Report NEP-ECM-2020-01-20

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:

• Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2019. "Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices," Monash Econometrics and Business Statistics Working Papers 31/19, Monash University, Department of Econometrics and Business Statistics.
• Bodnar, Taras & Dette, Holger & Parolya, Nestor, 2019. "Testing for independence of large dimensional vectors," MPRA Paper 97997, University Library of Munich, Germany, revised May 2019.
• Maxwell King & Xibin Zhang & Muhammad Akram, 2019. "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers 30/19, Monash University, Department of Econometrics and Business Statistics.
• Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020. "Focused Bayesian Prediction," Monash Econometrics and Business Statistics Working Papers 1/20, Monash University, Department of Econometrics and Business Statistics.
• D Bloznelis & Gerda Claeskens & Jing Zhou, 2018. "Composite versus model-averaged quantile regression," Working Papers of Department of Decision Sciences and Information Management, Leuven 627929, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Paul Hunermund & Elias Bareinboim, 2019. "Causal Inference and Data Fusion in Econometrics," Papers 1912.09104, arXiv.org, revised Mar 2023.
• Bakbergenuly, Ilyas & Hoaglin, David C. & Kulinskaya, Elena, 2020. "Simulation study of estimating between-study variance and overall effect in meta-analyses of log-response-ratio for normal data," MetaArXiv 3bnxs, Center for Open Science.
• Döhrn, Roland, 2019. "Comparing forecast accuracy in small samples," Ruhr Economic Papers 833, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• HAFNER Christian M., & WANG Linqi,, 2019. "A dynamic conditional score model for the log correlation matrix," LIDAM Discussion Papers CORE 2019031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• BAUWENS Luc, & XU Yongdeng,, 2019. "DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations," LIDAM Discussion Papers CORE 2019025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Badi Baltagi & Long Liu, 2020. "Forecasting with Unbalanced Panel Data," Center for Policy Research Working Papers 221, Center for Policy Research, Maxwell School, Syracuse University.
• Rafael Wildauer & Jakob Kapeller, 2020. "A comment on fitting Pareto tails to complex survey data," Working Papers PKWP2001, Post Keynesian Economics Society (PKES).
• Abito, Jose Miguel, 2019. "Estimating Production Functions with Fixed Effects," MPRA Paper 97825, University Library of Munich, Germany.
• Maxwell Kellogg & Magne Mogstad & Guillaume Pouliot & Alexander Torgovitsky, 2020. "Combining Matching and Synthetic Control to Trade off Biases from Extrapolation and Interpolation," NBER Working Papers 26624, National Bureau of Economic Research, Inc.
• Rahal, Charles, 2019. "A Grid Based Approach to Analysing Spatial Weighting Matrix Specification," SocArXiv nt2yq, Center for Open Science.
• Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
• James J. Heckman, 2020. "Randomization and Social Policy Evaluation Revisited," Working Papers 2020-001, Human Capital and Economic Opportunity Working Group.