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Report NEP-ECM-2019-08-19
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:
- Prosper Dovonon & Firmin Doko Tchatoka & Michael Aguessy, 2019, "Relevant moment selection under mixed identification strength," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2019-04, Apr.
- Bruno, Randolph Luca & Magazzini, Laura & Stampini, Marco, 2019, "Exploiting Information from Singletons in Panel Data Analysis: A GMM Approach," IZA Discussion Papers, IZA Network @ LISER, number 12465, Jul.
- Lee, M-j.; & Park, S-s.; & Shim, H-c.;, 2019, "Regression Discontinuity with Integer Running Variable and Non-Integer Cutoff: Dental Care Program Effect on Expenditure," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 19/16, Jul.
- Martin Magris, 2019, "A Vine-copula extension for the HAR model," Papers, arXiv.org, number 1907.08522, Jul.
- Mateusz Buczyński & Marcin Chlebus, 2019, "Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-12.
- van den Berg, Gerard J. & Vikström, Johan, 2019, "Long-Run Effects of Dynamically Assigned Treatments: A New Methodology and an Evaluation of Training Effects on Earnings," IZA Discussion Papers, IZA Network @ LISER, number 12470, Jul.
- Tomohiro Ando & Jushan Bai & Mitohide Nishimura & Jun Yu, 2019, "A Quantile-based Asset Pricing Model," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 15-2019, Jul.
- Sida Peng, 2019, "Heterogeneous Endogenous Effects in Networks," Papers, arXiv.org, number 1908.00663, Aug.
- Arnold Polanski & Evarist Stoja & Ching-Wai (Jeremy) Chiu, 2019, "Tail risk interdependence," Bank of England working papers, Bank of England, number 815, Aug.
- Stanley, T. D. & Doucouliagos, Chris, 2019, "Practical Significance, Meta-Analysis and the Credibility of Economics," IZA Discussion Papers, IZA Network @ LISER, number 12458, Jul.
- Chen, Maolong & Myers, Robert J. & Hu, Chaoran, , "Estimating Dynamic Discrete Choice Panel Models Using Irregularly Spaced Data," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 291216, DOI: 10.22004/ag.econ.291216.
- David M. Ritzwoller & Joseph P. Romano, 2019, "Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences," Papers, arXiv.org, number 1908.01406, Aug, revised Apr 2021.
- Yingying DONG & Ying-Ying LEE & Michael GOU, 2019, "Regression Discontinuity Designs with a Continuous Treatment," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19058, Aug.
- Yilanci, Veli, 2019, "A Residual-Based Cointegration test with a Fourier Approximation," MPRA Paper, University Library of Munich, Germany, number 95395, Jul.
- Item repec:imf:imfwpa:19/157 is not listed on IDEAS anymore
- Lionel Yelibi & Tim Gebbie, 2019, "Agglomerative Likelihood Clustering," Papers, arXiv.org, number 1908.00951, Aug, revised Oct 2021.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2019, "Machine Learning for Forecasting Excess Stock Returns The Five-Year-View," Graz Economics Papers, University of Graz, Department of Economics, number 2019-06, Aug.