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Report NEP-ECM-2019-06-24
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:
- Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & O. Scaillet, 2019, "Saddlepoint Approximations for Spatial Panel Data Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-18, Mar, revised Mar 2019.
- Frank Windmeijer & Xiaoran Liang & Fernando P Hartwig & Jack Bowden, 2019, "The Confidence Interval Method for Selecting Valid Instrumental Variables," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 19/715, Jun.
- George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019, "Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 03-2019, Jun, revised Jun 2019.
- Mengheng Li & Ivan Mendieta-Munoz, 2019, "The multivariate simultaneous unobserved components model and identification via heteroskedasticity," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 2019/08, Jun.
- St'ephane Bonhomme & Martin Weidner, 2019, "Posterior Average Effects," Papers, arXiv.org, number 1906.06360, Jun, revised Sep 2021.
- Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven G., 2019, "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12366, May.
- Marc Hallin & Gilles Nisol & Shahin Tavakoli, 2019, "High-Dimensional Functional Factor Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-16, Jun.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019, "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-12, May.
- Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich, 2019, "Detecting p-hacking," Papers, arXiv.org, number 1906.06711, Jun, revised May 2021.
- Bruno Ferman, 2019, "On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls," Papers, arXiv.org, number 1906.06665, Jun, revised May 2020.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2019, "lpdensity: Local Polynomial Density Estimation and Inference," Papers, arXiv.org, number 1906.06529, Jun, revised Feb 2021.
- Kleijnen, Jack & van Beers, W.C.M., 2019, "Statistical Tests for Cross-Validation of Kriging Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-022.
- Laura Palagi & Ruggiero Seccia, 2019, "Online Block Layer Decomposition schemes for training Deep Neural Networks," DIAG Technical Reports, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza", number 2019-06.
- Christophe Chesneau & Salima El Kolei & Junke Kou & Fabien Navarro, 2019, "Nonparametric estimation in a regression model with additive and multiplicative noise," Papers, arXiv.org, number 1906.07695, Jun, revised Jun 2020.
- Arthur Charpentier & Emmanuel Flachaire, 2019, "Pareto Models for Top Incomes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02145024, May.
- Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019, "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-27, May, revised May 2019.
- Christelis, Dimitris & Messina, Julián, 2019, "Partial Identification of Population Average and Quantile Treatment Effects in Observational Data under Sample Selection," IDB Publications (Working Papers), Inter-American Development Bank, number 9520, Mar, DOI: http://dx.doi.org/10.18235/0001596.
- Jozef Barunik & Cathy Yi-Hsuan Chen & Jan Vecer, 2019, "Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists," Papers, arXiv.org, number 1906.00059, May.
- Vahagn Grigoryan & Arpine Dallakyan, 2007, "Equilibrium Real Exchange Rate Model of Armenia," Working Papers, Central Bank of Armenia, number 1.
- Taisuke Otsu & Mengshan Xu, 2019, "Score estimation of monotone partially linear index model," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 603, May.