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Report NEP-ECM-2018-03-12
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:
- Javier Hidalgo & Marcia M Schafgans, 2017, "Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 597, Dec.
- Waernbaum, Ingeborg & Pazzagli, Laura, 2017, "Model misspecification and bias for inverse probability weighting and doubly robust estimators," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2017:23, Dec.
- Bruce E. Hansen & Seojeong Jay Lee, 2017, "Asymptotic Theory for Clustered Samples," Discussion Papers, School of Economics, The University of New South Wales, number 2017-18, Dec.
- Da Silva, Damião Nóbrega & Skinner, Chris J. & Kim, Jae Kwang, 2016, "Using binary paradata to correct for measurement error in survey data analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64763, Jun.
- Martijn van Hasselt & Timothy Ferland & Jeremy Bray & Arnie Aldridge, 2017, "Bayesian Estimation of the Complier Average Casual Effect," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 17-14, Dec.
- Luiza Badin & Cinzia Daraio & Léopold Simar, 2018, "A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures," DIAG Technical Reports, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza", number 2018-02.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2018, "Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors," Working Paper, Economics Department, Queen's University, number 1399, Mar.
- Eckhoff Andresen, Martin & Huber, Martin, 2018, "Instrument-based estimation with binarized treatments: Issues and tests for the exclusion restriction," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 492, Mar.
- Yuzhi Cai & Guodong Li, 2018, "A novel approach to modelling the distribution of financial returns," Working Papers, Swansea University, School of Management, number 2018-22, Feb.
- Item repec:ran:wpaper:wr-1142 is not listed on IDEAS anymore
- David Powell, 2017, "Inference with Correlated Clusters," Working Papers, RAND Corporation, number WR-1137-1, Jun.
- Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116R, Oct, revised Feb 2018.
- He, Zhongfang, 2018, "A Class of Generalized Dynamic Correlation Models," MPRA Paper, University Library of Munich, Germany, number 84820, Feb.
- Chang, Jinyuan & Yao, Qiwei & Zhou, Wen, 2017, "Testing for high-dimensional white noise using maximum cross-correlations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68531, Mar.
- Federico A. Bugni & Jackson Bunting, 2018, "On the iterated estimation of dynamic discrete choice games," Papers, arXiv.org, number 1802.06665, Feb, revised May 2020.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock & Marijn Verschelde, 2018, "Nonparametric identification of unobserved technological heterogeneity in production," Working Paper Research, National Bank of Belgium, number 335, Feb.
- Klein, Ingo & Doll, Monika, 2018, "Tests on asymmetry for ordered categorical variables," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 03/2018.
- Yuzhi Cai & Julian Stander, 2018, "The threshold GARCH model: estimation and density forecasting for financial returns," Working Papers, Swansea University, School of Management, number 2018-23, Feb.
- Yuta Kurose & Yasuhiro Omori, 2018, "Multiple-lock Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1075, Jan.
- Koen Jochmans & Taisuke Otsu, 2018, "Likelihood corrections for two-way models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 598, Feb.
- Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018, "Forecasting Inflation Uncertainty in the G7 Countries," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7118, Mar.