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Report NEP-ECM-2022-10-24
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:
- Sreevidya Ayyar & Yukitoshi Matsushita & Taisuke Otsu, 2022, "Conditional likelihood ratio test with many weak instruments," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 624, Oct.
- B. Cooper Boniece & Jos'e E. Figueroa-L'opez & Yuchen Han, 2022, "Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations," Papers, arXiv.org, number 2209.10128, Sep, revised Apr 2024.
- Tayanagi, Toshikazu & 田柳, 俊和 & Kurozumi, Eiji & 黒住, 英司, 2022, "In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2022-03, Sep.
- Sergiu Hart & Yosef Rinott, 2022, "Posterior Probabilities: Nonmonotonicity, Asymptotic Rates, Log-Concavity, and Tur\'an's Inequality," Papers, arXiv.org, number 2209.11728, Sep.
- Alex Tian & Tom Coupé & Sayak Khatua & W. Robert Reed & Ben Wood, 2022, "Power to the Researchers: Calculating Power After Estimation," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 22/17, Oct.
- Leonardo Marinho, 2022, "Causal Impulse Responses for Time Series," Working Papers Series, Central Bank of Brazil, Research Department, number 570, Sep.
- St'ephane Cr'epey & Lehdili Noureddine & Nisrine Madhar & Maud Thomas, 2022, "Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks," Papers, arXiv.org, number 2209.11686, Sep, revised Oct 2022.
- Markus Brueckner, 2022, "Estimating Causal Effects of Monetary Policy for a Small Open Economy: Econometric Model and Estimation Framework," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2022-689, Oct.
- Dangxing Chen & Weicheng Ye & Jiahui Ye, 2022, "Interpretable Selective Learning in Credit Risk," Papers, arXiv.org, number 2209.10127, Sep.
- Dangxing Chen & Weicheng Ye, 2022, "Monotonic Neural Additive Models: Pursuing Regulated Machine Learning Models for Credit Scoring," Papers, arXiv.org, number 2209.10070, Sep.
- Dangxing Chen & Weicheng Ye, 2022, "Generalized Groves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance," Papers, arXiv.org, number 2209.10082, Sep, revised Jul 2024.