Report NEP-ECM-2020-07-13

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:

• Linton, O. & Seo, M. & Whang, Y-J., 2020. "Testing Stochastic Dominance with Many Conditioning Variables," Cambridge Working Papers in Economics 2004, Faculty of Economics, University of Cambridge.
• Wu, R. & Weeks, M., 2020. "A Semi-Parametric Bayesian Generalized Least Square Estimator," Cambridge Working Papers in Economics 2011, Faculty of Economics, University of Cambridge.
• Jiaming Mao & Jingzhi Xu, 2020. "Ensemble Learning with Statistical and Structural Models," Papers 2006.05308, arXiv.org.
• William C. Horrace & Yulong Wang, 2020. "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Center for Policy Research Working Papers 230, Center for Policy Research, Maxwell School, Syracuse University.
• Marcellino, Massimiliano & Kapetanios, George & Dendramis, Yiannis, 2020. "A Similarity-based Approach for Macroeconomic Forecasting," CEPR Discussion Papers 14469, C.E.P.R. Discussion Papers.
• Onatski, A. & Wang, C., 2020. "Spurious Factor Analysis," Cambridge Working Papers in Economics 2003, Faculty of Economics, University of Cambridge.
• Kelly, Morgan, 2020. "Direct Standard Errors for Regressions with Spatially Autocorrelated Residuals," CEPR Discussion Papers 14483, C.E.P.R. Discussion Papers.
• Kilian, Lutz & Zhou, Xiaoqing, 2020. "The Econometrics of Oil Market VAR Models," CEPR Discussion Papers 14460, C.E.P.R. Discussion Papers.
• Ek, Claes, 2020. "Serial-correlation-robust power calculation for the analysis-of-covariance estimator," Working Papers in Economics 788, University of Gothenburg, Department of Economics, revised Nov 2021.
• Christoph Berninger & Almond Stocker & David Rugamer, 2020. "A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction," Papers 2006.05750, arXiv.org, revised Feb 2021.
• Jan R. Magnus & Henk G.J. Pijls & Enrique Sentana, 2020. "The Jacobian of the exponential function," Tinbergen Institute Discussion Papers 20-035/III, Tinbergen Institute.
• Constantin Bürgi & Dorine Boumans, 2020. "Categorical Forecasts and Non-Categorical Loss Functions," CESifo Working Paper Series 8266, CESifo.
• Denis Fougère & Nicolas Jacquemet, 2019. "Causal Inference and Impact Evaluation," PSE-Ecole d'économie de Paris (Postprint) hal-02866828, HAL.