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Report NEP-ECM-2018-09-10
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:
- Liyao Li & Zhenlin Yang, 2018, "Spatial Dynamic Panel Data Models with Correlated Random Effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 15-2018, Aug.
- Francesco Bartolucci & Claudia Pigini, 2018, "Partial effects estimation for fixed-effects logit panel data models," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 431, Aug.
- Susan Athey & Guido Imbens, 2018, "Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption," Papers, arXiv.org, number 1808.05293, Aug, revised Sep 2018.
- Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2018, "A Unified Framework for Efficient Estimation of General Treatment Models," Papers, arXiv.org, number 1808.04936, Aug, revised Aug 2018.
- Item repec:inu:caeprp:2016-004 is not listed on IDEAS anymore
- Matias D. Cattaneo & Luke Keele & Rocio Titiunik & Gonzalo Vazquez-Bare, 2018, "Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs," Papers, arXiv.org, number 1808.04416, Aug, revised Apr 2020.
- Chevillon, Guillaume, 2017, "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1710, Jul.
- Sven Klaassen & Jannis Kuck & Martin Spindler & Victor Chernozhukov, 2018, "Uniform Inference in High-Dimensional Gaussian Graphical Models," Papers, arXiv.org, number 1808.10532, Aug, revised Dec 2018.
- Haroon Mumtaz, 2018, "Measuring the origins of macroeconomic uncertainty," Working Papers, Queen Mary University of London, School of Economics and Finance, number 864, Aug.
- Andreas Groll & Julien Hambuckers & Thomas Kneib & Nikolaus Umlauf, 2018, "LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-16, Aug.
- Kuang, Kun & Xiong, Ruoxuan & Cui, Peng & Athey, Susan & Li, Bo, 2018, "Stable Predictions across Unknown Environments," Research Papers, Stanford University, Graduate School of Business, number 3695, Jun.
- Hualde, Javier & Orregaard Nielsen, Morten, 2017, "Truncated sum of squares estimation of fractional time series models with deterministic trends," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274702, May, DOI: 10.22004/ag.econ.274702.
- Djogbenou, Antoine A., 2018, "Comovements in the Real Activity of Developed and Emerging Economies: A Test of Global versus Specific International Factors," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274718, Apr, DOI: 10.22004/ag.econ.274718.
- Franses, Ph.H.B.F. & Wiemann, T., 2018, "Intertemporal Similarity of Economic Time Series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-30, Aug.
- Eric Benhamou, 2018, "Connecting Sharpe ratio and Student t-statistic, and beyond," Papers, arXiv.org, number 1808.04233, Aug, revised May 2019.
- MacKinnon, James G., 2016, "Inference with Large Clustered Datasets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274691, Sep, DOI: 10.22004/ag.econ.274691.
- Rina Friedberg & Julie Tibshirani & Susan Athey & Stefan Wager, 2018, "Local Linear Forests," Papers, arXiv.org, number 1807.11408, Jul, revised Sep 2020.
- Rommel, Jens & Weltin, Meike, , "Is there a cult of statistical significance in Agricultural Economics?," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017, German Association of Agricultural Economists (GEWISOLA), number 261998, DOI: 10.22004/ag.econ.261998.
- Cavaliere, Giuseppe & ßrregaard Nielsen, Morten & Taylor, A.M. Robert, 2018, "Adaptive inference in heteroskedastic fractional time series models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274716, May, DOI: 10.22004/ag.econ.274716.