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Report NEP-ECM-2017-10-01
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:
- Item repec:cwl:cwldpp:3009 is not listed on IDEAS anymore
- Jann Spiess, 2017, "Unbiased Shrinkage Estimation," Papers, arXiv.org, number 1708.06436, Aug, revised Oct 2017.
- Item repec:cwl:cwldpp:3011 is not listed on IDEAS anymore
- Ye Luo & Martin Spindler, 2017, "$L_2$Boosting for Economic Applications," Papers, arXiv.org, number 1702.03244, Feb.
- Marcus Cordi & Damien Challet & Ioane Muni Toke, 2017, "Testing the causality of Hawkes processes with time reversal," Papers, arXiv.org, number 1709.08516, Sep.
- Isaiah Andrews & Emily Oster, 2017, "A Simple Approximation for Evaluating External Validity Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 23826, Sep.
- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2017, "Stochastic Frontier Analysis: Foundations and Advances," Working Papers, University of Miami, Department of Economics, number 2017-10, Sep.
- Francis J. DiTraglia & Camilo García-Jimeno, 2017, "Mis-classified, Binary, Endogenous Regressors: Identification and Inference," NBER Working Papers, National Bureau of Economic Research, Inc, number 23814, Sep.
- Jann Spiess, 2017, "Bias Reduction in Instrumental Variable Estimation through First-Stage Shrinkage," Papers, arXiv.org, number 1708.06443, Aug, revised Oct 2017.
- Clarke, Damian, 2017, "Estimating Difference-in-Differences in the Presence of Spillovers," MPRA Paper, University Library of Munich, Germany, number 81604, Sep.
- Jens Ludwig & Sendhil Mullainathan & Jann Spiess, 2017, "Machine-Learning Tests for Effects on Multiple Outcomes," Papers, arXiv.org, number 1707.01473, Jul, revised May 2019.
- Todd Prono, 2017, "Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-095, Sep, DOI: 10.17016/FEDS.2017.095.
- Marc Hallin, 2017, "On Distribution and Quantile Functions, Ranks and Signs in R_d," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-34, Sep.
- Jiri Witzany, 2017, "A Bayesian Approach to Backtest Overfitting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/18, Sep, revised Sep 2017.
- Dietmar Pfeifer & Andreas Mandle & Olena Ragulina, 2017, "New copulas based on general partitions-of-unity and their applications to risk management (part II)," Papers, arXiv.org, number 1709.07682, Sep, revised Jan 2019.
- Chen, Liang & Dolado, Juan José & Gonzalo, Jesús, 2017, "Quantile Factor Models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 25299, Oct.
- Lenard Lieb & Stephan Smeekes, 2017, "Inference for Impulse Responses under Model Uncertainty," Papers, arXiv.org, number 1709.09583, Sep, revised Oct 2019.
- Sauer, Robert M. & Taber, Christopher, 2017, "Indirect Inference with Importance Sampling: An Application to Women's Wage Growth," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11004, Sep.
- Anirban Basu & Norma Coe & Cole G. Chapman, 2017, "Comparing 2SLS vs 2SRI for Binary Outcomes and Binary Exposures," NBER Working Papers, National Bureau of Economic Research, Inc, number 23840, Sep.
- Ismael Mourifie & Marc Henry & Romuald Meango, 2017, "Sharp bounds and testability of a Roy model of STEM major choices," Papers, arXiv.org, number 1709.09284, Sep, revised Nov 2019.
- Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 81568, Sep.
- Iv'an Fern'andez-Val & Martin Weidner, 2017, "Fixed Effect Estimation of Large T Panel Data Models," Papers, arXiv.org, number 1709.08980, Sep, revised Mar 2018.
- Yu-Wei Hsieh & Xiaoxia Shi & Matthew Shum, 2017, "Inference on Estimators defined by Mathematical Programming," Papers, arXiv.org, number 1709.09115, Sep.
- Franses, Ph.H.B.F. & Janssens, E., 2017, "This time it is different! Or not?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-25, Sep.