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Report NEP-ECM-2018-06-25
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:
- Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini, 2018, "Bayesian Dynamic Tensor Regression," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:13.
- Bruce E. Hansen & Seojeong Jay Lee, 2018, "Inference for Iterated GMM Under Misspecification and Clustering," Discussion Papers, School of Economics, The University of New South Wales, number 2018-07, Apr.
- Monica Billio & Roberto Casarin & Matteo Iacopini, 2018, "Bayesian Markov Switching Tensor Regression for Time-varying Networks," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:14.
- Denis Nekipelov & Vira Semenova & Vasilis Syrgkanis, 2018, "Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models," Papers, arXiv.org, number 1806.04823, Jun, revised Sep 2021.
- Yuya Sasaki & Takuya Ura, 2018, "Estimation and Inference for Policy Relevant Treatment Effects," Papers, arXiv.org, number 1805.11503, May, revised Jul 2020.
- Benjamin Williams, 2018, "Identification of the Linear Factor Model," Working Papers, The George Washington University, The Center for Economic Research, number 2018-002, Jun.
- Andreas Masuhr, 2018, "Bayesian Estimation of Generalized Partition of Unity Copulas," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7318, Jun.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018, "High-Dimensional Econometrics and Regularized GMM," Papers, arXiv.org, number 1806.01888, Jun, revised Jun 2018.
- Leschinski, Christian & Sibbertsen, Philipp, 2018, "The Periodogram of Spurious Long-Memory Processes," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-632, Jun.
- Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018, "LASSO-Driven Inference in Time and Space," Papers, arXiv.org, number 1806.05081, Jun, revised May 2020.
- Matteo Iacopini & Dominique Guégan, 2018, "Nonparametric Forecasting of Multivariate Probability Density Functions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:15.
- Knaus, Michael C., 2018, "A Double Machine Learning Approach to Estimate the Effects of Musical Practice on Student's Skills," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11547, May.
- Vanessa Berenguer Rico & Ines Wilms, 2018, "White heteroscedasticty testing after outlier removal," Economics Series Working Papers, University of Oxford, Department of Economics, number 853, Jun.
- Benjamin Williams, 2018, "Identification of a Nonseparable Model under Endogeneity using Binary Proxies for Unobserved Heterogeneity," Working Papers, The George Washington University, The Center for Economic Research, number 2018-003, Jun.
- Nicky L. Grant & Richard J. Smith, 2018, "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series, Economics, The University of Manchester, number 1802.
- Andreas Tryphonides, 2018, "Tilting Approximate Models," Papers, arXiv.org, number 1805.10869, May, revised Mar 2024.
- Michael Pfarrhofer & Philipp Piribauer, 2018, "Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models," Papers, arXiv.org, number 1805.10822, May.
- Max Tabord-Meehan, 2018, "Stratification Trees for Adaptive Randomization in Randomized Controlled Trials," Papers, arXiv.org, number 1806.05127, Jun, revised Jul 2022.
- Igor L. Kheifets & Pentti J. Saikkonen, 2018, "Stationarity and ergodicity of vector STAR models," Papers, arXiv.org, number 1805.11311, May, revised Aug 2019.
- Aronsson, Thomas & Jenderny, Katharina & Lanot, Gauthier, 2018, "Alternative parametric bunching estimators of the ETI," Umeå Economic Studies, Umeå University, Department of Economics, number 956, Jun.
- David Dale & Andrei Sirchenko, 2018, "Estimation of Nested and Zero-Inflated Ordered Probit Models," HSE Working papers, National Research University Higher School of Economics, number WP BRP 193/EC/2018.
- Brigham R. Frandsen & Lars J. Lefgren, 2018, "Partial Identification of the Distribution of Treatment Effects with an Application to the Knowledge Is Power Program (KIPP)," NBER Working Papers, National Bureau of Economic Research, Inc, number 24616, May.
- Golubev, Yuri & Safarian, Mher M., 2018, "On robust stopping times for detecting changes in distribution," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 116, DOI: 10.5445/IR/1000083279.
- Anastasiou, Andreas, 2017, "Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 83635, Jun.
- Zhu, Yajing & Steele, Fiona & Moustaki, Irini, 2017, "A general 3-step maximum likelihood approach to estimate the effects of multiple latent categorical variables on a distal outcome," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 81850, Jun.
- Jackson, Emerson Abraham, 2018, "Theoretical and Methodological Context of (Post)-Modern Econometrics and Competing Philosophical Discourses for Policy Prescription," MPRA Paper, University Library of Munich, Germany, number 86796, May, revised 19 May 2018.
- Karol Gellert & Erik Schlögl, 2018, "Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 392, Jun.