Report NEP-ECM-2017-11-05

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:

• Alexander Chudik & M. Hashem Pesaran, 2017, "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series, CESifo, number 6688.
• Taras Bodnar & Solomiia Dmytriv & Nestor Parolya & Wolfgang Schmid, 2017, "Tests for the weights of the global minimum variance portfolio in a high-dimensional setting," Papers, arXiv.org, number 1710.09587, Oct, revised Jul 2019.
• Susan Athey & Guido W. Imbens & Stefan Wager, 2016, "Approximate Residual Balancing: De-Biased Inference of Average Treatment Effects in High Dimensions," Papers, arXiv.org, number 1604.07125, Apr, revised Jan 2018.
• Susan Athey & Julie Tibshirani & Stefan Wager, 2016, "Generalized Random Forests," Papers, arXiv.org, number 1610.01271, Oct, revised Apr 2018.
• Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017, "Tests for qualitative features in the random coefficients model," Papers, arXiv.org, number 1704.01066, Apr, revised Mar 2018.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2017, "Robust Linear Static Panel Data Models Using ε-Contamination," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 208, Sep.
• Susan Athey & Guido Imbens, 2016, "The Econometrics of Randomized Experiments," Papers, arXiv.org, number 1607.00698, Jul.
• Matthew A. Masten & Alexandre Poirier, 2017, "Identification of Treatment Effects under Conditional Partial Independence," Papers, arXiv.org, number 1707.09563, Jul.
• Antoine A. Djogbenou, 2017, "Model Selection In Factor-augmented Regressions With Estimated Factors," Working Paper, Economics Department, Queen's University, number 1391, Oct.
• Conrad, Christian, 2017, "When does information on forecast variance improve the performance of a combined forecast?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168200.
• Ben Jann, 2017, "Why propensity scores should be used for matching," German Stata Users' Group Meetings 2017, Stata Users Group, number 01, Sep.
• Hajime Seya & Takahiro Yoshida, 2017, "Propensity score matching for multiple treatment levels: A CODA-based contribution," Papers, arXiv.org, number 1710.08558, Oct.
• Fernando Linardi & Cees (C.G.H.) Diks & Marco (M.J.) van der Leij & Iuri Lazier, 2017, "Dynamic Interbank Network Analysis Using Latent Space Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-101/II, Oct.
• Susan Athey & Guido Imbens & Thai Pham & Stefan Wager, 2017, "Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges," Papers, arXiv.org, number 1702.01250, Feb.
• Ryan Cumings-Menon, 2017, "Shape-Constrained Density Estimation via Optimal Transport," Papers, arXiv.org, number 1710.09069, Oct, revised Nov 2018.
• Federico Belotti & Giuseppe Ilardi, 2017, "Consistent inference in fixed-effects stochastic frontier models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1147, Oct.
• Susan Athey & Raj Chetty & Guido Imbens & Hyunseung Kang, 2016, "Estimating Treatment Effects using Multiple Surrogates: The Role of the Surrogate Score and the Surrogate Index," Papers, arXiv.org, number 1603.09326, Mar, revised Aug 2024.
• Susan Athey & Stefan Wager, 2017, "Policy Learning with Observational Data," Papers, arXiv.org, number 1702.02896, Feb, revised Sep 2020.
• Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2017, "Sampling-based vs. Design-based Uncertainty in Regression Analysis," Papers, arXiv.org, number 1706.01778, Jun, revised Jun 2019.
• Fabian Dunker & Stephan Klasen & Tatyana Krivobokova, 2017, "Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions," Papers, arXiv.org, number 1710.09009, Oct.
• VÁZQUEZ-ALCOCER, Alan & GOOS, Peter & SCHOEN, Eric D., 2017, "Projections of definitive screening designs by dropping columns: Selection and evaluation," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2017010, Sep.
• Morten Ø. Nielsen & S Johansen, 2017, "Testing The Cvar In The Fractional Cvar Model," Working Paper, Economics Department, Queen's University, number 1394, Oct.
• Benjamin Wong, 2017, "Historical Decompositions for Nonlinear Vector Autoregression Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-62, Oct.
• Knüppel, Malte & Krüger, Fabian, 2017, "Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168294.
• Antoine A. Djogbenou, 2018, "Comovements In The Real Activity Of Developed And Emerging Economies: A Test Of Global Versus Specific International Factors," Working Paper, Economics Department, Queen's University, number 1392, Apr.
• Susan Athey & Guido Imbens, 2016, "The State of Applied Econometrics - Causality and Policy Evaluation," Papers, arXiv.org, number 1607.00699, Jul.
• Alberto Abadie & Susan Athey & Guido Imbens & Jeffrey Wooldridge, 2017, "When Should You Adjust Standard Errors for Clustering?," Papers, arXiv.org, number 1710.02926, Oct, revised Sep 2022.

Report NEP-ECM-2017-11-05

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: