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Report NEP-ECM-2018-04-09
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:
- Takaki Sato & Yasumasa Matsuda, 2018, "Spatial GARCH Models," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 78, Mar.
- Kosaku Takanashi, 2018, "Nonparametric Inference in Functional Linear Quantile Regression by RKHS Approach," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-002, Mar.
- Stefan Bruder, 2018, "Inference for structural impulse responses in SVAR-GARCH models," ECON - Working Papers, Department of Economics - University of Zurich, number 281, Apr.
- Koen Jochmans & Martin Weidner, 2018, "Inference on a Distribution from Noisy Draws," Papers, arXiv.org, number 1803.04991, Mar, revised Dec 2021.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018, "Network and Panel Quantile Effects Via Distribution Regression," Papers, arXiv.org, number 1803.08154, Mar, revised Jun 2020.
- Luisa Bisaglia & Margherita Gerolimetto, , "Estimation and forecasting in INAR(p) models using sieve bootstrap," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:06.
- Bensalma, Ahmed, 2018, "Two Distinct Seasonally Fractionally Differenced Periodic Processes," MPRA Paper, University Library of Munich, Germany, number 84969, Mar.
- Richard H. Spady & Sami Stouli, 2018, "Simultaneous Mean-Variance Regression," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 18/697, Apr.
- Timothy B. Armstrong & Michal Koles�r, 2016, "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2044R2, Jun, revised Mar 2018.
- Edward McFowland III & Sriram Somanchi & Daniel B. Neill, 2018, "Efficient Discovery of Heterogeneous Quantile Treatment Effects in Randomized Experiments via Anomalous Pattern Detection," Papers, arXiv.org, number 1803.09159, Mar, revised May 2023.
- Bruce E. Hansen & Jeffrey S. Racine, 2018, "Bootstrap Model Averaging Unit Root Inference," Department of Economics Working Papers, McMaster University, number 2018-09, Apr.
- Vikas Ramachandra, 2018, "Causal Inference for Survival Analysis," Papers, arXiv.org, number 1803.08218, Mar.
- Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille, 2018, "Two-way fixed effects estimators with heterogeneous treatment effects," Papers, arXiv.org, number 1803.08807, Mar, revised Mar 2020.
- Brantly Callaway & Pedro H. C. Sant'Anna, 2018, "Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment," DETU Working Papers, Department of Economics, Temple University, number 1804, Mar.
- Greg Lewis & Vasilis Syrgkanis, 2018, "Adversarial Generalized Method of Moments," Papers, arXiv.org, number 1803.07164, Mar, revised Apr 2018.
- Alberto Abadie, 2018, "Statistical Non-Significance in Empirical Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 24403, Mar.
- Luca Spadafora & Francesca Sivero & Nicola Picchiotti, 2018, "Jumping VaR: Order Statistics Volatility Estimator for Jumps Classification and Market Risk Modeling," Papers, arXiv.org, number 1803.07021, Mar, revised Mar 2018.
- Ziping Zhao & Daniel P. Palomar, 2018, "Sparse Reduced Rank Regression With Nonconvex Regularization," Papers, arXiv.org, number 1803.07247, Mar.
- Mário Fernando De Sousa & Helton Saulo & Víctor Leiva & Paulo Scalco, 2018, "On Some Properties Of A New Asymmetry-Based Tobit Model," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 129.