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Report NEP-ECM-2018-01-08
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:
- Andrea Nocera, 2017, "Estimation and Inference in Mixed Fixed and Random Coefficient Panel Data Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1703, Jun.
- Ruben Loaiza-Maya & Michael Stanley Smith, 2017, "Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series," Papers, arXiv.org, number 1712.09150, Dec, revised Jul 2018.
- Can, S.U. & Einmahl, John & Laeven, R.J.A., 2017, "Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-052.
- Hepsag, Aycan, 2017, "New unit root tests with two smooth breaks and nonlinear adjustment," MPRA Paper, University Library of Munich, Germany, number 83353, Dec.
- Zacharias Psaradakis & Marian Vavra, 2017, "Normality Tests for Dependent Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 12/2017, Dec.
- Victor Chernozhukov & Mert Demirer & Esther Duflo & Iv'an Fern'andez-Val, 2017, "Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India," Papers, arXiv.org, number 1712.04802, Dec, revised Oct 2023.
- Zacharias Psaradakis & Martin Sola, 2017, "Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1702, Mar.
- Bontemps, Christophe & Nauges, Céline, 2017, "Endogenous Variables in Binary Choice Models: Some Insights for Practitioners," TSE Working Papers, Toulouse School of Economics (TSE), number 17-855, Oct.
- Sven Klaassen & Jannis Kueck & Martin Spindler, 2017, "Transformation Models in High-Dimensions," Papers, arXiv.org, number 1712.07364, Dec.
- Alexandre Belloni & Christian Hansen & Whitney Newey, 2017, "Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables," Papers, arXiv.org, number 1712.08102, Dec, revised Aug 2019.
- Andrea Nocera, 2017, "Causes and Effects of Negative Definite Covariance Matrices in Swamy Type Random Coefficient Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1704, Jun.
- Satya Paul & Sriram Shankar, 2017, "An alternative single parameter functional form for Lorenz curve," Crawford School Research Papers, Crawford School of Public Policy, The Australian National University, number 1712, Nov.
- Sören Blomquist & Whitney K. Newey, 2017, "The Bunching Estimator Cannot Identify the Taxable Income Elasticity," CESifo Working Paper Series, CESifo, number 6736.
- Julio López-Laborda & Carmen Marín-González & Jorge Onrubia, 2017, "Estimating Engel curves: A new way to improve the SILC-HBS matching process," Working Papers, FEDEA, number 2017-15, Dec.
- Vira Semenova, 2017, "Debiased Machine Learning of Set-Identified Linear Models," Papers, arXiv.org, number 1712.10024, Dec, revised Dec 2022.
- Xinkun Nie & Stefan Wager, 2017, "Quasi-Oracle Estimation of Heterogeneous Treatment Effects," Papers, arXiv.org, number 1712.04912, Dec, revised Aug 2020.
- Sellner, Richard, 2017, "Non-discriminatory Trade Policies in Structural Gravity Models. Evidence from Monte Carlo Simulations," Economics Series, Institute for Advanced Studies, number 335, Dec.
- Zhou, Bo, 2017, "Semiparametric inference for non-LAN models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0ea4fd8a-937d-4c19-8f77-f.
- Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2017, "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," Papers, arXiv.org, number 1712.09089, Dec, revised May 2021.
- Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper Series, Center for Financial Studies (CFS), number 582.
- Doll, Monika, 2017, "Relative efficiency of confidence interval methods around effect sizes," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 22/2017.