESifo, number 9395.
- Michael Greenacre, 2021, "Compositional data analysis — linear algebra, visualization and interpretation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1805, Nov.
- Konrad Menzel, 2021, "Central Limit Theory for Models of Strategic Network Formation," Papers, arXiv.org, number 2111.01678, Nov.
- Florens, Jean-Pierre & Enache, Andreea & Sbaï, Erwann, 2021, "A Functional Estimation Approach to the First-Price Auction Models," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1264, Nov.