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Report NEP-ECM-2018-07-30
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:
- Oliver Linton & Ji-Liang Shiu, 2018, "Semiparametric nonlinear panel data models with measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/18, Jan.
- Kleijnen, J.P.C. & van Beers, W.C.M., 2018, "Prediction for Big Data through Kriging : Small Sequential and One-Shot Designs," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-022.
- Chaohua Dong & Oliver Linton, 2017, "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP59/17, Dec.
- Kazuhiko Hayakawa & Shuichi Nagata & Takashi Yamagata, 2018, "A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1037, Jul.
- Item repec:mia:wpaper:2018-01 is not listed on IDEAS anymore
- Papa Ousmane Cissé & Dominique Guégan & Abdou Kâ Diongue, 2018, "On parameters estimation of the Seasonal FISSAR Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18018, Jul.
- Marco Giesselmann & Alexander Schmidt-Catran, 2018, "Interactions in Fixed Effects Regression Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1748.
- Shujie Ma & Oliver Linton & Jiti Gao, 2018, "Estimation in semiparametric quantile factor models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/18, Jan.
- Liang, Che-Yuan, 2018, "Taxes and Household Labor Supply: Estimating Distributional Effects of Nonlinear Prices on Multidimensional Choice," Working Paper Series, Uppsala University, Department of Economics, number 2018:2, Feb.
- Huang, Na & Fryzlewicz, Piotr, 2018, "NOVELIST estimator of large correlation and covariance matrices and their inverses," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89055, Jul.
- Blomquist, Sören & Newey, Whitney K, 2018, "The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity," Working Paper Series, Uppsala University, Department of Economics, number 2018:4, Mar.
- Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2017, "Individual counterfactuals with multidimensional unobserved heterogeneity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP60/17, Dec.
- Papa Ousmane Cissé & Dominique Guegan & Abdou Kâ Diongue, 2018, "On the parameters estimation of the Seasonal FISSAR Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01832115, Jul.
- Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2018, "Monetary Policy, External Instruments and Heteroskedasticity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1749.
- Lettau, Martin & Pelger, Markus, 2018, "Factors that Fit the Time Series and Cross-Section of Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13049, Jul.
- Ahmed, Hanan & Einmahl, John, 2018, "Improved Estimation of the Extreme Value Index Using Related Variables," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-025.
- Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu, 2018, "Exact and robust conformal inference methods for predictive machine learning with dependent data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/18, Mar.
- Michael Vogt & Oliver Linton, 2018, "Multiscale clustering of nonparametric regression curves," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/18, Jan.
- Xun Lu & Ke Miao & Liangjun Su, 2018, "Determination of Different Types of Fixed Effects in Three-Dimensional Panels," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 10-2018, Apr.
- Andrew G. Chapple, 2018, "Modeling ISIL terror attacks and their fatality rates with a Bayesian reversible jump marked point process," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/09, Jun.
- Jinyong Hahn & Jerry Hausman & Josh Lustig, 2017, "Specification test on mixed logit models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP58/17, Dec.