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Report NEP-ECM-2018-04-16
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:
- Alessandro Casini & Pierre Perron, 2018, "Generalized Laplace Inference in Multiple Change-Points Models," Papers, arXiv.org, number 1803.10871, Mar, revised Jan 2021.
- Peng, Liang & Yao, Qiwei, 2017, "Estimating conditional means with heavy tails," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 73082, Aug.
- Giovanni Angelini & Paolo Gorgi, 2018, "DSGE Models with Observation-Driven Time-Varying parameters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-030/III, Mar.
- Hirukawa, Masayuki & Prokhorov, Artem, 2017, "Consistent Estimation of Linear Regression Models Using Matched Data," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/18063, Mar.
- Li, Kunpeng, 2018, "Spatial panel data models with structural change," MPRA Paper, University Library of Munich, Germany, number 85388, Mar.
- Jonathan Roth, 2018, "Should We Adjust for the Test for Pre-trends in Difference-in-Difference Designs?," Papers, arXiv.org, number 1804.01208, Apr, revised May 2018.
- Bontemps, Christian, 2018, "Moment-based tests under parameter uncertainty," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 18-883, Mar.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018, "Endogenous Uncertainty," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1805, Mar, DOI: 10.26509/frbc-wp-201805.
- Timothy B. Armstrong & Michal Koles'ar, 2017, "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Papers, arXiv.org, number 1712.04594, Dec, revised Jan 2021.
- Clarke, Damian, 2018, "A Convenient Omitted Variable Bias Formula for Treatment Effect Models," MPRA Paper, University Library of Munich, Germany, number 85236, Mar.
- Costa, Manon & Gadat, Sébastien & Gonnord, Pauline & Risser, Laurent, 2018, "Cytometry inference through adaptive atomic deconvolution," TSE Working Papers, Toulouse School of Economics (TSE), number 18-905, Mar.
- Florian Huber & Tam'as Krisztin & Michael Pfarrhofer, 2018, "A Bayesian panel VAR model to analyze the impact of climate change on high-income economies," Papers, arXiv.org, number 1804.01554, Apr, revised Feb 2021.
- Alessandro Casini, 2018, "Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework," Papers, arXiv.org, number 1803.10883, Mar, revised Dec 2018.
- Alessandro Casini & Pierre Perron, 2018, "Continuous Record Asymptotics for Change-Points Models," Papers, arXiv.org, number 1803.10881, Mar, revised Nov 2021.
- Yu-Chin Hsu & Ta-Cheng Huang & Haiqing Xu, 2018, "Testing for Unobserved Heterogeneous Treatment Effects with Observational Data," Papers, arXiv.org, number 1803.07514, Mar, revised Aug 2021.
- Skrobotov Anton, 2018, "On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root," Working Papers, Gaidar Institute for Economic Policy, number wpaper-2018-302, revised 2018.
- Harin, Alexander, 2018, "Forbidden zones and biases for the expectation of a random variable. Version 2," MPRA Paper, University Library of Munich, Germany, number 85607, Mar.
- Daniel Kinn, 2018, "Reducing Estimation Risk in Mean-Variance Portfolios with Machine Learning," Papers, arXiv.org, number 1804.01764, Apr, revised Jul 2018.
- Gualdani, Cristina, 2018, "An Econometric Model of Network Formation with an Application to Board Interlocks between Firms," TSE Working Papers, Toulouse School of Economics (TSE), number 17-898, Mar, revised Jul 2019.
- Michel Fliess & Cédric Join & Cyril Voyant, 2018, "Prediction bands for solar energy: New short-term time series forecasting techniques," Post-Print, HAL, number hal-01736518, May, DOI: 10.1016/j.solener.2018.03.049.
- Li, Weiming & Gao, Jing & Li, Kunpeng & Yao, Qiwei, 2016, "Modelling multivariate volatilities via latent common factors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68121, Oct.
- Öberg, Stefan, 2018, "Instrumental variables based on twin births are by definition not valid," Göteborg Papers in Economic History, University of Gothenburg, Unit for Economic History, number 23, Apr.