Report NEP-ECM-2014-07-05
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:
- Taras Bodnar & Arjun K. Gupta & Nestor Parolya, 2013. "Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix," Papers 1308.0931, arXiv.org, revised Mar 2014.
- Item repec:cep:stiecm:/2014/574 is not listed on IDEAS anymore
- Taras Bodnar & Arjun K. Gupta & Nestor Parolya, 2013. "On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix," Papers 1308.2608, arXiv.org, revised Jun 2014.
- Barbara Sianesi, 2014. "Dealing with randomisation bias in a social experiment: the case of ERA," IFS Working Papers W14/10, Institute for Fiscal Studies.
- Xavier D'Haultfoeuille & Arnaud Maurel & Yichong Zhang, 2014. "Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap," NBER Working Papers 20257, National Bureau of Economic Research, Inc.
- Felix Ming Fai Wong & Zhenming Liu & Mung Chiang, 2014. "Stock Market Prediction from WSJ: Text Mining via Sparse Matrix Factorization," Papers 1406.7330, arXiv.org.
- Rahmanov, Ramiz, 2014. "A Historical Sketch of Macroeconometrics," MPRA Paper 56869, University Library of Munich, Germany.