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Report NEP-ECM-2018-07-16
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:
- Byunghoon Kang, 2018, "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Working Papers, Lancaster University Management School, Economics Department, number 240829404.
- Alexander Mayer, 2018, "Estimation and Inference in Adaptive Learning Models with Slowly Decreasing Gains," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 18-03, Jul.
- Alexandre Belloni & Federico Bugni & Victor Chernozhukov, 2018, "Subvector Inference in Partially Identified Models with Many Moment Inequalities," Papers, arXiv.org, number 1806.11466, Jun.
- Riccardo D'Adamo, 2018, "Cluster-Robust Standard Errors for Linear Regression Models with Many Controls," Papers, arXiv.org, number 1806.07314, Jun, revised Apr 2019.
- Bartalotti, Otávio, 2018, "Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11560, May.
- Miruna Oprescu & Vasilis Syrgkanis & Zhiwei Steven Wu, 2018, "Orthogonal Random Forest for Causal Inference," Papers, arXiv.org, number 1806.03467, Jun, revised Sep 2019.
- D. Kuang & B. Nielsen, 2018, "Generalized Log-Normal Chain-Ladder," Papers, arXiv.org, number 1806.05939, Jun.
- Joshua C.C. Chan & Eric Eisenstat, 2018, "Comparing Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-31, Jun.
- Rajbir-Singh Nirwan & Nils Bertschinger, 2018, "Applications of Gaussian Process Latent Variable Models in Finance," Papers, arXiv.org, number 1806.03294, Jun, revised Apr 2019.
- Iskrev, Nikolay, 2018, "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series, European Central Bank, number 2161, Jun.
- Florian Gunsilius, 2018, "Point-identification in multivariate nonseparable triangular models," Papers, arXiv.org, number 1806.09680, Jun.
- Florian Gunsilius, 2018, "Non-testability of instrument validity under continuous endogenous variables," Papers, arXiv.org, number 1806.09517, Jun, revised Nov 2020.
- Marie-Hélène Felt, 2018, "A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions," Staff Working Papers, Bank of Canada, number 18-29, DOI: 10.34989/swp-2018-29.
- Bingling Wang & Sudipto Banerjee & Rangan Gupta, 2018, "Bayesian Spatial Modeling for Housing Data in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201837, Jun.
- Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018, "Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-32, Jun.
- Gerard Van Den Berg & Antoine Bozio & Monica Costa Dias, 2018, "Policy discontinuity and duration outcomes," IFS Working Papers, Institute for Fiscal Studies, number W18/10, Mar.
- Zhan Gao & Zhentao Shi, 2018, "Implementing Convex Optimization in R: Two Econometric Examples," Papers, arXiv.org, number 1806.10423, Jun, revised Aug 2019.
- Rafal Rak & Dariusz Grech, 2018, "Quantitative approach to multifractality induced by correlations and broad distribution of data," Papers, arXiv.org, number 1805.11909, May.
- Orozco, Valérie & Bontemps, Christophe & Maigné, Elise & Piguet, V. & Hofstetter, A. & Lacroix, Anne & Levert, F. & Rousselle, J.M, 2018, "How To Make A Pie: Reproducible Research for Empirical Economics & Econometrics," TSE Working Papers, Toulouse School of Economics (TSE), number 18-933, Jul.
- Ellis W. Tallman & Saeed Zaman, 2018, "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1809, Jun, DOI: 10.26509/frbc-wp-201809.