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Report NEP-ECM-2018-10-01
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:
- Lin Fan & Junting Duan & Peter W. Glynn & Markus Pelger, 2018, "Change-Point Testing for Risk Measures in Time Series," Papers, arXiv.org, number 1809.02303, Sep, revised Oct 2025.
- T. R. Santos, 2018, "A Bayesian GED-Gamma stochastic volatility model for return data: a marginal likelihood approach," Papers, arXiv.org, number 1809.01489, Aug.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell & Rocio Titiunik, 2018, "Regression Discontinuity Designs Using Covariates," Papers, arXiv.org, number 1809.03904, Sep.
- Nathaniel Beck, 2018, "Estimating grouped data models with a binary dependent variable and fixed effects: What are the issues," Papers, arXiv.org, number 1809.06505, Sep.
- Ando, Tomohiro & Bai, Jushan, 2018, "Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity," MPRA Paper, University Library of Munich, Germany, number 88765, Jun.
- Whitney Newey & Sami Stouli, 2018, "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 18/702, Sep.
- Matej Belin, 2018, "Time-invariant Regressors under Fixed Effects: Identification via a Proxy Variable," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp624, Sep.
- Xi Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Scott Kostyshak & Ye Luo, 2018, "Shape-Enforcing Operators for Point and Interval Estimators," Papers, arXiv.org, number 1809.01038, Sep, revised Feb 2021.
- Whitney Newey & Sami Stouli, 2018, "Control Variables, Discrete Instruments, and Identification of Structural Functions," Papers, arXiv.org, number 1809.05706, Sep, revised Dec 2019.
- Arthur Lewbel, 2018, "The Identification Zoo - Meanings of Identification in Econometrics," Boston College Working Papers in Economics, Boston College Department of Economics, number 957, Sep, revised 14 Dec 2019.
- Yun Liu & Yeonwoo Rho, 2018, "On the Choice of Instruments in Mixed Frequency Specification Tests," Papers, arXiv.org, number 1809.05503, Sep.
- Gregor Zens, 2018, "Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership," Papers, arXiv.org, number 1809.04853, Sep, revised Jan 2019.
- Jon Danielsson & Lerby Ergun & Casper G. de Vries, 2018, "Challenges in Implementing Worst-Case Analysis," Staff Working Papers, Bank of Canada, number 18-47, DOI: 10.34989/swp-2018-47.
- Rossella Calvi & Arthur Lewbel & Denni Tommasi, 2018, "LATE with Missing or Mismeasured Treatment," Boston College Working Papers in Economics, Boston College Department of Economics, number 959, May, revised 15 Aug 2021.
- Arthur T. Rego & Thiago R. dos Santos, 2018, "Non-Gaussian Stochastic Volatility Model with Jumps via Gibbs Sampler," Papers, arXiv.org, number 1809.01501, Aug, revised Oct 2018.
- Michael Zimmert, 2018, "Efficient Difference-in-Differences Estimation with High-Dimensional Common Trend Confounding," Papers, arXiv.org, number 1809.01643, Sep, revised Aug 2020.
- Andrew Goodman-Bacon, 2018, "Difference-in-Differences with Variation in Treatment Timing," NBER Working Papers, National Bureau of Economic Research, Inc, number 25018, Sep.
- Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2018, "Exponent of Cross-sectional Dependence for Residuals," CESifo Working Paper Series, CESifo, number 7223.
- Zhang, Rui & Shonkwiler, J. Scott, , "Bias Correction of Welfare measures in Non-Market Valuation: Comparison of the Delta Method, Jackknife and Bootstrap," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258099, DOI: 10.22004/ag.econ.258099.