Report NEP-ECM-2022-05-30

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:

• Guohua Feng & Jiti Gao & Bin Peng, 2022. "Multi-Level Panel Data Models: Estimation and Empirical Analysis," Monash Econometrics and Business Statistics Working Papers 4/22, Monash University, Department of Econometrics and Business Statistics.
• Tassos Magdalinos & Katerina Petrova, 2022. "Uniform and distribution-free inference with general autoregressive processes," Economics Working Papers 1837, Department of Economics and Business, Universitat Pompeu Fabra.
• Feng, Oliver Y. & Chen, Yining & Han, Qiyang & Carroll, Raymond J & Samworth, Richard J., 2022. "Nonparametric, tuning-free estimation of S-shaped functions," LSE Research Online Documents on Economics 111889, London School of Economics and Political Science, LSE Library.
• Meijiang Wang & Jingyu He & P. Richard Hahn, 2022. "Local Gaussian process extrapolation for BART models with applications to causal inference," Papers 2204.10963, arXiv.org, revised Feb 2023.
• Huiling Yuan & Guodong Li & Junhui Wang, 2022. "High-Frequency-Based Volatility Model with Network Structure," Papers 2204.12933, arXiv.org.
• Isaiah Andrews & Anna Mikusheva, 2022. "GMM is Inadmissible Under Weak Identification," Papers 2204.12462, arXiv.org, revised May 2023.
• Yao Luo & Peijun Sang, 2022. "Penalized Sieve Estimation of Structural Models," Papers 2204.13488, arXiv.org.
• Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou, 2022. "A One-Covariate-at-a-Time Method for Nonparametric Additive Models," Papers 2204.12023, arXiv.org, revised May 2024.
• Charles F. Manski, 2022. "Identification and Statistical Decision Theory," Papers 2204.11318, arXiv.org, revised Mar 2024.
• Haroon Mumtaz & Michele Piffer, 2022. "Impulse response estimation via flexible local projections," Papers 2204.13150, arXiv.org.
• Tien Mai & The Viet Bui & Quoc Phong Nguyen & Tho V. Le, 2022. "Estimation of Recursive Route Choice Models with Incomplete Trip Observations," Papers 2204.12992, arXiv.org.
• Philipp Otto, 2022. "A Multivariate Spatial and Spatiotemporal ARCH Model," Papers 2204.12472, arXiv.org.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2022. "Optimal Decision Rules when Payoffs are Partially Identified," Papers 2204.11748, arXiv.org, revised May 2023.
• Edmund Crawley & Martin Holm & Håkon Tretvoll, 2022. "A Parsimonious Model of Idiosyncratic Income," Finance and Economics Discussion Series 2022-026, Board of Governors of the Federal Reserve System (U.S.).
• Xianfei Hui & Baiqing Sun & Hui Jiang & Yan Zhou, 2022. "Modeling dynamic volatility under uncertain environment with fuzziness and randomness," Papers 2204.12657, arXiv.org, revised Oct 2022.
• Nguyen, Hoang & Virbickaite, Audrone, 2022. "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Working Papers 2022:5, Örebro University, School of Business.
• Linwei Li & Paul-Amaury Matt & Christian Heumann, 2022. "Forecasting foreign exchange rates with regression networks tuned by Bayesian optimization," Papers 2204.12914, arXiv.org, revised May 2022.
• Arthur Charpentier & Emmanuel Flachaire, 2022. "Pareto models for top incomes and wealth," Post-Print hal-03649428, HAL.
• Mikkel Bennedsen & Eric Hillebrand & Sebastian Jensen, 2022. "A Neural Network Approach to the Environmental Kuznets Curve," CREATES Research Papers 2022-09, Department of Economics and Business Economics, Aarhus University.