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Report NEP-ECM-2022-01-03
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:
- Yingying Dong & Michal Koles'ar, 2021, "When Can We Ignore Measurement Error in the Running Variable?," Papers, arXiv.org, number 2111.07388, Nov, revised Feb 2023.
- Nicholas L. Brown & Peter Schmidt & Jeffrey M. Wooldridge, 2021, "Simple Alternatives to the Common Correlated Effects Model," Papers, arXiv.org, number 2112.01486, Dec.
- Yayi Yan & Jiti Gao & Bin Peng, 2021, "Asymptotics for Time-Varying Vector MA(∞) Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/21.
- Alessandro Casini, 2021, "The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity," Papers, arXiv.org, number 2111.14590, Nov, revised Aug 2024.
- Higgins, Ayden & Jochmans, Koen, 2021, "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1272, Nov, revised Jan 2023.
- Gael M. Martin & David T. Frazier & Christian P. Robert, 2021, "Approximating Bayes in the 21st Century," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/21.
- Lutz Kilian, 2021, "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers, Federal Reserve Bank of Dallas, number 2117, Dec, DOI: 10.24149/wp2117.
- Javier Alejo & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2021, "RIF Regression via Sensitivity Curves," Papers, arXiv.org, number 2112.01435, Dec.
- Jochmans, Koen & Verardi, Vincenzo, 2021, "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1271, Nov.
- Christophe Dutang & Quentin Guibert, 2021, "An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests," Post-Print, HAL, number hal-03448250, Nov, DOI: 10.1007/s11222-021-10059-x.
- Jochmans, Koen, 2021, "Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1276, Oct.
- Salman Huseynov, 2021, "Long and short memory in dynamic term structure models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-15, Dec.
- Farmer, J. Doyne & Kolic, Blas & Sabuco, Juan, 2021, "Estimating initial conditions for dynamical systems with incomplete information," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2021-20, Sep.
- Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio, 2021, "Structured Additive Regression and Tree Boosting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-83, Sep.
- Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2021, "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Papers, arXiv.org, number 2112.05302, Dec.
- Charles Beach, 2021, "A Nifty Fix for Published Distribution Statistics: Simplified Distribution-Free Statistical Inference," Working Paper, Economics Department, Queen's University, number 1477, Sep.
- Item repec:ssb:dispap:971 is not listed on IDEAS anymore
- Gu, Tao & Nakagawa, Masayuki & Saito, Makoto & Yamaga, Hisaki, 2021, "Estimation of nonlinear functions using coarsely discrete measures in panel data: The relationship between land prices and earthquake risk in the Tokyo Metropolitan District," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 729, Dec.