Report NEP-ECM-2018-03-19

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Yeonwoo Rho & Xiaofeng Shao, 2018. "Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors," Papers 1802.05333, arXiv.org.
• Goeun Lee & Chirok Han, 2018. "Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing," Discussion Paper Series 1801, Institute of Economic Research, Korea University.
• Dietmar Pfeifer & Andreas Mandle & Olena Ragulina & C^ome Girschig, 2018. "New copulas based on general partitions-of-unity (part III) - the continuous case (extended version)," Papers 1803.00957, arXiv.org, revised May 2019.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Inference on time-invariant variables using panel data: a pretest estimator," PSE Working Papers halshs-01719835, HAL.
• Busch, Marie & Sibbertsen, Philipp, 2018. "An Overview of Modified Semiparametric Memory Estimation Methods," Hannover Economic Papers (HEP) dp-628, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Florian Huber & Philipp Piribauer, 2018. "A Multi-country Approach to Analysing the Euro Area Output Gap," WIFO Working Papers 560, WIFO.
• Zihao Yuan, 2018. "An Note on Why Geographically Weighted Regression Overcomes Multidimensional-Kernel-Based Varying-Coefficient Model," Papers 1803.01402, arXiv.org, revised Apr 2018.
• Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018. "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics 201810, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Yang Lu & Christian Gourieroux, 2018. "Negative Binomial Autoregressive Process," CEPN Working Papers 2018-01, Centre d'Economie de l'Université de Paris Nord.
• Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," DEOS Working Papers 1802, Athens University of Economics and Business.
• Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I)," DEOS Working Papers 1803, Athens University of Economics and Business.
• Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II)," DEOS Working Papers 1804, Athens University of Economics and Business.
• Nassim Nicholas Taleb, 2018. "How Much Data Do You Need? An Operational, Pre-Asymptotic Metric for Fat-tailedness," Papers 1802.05495, arXiv.org, revised Nov 2018.
• Zhongzhi Lawrence He, 2018. "Comparing Asset Pricing Models: Distance-based Metrics and Bayesian Interpretations," Papers 1803.01389, arXiv.org.
• Davillas, Apostolos & M. Jones, Andrew, 2018. "Parametric models for biomarkers based on flexible size distributions," ISER Working Paper Series 2018-03, Institute for Social and Economic Research.
• KANAZAWA, Nobuyuki & 金澤, 伸幸, 2018. "Radial Basis Functions Neural Networks for Nonlinear Time Series Analysis and Time-Varying Effects of Supply Shocks," Discussion paper series HIAS-E-64, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Fabrizio Iacone & Stepana Lazarova, 2017. "Semiparametric detection of changes in long range dependence," Working Papers 830, Queen Mary University of London, School of Economics and Finance.
• Emilio Zanetti Chini, 2018. "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," DEM Working Papers Series 156, University of Pavia, Department of Economics and Management.
• Matteo Farn'e & Angela Montanari, 2018. "A bootstrap test to detect prominent Granger-causalities across frequencies," Papers 1803.00374, arXiv.org, revised Oct 2018.
• Tsuyoshi Kunihama & Zehang Richard Li & Samuel J. Clark & Tyler H. McCormick, 2018. "Bayesian factor models for probabilistic cause of death assessment with verbal autopsies," Discussion Paper Series 177, School of Economics, Kwansei Gakuin University, revised Mar 2018.