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Report NEP-ECM-2018-09-03
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:
- Timothy B. Armstrong & Michal Koles'ar, 2018, "Sensitivity Analysis using Approximate Moment Condition Models," Papers, arXiv.org, number 1808.07387, Aug, revised Jul 2020.
- Laura Liu, 2017, "Density Forecasts in Panel Models: A semiparametric Bayesian Perspective," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 17-006, Apr, revised 28 Apr 2017.
- Lux, Thomas, 2018, "Inference for nonlinear state space models: A comparison of different methods applied to Markov-switching multifractal models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2018-07.
- Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2016, "Robust inference in structural VARs with long-run restrictions," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1702, Nov.
- Matthew Harding & Carlos Lamarche, 2018, "A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment," Papers, arXiv.org, number 1808.03364, Aug.
- Max Ole Liemen & Michel van der Wel & Olaf Posch, 2018, "Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data," 2018 Meeting Papers, Society for Economic Dynamics, number 1049.
- Sukjin Han & Sungwon Lee, 2018, "Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors," Papers, arXiv.org, number 1808.05792, Aug, revised Mar 2019.
- Bal'azs Csan'ad Cs'aji, 2018, "Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models," Papers, arXiv.org, number 1807.08390, Jul.
- Luca Brugnolini, 2018, "About Local Projection Impulse Response Function Reliability," CEIS Research Paper, Tor Vergata University, CEIS, number 440, Jun, revised 09 Jun 2018.
- Saint-Cyr, Legrand D. F., , "Farm heterogeneity and agricultural policy impacts on size dynamics: evidence from France," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 258013, DOI: 10.22004/ag.econ.258013.
- Zhu, Ying, 2018, "Concentration Based Inference in High Dimensional Generalized Regression Models (I: Statistical Guarantees)," MPRA Paper, University Library of Munich, Germany, number 88502, Aug.
- Sarah Baird & Aislinn Bohren & Craig McIntosh & Berk Ozler, 2017, "Optimal Design of Experiments in the Presence of Interference*, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 16-025, Nov, revised 30 Nov 2017.
- Art B. Owen & Hal Varian, 2018, "Optimizing the tie-breaker regression discontinuity design," Papers, arXiv.org, number 1808.07563, Aug, revised Jul 2020.
- Tomav{z} Kov{s}ir & Matjav{z} Omladiv{c}, 2018, "Reflected maxmin copulas and modelling quadrant subindependence," Papers, arXiv.org, number 1808.07646, Aug, revised Dec 2018.
- Liyuan Jiang & Shuang Zhou & Keren Li & Fangfang Wang & Jie Yang, 2018, "A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps," Papers, arXiv.org, number 1808.05289, Aug, revised Feb 2019.