Printed from https://ideas.repec.org/n/nep-ecm/2015-11-01.html
Report NEP-ECM-2015-11-01
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:
- Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2015, "Inference under covariate-adaptive randomization," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/15, Aug.
- Item repec:esx:essedp:774 is not listed on IDEAS anymore
- Toru Kitagawa & Chris Muris, 2015, "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP46/15, Aug.
- Andrew Chesher & Adam Rosen, 2015, "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP63/15, Oct.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015, "Constrained conditional moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP59/15, Sep.
- William E. Griffiths & Gholamreza Hajargasht, 2015, "Welfare Consequences of Information Aggregation and Optimal Market Size," Department of Economics - Working Papers Series, The University of Melbourne, number 1190, Jan.
- Jia-Young Michael Fu & Joel L. Horowitz & Matthias Parey, 2015, "Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP68/15, Oct.
- Mikkel Plagborg-Møller, 2015, "Bayesian Inference on Structural Impulse Response Functions," Working Paper, Harvard University OpenScholar, number 344351, Oct.
- Stanislav Anatolyev & Nikolay Gospodinov, 2015, "Multivariate return decomposition: theory and implications," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-7, Aug.
- Annastiina Silvennoinen & Timo Teräsvirta, 2015, "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-47, Oct.
- Áureo de Paula, 2015, "Econometrics of network models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP52/15, Sep.
- Charles F. Manski & Aleksey Tetenov, 2015, "Clinical trial design enabling e-optimal treatment rules," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP60/15, Sep.
- Stefano Magrini & Margherita Gerolimetto, 2015, "Spatial Distribution Dynamics," ERSA conference papers, European Regional Science Association, number ersa15p1172, Oct.
- Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang, 2015, "Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/15.
- Tomasz Wozniak, 2015, "Granger-causal analysis of GARCH models: a Bayesian approach," Department of Economics - Working Papers Series, The University of Melbourne, number 1194, May.
- Matthew C. Harding & Jerry Hausman & Christopher Palmer, 2015, "Finite sample bias corrected IV estimation for weak and many instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP41/15, Jul.
- Item repec:esx:essedp:773 is not listed on IDEAS anymore
- Laura E. Jackson & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2015, "Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement," Working Papers, Federal Reserve Bank of St. Louis, number 2015-31, Aug, DOI: 10.20955/wp.2015.031.
- Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone, 2015, "Parametric and Semiparametric IV Estimation of Network Models with Selectivity," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1509, revised Oct 2015.
- Yinghua He & Gabrielle Fack & Julien Grenet, 2020, "Beyond Truth-Telling: Preference Estimation with Centralized School Choice and College Admissions," PSE Working Papers, HAL, number halshs-01215998, Feb.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2015, "Vector quantile regression: an optimal transport approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP58/15, Sep.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2015, "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP67/15, Oct.