Report NEP-ECM-2019-05-27

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:

• Marlon Fritz, 2019. "Data-Driven Local Polynomial Trend Estimation for Economic Data - Steady State Adjusting Trends," Working Papers Dissertations 49, Paderborn University, Faculty of Business Administration and Economics.
• Benjamin Holcblat & Fallaw Sowell, 2019. "The Empirical Saddlepoint Estimator," Papers 1905.06977, arXiv.org.
• Samuele Centorrino & Fr'ed'erique F`eve & Jean-Pierre Florens, 2019. "Iterative Estimation of Nonparametric Regressions with Continuous Endogenous Variables and Discrete Instruments," Papers 1905.07812, arXiv.org, revised Oct 2024.
• Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018. "Simultaneous multiple change-point and factor analysis for high-dimensional time series," LSE Research Online Documents on Economics 88110, London School of Economics and Political Science, LSE Library.
• Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
• Simon Clinet & Yoann Potiron, 2019. "Cointegration in high frequency data," Papers 1905.07081, arXiv.org, revised Mar 2021.
• Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona School of Economics.
• Christophe Gaillac & Eric Gautier, 2020. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," Working Papers hal-02130472, HAL.
• Angelini, Giovanni & Fanelli, Luca, 2018. "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper 93864, University Library of Munich, Germany, revised May 2019.