Report NEP-ECM-2023-01-02
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:
- Alain Hecq & Daniel Velasquez-Gaviria, 2022. "Spectral estimation for mixed causal-noncausal autoregressive models," Papers 2211.13830, arXiv.org.
- Bodnar, Taras & Mazur, Stepan & Nguyen, Hoang, 2022. "Estimation of optimal portfolio compositions for small sampleand singular covariance matrix," Working Papers 2022:15, Örebro University, School of Business.
- Mathur, Maya B, 2022. "E-value analogs for bias due to missing data in treatment effect estimates," OSF Preprints e9bzc, Center for Open Science.
- Guljanov, Gaygysyz & Mutschler, Willi & Trede, Mark, 2022. "Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve," Dynare Working Papers 78, CEPREMAP.
- Li, Chenxing & Maheu, John M & Yang, Qiao, 2022. "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper 115456, University Library of Munich, Germany.
- Aryan Bhambu & Arabin Kumar Dey, 2022. "Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network," Papers 2211.13915, arXiv.org.
- John List & Ian Muir & Gregory Sun, 2022. "Using Machine Learning for Efficient Flexible Regression Adjustment in Economic Experiments," Natural Field Experiments 00763, The Field Experiments Website.
- Oshan, Taylor M., 2022. "Local Modeling in a Regression Framework," OSF Preprints hpbd8, Center for Open Science.
- Damir Filipovi'c & Puneet Pasricha, 2022. "Empirical Asset Pricing via Ensemble Gaussian Process Regression," Papers 2212.01048, arXiv.org, revised Jan 2025.
- Mogens Fosgerau & Julien Monardo & André de Palma, 2022. "The Inverse Product Differentiation Logit Model," THEMA Working Papers 2022-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Marko Mlikota, 2022. "Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications," Papers 2211.13610, arXiv.org, revised Sep 2024.
- Yao Lei Xu & Kriton Konstantinidis & Danilo P. Mandic, 2022. "Graph-Regularized Tensor Regression: A Domain-Aware Framework for Interpretable Multi-Way Financial Modelling," Papers 2211.05581, arXiv.org.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "What is the Predictive Value of SPF Point and Density Forecasts?," Working Papers 22-37, Federal Reserve Bank of Cleveland.
- Montes-Galdón, Carlos & Paredes, Joan & Wolf, Elias, 2022. "Conditional density forecasting: a tempered importance sampling approach," Working Paper Series 2754, European Central Bank.