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Report NEP-ECM-2019-04-22
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:
- Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang, 2019, "Estimation of Cross-Sectional Dependence in Large Panels," Papers, arXiv.org, number 1904.06843, Apr.
- Miguel A. Delgado & Andr'es Garc'ia-Suaza & Pedro H. C. Sant'Anna, 2019, "Distribution Regression in Duration Analysis: an Application to Unemployment Spells," Papers, arXiv.org, number 1904.06185, Apr, revised Nov 2021.
- Schlicht, Ekkehart, 2019, "VC - A method for estimating time-varying coefficients in linear models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-22.
- Ferrier, Gary D. & Johnson, Andrew L. & Layer, Kevin & Sickles, Robin C., 2018, "Direction Selection in Stochastic Directional Distance Functions," Working Papers, Rice University, Department of Economics, number 18-010, Oct.
- Prateek Bansal & Rico Krueger & Michel Bierlaire & Ricardo A. Daziano & Taha H. Rashidi, 2019, "P\'olygamma Data Augmentation to address Non-conjugacy in the Bayesian Estimation of Mixed Multinomial Logit Models," Papers, arXiv.org, number 1904.07688, Apr.
- Liu, Cheng & Sun, Yixiao, 2019, "A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0ck2109g, Mar.
- Alexander Chudik & Georgios Georgiadis, 2019, "Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 356, Mar, DOI: 10.24149/gwp356.
- Fryzlewicz, Piotr, 2018, "Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 82942, Oct.
- Alexis Derumigny & Lucas Girard & Yannick Guyonvarch, 2019, "On the construction of confidence intervals for ratios of expectations," Papers, arXiv.org, number 1904.07111, Apr.
- Subodh Dubey & Prateek Bansal & Ricardo A. Daziano & Erick Guerra, 2019, "A Generalized Continuous-Multinomial Response Model with a t-distributed Error Kernel," Papers, arXiv.org, number 1904.08332, Apr, revised Jan 2020.
- Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman, 2019, "Bayesian Risk Forecasting for Long Horizons," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-018/III, Feb.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk, 2019, "Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-025/III, Apr.
- Advani, Arun & Kitagawa, Toru & Sloczynski, Tymon, 2019, "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 411.
- Guo, Gangzheng & Wang, Shaoping & Sun, Yixiao, 2018, "Testing for Moderate Explosiveness in the Presence of Drift," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2k26h10n, Jul.
- Yoshimasa Uematsu & Takashi Yamagata, 2019, "Estimation of Weak Factor Models," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1053, Apr.
- Pablo A. Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019, "Likelihood Evaluation of Models with Occasionally Binding Constraints," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-028, Apr, DOI: 10.17016/FEDS.2019.028.
- Karthik Rajkumar, 2019, "Ridge regularization for Mean Squared Error Reduction in Regression with Weak Instruments," Papers, arXiv.org, number 1904.08580, Apr.
- Ye, Xiaoqing & Sun, Yixiao, 2018, "Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0bb8d0s9, Jul.
- Isaksson, Anders & Shang, Chenjun & Sickles, Robin C., 2018, "Non-structural Analysis of Productivity Growth for the Industrialized Countries: A Jackknife Model Averaging Approach," Working Papers, Rice University, Department of Economics, number 18-012, Jun.
- Mika Meitz & Pentti Saikkonen, 2019, "Subgeometric ergodicity and $\beta$-mixing," Papers, arXiv.org, number 1904.07103, Apr, revised Apr 2019.
- Vitor Possebom, 2019, "Sharp Bounds for the Marginal Treatment Effect with Sample Selection," Papers, arXiv.org, number 1904.08522, Apr.
- Sanghyun Hong & W. Robert Reed, 2019, "A Performance Analysis of Some New Meta-Analysis Estimators Designed to Correct Publication Bias," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 19/04, Apr.
- Alain Hecq & Li Sun, 2019, "Identification of Noncausal Models by Quantile Autoregressions," Papers, arXiv.org, number 1904.05952, Apr.
- Geneletti, Sara & Baio, Gianluca & O'Keeffe, Aidan & Ricciardi, Federico, 2019, "Bayesian modelling for binary outcomes in the regression discontinuity design," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100096, Jun.
- Th'eophile Griveau-Billion & Ben Calderhead, 2019, "A Dynamic Bayesian Model for Interpretable Decompositions of Market Behaviour," Papers, arXiv.org, number 1904.08153, Apr, revised Jan 2020.
- Anshul Verma & Pierpaolo Vivo & Tiziana Di Matteo, 2019, "A memory-based method to select the number of relevant components in Principal Component Analysis," Papers, arXiv.org, number 1904.05931, Apr, revised Oct 2019.