Report NEP-ECM-2018-08-13

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:

• Helmut Lütkepohl & Thore Schlaak, 2018, "Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1750.
• Eric Blankmeyer, 2018, "Measurement Errors as Bad Leverage Points," Papers, arXiv.org, number 1807.02814, Jul, revised Mar 2020.
• Amaresh K Tiwari, 2018, "Panel Data Binary Response Model In A Triangular System," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 110.
• Bo E. Honore & Luojia Hu, 2018, "Selection Without Exclusion," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-10, Jul, DOI: 10.21033/wp-2018-10.
• Chunrong Ai & Lukang Huang & Zheng Zhang, 2018, "A Simple and Efficient Estimation of the Average Treatment Effect in the Presence of Unmeasured Confounders," Papers, arXiv.org, number 1807.05678, Jul.
• Farnè, Matteo & Vouldis, Angelos T., 2018, "A methodology for automised outlier detection in high-dimensional datasets: an application to euro area banks' supervisory data," Working Paper Series, European Central Bank, number 2171, Jul.
• Dmitry Arkhangelsky & Guido Imbens, 2018, "Fixed Effects and the Generalized Mundlak Estimator," Papers, arXiv.org, number 1807.02099, Jul, revised Aug 2023.
• Bo E. Honore & Luojia Hu, 2018, "Easy Bootstrap-Like Estimation of Asymptotic Variances," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-11, Jun, DOI: 10.21033/wp-2018-11.
• GONÇALVES, Sílvia & PERRON, Benoit, 2018, "Bootstrapping factor models with cross sectional dependence," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2018-07.
• Bontemps, Christian & Kumar, Rohit, 2018, "A Geometric Approach to Inference in Set-Identified Entry Games," TSE Working Papers, Toulouse School of Economics (TSE), number 18-943, Jul, revised Mar 2019.
• Hecq, Alain & Goetz, Thomas, 2018, "Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes," MPRA Paper, University Library of Munich, Germany, number 87746, Jun.
• Stanislav Anatolyev & Anna Mikusheva, 2018, "Factor models with many assets: strong factors, weak factors, and the two-pass procedure," Papers, arXiv.org, number 1807.04094, Jul, revised Apr 2019.
• Milan Kumar Das & Anindya Goswami, 2018, "Testing of Binary Regime Switching Models using Squeeze Duration Analysis," Papers, arXiv.org, number 1807.04393, Jul, revised Aug 2018.
• Conny Wunsch & Renate Strobl, 2018, "Identification of Causal Mechanisms Based on Between-Subject Double Randomization Design," CESifo Working Paper Series, CESifo, number 7142.
• Catherine Doz & Anna Petronevich, 2017, "On the consistency of the two-step estimates of the MS-DFM: a Monte Carlo study," Working Papers, HAL, number halshs-01592863, Sep.
• Alfons, A. & Ates, N.Y. & Groenen, P.J.F., 2018, "A Robust Bootstrap Test for Mediation Analysis," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2018-005-MKT, Aug.
• Wunsch, Conny & Strobl, Renate, 2018, "Identification of causal mechanisms based on between-subject double randomization designs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13028, Jul.
• Alexis Derumigny & Jean-David Fermanian, 2018, "About Kendall's regression," Working Papers, Center for Research in Economics and Statistics, number 2018-01, Feb.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-08, Feb.
• Vishal Kamat, 2018, "On the Identifying Content of Instrument Monotonicity," Papers, arXiv.org, number 1807.01661, Jul, revised Oct 2019.
• Ernesto Carrella & Richard M. Bailey & Jens Koed Madsen, 2018, "Indirect inference through prediction," Papers, arXiv.org, number 1807.01579, Jul.
• Christian Gouriéroux & Alain Monfort & Jean-Michel Zakoian, 2018, "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," Working Papers, Center for Research in Economics and Statistics, number 2018-08, Jun.
• Item repec:spo:wpmain:info:hdl:2441/sb7ftvod18eb8hqptthmmeddt is not listed on IDEAS anymore

• Moriah B. Bostian & Cinzia Daraio & Rolf Fare & Shawna Grosskopf & Maria Grazia Izzo & Luca Leuzzi & Giancarlo Ruocco & William L. Weber, 2018, "Inference for Nonparametric Productivity Networks: A Pseudo-likelihood Approach," DIAG Technical Reports, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza", number 2018-06.
• Antoine Mandel & Amir Sani, 2017, "A Machine Learning Approach to the Forecast Combination Puzzle," Working Papers, HAL, number halshs-01317974, Apr.
• Jan Obloj & Johannes Wiesel, 2018, "Robust estimation of superhedging prices," Papers, arXiv.org, number 1807.04211, Jul, revised Apr 2020.

Report NEP-ECM-2018-08-13

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: