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Report NEP-ECM-2019-03-04
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:
- Badi Baltagi & Chihwa Kao & Long Liu, 2019, "Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 213, Feb.
- Xiaohong Chen & Demian Pouzo & James L. Powell, 2019, "Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions," Papers, arXiv.org, number 1902.10100, Feb.
- Yuhong Xu & Zhenlin Yang, 2019, "Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 5-2019, Jan.
- Marco Avarucci & Paolo Zaffaroni, 2019, "Robust Nearly-Efficient Estimation of Large Panels with Factor Structures," Papers, arXiv.org, number 1902.11181, Feb.
- Jiun-Hua Su, 2019, "Counterfactual Inference in Duration Models with Random Censoring," Papers, arXiv.org, number 1902.08502, Feb.
- Alain Hecq & Luca Margaritella & Stephan Smeekes, 2019, "Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure," Papers, arXiv.org, number 1902.10991, Feb, revised Dec 2020.
- Chiara Lattanzi & Manuele Leonelli, 2019, "A changepoint approach for the identification of financial extreme regimes," Papers, arXiv.org, number 1902.09205, Feb.
- Kelly Vosters & Jørgen Modalsli, 2019, "Spillover bias in multigenerational income regressions," Discussion Papers, Statistics Norway, Research Department, number 897, Feb.
- Byunghoon Kang, 2018, "Higher Order Approximation of IV Estimators with Invalid Instruments," Working Papers, Lancaster University Management School, Economics Department, number 257105320.
- Keisuke Takahata & Takahiro Hoshino, 2019, "Semiparametric estimation of heterogeneous treatment effects under the nonignorable assignment condition," Papers, arXiv.org, number 1902.09978, Feb.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019, "On Binscatter," Papers, arXiv.org, number 1902.09608, Feb, revised Apr 2024.
- Jushan Bai & Junlong Feng, 2019, "Robust Principal Component Analysis with Non-Sparse Errors," Papers, arXiv.org, number 1902.08735, Feb, revised Nov 2019.
- Myung Hwan Seo & Sueyoul Kim & Young-Joo Kim, 2019, "Estimation of Dynamic Panel Threshold Model using Stata," Papers, arXiv.org, number 1902.10318, Feb.
- Arun G. Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019, "Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap," NBER Working Papers, National Bureau of Economic Research, Inc, number 25593, Feb.
- Tomasz R. Bielecki & Igor Cialenco & Marcin Pitera & Thorsten Schmidt, 2019, "Fair Estimation of Capital Risk Allocation," Papers, arXiv.org, number 1902.10044, Feb, revised Nov 2019.
- Mohamed Chikhi & Claude Diebolt, 2019, "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-06.
- Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid, 2019, "Estimation of the Boundary of a Variable Observed with A Symmetric Error," TSE Working Papers, Toulouse School of Economics (TSE), number 19-990, Feb.
- Enache, Andreea & Florens, Jean-Pierre, 2019, "Identification and Estimation in a Third-Price Auction Model," TSE Working Papers, Toulouse School of Economics (TSE), number 19-989, Feb.
- Anne Opschoor & André Lucas & Istvan Barra & Dick van Dijk, 2019, "Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-013/IV, Feb, revised 23 Oct 2019.