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Report NEP-ECM-2019-05-20
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:
- Jerry A. Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2019, "Errors in the Dependent Variable of Quantile Regression Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 25819, May.
- Joel L. Horowitz & Sokbae Lee, 2019, "Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities," Papers, arXiv.org, number 1905.06491, May, revised Nov 2022.
- Takayuki Toda & Ayako Wakano & Takahiro Hoshino, 2019, "Regression Discontinuity Design with Multiple Groups for Heterogeneous Causal Effect Estimation," Papers, arXiv.org, number 1905.04443, May.
- Hauber, Philipp & Schumacher, Christian & Zhang, Jiachun, 2019, "A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing," Discussion Papers, Deutsche Bundesbank, number 15/2019.
- Masaaki Fukasawa & Tetsuya Takabatake & Rebecca Westphal, 2019, "Is Volatility Rough ?," Papers, arXiv.org, number 1905.04852, May, revised May 2019.
- Perron, Pierre & Yamamoto, Yohei & 山本, 庸平, 2019, "Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2019-01, Apr.
- Perron, Pierre & Yamamoto, Yohei & 山本, 庸平 & Zhou, Jing, 2019, "Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-85, Apr.
- Fischer, Christoph, 2019, "Equilibrium real exchange rate estimates across time and space," Discussion Papers, Deutsche Bundesbank, number 14/2019.
- Régis Barnichon & Geert Mesters, 2019, "Identifying modern macro equations with old shocks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1659, May.
- Muhummad Amjad & Vishal Misra & Devavrat Shah & Dennis Shen, 2019, "mRSC: Multi-dimensional Robust Synthetic Control," Papers, arXiv.org, number 1905.06400, May, revised Sep 2019.
- Ferman, Bruno, 2019, "Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?," MPRA Paper, University Library of Munich, Germany, number 93746, May.
- Naimoli, Antonio & Storti, Giuseppe, 2019, "Heterogeneous component multiplicative error models for forecasting trading volumes," MPRA Paper, University Library of Munich, Germany, number 93802, May.
- Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2019, "Nonparametric Estimates of Demand in the California Health Insurance Exchange," NBER Working Papers, National Bureau of Economic Research, Inc, number 25827, May.
- Takashi Yamashita & Ryozo Miura, 2019, "Improving Regression-based Event Study Analysis Using a Topological Machine-learning Method," Papers, arXiv.org, number 1905.06536, May.