Report NEP-ECM-2019-01-14

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:

• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018, "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers, Banco de España, number 1841, Dec.
• Ryosuke Igari & Takahiro Hoshino, 2018, "A Bayesian Gamma Frailty Model Using the Sum of Independent Random Variables: Application of the Estimation of an Interpurchase Timing Model," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-021, Dec.
• Phillip Heiler & Jana Mareckova, 2019, "Shrinkage for Categorical Regressors," Papers, arXiv.org, number 1901.01898, Jan.
• Davy Paindaveine & Thomas Verdebout, 2019, "Inference for Spherical Location under High Concentration," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-02, Jan.
• Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2018, "Debiasing and $t$-tests for synthetic control inference on average causal effects," Papers, arXiv.org, number 1812.10820, Dec, revised May 2025.
• Ben Deaner, 2019, "Nonparametric Instrumental Variables Estimation Under Misspecification," Papers, arXiv.org, number 1901.01241, Jan, revised Dec 2022.
• Prosper Dovonon & Alastair Hall, 2018, "The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification," CIRANO Working Papers, CIRANO, number 2018s-37, Dec.
• Harold D. Chiang, 2018, "Many Average Partial Effects: with An Application to Text Regression," Papers, arXiv.org, number 1812.09397, Dec, revised Jan 2022.
• Davy Paindaveine & Julien Remy & Thomas Verdebout, 2019, "Sign Tests for Weak Principal Directions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-01, Jan.
• Matthew A. Masten & Alexandre Poirier, 2018, "Salvaging Falsified Instrumental Variable Models," Papers, arXiv.org, number 1812.11598, Dec, revised Jan 2020.
• Lechner, Michael, 2019, "Modified Causal Forests for Estimating Heterogeneous Causal Effects," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1901, Jan.
• Aknouche, Abdelhakim & Demmouche, Nacer & Touche, Nassim, 2018, "Bayesian MCMC analysis of periodic asymmetric power GARCH models," MPRA Paper, University Library of Munich, Germany, number 91136, May.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2018, "Rate Optimal Specification Test When the Number of Instruments is Large," KIER Working Papers, Kyoto University, Institute of Economic Research, number 986, Mar.
• Item repec:rim:rimwps:19-01 is not listed on IDEAS anymore

• Hiroaki Kaido & Kaspar Wuthrich, 2018, "Decentralization Estimators for Instrumental Variable Quantile Regression Models," Papers, arXiv.org, number 1812.10925, Dec, revised Sep 2020.
• Item repec:wrk:wrkemf:19 is not listed on IDEAS anymore

• Neng-Chieh Chang, 2018, "Semiparametric Difference-in-Differences with Potentially Many Control Variables," Papers, arXiv.org, number 1812.10846, Dec, revised Jan 2019.
• Tobias Hartl & Roland Weigand, 2018, "Approximate State Space Modelling of Unobserved Fractional Components," Papers, arXiv.org, number 1812.09142, Dec, revised May 2020.
• Chen, Siyan & Desiderio, Saul, 2018, "Factor analysis with a single common factor," MPRA Paper, University Library of Munich, Germany, number 90426.
• Timothy M. Christensen, 2018, "Dynamic Models with Robust Decision Makers: Identification and Estimation," Papers, arXiv.org, number 1812.11246, Dec, revised Jan 2019.
• Victor Lapshin & Sofia Sokhatskaya, 2018, "Choosing The Weighting Coefficients For Estimating The Term Structure From Sovereign Bonds," HSE Working papers, National Research University Higher School of Economics, number WP BRP 73/FE/2018.
• Tobias Hartl & Roland Weigand, 2018, "Multivariate Fractional Components Analysis," Papers, arXiv.org, number 1812.09149, Dec, revised Jan 2019.
• Yanchun Jin & Ryo Okui, 2018, "Testing for Overconfidence Statistically: A Moment Inequality Approach," KIER Working Papers, Kyoto University, Institute of Economic Research, number 984, Jan.
• Natalia Lazzati & John K.-H. Quah & Koji Shirai, 2018, "Nonparametric analysis of monotone choice," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 184, Apr.
• Nail Kashaev, 2018, "Identification and estimation of multinomial choice models with latent special covariates," Papers, arXiv.org, number 1811.05555, Nov, revised Mar 2022.
• David Preinerstorfer, 2018, "How to avoid the zero-power trap in testing for correlation," Papers, arXiv.org, number 1812.10752, Dec.
• Fabio Canova & Filippo Ferroni, 2018, "Mind the gap! Stylized dynamic facts and structural models," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 13/2018, Dec.

Report NEP-ECM-2019-01-14

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: