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Report NEP-ECM-2018-11-05
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:
- Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2018, "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 25134, Oct.
- Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2018, "Principal component analysis for second-order stationary vector time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84106, Oct.
- Robin C. Sickles & Wonho Song & Valentin Zelenyuk, 2018, "Econometric Analysis of Productivity: Theory and Implementation in R," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082018, Sep.
- Jia Chen & Degui Li & Oliver Linton, 2018, "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Discussion Papers, Department of Economics, University of York, number 18/14, Oct.
- JoonHwan Cho & Thomas M. Russell, 2018, "Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments," Papers, arXiv.org, number 1810.03180, Oct, revised May 2023.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018, "Factor-Driven Two-Regime Regression," Department of Economics Working Papers, McMaster University, number 2018-14, Oct.
- Jia Chen, 2018, "Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models," Discussion Papers, Department of Economics, University of York, number 18/15, Oct.
- Xi Chen & Weidong Liu & Yichen Zhang, 2018, "Quantile Regression Under Memory Constraint," Papers, arXiv.org, number 1810.08264, Oct.
- Olivier Ledoit & Michael Wolf, 2018, "Robust performance hypothesis testing with smooth functions of population moments," ECON - Working Papers, Department of Economics - University of Zurich, number 305, Oct.
- Elvin Isufi & Andreas Loukas & Nathanael Perraudin & Geert Leus, 2018, "Forecasting Time Series with VARMA Recursions on Graphs," Papers, arXiv.org, number 1810.08581, Oct, revised Jul 2019.
- Szabolcs Majoros & Andr'as Zempl'eni, 2018, "Multivariate stable distributions and their applications for modelling cryptocurrency-returns," Papers, arXiv.org, number 1810.09521, Oct.
- Tadao Hoshino & Takahide Yanagi, 2018, "Treatment Effect Models with Strategic Interaction in Treatment Decisions," Papers, arXiv.org, number 1810.08350, Oct, revised Feb 2023.
- Hannah Druckenmiller & Solomon Hsiang, 2018, "Accounting for Unobservable Heterogeneity in Cross Section Using Spatial First Differences," NBER Working Papers, National Bureau of Economic Research, Inc, number 25177, Oct.
- Xinwei Ma & Jingshen Wang, 2018, "Robust Inference Using Inverse Probability Weighting," Papers, arXiv.org, number 1810.11397, Oct, revised May 2019.
- Arturo Lamadrid-Contreras & N.R. Ramírez-Rondán, 2018, "Panel Models with Two Threshold Variables: The Case of Financial Constraints," Working Papers, Peruvian Economic Association, number 128, Oct.
- Tzougas, George & Karlis, Dimitris & Frangos, Nicholas, 2017, "Confidence intervals of the premiums of optimal Bonus Malus Systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70926, Apr.
- Manganelli, Simone, 2018, "Selecting models with judgment," Working Paper Series, European Central Bank, number 2188, Oct.
- Ollech, Daniel, 2018, "Seasonal adjustment of daily time series," Discussion Papers, Deutsche Bundesbank, number 41/2018.
- Timothy B. Armstrong, 2018, "Adaptation Bounds for Confidence Bands under Self-Similarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2146, Oct.
- Ji Hyung Lee & Zhentao Shi & Zhan Gao, 2018, "On LASSO for Predictive Regression," Papers, arXiv.org, number 1810.03140, Oct, revised Feb 2021.
- Jinook Jeong & Hyunwoo Lee, 2018, "An Econometric Identification of Abnormally Low Bids in Procurement Market: Discriminant Analysis," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-129, Oct.
- Léopold Simar & Valentin Zelenyuk, 2018, "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP072018, Sep.