24 documents matched the search for the 2020-09-07 issue of the NEP report on Econometrics (nep-ecm), currently edited by Sune Karlsson.
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11121
Max-sum tests for cross-sectional dependence of high-demensional panel data,
Long Feng, Tiefeng Jiang, Binghui Liu and Wei Xiong,
from arXiv.org
(2020)
An estimator for predictive regression: reliable inference for financial economics,
Neil Shephard,
from arXiv.org
(2020)
Assessing External Validity Over Worst-case Subpopulations,
Sookyo Jeong and Hongseok Namkoong,
from arXiv.org
(2022)
Learning Structure in Nested Logit Models,
Youssef M. Aboutaleb, Moshe Ben-Akiva and Patrick Jaillet,
from arXiv.org
(2020)
A Relation Analysis of Markov Decision Process Frameworks,
Tien Mai and Patrick Jaillet,
from arXiv.org
(2020)
Understanding Large-Scale Dynamic Purchase Behavior,
Bruno Jacobs, Dennis Fok and Bas Donkers,
from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
(2020)
Keywords: dynamic purchase behavior, large-scale assortment, purchase history data, topic model, machine learning, variational inference
Testing Sharpe ratio: luck or skill?,
Eric Benhamou, David Saltiel, Beatrice Guez and Nicolas Paris,
from HAL
(2020)
Keywords: Sharpe ratio,Student distribution,compounding effect on Sharpe,Wald test,T-test,Chi square test
Forecasting with Bayesian Grouped Random Effects in Panel Data,
Boyuan Zhang,
from arXiv.org
(2020)
A Novel Approach to Predictive Accuracy Testing in Nested Environments,
Jean-Yves Pitarakis,
from arXiv.org
(2023)
Semi-nonparametric Latent Class Choice Model with a Flexible Class Membership Component: A Mixture Model Approach,
Georges Sfeir, Maya Abou-Zeid, Filipe Rodrigues, Francisco Camara Pereira and Isam Kaysi,
from arXiv.org
(2020)
Efficient Covariate Balancing for the Local Average Treatment Effect,
Phillip Heiler,
from arXiv.org
(2020)
Neural Network-based Automatic Factor Construction,
Jie Fang, Jianwu Lin, Shutao Xia, Yong Jiang, Zhikang Xia and Xiang Liu,
from arXiv.org
(2020)
Stationarity and ergodicity of Markov switching positive conditional mean models,
Abdelhakim Aknouche and Christian Francq,
from University Library of Munich, Germany
(2020)
Keywords: Autoregressive Conditional Duration, Count time series models, finite mixture models, Ergodicity, Integer-valued GARCH, Markov mixture models.
To Bag is to Prune,
Philippe Goulet Coulombe,
from arXiv.org
(2024)
Optimal selection of the number of control units in kNN algorithm to estimate average treatment effects,
Andr\'es Ram\'irez-Hassan, Raquel Vargas-Correa, Gustavo Garc\'ia and Daniel Londo\~no,
from arXiv.org
(2020)
Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement,
Brantly Callaway,
from arXiv.org
(2020)
Policy Evaluation with Multiple Instrumental Variables,
Magne Mogstad, Alexander Torgovitsky and Christopher Walters,
from National Bureau of Economic Research, Inc
(2020)
A Graphical Lasso Approach to Estimating Network Connections: The Case of U.S. Lawmakers,
Marco Battaglini, Forrest W. Crawford, Eleonora Patacchini and Sida Peng,
from National Bureau of Economic Research, Inc
(2020)
Randomization in the Tropics Revisited: a Theme and Eleven Variations,
Angus Deaton,
from National Bureau of Economic Research, Inc
(2020)
Analyzing variance in central limit theorems,
Kairat Mynbayev and Gulsim Darkenbayeva,
from University Library of Munich, Germany
(2019)
Keywords: Central limit theorems, convergence in distribution, limit distribution, variance
S-ARMA model and Wold decomposition for covariance stationary interval-valued time series processes,
Jules Sadefo-Kamdem, Babel Raïssa Guemdjo Kamdem and Carlos Ougouyandjou,
from HAL
(2021)
Keywords: Wold décomposition,stationary time series,interval-valued time series processes,ARMA model
How to estimate a VAR after March 2020,
Michele Lenza and Giorgio Primiceri,
from European Central Bank
(2020)
Keywords: COVID-19, density forecasts, outliers, volatility
High Dimensional Quantile Factor Analysis,
Andres Sagner,
from Central Bank of Chile
(2020)
Distributed ARIMA Models for Ultra-long Time Series,
Xiaoqian Wang, Yanfei Kang, Rob Hyndman and Feng Li,
from Monash University, Department of Econometrics and Business Statistics
(2020)
Keywords: ultra-long time series, distributed forecasting, ARIMA models, least squares approximatio, MapReduce
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