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Report NEP-ECM-2017-08-13
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Ruben Crevits & Christophe Croux, 2017, "Robust estimation of linear state space models," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 588734, Aug.
- Shosei Sakaguchi, 2017, "Estimation of Average Treatment Effects Using Panel Data when Treatment Effects Are Heterogeneous by Unobserved Fixed Effects," KIER Working Papers, Kyoto University, Institute of Economic Research, number 970, Apr.
- Do Won Kwak & Kam Ki Tang & Juyoung Cheong, 2017, "The projection approach for multi-way error components models with partially balanced panel data," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 583, Jul.
- Matteo Barigozzi & Lorenzo Trapani, 2017, "Sequential testing for structural stability in approximate factor models," Papers, arXiv.org, number 1708.02786, Aug, revised Mar 2020.
- Deniz Akinc & Martina Vandebroek, 2017, "Estimating the mixed logit model by maximum simulated likelihood and hierarchical Bayes," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 588550, Jul.
- David T. Frazier & Tatsushi Oka & Dan Zhu, 2017, "Indirect Inference with a Non-Smooth Criterion Function," Papers, arXiv.org, number 1708.02365, Aug, revised Jul 2019.
- Thomas Kneib & Nikolaus Umlauf, 2017, "A Primer on Bayesian Distributional Regression," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-13, Jul.
- Ferman, Bruno & Ponczek, Vladimir, 2017, "Should we drop covariate cells with attrition problems?," MPRA Paper, University Library of Munich, Germany, number 80686, Aug.
- Michael B. Gordy & Alexander J. McNeil, 2017, "Spectral backtests of forecast distributions with application to risk management," Papers, arXiv.org, number 1708.01489, Aug, revised Jul 2019.
- Ruben Crevits & Christophe Croux, 2017, "Forecasting using robust exponential smoothing with damped trend and seasonal components," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 588812, Aug.
- Aufenanger, Tobias, 2018, "Treatment allocation for linear models," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 14/2017, revised 2018.
- Austin Nichols & Linden McBride, 2017, "Propensity Scores and Causal Inference Using Machine Learning Methods," 2017 Stata Conference, Stata Users Group, number 13, Aug.
- Luca Barbaglia & Christophe Croux & Ines Wilms, 2017, "Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach," Papers, arXiv.org, number 1708.02073, Aug.
- Golan, Amos & LaFrance, Jeffrey T & Perloff, Jeffrey M. & Seabold, Skipper, 2017, "Estimating a Demand System with Choke Prices," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt4qt9q8vr, Aug.
- Joseph P. Romano & Michael Wolf, 2017, "Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap," ECON - Working Papers, Department of Economics - University of Zurich, number 254, Jun.
- JIANG, Peiyun & 蒋, 佩芸 & KUROZUMI, Eiji & 黒住, 英司, 2017, "Power Properties of the Modified CUSUM Tests," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2017-05, Aug.
- David T. Frazier & Christian P. Robert & Judith Rousseau, 2017, "Model Misspecification in ABC: Consequences and Diagnostics," Papers, arXiv.org, number 1708.01974, Aug, revised Jul 2019.
- Ralf Brüggemann & Christian Kascha, 2017, "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2017-06, Aug.
- Peter Z. Schochet, , "What is Design-Based Causal Inference and Why Should I Use It?," Mathematica Policy Research Reports, Mathematica Policy Research, number 82a207630f374ef6a7dfd4a60.
- Ottaviani, Marco & Di Tillio, Alfredo & Sørensen, Peter Norman, 2017, "Strategic Sample Selection," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12202, Aug.