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Report NEP-ECM-2022-04-11
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:
- Item repec:cam:camjip:2208 is not listed on IDEAS anymore
- Guido Imbens & Nathan Kallus & Xiaojie Mao & Yuhao Wang, 2022, "Long-term Causal Inference Under Persistent Confounding via Data Combination," Papers, arXiv.org, number 2202.07234, Feb, revised Aug 2024.
- Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles, 2022, "Optimal weighted pooling for inference about the tail index and extreme quantiles," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1322, Mar, revised 07 Jun 2023.
- Daouia, Abdelaati & Stupfler, Gilles & Usseglio-Carleve, Antoine, 2022, "Inference for extremal regression with dependent heavy-tailed data," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1324, Mar, revised 29 Aug 2023.
- Anna Bykhovskaya & Vadim Gorin, 2022, "Asymptotics of Cointegration Tests for High-Dimensional VAR($k$)," Papers, arXiv.org, number 2202.07150, Feb, revised Nov 2023.
- Dargel, Lukas & Thomas-Agnan, Christine, 2022, "A generalized framework for estimating spatial econometric interaction models," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1312, Mar.
- Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022002, Feb.
- Chudik, A. & Pesaran, M. H. & Smith, R. P., 2022, "Revisiting the Great Ratios Hypothesis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2215, Mar.
- Hauber, Philipp, 2022, "Real-time nowcasting with sparse factor models," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 251551.
- Ruiz-Gazen, Anne & Thomas-Agnan, Christine & Laurent, Thibault & Mondon, Camille, 2022, "Detecting outliers in compositional data using Invariant Coordinate Selection," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1320, Mar.
- Antoine Didisheim & Bryan T. Kelly & Semyon Malamud, 2022, "Deep Regression Ensembles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-20, Mar.
- Wheatcroft, Edward, 2021, "Evaluating probabilistic forecasts of football matches: the case against the ranked probability score," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111494, Dec.