Report NEP-ECM-2019-12-09

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:

• Peter Boswijk & Giuseppe Cavaliere & Iliyan Georgiev & Anders Rahbek, 2019. "Bootstrapping Non-Stationary Stochastic Volatility," Tinbergen Institute Discussion Papers 19-083/III, Tinbergen Institute.
• Sida Peng & Yang Ning, 2019. "Regression Discontinuity Design under Self-selection," Papers 1911.09248, arXiv.org.
• van Aert, Robbie Cornelis Maria, 2018. "Dissertation R.C.M. van Aert," MetaArXiv eqhjd, Center for Open Science.
• Aastha M. Sathe & N. S. Upadhye, 2019. "Estimation of the Parameters of Symmetric Stable ARMA and ARMA-GARCH Models," Papers 1911.09985, arXiv.org.
• Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019. "Uniform inference for value functions," Papers 1911.10215, arXiv.org, revised Oct 2022.
• Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang, 2019. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Papers 1911.09151, arXiv.org.
• Patricia Dörr & Jan Pablo Burgard, 2019. "Data-driven transformations and survey-weighting for linear mixed models," Research Papers in Economics 2019-16, University of Trier, Department of Economics.
• Takaki Sato, 2019. "Estimation of Partially Linear Spatial Autoregressive Models with Autoregressive Disturbances," DSSR Discussion Papers 104, Graduate School of Economics and Management, Tohoku University.
• Guochang Wang & Ke Zhu & Guodong Li & Wai Keung Li, 2019. "Hybrid quantile estimation for asymmetric power GARCH models," Papers 1911.09343, arXiv.org.
• Riveros Gavilanes, John Michael, 2019. "Low sample size and regression: A Monte Carlo approach," MPRA Paper 97017, University Library of Munich, Germany.
• Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie, 2019. "Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone," Monash Econometrics and Business Statistics Working Papers 28/19, Monash University, Department of Econometrics and Business Statistics.
• Tzougas, George & Hoon, W. L. & Lim, J. M., 2019. "The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking," LSE Research Online Documents on Economics 101728, London School of Economics and Political Science, LSE Library.
• Jean-Jacques Forneron, 2019. "A Scrambled Method of Moments," Papers 1911.09128, arXiv.org.
• van Aert, Robbie Cornelis Maria & van Assen, Marcel A. L. M., 2018. "P-uniform," MetaArXiv zqjr9, Center for Open Science.
• Gruener, Sven, 2018. "Sample size calculations in economic RCTs: following clinical studies?," SocArXiv 43zbg, Center for Open Science.
• Moura, Guilherme V. & Santos, André A. P., 2019. "Comparing Forecasts of Extremely Large Conditional Covariance Matrices," DES - Working Papers. Statistics and Econometrics. WS 29291, Universidad Carlos III de Madrid. Departamento de Estadística.
• Babkin, Andrey, 2020. "Incorporating side information into Robust Matrix Factorization with Quantile Random Forest under Bayesian framework (preprint)," FrenXiv b8jke, Center for Open Science.
• Cherrier, Beatrice & Backhouse, Roger, 2018. "The ordinary business of macroeconometric modeling: working on the Fed-MIT-Penn model (1964-1974)," SocArXiv 39xkz, Center for Open Science.