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Report NEP-ECM-2021-12-06
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:
- Donggyu Kim, 2021, "Exponential GARCH-Ito Volatility Models," Papers, arXiv.org, number 2111.04267, Nov.
- Heng Chen & Mototsugu Shintani, 2021, "Inference of Jumps Using Wavelet Variance," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-527, Nov.
- Kaveh Salehzadeh Nobari, 2021, "Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions," Papers, arXiv.org, number 2111.04919, Nov.
- Rahul Singh, 2021, "Generalized Kernel Ridge Regression for Causal Inference with Missing-at-Random Sample Selection," Papers, arXiv.org, number 2111.05277, Nov.
- Sokbae Lee & Martin Weidner, 2021, "Bounding Treatment Effects by Pooling Limited Information across Observations," Papers, arXiv.org, number 2111.05243, Nov, revised May 2025.
- Rahul Singh & Liyuan Xu & Arthur Gretton, 2021, "Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves," Papers, arXiv.org, number 2111.03950, Nov, revised Mar 2025.
- Yuheng Ling, 2021, "A tale of two “AR” models: a spatial analysis of Corsican second home incidence," Working Papers, Laboratoire Lieux, Identités, eSpaces et Activités (LISA), number 022, Dec.
- Gianluca Cubadda & Alain Hecq, 2021, "Reduced Rank Regression Models in Economics and Finance," CEIS Research Paper, Tor Vergata University, CEIS, number 525, Nov, revised 08 Nov 2021.
- Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2021-502, DOI: 10.18800/2079-8474.0502.
- Michael P. Leung, 2021, "Rate-Optimal Cluster-Randomized Designs for Spatial Interference," Papers, arXiv.org, number 2111.04219, Nov, revised Sep 2022.
- Jeronymo Marcondes Pinto & Jennifer L. Castle, 2021, "A machine learning dynamic switching approach to forecasting when there are structural breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 950 JEL classification: C, Oct.
- Jiarui Tian, 2021, "A Replication of “The effect of the conservation reserve program on rural economies: Deriving a statistical verdict from a null finding” (American Journal of Agricultural Economics, 2019)," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/12, Nov.
- Gaurab Aryal & Hanna Charankevich & Seungwon Jeong & Dong-Hyuk Kim, 2021, "Procurements with Bidder Asymmetry in Cost and Risk-Aversion," Papers, arXiv.org, number 2111.04626, Nov, revised Jul 2022.
- Florian Eckert & Nina Mühlebach, 2021, "Global and Local Components of Output Gaps," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 21-497, Nov, DOI: 10.3929/ethz-b-000514977.
- Sayani Gupta & Rob J Hyndman & Dianne Cook, 2021, "Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/21.
- Brandon Buell & Reda Cherif & Carissa Chen & Karl Walentin & Jiawen Tang & Nils Wendt, 2021, "Impact of COVID-19: Nowcasting and Big Data to Track Economic Activity in Sub-Saharan Africa," IMF Working Papers, International Monetary Fund, number 2021/124, May.