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Report NEP-ECM-2022-05-30
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:
- Guohua Feng & Jiti Gao & Bin Peng, 2022, "Multi-Level Panel Data Models: Estimation and Empirical Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/22.
- Tassos Magdalinos & Katerina Petrova, 2022, "Uniform and distribution-free inference with general autoregressive processes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1837, Apr.
- Feng, Oliver Y. & Chen, Yining & Han, Qiyang & Carroll, Raymond J & Samworth, Richard J., 2022, "Nonparametric, tuning-free estimation of S-shaped functions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111889, Sep.
- Meijiang Wang & Jingyu He & P. Richard Hahn, 2022, "Local Gaussian process extrapolation for BART models with applications to causal inference," Papers, arXiv.org, number 2204.10963, Apr, revised Feb 2023.
- Huiling Yuan & Guodong Li & Junhui Wang, 2022, "High-Frequency-Based Volatility Model with Network Structure," Papers, arXiv.org, number 2204.12933, Apr.
- Isaiah Andrews & Anna Mikusheva, 2022, "GMM is Inadmissible Under Weak Identification," Papers, arXiv.org, number 2204.12462, Apr, revised May 2023.
- Yao Luo & Peijun Sang, 2022, "Efficient Estimation of Structural Models via Sieves," Papers, arXiv.org, number 2204.13488, Apr, revised Feb 2025.
- Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou, 2022, "A One-Covariate-at-a-Time Method for Nonparametric Additive Models," Papers, arXiv.org, number 2204.12023, Apr, revised May 2024.
- Charles F. Manski, 2022, "Identification and Statistical Decision Theory," Papers, arXiv.org, number 2204.11318, Apr, revised Mar 2024.
- Haroon Mumtaz & Michele Piffer, 2022, "Impulse response estimation via flexible local projections," Papers, arXiv.org, number 2204.13150, Apr.
- Tien Mai & The Viet Bui & Quoc Phong Nguyen & Tho V. Le, 2022, "Estimation of Recursive Route Choice Models with Incomplete Trip Observations," Papers, arXiv.org, number 2204.12992, Apr.
- Philipp Otto, 2022, "A Multivariate Spatial and Spatiotemporal ARCH Model," Papers, arXiv.org, number 2204.12472, Apr.
- Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2022, "Optimal Decision Rules when Payoffs are Partially Identified," Papers, arXiv.org, number 2204.11748, Apr, revised Dec 2025.
- Edmund Crawley & Martin Holm & Håkon Tretvoll, 2022, "A Parsimonious Model of Idiosyncratic Income," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-026, May, DOI: 10.17016/FEDS.2022.026.
- Xianfei Hui & Baiqing Sun & Hui Jiang & Yan Zhou, 2022, "Modeling dynamic volatility under uncertain environment with fuzziness and randomness," Papers, arXiv.org, number 2204.12657, Apr, revised Oct 2022.
- Nguyen, Hoang & Virbickaite, Audrone, 2022, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Working Papers, Örebro University, School of Business, number 2022:5, May.
- Linwei Li & Paul-Amaury Matt & Christian Heumann, 2022, "Forecasting foreign exchange rates with regression networks tuned by Bayesian optimization," Papers, arXiv.org, number 2204.12914, Apr, revised May 2022.
- Arthur Charpentier & Emmanuel Flachaire, 2022, "Pareto models for top incomes and wealth," Post-Print, HAL, number hal-03649428, Mar, DOI: 10.1007/s10888-021-09514-6.
- Mikkel Bennedsen & Eric Hillebrand & Sebastian Jensen, 2022, "A Neural Network Approach to the Environmental Kuznets Curve," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-09, May.