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Report NEP-ECM-2018-04-23
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:
- Degui Li & Peter C.B. Phillips & Jiti Gao, 2017, "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2109, Sep.
- Alessandro Casini & Pierre Perron, 2018, "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers, arXiv.org, number 1804.00232, Mar, revised May 2020.
- Wucherpfennig, Julian & Kachi, Aya & Bormann, Nils-Christian & Hunziker, Philipp, 2018, "Estimating Interdependence Across Space, Time and Outcomes in Binary Choice Models Using Pseudo Maximum Likelihood Estimators," Working papers, Faculty of Business and Economics - University of Basel, number 2018/11.
- Hiroaki Kaido & Jiaxuan Li & Marc Rysman, 2018, "Moment Inequalities in the Context of Simulated and Predicted Variables," Papers, arXiv.org, number 1804.03674, Apr.
- Christoph Breunig, 2018, "Varying Random Coefficient Models," Papers, arXiv.org, number 1804.03110, Apr, revised Aug 2020.
- Patrick Kline & Christopher R. Walters, 2017, "On Heckits, LATE, and Numerical Equivalence," Papers, arXiv.org, number 1706.05982, Jun, revised Oct 2018.
- Ke Zhu, 2018, "Statistical inference for autoregressive models under heteroscedasticity of unknown form," Papers, arXiv.org, number 1804.02348, Apr, revised Aug 2018.
- Qiying Wang & Peter C.B. Phillips & Ioannis Kasparis, 2017, "Latent Variable Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2111, Sep.
- Anna Bykhovskaya & Peter C. B. Phillips, 2017, "Point Optimal Testing with Roots That Are Functionally Local to Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2107, Sep.
- Ruiqi Liu & Anton Schick & Zuofeng Shang & Yonghui Zhang & Qiankun Zhou, 2018, "Identification and estimation in panel models with overspecified number of groups," Departmental Working Papers, Department of Economics, Louisiana State University, number 2018-03, Apr.
- Matias D. Cattaneo & Max H. Farrell & Yingjie Feng, 2018, "Large Sample Properties of Partitioning-Based Series Estimators," Papers, arXiv.org, number 1804.04916, Apr, revised Jun 2019.
- Anna Bykhovskaya & Peter C. B. Phillips, 2017, "Boundary Limit Theory for Functional Local to Unity Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2108, Sep.
- Donald W.K. Andrews, 2017, "Identification-Robust Subvector Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2105, Sep, revised Sep 2017.
- Doll, Monika & Klein, Ingo, 2018, "Sample size analysis for two-sample linear rank tests," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 05/2018.
- Liyang Sun & Sarah Abraham, 2018, "Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects," Papers, arXiv.org, number 1804.05785, Apr, revised Sep 2020.
- Hulya Eraslan & Xun Tang, 2018, "Identification and Estimation of Large Network Games with Private Link Information," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1809, Mar.
- Joris de Wind, 2017, "Exact Nonlinear and Non-Gaussian Kalman Smoother for State Space Models with Implicit Functions and Equality Constraints," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 359, Sep.
- Cheng Hsiao & Qiankun Zhou, 2018, "Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited," Departmental Working Papers, Department of Economics, Louisiana State University, number 2018-02, Apr.
- Haroon Mumtaz, 2018, "A generalised stochastic volatility in mean VAR," Working Papers, Queen Mary University of London, School of Economics and Finance, number 855, Mar.
- Elmar Mertens & James M. Nason, 2018, "Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility," BIS Working Papers, Bank for International Settlements, number 713, Apr.