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Report NEP-ECM-2023-01-02
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:
- Alain Hecq & Daniel Velasquez-Gaviria, 2022, "Spectral estimation for mixed causal-noncausal autoregressive models," Papers, arXiv.org, number 2211.13830, Nov.
- Bodnar, Taras & Mazur, Stepan & Nguyen, Hoang, 2022, "Estimation of optimal portfolio compositions for small sampleand singular covariance matrix," Working Papers, Örebro University, School of Business, number 2022:15, Dec.
- Mathur, Maya B, 2022, "E-value analogs for bias due to missing data in treatment effect estimates," OSF Preprints, Center for Open Science, number e9bzc, Jun, DOI: 10.31219/osf.io/e9bzc.
- Guljanov, Gaygysyz & Mutschler, Willi & Trede, Mark, 2022, "Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve," Dynare Working Papers, CEPREMAP, number 78, Dec.
- Li, Chenxing & Maheu, John M & Yang, Qiao, 2022, "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper, University Library of Munich, Germany, number 115456, Nov.
- Aryan Bhambu & Arabin Kumar Dey, 2022, "Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network," Papers, arXiv.org, number 2211.13915, Nov.
- John List & Ian Muir & Gregory Sun, 2022, "Using Machine Learning for Efficient Flexible Regression Adjustment in Economic Experiments," Natural Field Experiments, The Field Experiments Website, number 00763.
- Oshan, Taylor M., 2022, "Local Modeling in a Regression Framework," OSF Preprints, Center for Open Science, number hpbd8, May, DOI: 10.31219/osf.io/hpbd8.
- Damir Filipovi'c & Puneet Pasricha, 2022, "Empirical Asset Pricing via Ensemble Gaussian Process Regression," Papers, arXiv.org, number 2212.01048, Dec, revised Mar 2026.
- Mogens Fosgerau & Julien Monardo & André de Palma, 2022, "The Inverse Product Differentiation Logit Model," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2022-22.
- Marko Mlikota, 2022, "Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications," Papers, arXiv.org, number 2211.13610, Nov, revised Jan 2026.
- Yao Lei Xu & Kriton Konstantinidis & Danilo P. Mandic, 2022, "Graph-Regularized Tensor Regression: A Domain-Aware Framework for Interpretable Multi-Way Financial Modelling," Papers, arXiv.org, number 2211.05581, Oct.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022, "What is the Predictive Value of SPF Point and Density Forecasts?," Working Papers, Federal Reserve Bank of Cleveland, number 22-37, Nov, DOI: 10.26509/frbc-wp-202237.
- Montes-Galdón, Carlos & Paredes, Joan & Wolf, Elias, 2022, "Conditional density forecasting: a tempered importance sampling approach," Working Paper Series, European Central Bank, number 2754, Dec.